BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,718
COMMITMENTS
     562    1,486      224    5,077    4,345    5,863    6,055      855      663

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        417)
       2      109       -2      459      441      459      548      -42     -131

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     22.1      3.3     75.6     64.7     87.3     90.1     12.7      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        8        4       18       19       24       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,701
COMMITMENTS
  16,208    7,528      536   10,708   16,069   27,452   24,133    3,249    6,568

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        206)
     409      124     -257       -3      297      149      164       57       42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.8     24.5      1.7     34.9     52.3     89.4     78.6     10.6     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      22       19       16       19       25       50       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,891
COMMITMENTS
     448    1,068      660    3,104    2,527    4,212    4,255      679      636

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:         49)
     -58       38       18       63      -32       23       24       26       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2     21.8     13.5     63.5     51.7     86.1     87.0     13.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       10       10       19       17       32       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,836
COMMITMENTS
     680      779      666    2,313    1,905    3,659    3,350      177      486

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     20.3     17.4     60.3     49.7     95.4     87.3      4.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        8        7        3       16       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      208,137
COMMITMENTS
  82,122   65,763   30,556   77,140   80,345  189,818  176,664   18,319   31,473

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -837)
   3,280    2,588   -2,720   -2,872     -934   -2,312   -1,066    1,475      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     31.6     14.7     37.1     38.6     91.2     84.9      8.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      82      103       88       56       75      195      217                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      260,424
COMMITMENTS
 105,072   92,113   34,581   93,811   99,753  233,464  226,447   26,960   33,977

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -3,025)
   1,676    4,183   -5,205      -53   -3,524   -3,582   -4,546      557    1,521

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.3     35.4     13.3     36.0     38.3     89.6     87.0     10.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
     100      107      102      100      115      255      283                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,102
COMMITMENTS
   1,751    1,000      144      300    1,033    2,195    2,177      907      925

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -463)
    -234      -91      -63       -1     -189     -298     -343     -165     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.4     32.2      4.6      9.7     33.3     70.8     70.2     29.2     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       49)
      25        7        6        8       12       36       23                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,330
COMMITMENTS
  16,317   15,289    7,046   10,991    7,822   34,354   30,157    6,976   11,173

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -725)
     -67      554      550     -944   -1,542     -461     -438     -264     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     37.0     17.0     26.6     18.9     83.1     73.0     16.9     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      178)
      42       67       47       42       46      118      133                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       23,146
COMMITMENTS
   1,495   12,766      606   20,375    8,610   22,476   21,982      670    1,164

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        219)
     150      345      -33      135      -82      252      230      -33      -11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5     55.2      2.6     88.0     37.2     97.1     95.0      2.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       61)
      16       12       11       21       21       39       42                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       45,266
COMMITMENTS
  21,869   11,173    3,179   18,898   30,377   43,946   44,729    1,320      537

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      6,173)
     525       78    2,781    2,868    3,310    6,174    6,169       -1        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.3     24.7      7.0     41.7     67.1     97.1     98.8      2.9      1.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       9        2        2        9        9       18       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,676
COMMITMENTS
  45,790   28,732    1,713   48,174   66,685   95,677   97,130   28,999   27,546

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      1,929)
   1,654    5,501   -1,117    4,790   -6,704    5,327   -2,320   -3,398    4,249

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.7     23.0      1.4     38.6     53.5     76.7     77.9     23.3     22.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      24       23       11       22       25       51       54                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       44,748
COMMITMENTS
  20,853   19,505    2,705   14,236    3,872   37,794   26,082    6,954   18,666

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -1,047)
  -1,966   -1,863    2,051     -156   -1,741      -71   -1,553     -976      506

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     43.6      6.0     31.8      8.7     84.5     58.3     15.5     41.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       7       14        9       11        8       23       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      168,729
COMMITMENTS
  19,930   85,677   14,170  131,147   62,175  165,247  162,022    3,482    6,707

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      6,299)
   3,140   10,488     -533    4,794   -4,899    7,401    5,056   -1,102    1,243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.8     50.8      8.4     77.7     36.8     97.9     96.0      2.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      139)
      31       69       17       24       23       66      101                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      252,539
COMMITMENTS
  40,397  123,218   16,450  175,488   74,438  232,335  214,106   20,204   38,433

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     -3,414)
   1,612   -5,536    6,837   -8,628   -5,694     -179   -4,393   -3,235      979

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     48.8      6.5     69.5     29.5     92.0     84.8      8.0     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      24       49       23       26       40       64      101                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      167,340
COMMITMENTS
  86,140   29,294   11,403   43,492   93,700  141,035  134,397   26,305   32,943

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      7,998)
   2,172     -185    5,850    2,372    2,676   10,394    8,341   -2,396     -343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.5     17.5      6.8     26.0     56.0     84.3     80.3     15.7     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      31       35       16       29       34       65       82                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      379,624
COMMITMENTS
  91,783  173,258   25,877  216,048  112,825  333,708  311,960   45,916   67,664

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      3,639)
  -5,541  -16,696   13,543   -4,733    5,384    3,269    2,231      370    1,408

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.2     45.6      6.8     56.9     29.7     87.9     82.2     12.1     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      212)
      54       74       43       63       58      134      162                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,737
COMMITMENTS
  11,532    3,855    1,859    7,866   22,382   21,257   28,096   10,480    3,641

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.3     12.1      5.9     24.8     70.5     67.0     88.5     33.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       6        4        5        7        9       16       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,578
COMMITMENTS
  17,591    7,630        0    7,055   18,103   24,646   25,733    1,932      845

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:       -752)
    -801     -170        0      -42     -613     -843     -783       91       31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.2     28.7      0.0     26.5     68.1     92.7     96.8      7.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
      15       11        0        4        5       19       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       61,941
COMMITMENTS
  34,900   29,771   10,545   10,563   18,029   56,008   58,345    5,933    3,596

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     10,002)
  -2,343   -1,344   10,468    2,088    1,643   10,213   10,767     -211     -765

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.3     48.1     17.0     17.1     29.1     90.4     94.2      9.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      50       17       10       14       16       70       37                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        5,305
COMMITMENTS
   1,493    2,792      693    2,281      950    4,467    4,435      838      870

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.1     52.6     13.1     43.0     17.9     84.2     83.6     15.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        6        4        6        4       13       13                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,344,404
COMMITMENTS
 797,875  1703174  2524126  7278758  5958307 10600759 10185607  743,645  1158797

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     82,392)
  17,727   14,372   74,036  -31,027  -42,433   60,736   45,975   21,656   36,417

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0     15.0     22.2     64.2     52.5     93.4     89.8      6.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      44       97      105      125      138      247      273                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      825,324
COMMITMENTS
 119,140  100,576   45,215  554,217  571,307  718,571  717,098  106,753  108,226

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     90,002)
 -15,055    8,241    9,073   75,421   56,501   69,439   73,815   20,563   16,187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     12.2      5.5     67.2     69.2     87.1     86.9     12.9     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      615)
     130      147       92      250      258      424      453                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      122,381
COMMITMENTS
  14,223   14,368    1,320   71,534   73,244   87,077   88,932   35,304   33,449

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     17,267)
  -1,639    3,639    1,285   16,136   -5,209   15,782     -285    1,485   17,552

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6     11.7      1.1     58.5     59.8     71.2     72.7     28.8     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      16        7        9       28       25       46       40                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,514,714
COMMITMENTS
 623,044  529,502  121,013  2413414  2490314  3157471  3140829  357,243  373,885

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    363,676)
 -45,657   44,434   17,517  296,427  308,549  268,287  370,500   95,389   -6,824

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7     15.1      3.4     68.7     70.9     89.8     89.4     10.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      609)
     128      146       86      242      253      410      445                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       85,747
COMMITMENTS
  20,587    1,851    2,039   50,961   78,361   73,587   82,251   12,160    3,496

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:        955)
  -5,137     -351    1,881    4,942     -455    1,686    1,075     -731     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.0      2.2      2.4     59.4     91.4     85.8     95.9     14.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      14        4        6       51       36       67       45                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       64,292
COMMITMENTS
  26,815    7,582      705   30,931   51,011   58,451   59,298    5,841    4,994

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      2,490)
  -9,068      445      453   11,120    2,282    2,505    3,180      -15     -690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     11.8      1.1     48.1     79.3     90.9     92.2      9.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      76       64       22       78       89      162      167                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      321,461
COMMITMENTS
 134,075   37,909    3,526  154,655  255,056  292,256  296,491   29,205   24,970

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:     12,449)
 -45,338    2,224    2,264   55,598   11,411   12,524   15,899      -75   -3,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.7     11.8      1.1     48.1     79.3     90.9     92.2      9.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      261)
      76       64       22       78       89      162      167                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      112,367
COMMITMENTS
  63,134   26,667    6,499   17,950   55,832   87,583   88,998   24,784   23,369

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:      3,515)
  -3,077     -585    3,238    8,399    2,713    8,560    5,366   -5,045   -1,851

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.2     23.7      5.8     16.0     49.7     77.9     79.2     22.1     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       91)
      40       22       15       20       19       67       50                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       32,801
COMMITMENTS
  10,697    3,351       18   14,997   24,001   25,712   27,370    7,089    5,431

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -16,964)
      53      351     -190  -13,992  -15,525  -14,129  -15,364   -2,835   -1,600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.6     10.2      0.1     45.7     73.2     78.4     83.4     21.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12        4        1       13       10       25       15                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/13/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       50,716
COMMITMENTS
  11,847    5,188      630   29,489   17,921   41,966   23,739    8,750   26,977

CHANGES FROM 09/06/16 (CHANGE IN OPEN INTEREST:    -27,509)
  -6,064   -2,097   -2,552  -13,738  -14,560  -22,354  -19,209   -5,155   -8,300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.4     10.2      1.2     58.1     35.3     82.7     46.8     17.3     53.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      21        8        5       27       22       50       33                  



Updated September 16, 2016