BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,803
COMMITMENTS
     974    1,432      396    3,574    3,180    4,944    5,008      859      795

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         83)
      -4       45       18      133       -5      147       58      -64       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     24.7      6.8     61.6     54.8     85.2     86.3     14.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        7        6       14       14       23       22                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,657
COMMITMENTS
  15,361    8,849      761   10,252   12,837   26,374   22,447    3,283    7,210

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        465)
     231       76       12      181      201      424      289       41      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     29.8      2.6     34.6     43.3     88.9     75.7     11.1     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      18       22       19       25       23       55       53                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,588
COMMITMENTS
     654    1,132      321    3,943    3,353    4,918    4,806      670      782

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:          2)
     -12      110      -21       11     -168      -22      -79       24       81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7     20.3      5.7     70.6     60.0     88.0     86.0     12.0     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7       10        6       20       17       32       28                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      237,160
COMMITMENTS
  95,703   43,341   29,238   93,474  129,900  218,415  202,479   18,745   34,681

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -23,008)
 -11,324   -2,794       81   -9,086  -18,928  -20,329  -21,641   -2,679   -1,367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4     18.3     12.3     39.4     54.8     92.1     85.4      7.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      303)
     113       66       92       73       89      237      208                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      250,841
COMMITMENTS
  89,979   77,890   35,436  100,923  103,913  226,338  217,239   24,503   33,602

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      3,256)
   1,874    6,262      246      783   -3,351    2,903    3,157      353       99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.9     31.1     14.1     40.2     41.4     90.2     86.6      9.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      364)
      82      114       90      101      114      240      276                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,316
COMMITMENTS
   2,558    1,098        4      471    2,402    3,033    3,504    1,283      812

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        253)
     512       90      -10     -309      134      193      214       60       39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.3     25.4      0.1     10.9     55.7     70.3     81.2     29.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      28        9        1       10       20       39       29                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,139
COMMITMENTS
  16,222   15,737    5,796   15,570    9,647   37,588   31,180    5,551   11,959

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        409)
     504      264      225       54     -142      783      347     -374       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.6     36.5     13.4     36.1     22.4     87.1     72.3     12.9     27.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      209)
      52       65       42       62       53      140      139                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,198
COMMITMENTS
   1,827   14,708      702   24,195   10,118   26,724   25,528      474    1,670

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        489)
    -135      574      131      498     -169      494      536       -5      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     54.1      2.6     89.0     37.2     98.3     93.9      1.7      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      12       22       11       22       22       39       50                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       38,581
COMMITMENTS
  18,937   11,205        0   18,522   26,928   37,459   38,133    1,122      448

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      2,313)
   1,865     -189        0      255    2,586    2,120    2,397      193      -84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1     29.0      0.0     48.0     69.8     97.1     98.8      2.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       7        4        0        6        9       13       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      114,230
COMMITMENTS
  39,963   22,788    1,644   42,740   65,261   84,347   89,693   29,883   24,537

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -2,264)
  -1,068   -6,726      153     -811    3,562   -1,726   -3,011     -538      747

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.0     19.9      1.4     37.4     57.1     73.8     78.5     26.2     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      26       25       12       19       21       52       51                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,010
COMMITMENTS
  23,330   16,612      613    9,149    4,119   33,092   21,344    5,918   17,666

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      4,214)
     856    2,816      -15    3,355   -1,047    4,196    1,754       18    2,460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     42.6      1.6     23.5     10.6     84.8     54.7     15.2     45.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      14       11        3        9       10       23       24                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:       97,361
COMMITMENTS
  28,648   65,820    2,170   62,388   23,674   93,206   91,664    4,155    5,697

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -5,756)
   4,410   -3,275    1,021  -11,582   -3,417   -6,151   -5,671      395      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     67.6      2.2     64.1     24.3     95.7     94.1      4.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      33       50       10       20       19       63       70                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      236,611
COMMITMENTS
  39,999  100,066    8,294  170,357   87,219  218,650  195,579   17,961   41,032

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      8,672)
  -5,747    5,289     -430   16,173     -582    9,996    4,277   -1,324    4,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     42.3      3.5     72.0     36.9     92.4     82.7      7.6     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      25       47       13       23       37       55       90                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      161,262
COMMITMENTS
  85,364   37,819    2,312   46,842   88,850  134,518  128,981   26,744   32,281

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     10,845)
  -1,673   14,350     -540   14,205   -8,802   11,992    5,008   -1,147    5,837

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     23.5      1.4     29.0     55.1     83.4     80.0     16.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      114)
      36       33        8       26       30       66       67                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      370,372
COMMITMENTS
 107,635  195,295   10,263  211,520  103,371  329,418  308,929   40,954   61,443

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      7,723)
  -4,376    7,957   -2,174   13,675     -724    7,125    5,059      598    2,664

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     52.7      2.8     57.1     27.9     88.9     83.4     11.1     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      220)
      63       79       37       51       54      126      160                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       30,858
COMMITMENTS
   9,824    4,731      166   10,054   21,710   20,044   26,607   10,814    4,251

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,611)
     892    1,395       -3      364      382    1,253    1,774      358     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.8     15.3      0.5     32.6     70.4     65.0     86.2     35.0     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        2        8        7       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,973
COMMITMENTS
  18,012    5,888      247    7,037   20,100   25,296   26,235    1,677      738

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        778)
     935    1,201       53     -168     -365      820      889      -42     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     21.8      0.9     26.1     74.5     93.8     97.3      6.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
      12        9        2        4        5       16       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,750
COMMITMENTS
  31,694   30,683       49    7,455   11,110   39,198   41,842    5,552    2,908

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:        516)
   1,088   -1,326     -370     -881    2,145     -163      449      679       67

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8     68.6      0.1     16.7     24.8     87.6     93.5     12.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      49       18        3        9       12       60       31                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,547,717
COMMITMENTS
 1400489  1707983  2079576  6249523  5623009  9729588  9410568  818,129  1137149

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    409,039)
  22,796  265,537   87,859  310,542   48,731  421,197  402,127  -12,158    6,912

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     16.2     19.7     59.3     53.3     92.2     89.2      7.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      273)
      49       76      102      115      136      226      263                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      685,818
COMMITMENTS
 117,407   98,083   22,546  444,412  459,653  584,366  580,283  101,452  105,536

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     -3,376)
   6,992   -2,107      -11  -12,403    4,251   -5,423    2,133    2,047   -5,509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.1     14.3      3.3     64.8     67.0     85.2     84.6     14.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      608)
     124      141       69      225      253      380      432                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       91,999
COMMITMENTS
  10,373    5,183      613   48,890   47,877   59,876   53,673   32,123   38,326

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      3,594)
     909   -2,030      612     -795    9,428      726    8,010    2,868   -4,416

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      5.6      0.7     53.1     52.0     65.1     58.3     34.9     41.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       66)
      16        7        2       26       26       42       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,969,096
COMMITMENTS
 555,734  485,063   89,103  1977612  2058882  2622449  2633048  346,647  336,048

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:    -34,850)
  31,434      634   -4,138  -58,039  -25,883  -30,743  -29,387   -4,107   -5,463

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     16.3      3.0     66.6     69.3     88.3     88.7     11.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      599)
     116      145       64      219      243      367      420                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       81,177
COMMITMENTS
  19,779    2,779       84   49,790   74,723   69,653   77,586   11,524    3,591

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:         -1)
   1,666      214      -68   -1,850     -513     -252     -367      251      366

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4      3.4      0.1     61.3     92.0     85.8     95.6     14.2      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      18        7        1       48       38       66       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       45,807
COMMITMENTS
  20,714    6,255      303   19,788   34,362   40,805   40,921    5,002    4,887

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      5,788)
   4,893     -640      -27     -253    6,517    4,613    5,851    1,175      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     13.7      0.7     43.2     75.0     89.1     89.3     10.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      60       47       11       48       73      114      125                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      229,036
COMMITMENTS
 103,571   31,277    1,514   98,940  171,812  204,025  204,603   25,011   24,433

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     28,939)
  24,467   -3,198     -134   -1,267   32,587   23,066   29,255    5,873     -316

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.2     13.7      0.7     43.2     75.0     89.1     89.3     10.9     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      60       47       11       48       73      114      125                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       89,743
COMMITMENTS
  45,938   29,722    2,662   12,635   36,784   61,235   69,168   28,508   20,575

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:     16,754)
  12,144      831     -201     -106   15,082   11,837   15,712    4,917    1,042

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     33.1      3.0     14.1     41.0     68.2     77.1     31.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      32       29       10       14       15       52       48                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,637
COMMITMENTS
  13,609    4,373       38   16,305   26,304   29,952   30,715    6,685    5,922

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      1,461)
   1,554     -471       38     -195    2,327    1,397    1,894       64     -433

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     11.9      0.1     44.5     71.8     81.8     83.8     18.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14        6        1       13       11       27       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/12/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,590
COMMITMENTS
  21,632   13,025      665   50,268   16,523   72,565   30,213    9,025   51,377

CHANGES FROM 07/05/16 (CHANGE IN OPEN INTEREST:      6,487)
   1,044    7,498       18    7,499   -2,592    8,561    4,924   -2,074    1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     16.0      0.8     61.6     20.3     88.9     37.0     11.1     63.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      28       11        3       39       20       67       34                  



Updated July 15, 2016