Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   132,920
Positions
         1     52,469      3,745     52,648      8,207      1,823     22,509     25,600     10,353      8,599      4,081      1,158     32,084     25,483
 
Changes from:       June 28, 2016                                    Total Change is:       249
        -2      3,037       -820      1,916     -1,851       -327      1,275       -365     -2,612       -840        776        -69      1,727      2,479
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       39.5        2.8       39.6        6.2        1.4       16.9       19.3        7.8        6.5        3.1        0.9       24.1       19.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         .          8          6         11          9          6         17         20         15          9          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,374
Positions
    15,945      2,058      1,445      1,940      1,694        127      9,598     14,332      2,270          0          0          0      6,049     15,448
 
Changes from:       June 28, 2016                                    Total Change is:      -851
      -224     -2,136       -252         56         -1         10       -294      1,612         96          0          0          0       -243       -181
 
Percent of Open Interest Represented by Each Category of Trader
      42.7        5.5        3.9        5.2        4.5        0.3       25.7       38.3        6.1        0.0        0.0        0.0       16.2       41.3
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          4          4          .          .          .         10         15          8          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   285,887
Positions
   142,113      3,469     11,284      5,449     87,435      9,656     36,875     66,694     39,659      4,216     16,434     11,349     25,286     39,907
 
Changes from:       June 28, 2016                                    Total Change is:    30,846
    12,916     -1,389      2,815      1,346      3,512       -845      1,255     17,967      8,161      1,856     -4,460      2,131      1,212      2,953
 
Percent of Open Interest Represented by Each Category of Trader
      49.7        1.2        3.9        1.9       30.6        3.4       12.9       23.3       13.9        1.5        5.7        4.0        8.8       14.0
 
Number of Traders in Each Category                                    Total Traders:       125 
        10          7         11          6         23          8         21         44         27          7          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   201,258
Positions
    11,477      9,997     11,943     29,822     46,157      8,715     69,031     19,527     32,573        400     34,742      7,473     29,823     30,131
 
Changes from:       June 28, 2016                                    Total Change is:    10,497
     1,303      7,476      1,980        770      1,721       -371        925       -921      2,068        363     -1,864        540      2,919       -133
 
Percent of Open Interest Represented by Each Category of Trader
       5.7        5.0        5.9       14.8       22.9        4.3       34.3        9.7       16.2        0.2       17.3        3.7       14.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       117 
         8          5          9         14         23         10         29         27         20          .         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   451,001
Positions
   110,565      9,928     29,680    116,455     96,091     28,290     45,261    124,739     50,107     16,217     38,954     10,267     44,158     62,945
 
Changes from:       June 28, 2016                                    Total Change is:    22,125
    23,466     -3,657        105     -1,013      2,860     -2,201       -107     18,369      1,358      1,685      2,549         72     -1,239      2,670
 
Percent of Open Interest Represented by Each Category of Trader
      24.5        2.2        6.6       25.8       21.3        6.3       10.0       27.7       11.1        3.6        8.6        2.3        9.8       14.0
 
Number of Traders in Each Category                                    Total Traders:       237 
        17         11         18         35         39         32         31         53         41         24         25         20
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    29,247
Positions
       901     20,034        191     14,818          0      1,266        476      3,336          6      1,133          0          0     10,456      4,414
 
Changes from:       June 28, 2016                                    Total Change is:       983
        18        265          0        561       -695        -35        -43        694          0          0          0          0        482        754
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       68.5        0.7       50.7        0.0        4.3        1.6       11.4        0.0        3.9        0.0        0.0       35.8       15.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .         10          0          5          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    94,474
Positions
     5,419     13,408      4,584     12,738      8,293      2,208     22,914     21,903     14,803      1,794      3,188      5,367     24,646     20,718
 
Changes from:       June 28, 2016                                    Total Change is:     3,852
       648      2,628        284       -925       -377        277      2,297     -3,764        977     -2,051      1,383      1,404        941      1,040
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       14.2        4.9       13.5        8.8        2.3       24.3       23.2       15.7        1.9        3.4        5.7       26.1       21.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         4          5          6          7         10          5         23         22         16          4          8          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    36,268
Positions
    13,025     29,723        350      4,260          0          0     17,197      5,561          0        507        102          0        929        532
 
Changes from:       June 28, 2016                                    Total Change is:       925
         0        475          0        350          0          0        495        408          0        107        102          0        -27        -60
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       82.0        1.0       11.7        0.0        0.0       47.4       15.3        0.0        1.4        0.3        0.0        2.6        1.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          6          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   103,740
Positions
    39,802     37,326          0     32,776      4,368        263     22,773     50,851      1,590      2,690      3,516          2      3,843      5,824
 
Changes from:       June 28, 2016                                    Total Change is:    -6,231
    -2,158      5,985         -1    -14,516       -418        -75     11,039    -10,431       -853       -332        515         -1        666       -951
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       36.0        0.0       31.6        4.2        0.3       22.0       49.0        1.5        2.6        3.4        0.0        3.7        5.6
 
Number of Traders in Each Category                                    Total Traders:       117 
         5          6          0         11          8          .         24         46         10         10          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    26,195
Positions
         0     20,113        136      6,070          0          0     16,921      3,174        786        563      1,137          0      1,719        849
 
Changes from:       June 28, 2016                                    Total Change is:    -4,131
         0       -494     -1,048       -400       -105        -24     -2,540     -1,031       -738        333       -389          0        286       -302
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       76.8        0.5       23.2        0.0        0.0       64.6       12.1        3.0        2.1        4.3        0.0        6.6        3.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          .          .          .          0          0          8          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    44,234
Positions
     2,069      8,247          0      1,755     22,051        164     32,861      7,434      1,330      1,182      2,167          0      4,873      2,841
 
Changes from:       June 28, 2016                                    Total Change is:       772
       -20        666          0         19        173        140        931       -857        240       -365         67          0       -173        343
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       18.6        0.0        4.0       49.9        0.4       74.3       16.8        3.0        2.7        4.9        0.0       11.0        6.4
 
Number of Traders in Each Category                                    Total Traders:        82 
         4          5          0          7          7          .         40         12          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,850
Positions
    10,883     31,718        319      5,940        864        306     24,130      4,797        650      1,074      3,034        384      7,164      8,779
 
Changes from:       June 28, 2016                                    Total Change is:     2,471
       -54       -960         48        996       -108         52      1,998        908       -697         75        607         20         34      2,602
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       62.4        0.6       11.7        1.7        0.6       47.5        9.4        1.3        2.1        6.0        0.8       14.1       17.3
 
Number of Traders in Each Category                                    Total Traders:       100 
        12         21          .          7          .          .         30         12          6          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   101,700
Positions
    21,766     63,436        638     11,879      1,728        612     48,261      9,594      1,299      2,147      6,067        768     14,329     17,557
 
Changes from:       June 28, 2016                                    Total Change is:     4,942
      -109     -1,920         96      1,992       -215        103      3,997      1,816     -1,393        150      1,213         39         68      5,203
 
Percent of Open Interest Represented by Each Category of Trader
      21.4       62.4        0.6       11.7        1.7        0.6       47.5        9.4        1.3        2.1        6.0        0.8       14.1       17.3
 
Number of Traders in Each Category                                    Total Traders:       100 
        12         21          .          7          .          .         30         12          6          5         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   889,399
Positions
   106,150     44,843     32,922    278,436    217,813     79,939     65,542    160,418    147,363     25,305     39,322     42,799    110,942    123,979
 
Changes from:       June 28, 2016                                    Total Change is:    18,213
    -1,818      5,966      5,247     16,341     -6,787      1,959     -1,101      9,464     -4,694        860      1,800        427        992      4,831
 
Percent of Open Interest Represented by Each Category of Trader
      11.9        5.0        3.7       31.3       24.5        9.0        7.4       18.0       16.6        2.8        4.4        4.8       12.5       13.9
 
Number of Traders in Each Category                                    Total Traders:       644 
        45         24         34        119         95        108         77        154        124         52         77         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   164,886
Positions
    28,715     12,319     14,081     17,534     18,088     11,574      6,315     10,893     39,319      3,708      1,502      9,313     34,327     47,797
 
Changes from:       June 28, 2016                                    Total Change is:    21,324
       745        458      5,243      1,827        766      5,002      1,011        335      5,122         66        -36      1,515        792      2,919
 
Percent of Open Interest Represented by Each Category of Trader
      17.4        7.5        8.5       10.6       11.0        7.0        3.8        6.6       23.8        2.2        0.9        5.6       20.8       29.0
 
Number of Traders in Each Category                                    Total Traders:        85 
        10          5          8         13          4          5         15         19         31         10          8         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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 3,622,563
Positions
   415,954    191,395     65,425  1,312,628  1,006,745    333,703    341,133    792,620    495,228    120,656    201,770    154,763    383,074    380,915
 
Changes from:       June 28, 2016                                    Total Change is:   -15,554
    -4,868     35,490     -7,932     73,917    -36,418    -16,562     -1,679     54,524    -57,960      3,826      9,038     -5,298      1,001      9,563
 
Percent of Open Interest Represented by Each Category of Trader
      11.5        5.3        1.8       36.2       27.8        9.2        9.4       21.9       13.7        3.3        5.6        4.3       10.6       10.5
 
Number of Traders in Each Category                                    Total Traders:       619 
        42         26         32        116         92        104         74        150        116         46         73         53
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    81,178
Positions
     5,035     16,727        426     39,448     51,924      5,635     19,275      2,641         86          0        514          0     11,273      3,225
 
Changes from:       June 28, 2016                                    Total Change is:     1,528
     2,530        691          0     -1,000       -404        874     -1,390        172        -19          0        -15          0        533        229
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       20.6        0.5       48.6       64.0        6.9       23.7        3.3        0.1        0.0        0.6        0.0       13.9        4.0
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          8          .         34         15         17         18          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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    42,948
Positions
     4,989     16,018        360     14,748      6,350        809     13,137      9,021      2,620      1,788      2,132        544      3,952      5,094
 
Changes from:       June 28, 2016                                    Total Change is:    -1,070
    -1,124      2,379       -125        449     -5,566        164       -180      1,986       -330         67        335        -54         63        141
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       37.3        0.8       34.3       14.8        1.9       30.6       21.0        6.1        4.2        5.0        1.3        9.2       11.9
 
Number of Traders in Each Category                                    Total Traders:       210 
         9         21          .         41         22         13         35         49         23         14         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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   214,741
Positions
    24,946     80,089      1,800     73,741     31,748      4,046     65,684     45,103     13,102      8,940     10,662      2,722     19,758     25,469
 
Changes from:       June 28, 2016                                    Total Change is:    -5,349
    -5,621     11,895       -625      2,244    -27,829        821       -899      9,931     -1,649        335      1,674       -271        315        704
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       37.3        0.8       34.3       14.8        1.9       30.6       21.0        6.1        4.2        5.0        1.3        9.2       11.9
 
Number of Traders in Each Category                                    Total Traders:       210 
         9         21          .         41         22         13         35         49         23         14         19          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   333,333
Positions
   122,321     12,724        804    113,605    187,731     16,352     51,542     85,080      6,828      5,170      7,238      1,050     15,661     15,525
 
Changes from:       June 28, 2016                                    Total Change is:   -11,057
    -3,556     -1,724        201      9,123     -3,938     -4,935    -13,502       -236        329       -258        736         34      1,508     -1,523
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        3.8        0.2       34.1       56.3        4.9       15.5       25.5        2.0        1.6        2.2        0.3        4.7        4.7
 
Number of Traders in Each Category                                    Total Traders:       263 
        27         12          .         49         50         31         34         62         22         10         19          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    35,176
Positions
     3,095     11,354          0     15,750      1,211        115      4,760      4,776          0      4,835     11,365          0      6,621      6,355
 
Changes from:       June 28, 2016                                    Total Change is:     1,156
         0        512          0       -165        623        -25       -246        142          0      1,114         20          0        478       -116
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       32.3        0.0       44.8        3.4        0.3       13.5       13.6        0.0       13.7       32.3        0.0       18.8       18.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0         13          .          .          6          7          0          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    75,103
Positions
    14,950      8,391        517     23,861      1,954        337     19,954     13,433        657      3,728          0          0     11,099     49,814
 
Changes from:       June 28, 2016                                    Total Change is:      -344
     2,686      3,422       -901     -3,534        -97        -45      2,081        310        282        537          0          0     -1,450     -3,315
 
Percent of Open Interest Represented by Each Category of Trader
      19.9       11.2        0.7       31.8        2.6        0.4       26.6       17.9        0.9        5.0        0.0        0.0       14.8       66.3
 
Number of Traders in Each Category                                    Total Traders:        79 
        13          8          .         14          4          .         24         11          5          5          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   210,437
Positions
    16,613    104,336        692    130,023     65,879     14,302     37,045     17,437      2,079      3,937      1,503          0      5,746      4,209
 
Changes from:       June 28, 2016                                    Total Change is:     3,801
       873      1,598       -173      5,792     -6,845       -360       -911      9,811       -516          6       -178          0       -910        464
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       49.6        0.3       61.8       31.3        6.8       17.6        8.3        1.0        1.9        0.7        0.0        2.7        2.0
 
Number of Traders in Each Category                                    Total Traders:       127 
        10          9          .         41         27         21         14         15          7          7          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   653,187
Positions
    39,961    360,854      1,487    359,328    124,711     71,704    130,908     55,485      7,326     21,331     19,034      1,213     19,929     11,373
 
Changes from:       June 28, 2016                                    Total Change is:     9,486
    -6,894      7,104        201     26,841     -4,879     -7,066     -8,285     10,557      1,281      1,951      1,700       -100      1,557        688
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       55.2        0.2       55.0       19.1       11.0       20.0        8.5        1.1        3.3        2.9        0.2        3.1        1.7
 
Number of Traders in Each Category                                    Total Traders:       292 
        23         23          6         90         41         37         43         27         13         29         16          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   696,024
Positions
     8,523     45,966     23,856    216,525    171,470     98,840     77,837     71,998     87,484      5,589     30,188     13,983    163,387    152,239
 
Changes from:       June 28, 2016                                    Total Change is:    29,476
    -2,055    -11,586      3,989     15,395      7,658      7,087       -296      3,617      7,602     -1,269      5,025      2,925     -3,902      3,158
 
Percent of Open Interest Represented by Each Category of Trader
       1.2        6.6        3.4       31.1       24.6       14.2       11.2       10.3       12.6        0.8        4.3        2.0       23.5       21.9
 
Number of Traders in Each Category                                    Total Traders:       159 
         6         12         11         39         29         31         33         26         39          7          7         10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   582,316
Positions
     2,161     70,156         34    298,836    111,595     79,185     32,539    209,437     11,598     11,535     10,869      2,366    144,062     87,076
 
Changes from:       June 28, 2016                                    Total Change is:    -1,574
       192      1,184       -941     -9,894    -11,165      2,887      2,112     -8,751     -1,594        470        161      1,846      3,348     14,799
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       12.0        0.0       51.3       19.2       13.6        5.6       36.0        2.0        2.0        1.9        0.4       24.7       15.0
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          9          .         45         11         29          8         12          9          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,120,584
Positions
    21,690     86,883      9,360    461,338    172,182    139,949    241,431    292,788     42,366     65,848    231,267      4,379    134,223    141,410
 
Changes from:       June 28, 2016                                    Total Change is:   114,850
    -2,502      5,076        741    117,689      1,891      1,422    -22,152     84,615        924      2,391      8,647        763     15,573     10,771
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        7.8        0.8       41.2       15.4       12.5       21.5       26.1        3.8        5.9       20.6        0.4       12.0       12.6
 
Number of Traders in Each Category                                    Total Traders:       249 
        10         28         12         51         40         50         32         43         31         17         28          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,475,741
Positions
   103,684    189,429    207,952    840,569    841,839    574,512    561,117    615,087    381,319    351,054    156,450     78,757    376,777    430,395
 
Changes from:       June 28, 2016                                    Total Change is:    21,375
    -2,499    -20,980      1,466    -38,290     92,467     27,345     55,733    -50,447     -1,562     -6,727    -18,933      1,038    -15,129     -9,019
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        5.5        6.0       24.2       24.2       16.5       16.1       17.7       11.0       10.1        4.5        2.3       10.8       12.4
 
Number of Traders in Each Category                                    Total Traders:       377 
        24         32         44         65         75         78         65         58         84         22         36         32
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   139,287
Positions
     4,659      7,684      1,126     29,423     50,271      2,549     41,091      2,671      2,106      2,670      2,210          0     55,663     70,670
 
Changes from:       June 28, 2016                                    Total Change is:    -4,231
     2,181     -9,579        833     -2,627     -1,137        385    -12,956          0        560          0       -114          0      7,392      4,821
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.5        0.8       21.1       36.1        1.8       29.5        1.9        1.5        1.9        1.6        0.0       40.0       50.7
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          .          5          8          6          7          .          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,805,426
Positions
    53,925    254,396     71,799  1,492,353    496,848    315,687    281,996  1,004,983    118,973    167,025    176,744     25,595    278,074    340,403
 
Changes from:       June 28, 2016                                    Total Change is:   -32,005
    12,253    -28,997     -4,299     13,321      5,415     26,080    -41,322      1,221    -29,245      4,758    -20,747        873    -14,424     17,694
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.1        2.6       53.2       17.7       11.3       10.1       35.8        4.2        6.0        6.3        0.9        9.9       12.1
 
Number of Traders in Each Category                                    Total Traders:       284 
        10         32         21         55         49         55         35         59         52         16         28         10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   837,890
Positions
   254,257     99,322    249,407          2     45,763     20,199     79,331    129,068    169,909      9,329     39,164     35,804     19,653     49,254
 
Changes from:       June 28, 2016                                    Total Change is:  -119,050
   -25,668    -32,504    -26,956          0     -2,145     -1,186    -20,115    -25,355    -19,643     -7,970      4,623    -13,467     -4,044     -2,416
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       11.9       29.8        0.0        5.5        2.4        9.5       15.4       20.3        1.1        4.7        4.3        2.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       128 
        18         30         38          .         10          5         13         39         30          .          9         10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is18,147,388
Positions
 3,184,261  1,372,513  3,178,025    266,372  1,634,595    540,126    799,841    880,373  7,480,998    494,391    548,814  1,320,498    882,876  1,191,446
 
Changes from:       June 28, 2016                                    Total Change is:   385,862
   -17,757     24,384     87,284     10,380    -55,502     19,974     79,922    -26,311     99,981     -2,989    122,592     53,004     56,064     60,456
 
Percent of Open Interest Represented by Each Category of Trader
      17.5        7.6       17.5        1.5        9.0        3.0        4.4        4.9       41.2        2.7        3.0        7.3        4.9        6.6
 
Number of Traders in Each Category                                    Total Traders:       310 
        29         54         81          9         32         27         45         88        110         21         27         33
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    25,914
Positions
     4,232      3,230          0          7     11,015        146     12,218      8,981          0      8,714      1,923        508         89        111
 
Changes from:       June 28, 2016                                    Total Change is:       205
        24        206          0          7       -455         -7       -122        544          0        464         78       -174         13         13
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       12.5        0.0        0.0       42.5        0.6       47.1       34.7        0.0       33.6        7.4        2.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          5          0          .         12          .          .          9          0          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    26,769
Positions
     7,737      3,628          0        252     10,453        475     17,419      7,964          0        791      4,138         49         46         62
 
Changes from:       June 28, 2016                                    Total Change is:     1,901
    -1,079      2,104          0         34        181          0      2,850       -404          0         99         50          0         -3        -30
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       13.6        0.0        0.9       39.0        1.8       65.1       29.8        0.0        3.0       15.5        0.2        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          4          0          .          4          .          7          7          0          .          4          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    51,696
Positions
       191     11,089          0     17,253          0      1,825      6,379     32,092      3,895     14,799        848         54      7,300      1,894
 
Changes from:       June 28, 2016                                    Total Change is:     3,370
        11        204          0        452        -57         19       -567      3,876        557      1,646        249        -13      1,264     -1,465
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       21.5        0.0       33.4        0.0        3.5       12.3       62.1        7.5       28.6        1.6        0.1       14.1        3.7
 
Number of Traders in Each Category                                    Total Traders:       114 
         .          5          0         14          0          4         22         26         14         38          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   412,513
Positions
    98,895     54,424     21,379    101,815     14,641     51,899     37,434    159,026     59,935      6,151     10,629     12,391     22,614     28,189
 
Changes from:       June 28, 2016                                    Total Change is:    39,357
    -2,890     15,265        874     39,031    -13,653     -6,386        445     35,032      9,235      1,915      1,834      1,515     -4,382     -4,359
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       13.2        5.2       24.7        3.5       12.6        9.1       38.6       14.5        1.5        2.6        3.0        5.5        6.8
 
Number of Traders in Each Category                                    Total Traders:       184 
        14         15         17         19         12         10         33         62         56         13          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 5, 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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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    16,466
Positions
       624      2,874          0     11,587      1,799        519      2,575     10,842        390        650          0          0        121         42
 
Changes from:       June 28, 2016                                    Total Change is:       233
      -342          0          0        514          0         13       -190        220          0        305          0          0        -67          0
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       17.5        0.0       70.4       10.9        3.2       15.6       65.8        2.4        3.9        0.0        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          9          .          .         10          5          .          4          0          0
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Updated July 8, 2016