BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,049
COMMITMENTS
   1,017    1,496      448    3,748    3,297    5,213    5,241      836      808

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        230)
      -1       49       46      198      123      243      218      -13       12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.8     24.7      7.4     62.0     54.5     86.2     86.6     13.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        7        6       15       16       24       24                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,271
COMMITMENTS
  15,967    9,230      897   11,077   13,750   27,941   23,877    3,330    7,394

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        667)
     216      247       84      463       62      763      393      -96      274

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1     29.5      2.9     35.4     44.0     89.4     76.4     10.6     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      22       24       17       25       25       58       56                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,596
COMMITMENTS
     436    1,212      405    4,110    3,286    4,951    4,903      645      693

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:         34)
     -88       57       66       75      -42       53       81      -19      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     21.7      7.2     73.4     58.7     88.5     87.6     11.5     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6       11       10       22       18       34       33                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,781
COMMITMENTS
   1,089      357      379    2,163    2,511    3,631    3,247      150      534

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -31)
     -76       -9        4       36        5      -36        0        5      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.8      9.4     10.0     57.2     66.4     96.0     85.9      4.0     14.1

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 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      223,501
COMMITMENTS
  86,888   49,475   28,872   90,524  112,102  206,284  190,449   17,217   33,052

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -10,334)
  -4,523    4,511   -1,493     -710  -11,861   -6,726   -8,843   -3,608   -1,491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     22.1     12.9     40.5     50.2     92.3     85.2      7.7     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      289)
      91       78       84       67       93      209      214                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      251,923
COMMITMENTS
  92,451   71,437   38,520   98,016  109,456  228,987  219,413   22,936   32,510

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      7,352)
   2,338   -1,039    7,763     -360    2,085    9,741    8,809   -2,389   -1,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     28.4     15.3     38.9     43.4     90.9     87.1      9.1     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      350)
      91      105       98       94      112      237      271                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,219
COMMITMENTS
   3,469    1,300       98      311    2,822    3,878    4,220    1,341      999

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        298)
     190        9       30       -7      124      213      163       85      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.5     24.9      1.9      6.0     54.1     74.3     80.9     25.7     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      34       11        3        9       24       45       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       43,490
COMMITMENTS
  15,880   15,349    5,846   15,269    9,918   36,995   31,113    6,495   12,377

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:          4)
    -282     -374      404     -420      164     -298      194      302     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     35.3     13.4     35.1     22.8     85.1     71.5     14.9     28.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      203)
      50       63       40       56       55      130      140                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       27,895
COMMITMENTS
   2,013   15,418      774   24,576   10,227   27,363   26,419      532    1,476

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        393)
      26      451       61      279      104      366      616       27     -223

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2     55.3      2.8     88.1     36.7     98.1     94.7      1.9      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      12       25       10       22       24       39       54                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       37,406
COMMITMENTS
  20,146   10,688        0   16,177   26,304   36,323   36,992    1,083      414

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,379)
  -1,277     -864        0      100     -504   -1,177   -1,368     -202      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     28.6      0.0     43.2     70.3     97.1     98.9      2.9      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       8        4        0        6        8       14       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      118,079
COMMITMENTS
  44,023   20,843      923   43,091   66,035   88,037   87,801   30,042   30,278

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        476)
     937     -175      -87      338   -4,397    1,188   -4,659     -712    5,135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     17.7      0.8     36.5     55.9     74.6     74.4     25.4     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      26       26       11       16       19       50       48                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       51,507
COMMITMENTS
  26,807   25,861      638   17,768    3,880   45,213   30,379    6,294   21,128

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      9,741)
   3,616    7,357        8    6,109      -48    9,733    7,317        8    2,424

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.0     50.2      1.2     34.5      7.5     87.8     59.0     12.2     41.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      14       14        5       10       10       25       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      119,753
COMMITMENTS
  24,114   70,676   12,297   79,400   29,731  115,811  112,704    3,942    7,049

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     16,321)
    -561    6,635    7,775    8,907    1,218   16,121   15,628      200      693

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.1     59.0     10.3     66.3     24.8     96.7     94.1      3.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      130)
      33       61       16       21       19       67       86                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      231,644
COMMITMENTS
  29,819  110,391    8,310  177,371   70,629  215,500  189,330   16,144   42,314

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      6,055)
   1,860    8,046      -40    5,536     -619    7,356    7,387   -1,301   -1,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     47.7      3.6     76.6     30.5     93.0     81.7      7.0     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      121)
      29       46       13       21       39       57       91                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      159,869
COMMITMENTS
  74,074   39,116    2,900   58,947   85,458  135,921  127,474   23,948   32,395

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      1,503)
  -5,790   -1,395      339   11,954     -261    6,503   -1,317   -5,000    2,820

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     24.5      1.8     36.9     53.5     85.0     79.7     15.0     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      31       35       11       28       30       64       71                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      400,035
COMMITMENTS
 109,193  221,793    9,442  239,073  103,338  357,708  334,573   42,327   65,462

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     11,130)
  -2,385   10,324   -1,345   13,164    1,684    9,434   10,663    1,696      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.3     55.4      2.4     59.8     25.8     89.4     83.6     10.6     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      239)
      67       92       33       54       55      131      171                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,147
COMMITMENTS
  10,422    5,053      153    9,026   22,172   19,601   27,378   11,546    3,769

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -13)
     -16     -311       -5     -757      120     -778     -196      765      183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.5     16.2      0.5     29.0     71.2     62.9     87.9     37.1     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        4        2        6        7       14       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,189
COMMITMENTS
  16,826    5,316      333    7,489   19,831   24,648   25,480    1,541      709

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        -10)
    -628     -658       82      503      547      -43      -29       33       19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.2     20.3      1.3     28.6     75.7     94.1     97.3      5.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      14        7        1        4        6       18       14                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       39,825
COMMITMENTS
  26,598   26,383      223    8,610    9,833   35,431   36,439    4,394    3,386

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,374)
  -2,558     -600     -125    1,581   -1,296   -1,102   -2,021     -272      647

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     66.2      0.6     21.6     24.7     89.0     91.5     11.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      44       15        5       11       11       58       28                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,388,982
COMMITMENTS
 1050631  1541557  2117782  6355103  5545079  9523516  9204418  865,466  1184564

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:    -92,865)
-262,710 -286,011  119,096   52,922   67,159  -90,692  -99,756   -2,173    6,891

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.1     14.8     20.4     61.2     53.4     91.7     88.6      8.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      42       76       95      120      131      224      249                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      688,070
COMMITMENTS
 131,772   90,237   23,523  437,833  474,793  593,128  588,553   94,942   99,517

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -765)
   1,844   -3,429      258      -38    5,405    2,064    2,234   -2,829   -2,999

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     13.1      3.4     63.6     69.0     86.2     85.5     13.8     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     129      143       71      235      249      393      434                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       95,282
COMMITMENTS
  12,137    3,019       54   52,876   59,216   65,067   62,289   30,215   32,993

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:       -211)
     884   -1,219       27      195    2,961    1,106    1,769   -1,317   -1,980

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      3.2      0.1     55.5     62.1     68.3     65.4     31.7     34.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14        5        2       31       24       46       30                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,963,940
COMMITMENTS
 626,042  463,960   89,475  1924786  2077883  2640303  2631318  323,637  332,622

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -2,770)
   9,058   -6,792   -3,104   -1,165   12,222    4,789    2,326   -7,559   -5,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.1     15.7      3.0     64.9     70.1     89.1     88.8     10.9     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     125      143       66      223      241      374      424                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,811
COMMITMENTS
  22,780    2,911      581   45,137   73,883   68,498   77,375   12,313    3,436

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:        714)
   1,813      391      493   -1,918      157      388    1,041      326     -327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2      3.6      0.7     55.9     91.4     84.8     95.7     15.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      17        8        2       47       39       64       49                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       54,783
COMMITMENTS
  29,332    5,275      191   19,872   44,786   49,395   50,252    5,388    4,531

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:      4,350)
   4,536     -263      -78     -130    4,481    4,328    4,140       23      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.5      9.6      0.3     36.3     81.8     90.2     91.7      9.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      72       43       14       61       76      137      129                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      273,914
COMMITMENTS
 146,658   26,373      956   99,362  223,930  246,976  251,259   26,938   22,655

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     21,752)
  22,678   -1,314     -389     -651   22,404   21,638   20,701      114    1,051

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.5      9.6      0.3     36.3     81.8     90.2     91.7      9.8      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      230)
      72       43       14       61       76      137      129                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       95,520
COMMITMENTS
  57,083   25,573    2,594   11,171   44,998   70,848   73,165   24,672   22,355

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -3,998)
  -4,559   -2,638      259     -871   -1,276   -5,171   -3,655    1,173     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.8     26.8      2.7     11.7     47.1     74.2     76.6     25.8     23.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       25        9       14       15       53       42                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,753
COMMITMENTS
   9,954    3,643       60   17,834   28,138   27,848   31,841    7,905    3,912

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -1,665)
  -2,748     -629       22      289      888   -2,437      281      772   -1,946

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.8     10.2      0.2     49.9     78.7     77.9     89.1     22.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      10        5        1       15       10       25       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 07/26/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       76,100
COMMITMENTS
  21,387   12,855      380   45,852   11,575   67,619   24,810    8,481   51,290

CHANGES FROM 07/19/16 (CHANGE IN OPEN INTEREST:     -5,862)
  -1,510     -430     -258   -3,126   -2,417   -4,894   -3,105     -968   -2,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     16.9      0.5     60.3     15.2     88.9     32.6     11.1     67.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29        9        3       35       15       66       25                  



Updated July 29, 2016