BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,341
COMMITMENTS
   1,328    1,333      928    3,958    4,145    6,214    6,406    1,126      934

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:         75)
      41       -7       45      -16       26       71       64        4       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1     18.2     12.6     53.9     56.5     84.7     87.3     15.3     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        7        7       15       18       24       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       52,994
COMMITMENTS
  15,080    5,721   15,361   16,812   19,782   47,253   40,864    5,742   12,130

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      1,861)
     432      453      497      999    1,222    1,927    2,172      -66     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     10.8     29.0     31.7     37.3     89.2     77.1     10.8     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       19       32       33       29       73       64                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,099
COMMITMENTS
     361    1,340    1,025    4,833    3,883    6,219    6,247      880      851

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        -27)
    -106       88      -22      104      -50      -24       16       -4      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     18.9     14.4     68.1     54.7     87.6     88.0     12.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4       13       11       23       19       36       34                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,247
COMMITMENTS
   1,359      122    1,061    2,422    2,782    4,842    3,964      405    1,283

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      2.3     20.2     46.2     53.0     92.3     75.5      7.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       9        1        9        9        7       18       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      287,523
COMMITMENTS
  93,237   21,754   72,796   98,135  152,103  264,167  246,653   23,356   40,870

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -4,768)
  -3,783    3,125   -1,420   -1,898   -6,456   -7,101   -4,751    2,332      -17

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4      7.6     25.3     34.1     52.9     91.9     85.8      8.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      305)
     113       67      101       93       97      259      220                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      322,104
COMMITMENTS
  90,688   56,759   85,169  114,790  133,752  290,647  275,680   31,457   46,424

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -5,953)
    -251   -6,078   -3,281   -3,033    3,256   -6,565   -6,104      612      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     17.6     26.4     35.6     41.5     90.2     85.6      9.8     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      387)
     114       94      118      137      138      303      308                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,203
COMMITMENTS
   3,245    1,206      290      376    2,782    3,911    4,278    1,292      925

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        683)
     710      138      155     -134      327      731      620      -48       63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.4     23.2      5.6      7.2     53.5     75.2     82.2     24.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       68)
      35        9        8       11       22       49       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,734
COMMITMENTS
  16,508   13,399   13,104   18,412   12,318   48,024   38,821    7,710   16,913

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        197)
      11      -12     -366      151      166     -204     -212      401      409

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     24.0     23.5     33.0     22.1     86.2     69.7     13.8     30.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      57       59       49       80       73      165      158                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       37,402
COMMITMENTS
   1,403   15,595    6,024   29,244   12,698   36,670   34,317      732    3,085

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        579)
     -10      255      426      167      -26      583      654       -4      -76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8     41.7     16.1     78.2     33.9     98.0     91.8      2.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
       6       35       21       26       26       52       62                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       38,785
COMMITMENTS
  21,423   11,552        0   16,077   26,808   37,500   38,360    1,285      425

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        204)
   2,486      347        0   -2,445     -120       41      227      163      -23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    55.2     29.8      0.0     41.5     69.1     96.7     98.9      3.3      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        3        0        6        8       13       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      132,510
COMMITMENTS
  43,378   19,369    7,728   48,982   78,398  100,088  105,494   32,422   27,015

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,553)
   2,882   -1,883     -313     -449    4,599    2,120    2,402    1,433    1,151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7     14.6      5.8     37.0     59.2     75.5     79.6     24.5     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      28       23       19       23       25       62       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       43,920
COMMITMENTS
  23,001   18,648    1,031   13,269    4,980   37,301   24,660    6,619   19,260

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      2,804)
      36    1,879     -213    2,511     -140    2,334    1,527      470    1,278

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.4     42.5      2.3     30.2     11.3     84.9     56.1     15.1     43.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      12       11        6       10       11       23       27                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      104,115
COMMITMENTS
  24,631   64,031    5,037   70,677   28,649  100,345   97,716    3,770    6,399

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      6,366)
  -3,937   -1,863    2,702    8,097    4,888    6,862    5,727     -496      639

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     61.5      4.8     67.9     27.5     96.4     93.9      3.6      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      26       61       17       23       20       64       84                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      259,827
COMMITMENTS
  27,241   99,343   27,653  185,122   86,487  240,016  213,484   19,810   46,343

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -6,167)
 -12,247      398    3,344    2,736  -12,390   -6,168   -8,648        1    2,481

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     38.2     10.6     71.2     33.3     92.4     82.2      7.6     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      24       50       27       23       41       65      100                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      211,128
COMMITMENTS
  74,365   36,513   35,457   69,506  106,054  179,327  178,024   31,800   33,104

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      2,908)
  -6,286      848    4,440    1,947      -19      102    5,269    2,806   -2,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2     17.3     16.8     32.9     50.2     84.9     84.3     15.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      113)
      33       35       22       27       39       71       85                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      457,340
COMMITMENTS
 103,604  212,000   48,390  261,267  128,306  413,260  388,696   44,080   68,645

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     23,570)
   1,236   15,640    4,431   17,916      -32   23,583   20,039      -13    3,531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     46.4     10.6     57.1     28.1     90.4     85.0      9.6     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      61       95       59       57       65      146      194                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,160
COMMITMENTS
  10,438    5,364      158    9,783   22,052   20,379   27,574   10,781    3,586

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        302)
     614      633       -8     -271      342      335      967      -33     -665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     17.2      0.5     31.4     70.8     65.4     88.5     34.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        2        7        7       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,199
COMMITMENTS
  17,454    5,974      251    6,986   19,284   24,691   25,509    1,508      690

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:       -774)
    -558       86        4      -51     -816     -605     -726     -169      -48

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.6     22.8      1.0     26.7     73.6     94.2     97.4      5.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      14        9        2        4        5       18       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       41,199
COMMITMENTS
  29,156   26,983      348    7,029   11,129   36,533   38,460    4,666    2,739

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -3,551)
  -2,538   -3,700      299     -426       19   -2,665   -3,382     -886     -169

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    70.8     65.5      0.8     17.1     27.0     88.7     93.4     11.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      45       20        6       10       12       60       33                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,181,357
COMMITMENTS
 1279912  1661465  7835934  8146721  7436157 17262568 16933556  918,789  1247800

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:   -760,369)
 -56,381  212,531 -704,043  -48,707 -310,345 -809,131 -801,857   48,762   41,488

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      9.1     43.1     44.8     40.9     94.9     93.1      5.1      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      311)
      68       96      126      128      140      271      292                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      986,228
COMMITMENTS
 128,325  105,388  158,211  590,357  605,228  876,893  868,827  109,336  117,401

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -34,453)
  13,552   -6,480  -12,265  -30,973  -10,797  -29,687  -29,542   -4,766   -4,911

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     10.7     16.0     59.9     61.4     88.9     88.1     11.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      673)
     148      176      161      263      265      502      512                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      245,233
COMMITMENTS
  15,842   25,695   59,912  133,123  119,496  208,877  205,103   36,357   40,130

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:    -13,194)
  -1,363   -2,771   -3,223   -7,964   -3,517  -12,550   -9,510     -644   -3,684

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     10.5     24.4     54.3     48.7     85.2     83.6     14.8     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      20       13       24       40       36       71       63                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,704,975
COMMITMENTS
 608,934  444,982  444,977  2286169  2428659  3340080  3318618  364,895  386,357

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:   -106,295)
  61,125  -31,992  -31,764 -115,045  -36,401  -85,684 -100,158  -20,610   -6,137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     12.0     12.0     61.7     65.6     90.2     89.6      9.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      651)
     139      170      149      254      255      476      491                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       80,097
COMMITMENTS
  20,967    2,520       88   47,055   73,726   68,110   76,334   11,987    3,763

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     -1,080)
   1,188     -259        4   -2,735     -997   -1,543   -1,252      463      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2      3.1      0.1     58.7     92.0     85.0     95.3     15.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17        7        2       46       39       64       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       53,748
COMMITMENTS
  24,760    5,733    1,636   21,860   41,928   48,256   49,298    5,492    4,451

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:      3,561)
   4,081     -633     -319     -530    5,129    3,232    4,177      329     -617

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.1     10.7      3.0     40.7     78.0     89.8     91.7     10.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      72       45       16       58       77      136      132                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      268,741
COMMITMENTS
 123,799   28,665    8,182  109,300  209,641  241,280  246,488   27,461   22,253

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     17,803)
  20,403   -3,163   -1,595   -2,649   25,645   16,159   20,887    1,644   -3,084

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.1     10.7      3.0     40.7     78.0     89.8     91.7     10.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      72       45       16       58       77      136      132                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,933
COMMITMENTS
  61,217   26,871   14,305   17,653   52,702   93,175   93,878   24,758   24,054

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:     10,887)
  14,236   -2,175    1,507     -136    9,701   15,607    9,033   -4,720    1,854

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.9     22.8     12.1     15.0     44.7     79.0     79.6     21.0     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      36       32       21       19       19       67       60                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       37,418
COMMITMENTS
  12,702    4,272       38   17,545   27,250   30,285   31,560    7,133    5,858

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        781)
    -907     -101        0    1,240      946      333      845      448      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.9     11.4      0.1     46.9     72.8     80.9     84.3     19.1     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        5        1       16       10       29       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/19/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       81,962
COMMITMENTS
  22,897   13,285      638   48,978   13,992   72,513   27,915    9,449   54,047

CHANGES FROM 07/12/16 (CHANGE IN OPEN INTEREST:        372)
   1,265      260      -27   -1,290   -2,531      -52   -2,298      424    2,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     16.2      0.8     59.8     17.1     88.5     34.1     11.5     65.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27        8        4       39       21       67       32                  



Updated July 22, 2016