Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   115,796
Positions
     2,865     44,934         75     53,223     10,201        947     21,813     22,840        887      6,897      6,994        196     28,893     28,722
 
Changes from:       August 2, 2016                                   Total Change is:       -29
       937     -6,102       -321      1,746       -220       -253        181      2,899         80       -344      1,995         -1     -2,054      1,894
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       38.8        0.1       46.0        8.8        0.8       18.8       19.7        0.8        6.0        6.0        0.2       25.0       24.8
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          6          .          9          8          4         19         24          6          7          7          .
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    43,405
Positions
    24,254      1,494        346      1,904      2,109        127      8,719     20,222        923          0          0          0      7,132     18,184
 
Changes from:       August 2, 2016                                   Total Change is:    -1,448
    -1,095        115         89         25        963          0        -78     -4,375         -7          0          0          0       -382      1,767
 
Percent of Open Interest Represented by Each Category of Trader
      55.9        3.4        0.8        4.4        4.9        0.3       20.1       46.6        2.1        0.0        0.0        0.0       16.4       41.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          .          .          4          .         10         11          7          0          0          0
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   243,430
Positions
   174,237      7,270      1,338      7,524     74,561      4,847     25,102     92,882      6,037      3,619     15,260         46     20,680     41,189
 
Changes from:       August 2, 2016                                   Total Change is:    10,165
     4,358      2,776          4       -201      3,463        -47      3,139      4,356     -1,318         72      1,397       -108      4,266       -358
 
Percent of Open Interest Represented by Each Category of Trader
      71.6        3.0        0.5        3.1       30.6        2.0       10.3       38.2        2.5        1.5        6.3        0.0        8.5       16.9
 
Number of Traders in Each Category                                    Total Traders:       122 
         8          9          5          .         29          7         24         37         14          6          6          .
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   167,011
Positions
    20,403     10,622        253     32,514     42,948      4,801     75,174     35,902      1,464      1,199     36,711      2,376     28,827     31,934
 
Changes from:       August 2, 2016                                   Total Change is:    10,315
    -3,896      6,883        -13        993       -626       -141     10,143      4,095        215       -645     -1,531      1,539      2,120       -106
 
Percent of Open Interest Represented by Each Category of Trader
      12.2        6.4        0.2       19.5       25.7        2.9       45.0       21.5        0.9        0.7       22.0        1.4       17.3       19.1
 
Number of Traders in Each Category                                    Total Traders:       111 
         7          6          .         12         20          9         27         30          9          .          7          .
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   368,693
Positions
   127,026     10,982      2,982    121,696     95,146     18,926     30,468    134,266      4,743     20,017     37,698      1,236     41,599     62,714
 
Changes from:       August 2, 2016                                   Total Change is:    -9,807
     4,398        671         37     -3,109       -688     -1,830     -4,315     -8,800        -86       -659       -760        288     -4,531      1,361
 
Percent of Open Interest Represented by Each Category of Trader
      34.5        3.0        0.8       33.0       25.8        5.1        8.3       36.4        1.3        5.4       10.2        0.3       11.3       17.0
 
Number of Traders in Each Category                                    Total Traders:       232 
        21          8          7         37         36         29         24         57         18         25         22         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    33,493
Positions
     1,074     23,208        190     18,203        559      1,014        419      4,668         11      1,133          0          0     11,449      3,843
 
Changes from:       August 2, 2016                                   Total Change is:       507
        -1        638          0      1,208        559       -341       -119       -630          8          0          0          0       -248        273
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       69.3        0.6       54.3        1.7        3.0        1.3       13.9        0.0        3.4        0.0        0.0       34.2       11.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         11          .          7          .          .          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   102,059
Positions
     1,421     42,519        973     22,138      8,505      1,623     43,735     20,051      1,720        485      4,216        344     29,620     22,108
 
Changes from:       August 2, 2016                                   Total Change is:     2,947
       -34      4,453          9      1,538        130       -291        -79        787       -131        -33     -1,307        199      1,769       -902
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       41.7        1.0       21.7        8.3        1.6       42.9       19.6        1.7        0.5        4.1        0.3       29.0       21.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          6          5          9         10          7         26         18          8          .          7          .
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    31,187
Positions
    10,558     28,774        350      4,450          0          0     14,298      1,423          0        600        230          0        931        410
 
Changes from:       August 2, 2016                                   Total Change is:    -2,113
       273     -1,890          0          0          0          0     -2,199       -100          0       -131       -179          0        -56         56
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       92.3        1.1       14.3        0.0        0.0       45.8        4.6        0.0        1.9        0.7        0.0        3.0        1.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          .          .          0          0         11          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   127,632
Positions
    48,096     33,460      2,177     26,831      4,952        636     19,773     50,823     21,450      3,227      8,350          0      5,442      5,784
 
Changes from:       August 2, 2016                                   Total Change is:      -554
    -1,063       -265      2,063      1,919        187          0     -4,773     -2,461        155        -26      1,752       -189      1,360     -1,796
 
Percent of Open Interest Represented by Each Category of Trader
      37.7       26.2        1.7       21.0        3.9        0.5       15.5       39.8       16.8        2.5        6.5        0.0        4.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       137 
         7          6          .          9          9          .         30         47         18         11         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    25,841
Positions
       675     17,918        141      6,298          0          0     16,537      6,265         56        250        760          0      1,884        701
 
Changes from:       August 2, 2016                                   Total Change is:     1,980
       675       -292         99        213          0          0        976      1,959         24       -457         20          0        450        170
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       69.3        0.5       24.4        0.0        0.0       64.0       24.2        0.2        1.0        2.9        0.0        7.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          5          0          0          8         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    41,475
Positions
     1,587     13,950        135      2,747     14,903         34     29,860      5,952      1,199        997      2,179          0      4,916      3,123
 
Changes from:       August 2, 2016                                   Total Change is:     1,083
      -239       -816         30        451      1,055          0      1,643      1,146         71       -594       -101        -90       -189       -212
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       33.6        0.3        6.6       35.9        0.1       72.0       14.4        2.9        2.4        5.3        0.0       11.9        7.5
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          7          .          8          5          .         38         11          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,152
Positions
     2,023        121          0        222      1,488         23      1,964      2,728          1          0          0          0        919        791
 
Changes from:       August 2, 2016                                   Total Change is:        49
         0        121          0         20        220          0         -5       -211          0          0          0          0         34        -81
 
Percent of Open Interest Represented by Each Category of Trader
      39.3        2.3        0.0        4.3       28.9        0.4       38.1       53.0        0.0        0.0        0.0        0.0       17.8       15.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          .          .          5          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    71,005
Positions
    10,357     46,397      1,125      7,978        838        351     40,781      7,685        517      1,184      4,361         65      8,650      9,668
 
Changes from:       August 2, 2016                                   Total Change is:     1,265
      -649     -3,192        943       -889       -181         87      1,649      2,331         64        278      1,019         65       -281        131
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       65.3        1.6       11.2        1.2        0.5       57.4       10.8        0.7        1.7        6.1        0.1       12.2       13.6
 
Number of Traders in Each Category                                    Total Traders:       120 
        12         23          .          9          .          4         40         16          .          4         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   142,010
Positions
    20,713     92,793      2,249     15,956      1,676        702     81,561     15,369      1,034      2,367      8,722        129     17,299     19,336
 
Changes from:       August 2, 2016                                   Total Change is:     2,530
    -1,298     -6,384      1,886     -1,778       -362        173      3,297      4,662        127        555      2,038        129       -561        261
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       65.3        1.6       11.2        1.2        0.5       57.4       10.8        0.7        1.7        6.1        0.1       12.2       13.6
 
Number of Traders in Each Category                                    Total Traders:       120 
        12         23          .          9          .          4         40         16          .          4         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   676,437
Positions
    68,762     66,812     29,064    292,486    200,683     52,436     76,292    148,098     36,582     27,550     47,463      7,443     85,823     87,856
 
Changes from:       August 2, 2016                                   Total Change is:    -7,510
    -7,252      1,633      3,688      7,540     -3,891     -1,187     -4,436     -3,107     -1,709        480      2,979        167     -4,800     -6,083
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        9.9        4.3       43.2       29.7        7.8       11.3       21.9        5.4        4.1        7.0        1.1       12.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       617 
        42         30         28        125         82         87         86        138         75         40         74         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    92,245
Positions
    24,498     26,194        990     16,774     19,184      1,868     13,048     18,962        525      5,031      1,064         25     29,486     23,433
 
Changes from:       August 2, 2016                                   Total Change is:    -3,056
    -1,281        600          0         53         98        -38     -2,544     -1,384          0        157          0          0        597     -2,332
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       28.4        1.1       18.2       20.8        2.0       14.1       20.6        0.6        5.5        1.2        0.0       32.0       25.4
 
Number of Traders in Each Category                                    Total Traders:        63 
        10          6          4         10          .          .         14         12          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,920,958
Positions
   284,625    266,393     77,065  1,378,558    907,496    252,839    409,893    739,353     86,609    130,189    249,592     19,496    281,684    322,115
 
Changes from:       August 2, 2016                                   Total Change is:   -22,271
   -20,707     14,316      9,291     37,433    -19,945     -5,745    -28,139    -27,293     10,132      2,342     15,622        108    -26,986    -18,757
 
Percent of Open Interest Represented by Each Category of Trader
       9.7        9.1        2.6       47.2       31.1        8.7       14.0       25.3        3.0        4.5        8.5        0.7        9.6       11.0
 
Number of Traders in Each Category                                    Total Traders:       610 
        40         32         24        123         79         85         86        138         69         38         74         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    83,198
Positions
     1,715     28,272        434     38,893     43,035      3,859     25,597      3,671        156          0        484          0     12,544      3,287
 
Changes from:       August 2, 2016                                   Total Change is:     1,207
        25      2,514          8        224     -1,628       -351      1,285        865       -138          0        -35          0        154        -28
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       34.0        0.5       46.7       51.7        4.6       30.8        4.4        0.2        0.0        0.6        0.0       15.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        90 
         .         11          .         36         14         16         18          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    57,841
Positions
     3,684     29,372        424     17,027      5,368        793     27,373     14,179        429      2,255      2,437         43      5,812      4,795
 
Changes from:       August 2, 2016                                   Total Change is:       938
      -287         33         49        372         58         66        641        838        -58       -191         88          3        344       -138
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       50.8        0.7       29.4        9.3        1.4       47.3       24.5        0.7        3.9        4.2        0.1       10.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       242 
         9         27          8         47         18         14         64         42         12         16         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   289,203
Positions
    18,419    146,860      2,120     85,135     26,841      3,966    136,863     70,895      2,146     11,276     12,183        217     29,061     23,975
 
Changes from:       August 2, 2016                                   Total Change is:     4,692
    -1,436        164        244      1,859        289        330      3,207      4,192       -292       -954        441         16      1,718       -692
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       50.8        0.7       29.4        9.3        1.4       47.3       24.5        0.7        3.9        4.2        0.1       10.0        8.3
 
Number of Traders in Each Category                                    Total Traders:       242 
         9         27          8         47         18         14         64         42         12         16         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   328,454
Positions
    86,315     37,698      1,058    117,783    154,154     16,741     74,685     84,550      5,346      5,204     10,660      1,520     19,802     16,727
 
Changes from:       August 2, 2016                                   Total Change is:       152
    -4,374      2,382        104        879     -3,767        525      4,813      2,256     -1,712        -10       -187         18        -91        533
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       11.5        0.3       35.9       46.9        5.1       22.7       25.7        1.6        1.6        3.2        0.5        6.0        5.1
 
Number of Traders in Each Category                                    Total Traders:       262 
        20         16          4         54         44         27         54         48         19         10         16          .
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,341
Positions
     3,517     16,461         22     15,027      1,266         63      3,848      2,479          0      4,412     10,730          0      8,452      4,320
 
Changes from:       August 2, 2016                                   Total Change is:      -676
       -17         28         22        343          0        -61       -903       -812          0         -1        399          0        -59       -252
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       46.6        0.1       42.5        3.6        0.2       10.9        7.0        0.0       12.5       30.4        0.0       23.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          4          .         12          .          .          7          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    68,281
Positions
    17,452     13,194        971     18,915      4,978        355     19,340      8,333        456      1,457        685          0      9,335     39,309
 
Changes from:       August 2, 2016                                   Total Change is:    -3,245
    -2,822      2,193        286     -3,292        656        330      2,350     -2,981       -389        621        470          0       -329     -3,810
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       19.3        1.4       27.7        7.3        0.5       28.3       12.2        0.7        2.1        1.0        0.0       13.7       57.6
 
Number of Traders in Each Category                                    Total Traders:        86 
        11         14          .         14          .          .         21         16          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   225,244
Positions
    18,182    133,130        480    144,770     51,457     15,979     30,969     16,112      3,164      4,310      1,052          0      7,390      3,870
 
Changes from:       August 2, 2016                                   Total Change is:     1,794
     1,776      5,379        -82      1,159     -8,438        138     -1,198      5,273        -31        201          3          0       -169       -448
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       59.1        0.2       64.3       22.8        7.1       13.7        7.2        1.4        1.9        0.5        0.0        3.3        1.7
 
Number of Traders in Each Category                                    Total Traders:       126 
         8         11          .         46         22         20         16         13          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   783,418
Positions
    44,774    532,532      4,331    427,294     76,117     65,806    175,790     70,433      7,311     35,665     18,783        790     21,657      7,315
 
Changes from:       August 2, 2016                                   Total Change is:    23,756
       867     32,766      2,843      9,272     -2,301     -1,271      8,053     -8,775      1,995      1,801       -494       -120        316       -887
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       68.0        0.6       54.5        9.7        8.4       22.4        9.0        0.9        4.6        2.4        0.1        2.8        0.9
 
Number of Traders in Each Category                                    Total Traders:       310 
        25         21          8        110         28         38         53         22         15         38         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   582,001
Positions
     9,872     42,221      1,435    198,718    162,573    102,210     86,553     82,026     20,305      6,528     25,697        185    156,195    145,349
 
Changes from:       August 2, 2016                                   Total Change is:    18,773
      -590      3,531       -222     -7,906     -5,652      3,660     13,448     24,638     -3,714       -307     -5,198          7     14,397      1,723
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        7.3        0.2       34.1       27.9       17.6       14.9       14.1        3.5        1.1        4.4        0.0       26.8       25.0
 
Number of Traders in Each Category                                    Total Traders:       150 
         6         16          7         35         29         30         27         24         18          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   608,142
Positions
     1,669     79,734      1,322    310,461    115,151     88,245     36,118    216,638     16,852     13,597      9,397      2,257    137,621     78,546
 
Changes from:       August 2, 2016                                   Total Change is:     7,595
     1,669      3,243       -378      6,331        887     -1,463       -876      4,738      1,043        106          0         80      1,083       -555
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       13.1        0.2       51.1       18.9       14.5        5.9       35.6        2.8        2.2        1.5        0.4       22.6       12.9
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          8          .         42         14         32         11         16         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,104,567
Positions
    27,045     97,845      7,468    344,129    209,258    150,691    284,630    235,648     56,914    118,024    203,976      1,142    114,524    141,625
 
Changes from:       August 2, 2016                                   Total Change is:    10,602
    -4,351     -7,107      1,031     -8,023      2,122      3,877    -13,145    -10,991     24,118      9,036     -5,788       -539     -1,402      3,879
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.9        0.7       31.2       18.9       13.6       25.8       21.3        5.2       10.7       18.5        0.1       10.4       12.8
 
Number of Traders in Each Category                                    Total Traders:       253 
         8         34          7         48         40         50         34         46         31         21         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,835,657
Positions
   175,511    156,861     18,034    825,586  1,015,237    372,923    583,353    603,428     90,722    385,970    144,019     16,674    366,884    417,759
 
Changes from:       August 2, 2016                                   Total Change is:    66,165
    42,799     14,853     -2,053      7,007     93,198    -38,752     34,603    -36,271     20,770      1,385      7,392      1,903     -1,497      5,125
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        5.5        0.6       29.1       35.8       13.2       20.6       21.3        3.2       13.6        5.1        0.6       12.9       14.7
 
Number of Traders in Each Category                                    Total Traders:       355 
        20         33         12         55         75         67         64         57         52         25         26         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   176,895
Positions
    11,924      5,813         84     28,916     84,594      4,848     64,935      2,410      3,820      7,664          0          0     54,704     75,326
 
Changes from:       August 2, 2016                                   Total Change is:     3,236
     1,433       -299        -13         72      2,362       -207      3,284          0       -143          0          0          0     -1,190      1,536
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        3.3        0.0       16.3       47.8        2.7       36.7        1.4        2.2        4.3        0.0        0.0       30.9       42.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          4         11          6          9          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,782,028
Positions
    58,744    369,728     44,433  1,514,605    539,838    299,399    342,263    946,719     64,144    192,495    171,581      7,565    258,380    338,621
 
Changes from:       August 2, 2016                                   Total Change is:    26,062
     2,792     14,591     11,803    -12,642    -40,307     18,009      1,200      2,644     14,026        713     -4,435        582    -10,421      9,149
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       13.3        1.6       54.4       19.4       10.8       12.3       34.0        2.3        6.9        6.2        0.3        9.3       12.2
 
Number of Traders in Each Category                                    Total Traders:       302 
        10         40         13         51         56         50         42         61         40         14         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   811,087
Positions
   274,233     80,122    257,805      4,126     25,349     21,983     21,611    165,159    166,113     19,874     16,325     20,282     25,060     57,949
 
Changes from:       August 2, 2016                                   Total Change is:    46,888
    22,840     16,176     30,854      2,819     -3,822       -358    -27,663     20,584        803     16,620    -23,867     -3,472      4,445      9,990
 
Percent of Open Interest Represented by Each Category of Trader
      33.8        9.9       31.8        0.5        3.1        2.7        2.7       20.4       20.5        2.5        2.0        2.5        3.1        7.1
 
Number of Traders in Each Category                                    Total Traders:       134 
        19         34         43          .          8          4         10         41         34          4          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,079,827
Positions
 3,354,615  1,334,907  2,381,419    261,089  1,638,196    427,911    788,886  1,066,482  2,114,498    608,220    607,603    343,247    799,942  1,165,564
 
Changes from:       August 2, 2016                                   Total Change is:   573,093
   204,317     93,881    147,908     39,160    -28,782     55,102    -29,395    109,956     79,692     15,475     31,939     69,675     -8,841     13,722
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       12.0       21.5        2.4       14.8        3.9        7.1        9.6       19.1        5.5        5.5        3.1        7.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       269 
        35         50         81          6         23         27         32         79         93         10         17         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    24,977
Positions
     4,379      4,078          0          0      9,797        145     10,976      8,282          0      8,702      1,906        632        143        137
 
Changes from:       August 2, 2016                                   Total Change is:        36
      -295        533          0         -6       -189          3        -90       -298          0        436         -3        -23         11         13
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       16.3        0.0        0.0       39.2        0.6       43.9       33.2        0.0       34.8        7.6        2.5        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          5          0          0         11          .          4          7          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    34,904
Positions
     8,787     13,676          0        239      8,892        442     24,026      7,674          0      1,248      4,088         54        108         78
 
Changes from:       August 2, 2016                                   Total Change is:      -459
      -481        437          0          0       -787          0        -72       -123          0         56          0          5         33          9
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       39.2        0.0        0.7       25.5        1.3       68.8       22.0        0.0        3.6       11.7        0.2        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          6          0          .          5          .          6          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    56,359
Positions
       208     19,917          0     13,977        606      1,743     10,757     22,912      9,070     13,005        360          0      7,599      1,751
 
Changes from:       August 2, 2016                                   Total Change is:     1,489
       -64        318          0       -154         66          1     -1,200        946        698      1,000       -163          0      1,208       -377
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       35.3        0.0       24.8        1.1        3.1       19.1       40.7       16.1       23.1        0.6        0.0       13.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       121 
         .          6          0         12          .          .         31         25         13         39          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   542,622
Positions
   160,998     52,338     21,888    101,764     47,013     34,557     67,380    231,626     96,259     11,068      6,132     21,460     27,248     31,349
 
Changes from:       August 2, 2016                                   Total Change is:    26,263
    12,566      6,750     -1,640     -4,508      5,795     -2,232      8,245      6,653     13,658      2,035        151     -2,038        177       -834
 
Percent of Open Interest Represented by Each Category of Trader
      29.7        9.6        4.0       18.8        8.7        6.4       12.4       42.7       17.7        2.0        1.1        4.0        5.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       227 
        15         14         22         11         19         15         45         74         68         18         16         19
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Traders in Financial Futures - Futures Only Positions as of August 9, 2016                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    18,128
Positions
        88      4,071          0     12,887          0        243      3,405     13,417        390        942          0          0        173          7
 
Changes from:       August 2, 2016                                   Total Change is:     1,175
      -375      1,197          0        999     -1,129       -101        189      1,209          0        470          0          0         -7         -1
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       22.5        0.0       71.1        0.0        1.3       18.8       74.0        2.2        5.2        0.0        0.0        1.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          8          0          .         10          5          .          4          0          0
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Updated August 12, 2016