WHEAT-SRW - CHICAGO BOARD OF TRADE                                   Code-001602
FUTURES ONLY 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:      415,287
COMMITMENTS
 120,266  127,899   94,278  166,515  149,760  381,059  371,937   34,228   43,350

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -7,651)
    -166   -3,930   -1,322   -3,698   -2,994   -5,186   -8,246   -2,465      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     30.8     22.7     40.1     36.1     91.8     89.6      8.2     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     119      115      138       92      103      296      291                  
 
 
WHEAT-HRW - CHICAGO BOARD OF TRADE                                   Code-001612
FUTURES ONLY 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:      200,401
COMMITMENTS
  63,915   69,545   26,379   88,422   79,206  178,716  175,130   21,685   25,271

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      2,068)
   1,964     -873      690     -756    2,869    1,898    2,686      170     -618

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.9     34.7     13.2     44.1     39.5     89.2     87.4     10.8     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      226)
      56       64       54       70       71      155      169                  
 
 
CORN - CHICAGO BOARD OF TRADE                                        Code-002602
FUTURES ONLY 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:    1,376,536
COMMITMENTS
 435,940  275,229  189,317  634,617  707,259  1259874  1171805  116,662  204,731

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -14,182)
     114   36,663  -30,237   17,339  -18,752  -12,784  -12,326   -1,398   -1,856

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     20.0     13.8     46.1     51.4     91.5     85.1      8.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      746)
     164      162      171      294      320      560      581                  
 
 
OATS - CHICAGO BOARD OF TRADE                                        Code-004603
FUTURES ONLY 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:        8,808
COMMITMENTS
   1,286    2,765      128    5,388    3,834    6,802    6,727    2,006    2,081

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:        190)
      76       81       71       23       -8      170      144       20       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     31.4      1.5     61.2     43.5     77.2     76.4     22.8     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      10       11        4       18       10       28       25                  
 
 
SOYBEANS - CHICAGO BOARD OF TRADE                                    Code-005602
FUTURES ONLY 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:      658,363
COMMITMENTS
 172,499  104,923  109,069  331,111  370,358  612,679  584,350   45,684   74,013

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      9,651)
  -9,692   27,115      380   19,454  -19,006   10,142    8,489     -491    1,162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     15.9     16.6     50.3     56.3     93.1     88.8      6.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      567)
     150      156      156      143      198      380      454                  
 
 
MINI SOYBEANS - CHICAGO BOARD OF TRADE                               Code-005603
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      388,244
COMMITMENTS
 120,847  106,129   62,652  176,579  188,410  360,078  357,191   28,166   31,053

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      8,893)
   3,368   13,267     -330    4,814   -2,583    7,852   10,354    1,041   -1,461

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.1     27.3     16.1     45.5     48.5     92.7     92.0      7.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      316)
     102       85       95       90       61      244      213                  
 
 
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE                         Code-020601
FUTURES ONLY 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:      525,938
COMMITMENTS
  70,974   59,199    7,403  320,326  321,388  398,703  387,990  127,235  137,948

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -5,341)
     721      558   -4,033   -2,875   11,173   -6,187    7,698      846  -13,039

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.5     11.3      1.4     60.9     61.1     75.8     73.8     24.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      152)
      35       24       18       69       74      113      107                  
 
 
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE               Code-020604
FUTURES ONLY 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:      611,141
COMMITMENTS
  55,370   94,664   11,379  421,225  410,695  487,974  516,738  123,167   94,403

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:      1,765)
   6,299   10,237    1,825   -3,605   -6,092    4,519    5,970   -2,754   -4,205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     15.5      1.9     68.9     67.2     79.8     84.6     20.2     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       95)
      13       12       11       52       51       70       69                  
 
 
CBT ETHANOL - CHICAGO BOARD OF TRADE                                 Code-025601
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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:      386,640
COMMITMENTS
 128,590   50,869   48,138  158,810  257,239  335,538  356,246   51,102   30,394

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -5,079)
 -14,755    2,748    2,448    5,705  -13,446   -6,602   -8,250    1,523    3,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.3     13.2     12.5     41.1     66.5     86.8     92.1     13.2      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      288)
      96       61       84       87       85      234      198                  
 
 
ROUGH RICE - CHICAGO BOARD OF TRADE                                  Code-039601
FUTURES ONLY 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:       10,188
COMMITMENTS
   1,459    4,058    1,714    4,416    3,063    7,589    8,835    2,599    1,353

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:         95)
     146       88       59     -205      -31        0      116       95      -21

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     39.8     16.8     43.3     30.1     74.5     86.7     25.5     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      15       26       17       15       10       46       43                  
 
 
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-042601
FUTURES ONLY 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:    1,381,230
COMMITMENTS
 428,393  319,549   24,797  819,171  889,831  1272361  1234177  108,869  147,053

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -10,992)
 -46,715    7,315   -2,551   41,889  -12,694   -7,377   -7,930   -3,615   -3,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.0     23.1      1.8     59.3     64.4     92.1     89.4      7.9     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
      61       70       35      107      143      183      233                  
 
 
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                 Code-043602
FUTURES ONLY 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:    2,955,775
COMMITMENTS
 453,654  446,353   82,018  2105718  1983141  2641390  2511512  314,385  444,263

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -21,390)
 -46,504   -5,998   10,148   13,337    1,666  -23,019    5,816    1,629  -27,206

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     15.1      2.8     71.2     67.1     89.4     85.0     10.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      379)
      68       95       59      154      170      262      284                  
 
 
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE                  Code-044601
FUTURES ONLY 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:    2,350,999
COMMITMENTS
 414,679  517,140   94,259  1576011  1369880  2084949  1981279  266,050  369,720

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -11,322)
 -13,213    7,553   10,489   11,987  -27,067    9,263   -9,025  -20,585   -2,297

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6     22.0      4.0     67.0     58.3     88.7     84.3     11.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      286)
      41       69       42      107      140      176      223                  
 
 
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE                        Code-045601
FUTURES ONLY 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:      860,904
COMMITMENTS
  52,219  147,605  121,746  666,115  541,536  840,080  810,887   20,824   50,017

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:    -16,265)
 -24,281  -18,857  -13,077   24,065   17,801  -13,293  -14,133   -2,972   -2,132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.1     17.1     14.1     77.4     62.9     97.6     94.2      2.4      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      15       38       29       53       62       84      114                  
 
 
DJIA Consolidated - CHICAGO BOARD OF TRADE                           Code-12460+
FUTURES ONLY 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:       46,724
COMMITMENTS
  10,289   15,523    1,217   29,655   22,234   41,161   38,973    5,563    7,751

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:       -696)
    -129     -314    1,158   -1,002   -2,782       28   -1,938     -724    1,242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     33.2      2.6     63.5     47.6     88.1     83.4     11.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      29       22        5       32       20       64       44                  
 
 
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE              Code-124603
FUTURES ONLY 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:       93,447
COMMITMENTS
  20,578   31,045    2,434   59,309   44,467   82,321   77,946   11,126   15,501

CHANGES FROM 08/11/15 (CHANGE IN OPEN INTEREST:     -1,391)
    -257     -628    2,316   -2,003   -5,563       56   -3,875   -1,447    2,484

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.0     33.2      2.6     63.5     47.6     88.1     83.4     11.9     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       99)
      29       22        5       32       20       64       44                  
 
 
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE                 Code-221602
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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
FUTURES ONLY 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 TRADERS
    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