BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,819
COMMITMENTS
   1,018    1,447      402    3,550    3,174    4,970    5,023      849      796

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         16)
      44       15        6      -24       -6       26       15      -10        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5     24.9      6.9     61.0     54.5     85.4     86.3     14.6     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 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,604
COMMITMENTS
  15,751    8,983      813   10,614   13,688   27,178   23,484    3,426    7,120

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        947)
     390      134       52      362      851      804    1,037      143      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     29.4      2.7     34.7     44.7     88.8     76.7     11.2     23.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      20       22       18       26       25       57       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,562
COMMITMENTS
     524    1,155      339    4,035    3,328    4,898    4,822      664      740

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        -26)
    -130       23       18       92      -25      -20       16       -6      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4     20.8      6.1     72.5     59.8     88.1     86.7     11.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       6       10        7       21       17       32       29                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,812
COMMITMENTS
   1,165      366      375    2,127    2,506    3,667    3,247      145      565

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6      9.6      9.8     55.8     65.7     96.2     85.2      3.8     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        7        7        4       15       13                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      233,835
COMMITMENTS
  91,411   44,964   30,365   91,234  123,963  213,010  199,292   20,825   34,543

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -3,325)
  -4,292    1,623    1,127   -2,240   -5,937   -5,405   -3,187    2,080     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     19.2     13.0     39.0     53.0     91.1     85.2      8.9     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      291)
      98       69       86       72       92      223      205                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      244,571
COMMITMENTS
  90,113   72,476   30,757   98,376  107,371  219,246  210,604   25,325   33,967

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -6,270)
     134   -5,414   -4,679   -2,547    3,458   -7,092   -6,635      822      365

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     29.6     12.6     40.2     43.9     89.6     86.1     10.4     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      354)
      84      104       86       99      115      233      269                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,921
COMMITMENTS
   3,279    1,291       68      318    2,698    3,665    4,057    1,256      864

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        605)
     721      193       64     -153      296      632      553      -27       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     26.2      1.4      6.5     54.8     74.5     82.4     25.5     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      32       12        3        8       21       42       35                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,486
COMMITMENTS
  16,162   15,723    5,442   15,689    9,754   37,293   30,919    6,193   12,567

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        347)
     -60      -14     -354      119      107     -295     -261      642      608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     36.2     12.5     36.1     22.4     85.8     71.1     14.2     28.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      198)
      50       62       36       56       54      128      134                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,502
COMMITMENTS
   1,987   14,967      713   24,297   10,123   26,997   25,803      505    1,699

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        304)
     160      259       11      102        5      273      275       31       29

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     54.4      2.6     88.3     36.8     98.2     93.8      1.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       71)
      13       24       10       22       22       40       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       38,785
COMMITMENTS
  21,423   11,552        0   16,077   26,808   37,500   38,360    1,285      425

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        204)
   2,486      347        0   -2,445     -120       41      227      163      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.2     29.8      0.0     41.5     69.1     96.7     98.9      3.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        0        6        8       13       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      117,603
COMMITMENTS
  43,086   21,018    1,010   42,753   70,432   86,849   92,460   30,754   25,143

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,373)
   3,123   -1,770     -634       13    5,171    2,502    2,767      871      606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     17.9      0.9     36.4     59.9     73.8     78.6     26.2     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      26       22        9       17       21       47       48                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,766
COMMITMENTS
  23,191   18,504      630   11,659    3,928   35,480   23,062    6,286   18,704

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      2,756)
    -139    1,892       17    2,510     -191    2,388    1,718      368    1,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     44.3      1.5     27.9      9.4     84.9     55.2     15.1     44.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      13       10        5        9       10       22       25                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      103,432
COMMITMENTS
  24,675   64,041    4,522   70,493   28,513   99,690   97,076    3,742    6,356

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      6,071)
  -3,973   -1,779    2,352    8,105    4,839    6,484    5,412     -413      659

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.9     61.9      4.4     68.2     27.6     96.4     93.9      3.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      27       60       14       22       20       62       82                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      225,589
COMMITMENTS
  27,959  102,345    8,350  171,835   71,248  208,144  181,943   17,445   43,646

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -11,022)
 -12,040    2,279       56    1,478  -15,971  -10,506  -13,636     -516    2,614

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.4     45.4      3.7     76.2     31.6     92.3     80.7      7.7     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      24       45       13       20       36       53       85                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      158,366
COMMITMENTS
  79,864   40,511    2,561   46,993   85,719  129,418  128,791   28,948   29,575

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -2,896)
  -5,500    2,692      249      151   -3,131   -5,100     -190    2,204   -2,706

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4     25.6      1.6     29.7     54.1     81.7     81.3     18.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      32       34        9       26       32       63       70                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      388,905
COMMITMENTS
 111,578  211,469   10,787  225,909  101,654  348,274  323,910   40,631   64,995

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     18,533)
   3,943   16,174      524   14,389   -1,717   18,856   14,981     -323    3,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     54.4      2.8     58.1     26.1     89.6     83.3     10.4     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      65       89       35       52       56      128      172                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,160
COMMITMENTS
  10,438    5,364      158    9,783   22,052   20,379   27,574   10,781    3,586

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        302)
     614      633       -8     -271      342      335      967      -33     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     17.2      0.5     31.4     70.8     65.4     88.5     34.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        2        7        7       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,199
COMMITMENTS
  17,454    5,974      251    6,986   19,284   24,691   25,509    1,508      690

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:       -774)
    -558       86        4      -51     -816     -605     -726     -169      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.6     22.8      1.0     26.7     73.6     94.2     97.4      5.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        9        2        4        5       18       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,199
COMMITMENTS
  29,156   26,983      348    7,029   11,129   36,533   38,460    4,666    2,739

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -3,551)
  -2,538   -3,700      299     -426       19   -2,665   -3,382     -886     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    70.8     65.5      0.8     17.1     27.0     88.7     93.4     11.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      45       20        6       10       12       60       33                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,481,847
COMMITMENTS
 1313341  1827568  1998686  6302181  5477920  9614208  9304174  867,639  1177673

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -65,870)
 -87,148  119,585  -80,890   52,658 -145,089 -115,380 -106,394   49,510   40,524

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.5     17.4     19.1     60.1     52.3     91.7     88.8      8.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      272)
      45       83      103      116      133      229      261                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      688,835
COMMITMENTS
 129,928   93,666   23,265  437,871  469,387  591,064  586,318   97,771  102,517

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,017)
  12,521   -4,417      719   -6,541    9,734    6,698    6,036   -3,681   -3,019

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     13.6      3.4     63.6     68.1     85.8     85.1     14.2     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      619)
     125      150       66      233      250      386      438                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       95,493
COMMITMENTS
  11,253    4,238       27   52,681   56,255   63,961   60,520   31,532   34,973

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,494)
     880     -945     -586    3,791    8,378    4,085    6,847     -591   -3,353

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8      4.4      0.0     55.2     58.9     67.0     63.4     33.0     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       62)
      12        6        2       30       22       43       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,966,710
COMMITMENTS
 616,984  470,752   92,579  1925951  2065661  2635514  2628992  331,196  337,718

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -2,386)
  61,250  -14,311    3,476  -51,661    6,779   13,065   -4,056  -15,451    1,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     15.9      3.1     64.9     69.6     88.8     88.6     11.2     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     122      149       62      222      241      369      427                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,097
COMMITMENTS
  20,967    2,520       88   47,055   73,726   68,110   76,334   11,987    3,763

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -1,080)
   1,188     -259        4   -2,735     -997   -1,543   -1,252      463      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      3.1      0.1     58.7     92.0     85.0     95.3     15.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17        7        2       46       39       64       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       50,432
COMMITMENTS
  24,796    5,537      269   20,003   40,305   45,068   46,112    5,365    4,321

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      4,625)
   4,082     -718      -34      215    5,943    4,263    5,191      363     -566

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     11.0      0.5     39.7     79.9     89.4     91.4     10.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      68       42       10       51       76      123      124                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      252,162
COMMITMENTS
 123,980   27,687    1,345  100,013  201,526  225,338  230,558   26,824   21,604

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     23,126)
  20,409   -3,590     -169    1,073   29,714   21,313   25,955    1,813   -2,829

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2     11.0      0.5     39.7     79.9     89.4     91.4     10.6      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      68       42       10       51       76      123      124                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       99,518
COMMITMENTS
  61,642   28,211    2,335   12,042   46,274   76,019   76,820   23,499   22,698

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      9,775)
  15,704   -1,511     -327     -593    9,490   14,784    7,652   -5,009    2,123

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.9     28.3      2.3     12.1     46.5     76.4     77.2     23.6     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      35       29        9       15       16       57       47                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,418
COMMITMENTS
  12,702    4,272       38   17,545   27,250   30,285   31,560    7,133    5,858

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        781)
    -907     -101        0    1,240      946      333      845      448      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     11.4      0.1     46.9     72.8     80.9     84.3     19.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        5        1       16       10       29       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/19/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,962
COMMITMENTS
  22,897   13,285      638   48,978   13,992   72,513   27,915    9,449   54,047

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        372)
   1,265      260      -27   -1,290   -2,531      -52   -2,298      424    2,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     16.2      0.8     59.8     17.1     88.5     34.1     11.5     65.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27        8        4       39       21       67       32                  



Updated July 22, 2016