BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,551
COMMITMENTS
     741    1,312      429    3,601    3,058    4,771    4,799      780      752

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -714)
    -191     -241      -30     -399     -305     -620     -576      -94     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.3     23.6      7.7     64.9     55.1     85.9     86.5     14.1     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        6       15       13       24       20                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       28,185
COMMITMENTS
  13,489    6,909      569   10,688   13,451   24,746   20,929    3,439    7,256

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -3,794)
  -2,703   -2,321     -391     -721     -746   -3,815   -3,458       21     -336

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.9     24.5      2.0     37.9     47.7     87.8     74.3     12.2     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
      20       18       17       25       24       55       49                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,958
COMMITMENTS
     364      964      444    3,443    2,943    4,251    4,351      707      607

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -697)
     -69     -242       70     -744     -403     -743     -575       46     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     19.4      9.0     69.4     59.4     85.7     87.8     14.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        9       10       19       18       31       31                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,498
COMMITMENTS
   1,000      499      341    2,031    2,199    3,372    3,039      126      459

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -400)
    -111       34      -24     -240     -327     -375     -317      -25      -83

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.6     14.3      9.7     58.1     62.9     96.4     86.9      3.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        9        7        3       17       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      219,821
COMMITMENTS
  91,469   62,939   30,767   80,330   90,781  202,566  184,487   17,255   35,334

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -4,299)
   2,588    7,362   -3,017   -4,733  -10,476   -5,162   -6,131      863    1,832

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.6     28.6     14.0     36.5     41.3     92.2     83.9      7.8     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      92       96       80       61       81      199      218                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      239,760
COMMITMENTS
  94,252   57,741   30,311   91,912  113,992  216,475  202,044   23,285   37,716

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    -12,482)
  -2,198   -6,854   -6,916   -3,662   -1,523  -12,776  -15,293      294    2,811

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3     24.1     12.6     38.3     47.5     90.3     84.3      9.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      355)
      93       93       83       99      120      231      272                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,408
COMMITMENTS
   3,141    1,360      316      592    2,663    4,049    4,339    1,359    1,069

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         80)
    -117      -36        2      127      126       12       92       68      -12

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     25.1      5.8     10.9     49.2     74.9     80.2     25.1     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      31       10        5       13       24       49       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       45,485
COMMITMENTS
  16,956   13,372    8,180   14,053   10,038   39,189   31,590    6,296   13,895

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        488)
     472   -1,522    1,237     -881     -413      828     -698     -340    1,186

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     29.4     18.0     30.9     22.1     86.2     69.5     13.8     30.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      207)
      56       58       50       54       59      143      144                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,086
COMMITMENTS
   1,580   12,750      656   21,336    9,352   23,572   22,758      514    1,328

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -4,210)
    -510   -2,971     -208   -3,472     -890   -4,190   -4,069      -20     -141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.6     52.9      2.7     88.6     38.8     97.9     94.5      2.1      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      12       22       10       21       24       40       49                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       31,187
COMMITMENTS
  13,541    6,483        0   16,715   24,294   30,256   30,777      931      410

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -2,113)
  -2,281   -1,074        0      224   -1,095   -2,057   -2,169      -56       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4     20.8      0.0     53.6     77.9     97.0     98.7      3.0      1.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
      10        1        0        7        8       17        9                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      115,796
COMMITMENTS
  43,647   28,281      620   42,636   58,173   86,903   87,074   28,893   28,722

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        -29)
   1,936    4,328     -542      631   -5,709    2,025   -1,923   -2,054    1,894

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     24.4      0.5     36.8     50.2     75.0     75.2     25.0     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      24       28        7       17       20       44       52                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,405
COMMITMENTS
  20,426   20,319      876   14,971    4,026   36,273   25,221    7,132   18,184

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -1,448)
    -790   -2,612       43     -319     -646   -1,066   -3,215     -382    1,767

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1     46.8      2.0     34.5      9.3     83.6     58.1     16.4     41.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       9       12        5        9       10       19       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      127,632
COMMITMENTS
  19,963   74,325   12,503   89,724   35,020  122,190  121,848    5,442    5,784

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -554)
  -3,952   -1,713      253    1,785    2,702   -1,914    1,242    1,360   -1,796

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.6     58.2      9.8     70.3     27.4     95.7     95.5      4.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      137)
      41       59       18       20       20       74       87                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      243,430
COMMITMENTS
  35,523  125,605    5,454  181,773   71,182  222,750  202,241   20,680   41,189

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     10,165)
   2,148    9,715     -820    4,571    1,628    5,899   10,523    4,266     -358

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     51.6      2.2     74.7     29.2     91.5     83.1      8.5     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      122)
      30       47       14       20       39       57       93                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      167,011
COMMITMENTS
  86,719   37,888    1,846   49,619   95,343  138,184  135,077   28,827   31,934

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     10,315)
  10,144    3,013      139   -2,088    7,269    8,195   10,421    2,120     -106

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.9     22.7      1.1     29.7     57.1     82.7     80.9     17.3     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      111)
      32       36       11       25       30       63       71                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      368,693
COMMITMENTS
 100,442  198,841    7,668  218,984   99,470  327,094  305,979   41,599   62,714

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -9,807)
  -4,074   -9,778   -1,408      206       18   -5,276  -11,168   -4,531    1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     53.9      2.1     59.4     27.0     88.7     83.0     11.3     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      232)
      67       89       34       51       54      130      167                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,493
COMMITMENTS
  10,814    5,227      185   11,045   24,238   22,044   29,650   11,449    3,843

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        507)
     151      -71       26      578      279      755      234     -248      273

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     15.6      0.6     33.0     72.4     65.8     88.5     34.2     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       8        4        4        7        8       17       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,841
COMMITMENTS
  17,146   17,282       47    6,764    7,811   23,957   25,140    1,884      701

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,980)
     803      842       24      703      944    1,530    1,810      450      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.4     66.9      0.2     26.2     30.2     92.7     97.3      7.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      13       10        2        5        5       19       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,475
COMMITMENTS
  28,314   28,927      380    7,865    9,045   36,559   38,352    4,916    3,123

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,083)
   1,265    2,095       53      -46     -853    1,272    1,295     -189     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     69.7      0.9     19.0     21.8     88.1     92.5     11.9      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      44       17        6        9       13       56       33                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        5,152
COMMITMENTS
   1,970    3,151       23    2,240    1,187    4,233    4,361      919      791

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:         49)
       8     -326        0        7      456       15      130       34      -81

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     61.2      0.4     43.5     23.0     82.2     84.6     17.8     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        9        1        5        4       11       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,079,827
COMMITMENTS
 959,920  1657771  2344663  6975302  5911829 10279885  9914263  799,942  1165564

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    573,093)
    -134  232,150  165,898  416,170  161,323  581,934  559,371   -8,841   13,722

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.7     15.0     21.2     63.0     53.4     92.8     89.5      7.2     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      269)
      39       81      102      125      136      234      259                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      676,437
COMMITMENTS
 123,651   91,262   26,488  440,475  470,831  590,614  588,581   85,823   87,856

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -7,510)
  -3,101   -2,433      971     -580       35   -2,710   -1,427   -4,800   -6,083

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.3     13.5      3.9     65.1     69.6     87.3     87.0     12.7     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     128      151       68      233      244      396      428                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       92,245
COMMITMENTS
  15,310    3,060       25   47,424   65,727   62,759   68,812   29,486   23,433

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -3,056)
      97   -1,346        0   -3,750      622   -3,653     -724      597   -2,332

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      3.3      0.0     51.4     71.3     68.0     74.6     32.0     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      18        2        1       27       25       45       28                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,920,958
COMMITMENTS
 579,965  479,270   94,052  1965257  2025521  2639274  2598843  281,684  322,115

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:    -22,271)
 -20,519   -9,964    9,385   15,849   -2,935    4,715   -3,514  -26,986  -18,757

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.9     16.4      3.2     67.3     69.3     90.4     89.0      9.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      610)
     124      152       64      226      237      382      421                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       83,198
COMMITMENTS
  25,088    2,599      196   45,370   77,116   70,654   79,911   12,544    3,287

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      1,207)
     828      -89     -135      360    1,459    1,053    1,235      154      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      3.1      0.2     54.5     92.7     84.9     96.0     15.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      17        7        3       45       39       63       48                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       57,841
COMMITMENTS
  32,121    5,792      330   19,577   46,923   52,028   53,046    5,812    4,795

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:        938)
      -2        5       34      562    1,038      595    1,077      344     -138

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     10.0      0.6     33.8     81.1     90.0     91.7     10.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      81       43       14       67       73      152      126                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      289,203
COMMITMENTS
 160,607   28,962    1,650   97,885  234,616  260,142  265,228   29,061   23,975

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      4,692)
      -9       25      171    2,812    5,188    2,974    5,384    1,718     -692

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.5     10.0      0.6     33.8     81.1     90.0     91.7     10.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      242)
      81       43       14       67       73      152      126                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      102,059
COMMITMENTS
  59,586   24,702    2,675   10,178   52,574   72,439   79,951   29,620   22,108

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:      2,947)
   1,317   -2,204     -155       16    6,208    1,178    3,849    1,769     -902

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.4     24.2      2.6     10.0     51.5     71.0     78.3     29.0     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      30       24       12       15       20       55       46                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,341
COMMITMENTS
   9,218    2,431       18   17,653   28,572   26,889   31,021    8,452    4,320

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:       -676)
    -220     -247      -36     -361     -141     -617     -424      -59     -252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.1      6.9      0.1     50.0     80.8     76.1     87.8     23.9     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11        5        1       14       12       25       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/09/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       68,281
COMMITMENTS
  19,860    8,869      187   38,899   19,916   58,946   28,972    9,335   39,309

CHANGES FROM 08/02/16 (CHANGE IN OPEN INTEREST:     -3,245)
   4,029   -1,195       60   -7,005    1,700   -2,916      565     -329   -3,810

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.1     13.0      0.3     57.0     29.2     86.3     42.4     13.7     57.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      24       19        4       29       19       55       40                  



Updated August 12, 2016