BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,265
COMMITMENTS
     932    1,553      459    4,000    3,363    5,391    5,375      874      890

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        216)
     -85       57       11      252       66      178      134       38       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.9     24.8      7.3     63.8     53.7     86.0     85.8     14.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        7        7       17       15       27       23                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       31,979
COMMITMENTS
  16,192    9,230      960   11,409   14,197   28,561   24,387    3,418    7,592

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        708)
     225        0       63      332      447      620      510       88      198

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.6     28.9      3.0     35.7     44.4     89.3     76.3     10.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      22       22       18       25       24       58       55                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,655
COMMITMENTS
     433    1,206      374    4,187    3,346    4,994    4,926      661      729

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         59)
      -3       -6      -31       77       60       43       23       16       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7     21.3      6.6     74.0     59.2     88.3     87.1     11.7     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5       11       10       21       19       33       33                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,898
COMMITMENTS
   1,111      465      365    2,271    2,526    3,747    3,356      151      542

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        117)
      22      108      -14      108       15      116      109        1        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.5     11.9      9.4     58.3     64.8     96.1     86.1      3.9     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        9        7        4       17       13                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      224,120
COMMITMENTS
  88,881   55,577   33,784   85,063  101,257  207,728  190,618   16,392   33,502

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        619)
   1,993    6,102    4,912   -5,461  -10,845    1,444      169     -825      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     24.8     15.1     38.0     45.2     92.7     85.1      7.3     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      281)
      88       87       86       60       80      205      207                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      252,242
COMMITMENTS
  96,450   64,595   37,227   95,574  115,515  229,251  217,337   22,991   34,905

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        319)
   3,999   -6,842   -1,293   -2,442    6,059      264   -2,076       55    2,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     25.6     14.8     37.9     45.8     90.9     86.2      9.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
     102       93      101       98      118      246      276                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,328
COMMITMENTS
   3,258    1,396      314      465    2,537    4,037    4,247    1,291    1,081

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        109)
    -211       96      216      154     -285      159       27      -50       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.1     26.2      5.9      8.7     47.6     75.8     79.7     24.2     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       73)
      32       11        5       11       24       48       38                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,997
COMMITMENTS
  16,484   14,894    6,943   14,934   10,451   38,361   32,288    6,636   12,709

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,507)
     604     -455    1,097     -335      533    1,366    1,175      141      332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.6     33.1     15.4     33.2     23.2     85.3     71.8     14.7     28.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      197)
      48       59       42       56       58      130      140                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       28,296
COMMITMENTS
   2,090   15,721      864   24,808   10,242   27,762   26,827      534    1,469

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        401)
      77      303       90      232       15      399      408        2       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     55.6      3.1     87.7     36.2     98.1     94.8      1.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      14       25       10       22       24       40       55                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,300
COMMITMENTS
  15,822    7,557        0   16,491   25,389   32,313   32,946      987      354

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,106)
  -4,324   -3,131        0      314     -915   -4,010   -4,046      -96      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5     22.7      0.0     49.5     76.2     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        2        0        7        8       17       10                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,825
COMMITMENTS
  41,711   23,953    1,162   42,005   63,882   84,878   88,997   30,947   26,828

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,254)
  -2,312    3,110      239   -1,086   -2,153   -3,159    1,196      905   -3,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     20.7      1.0     36.3     55.2     73.3     76.8     26.7     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      25       27        9       15       19       45       50                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,853
COMMITMENTS
  21,216   22,931      833   15,290    4,672   37,339   28,436    7,514   16,417

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -6,654)
  -5,591   -2,930      195   -2,478      792   -7,874   -1,943    1,220   -4,711

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3     51.1      1.9     34.1     10.4     83.2     63.4     16.8     36.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       12        4       10       11       21       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,186
COMMITMENTS
  23,915   76,038   12,250   87,939   32,318  124,104  120,606    4,082    7,580

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      8,433)
    -199    5,362      -47    8,539    2,587    8,293    7,902      140      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     59.3      9.6     68.6     25.2     96.8     94.1      3.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      34       63       15       21       18       68       85                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      233,265
COMMITMENTS
  33,375  115,890    6,274  177,202   69,554  216,851  191,718   16,414   41,547

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,621)
   3,556    5,499   -2,036     -169   -1,075    1,351    2,388      270     -767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3     49.7      2.7     76.0     29.8     93.0     82.2      7.0     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      27       45       12       21       40       54       91                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      156,696
COMMITMENTS
  76,575   34,875    1,707   51,707   88,074  129,989  124,656   26,707   32,040

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -3,173)
   2,501   -4,241   -1,193   -7,240    2,616   -5,932   -2,818    2,759     -355

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9     22.3      1.1     33.0     56.2     83.0     79.6     17.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      33       36       12       27       29       65       72                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      378,500
COMMITMENTS
 104,516  208,619    9,076  218,778   99,452  332,370  317,147   46,130   61,353

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -21,535)
  -4,677  -13,174     -366  -20,295   -3,886  -25,338  -17,426    3,803   -4,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.6     55.1      2.4     57.8     26.3     87.8     83.8     12.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      235)
      73       81       40       54       57      140      167                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       32,986
COMMITMENTS
  10,663    5,298      159   10,467   23,959   21,289   29,416   11,697    3,570

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,839)
     241      245        6    1,441    1,787    1,688    2,038      151     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     16.1      0.5     31.7     72.6     64.5     89.2     35.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        2        7        8       15       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,861
COMMITMENTS
  16,343   16,440       23    6,061    6,867   22,427   23,330    1,434      531

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,328)
    -483   11,124     -310   -1,428  -12,964   -2,221   -2,150     -107     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.5     68.9      0.1     25.4     28.8     94.0     97.8      6.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        9        1        4        5       16       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       40,392
COMMITMENTS
  27,049   26,832      327    7,911    9,898   35,287   37,057    5,105    3,335

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        567)
     451      449      104     -699       65     -144      618      711      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     66.4      0.8     19.6     24.5     87.4     91.7     12.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      45       16        6        9       11       57       30                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        5,103
COMMITMENTS
   1,962    3,477       23    2,233      731    4,218    4,231      885      872

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4     68.1      0.5     43.8     14.3     82.7     82.9     17.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5       10        1        5        2       11       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   10,506,734
COMMITMENTS
 960,054  1425621  2178765  6559132  5750506  9697951  9354892  808,783  1151842

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    117,752)
 -90,577 -115,936   60,983  204,029  205,427  174,435  150,474  -56,683  -32,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1     13.6     20.7     62.4     54.7     92.3     89.0      7.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      43       76       97      119      133      223      254                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      683,947
COMMITMENTS
 126,751   93,694   25,517  441,056  470,796  593,324  590,007   90,623   93,939

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,123)
  -5,020    3,457    1,994    3,222   -3,996      196    1,455   -4,319   -5,578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     13.7      3.7     64.5     68.8     86.7     86.3     13.3     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      616)
     127      149       69      232      250      393      434                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       95,301
COMMITMENTS
  15,213    4,406       25   51,174   65,105   66,412   69,536   28,889   25,765

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:         19)
   3,076    1,387      -29   -1,702    5,889    1,345    7,247   -1,326   -7,228

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      4.6      0.0     53.7     68.3     69.7     73.0     30.3     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      18        3        1       30       25       48       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,943,229
COMMITMENTS
 600,484  489,234   84,667  1949408  2028456  2634559  2602357  308,670  340,872

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -20,711)
 -25,558   25,274   -4,808   24,622  -49,427   -5,744  -28,961  -14,967    8,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     16.6      2.9     66.2     68.9     89.5     88.4     10.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      607)
     123      149       65      223      243      376      427                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       81,991
COMMITMENTS
  24,260    2,688      331   45,010   75,657   69,601   78,676   12,390    3,315

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,180)
   1,480     -223     -250     -127    1,774    1,103    1,301       77     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.6      3.3      0.4     54.9     92.3     84.9     96.0     15.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19        7        3       46       38       66       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       56,902
COMMITMENTS
  32,123    5,787      296   19,015   45,886   51,434   51,969    5,469    4,933

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,119)
   2,792      513      105     -858    1,100    2,038    1,717       81      402

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     10.2      0.5     33.4     80.6     90.4     91.3      9.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      79       47       17       64       79      148      138                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      284,511
COMMITMENTS
 160,616   28,937    1,479   95,073  229,428  257,168  259,844   27,343   24,667

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     10,597)
  13,958    2,564      523   -4,289    5,498   10,192    8,585      405    2,012

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.5     10.2      0.5     33.4     80.6     90.4     91.3      9.6      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      246)
      79       47       17       64       79      148      138                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       99,112
COMMITMENTS
  58,269   26,906    2,830   10,162   46,366   71,261   76,102   27,851   23,010

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,592)
   1,186    1,333      236   -1,009    1,368      413    2,937    3,179      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.8     27.1      2.9     10.3     46.8     71.9     76.8     28.1     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      35       26       14       15       20       60       50                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,017
COMMITMENTS
   9,438    2,678       54   18,014   28,713   27,506   31,445    8,511    4,572

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        264)
    -516     -965       -6      180      575     -342     -396      606      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2      7.4      0.1     50.0     79.7     76.4     87.3     23.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11        4        1       15       11       26       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/02/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       71,526
COMMITMENTS
  15,831   10,064      127   45,904   18,216   61,862   28,407    9,664   43,119

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,574)
  -5,556   -2,791     -253       52    6,641   -5,757    3,597    1,183   -8,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.1     14.1      0.2     64.2     25.5     86.5     39.7     13.5     60.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       18        4       34       21       60       40                  



Updated August 5, 2016