Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   132,510
Positions
       297     60,099      3,385     53,497      7,814      2,347     22,618     17,767      9,206      7,180      3,319      1,559     32,422     27,016
 
Changes from:       July 12, 2016                                    Total Change is:     3,553
       253      4,976       -257      2,926        160        468        -33     -1,675     -1,144       -639       -670        545      1,433      1,151
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       45.4        2.6       40.4        5.9        1.8       17.1       13.4        6.9        5.4        2.5        1.2       24.5       20.4
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          7          7         11          9          6         20         21         16          8          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    43,920
Positions
    22,352      1,179      1,025      1,843      2,210        127     10,364     18,528      1,590          0          0          0      6,619     19,260
 
Changes from:       July 12, 2016                                    Total Change is:     2,804
     2,433       -183          5       -143        251          0        205      1,619       -166          0          0          0        470      1,277
 
Percent of Open Interest Represented by Each Category of Trader
      50.9        2.7        2.3        4.2        5.0        0.3       23.6       42.2        3.6        0.0        0.0        0.0       15.1       43.9
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          .          4          .          .          .         12         11          8          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2016                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   259,827
Positions
   161,012      3,930     10,385      7,351     69,929      4,578     19,717     75,140     29,302      1,902     14,450      5,770     19,811     46,343
 
Changes from:       July 12, 2016                                    Total Change is:    -6,167
     2,476       -346      2,549       -460    -14,684        342    -13,242      4,569      1,298       -633     -3,880      1,503          1      2,481
 
Percent of Open Interest Represented by Each Category of Trader
      62.0        1.5        4.0        2.8       26.9        1.8        7.6       28.9       11.3        0.7        5.6        2.2        7.6       17.8
 
Number of Traders in Each Category                                    Total Traders:       117 
        10          6         11          .         27          6         18         39         26          5          9          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   211,128
Positions
    22,613      1,838     12,332     26,954     40,223     10,027     68,303     24,609     31,720          6     49,903      7,372     31,801     33,104
 
Changes from:       July 12, 2016                                    Total Change is:     2,908
     1,118     -1,330      1,788        589     -3,352      2,224     -7,497      1,357      2,712       -404      2,297       -429      2,806     -2,361
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        0.9        5.8       12.8       19.1        4.7       32.4       11.7       15.0        0.0       23.6        3.5       15.1       15.7
 
Number of Traders in Each Category                                    Total Traders:       113 
         7          5          9         13         21         11         27         29         19          .         10          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   457,340
Positions
   139,765     11,012     20,988    118,508     93,250     23,504     40,328    152,246     41,942     19,634     37,162      8,593     44,080     68,644
 
Changes from:       July 12, 2016                                    Total Change is:    23,570
    14,811        758      1,243     -1,864     -3,671      1,192      1,831     15,282      3,773      2,458      1,323        140        -13      3,531
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        2.4        4.6       25.9       20.4        5.1        8.8       33.3        9.2        4.3        8.1        1.9        9.6       15.0
 
Number of Traders in Each Category                                    Total Traders:       238 
        18         10         17         33         40         33         26         59         34         25         24         18
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    31,160
Positions
     1,125     20,889        190     16,242          0      1,128        558      5,364          3      1,133          0          0     10,781      3,586
 
Changes from:       July 12, 2016                                    Total Change is:       302
       -12        337          0        789          0         -3       -439        633          0          0          0          0        -33       -665
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       67.0        0.6       52.1        0.0        3.6        1.8       17.2        0.0        3.6        0.0        0.0       34.6       11.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .         10          0          4          .          4          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2016                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   117,933
Positions
     3,202     39,875      2,821     17,322      8,157      3,002     45,856     18,003     13,071      4,294      5,343      3,606     24,758     24,055
 
Changes from:       July 12, 2016                                    Total Change is:    10,887
      -363      7,192        541        510        444      1,027      8,911     -1,181      1,463      3,620       -352       -100     -4,720      1,854
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       33.8        2.4       14.7        6.9        2.5       38.9       15.3       11.1        3.6        4.5        3.1       21.0       20.4
 
Number of Traders in Each Category                                    Total Traders:        93 
         4          5          7         10         10          7         28         22         15          6          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    38,785
Positions
    10,685     32,955        350      4,410          0          0     21,525      5,055          0        530          0          0      1,285        425
 
Changes from:       July 12, 2016                                    Total Change is:       204
    -2,445        448          0          0          0          0      2,472       -221          0         14          0          0        163        -23
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       85.0        0.9       11.4        0.0        0.0       55.5       13.0        0.0        1.4        0.0        0.0        3.3        1.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          7          .          .          0          0          6          4          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   104,115
Positions
    38,226     33,901        121     24,049      4,799        944     25,414     44,671      8,916      2,537      4,226        138      3,770      6,399
 
Changes from:       July 12, 2016                                    Total Change is:     6,365
     1,427        152         50      1,227        486        137     -3,574     -2,291      6,952        545        143         97       -497        638
 
Percent of Open Interest Represented by Each Category of Trader
      36.7       32.6        0.1       23.1        4.6        0.9       24.4       42.9        8.6        2.4        4.1        0.1        3.6        6.1
 
Number of Traders in Each Category                                    Total Traders:       123 
         7          7          .          9          8          4         17         56         17         11          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    26,199
Positions
       302     21,216         38      6,037          0          0     17,630      2,432        251        433      1,572          0      1,508        690
 
Changes from:       July 12, 2016                                    Total Change is:      -774
         0        103         38         19          0          0         46       -219       -708          0         60          0       -169        -48
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       81.0        0.1       23.0        0.0        0.0       67.3        9.3        1.0        1.7        6.0        0.0        5.8        2.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          4          .          4          0          0         10          5          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    41,199
Positions
     2,097     10,398        121      1,711     19,488        159     29,862      5,061      1,156      1,427      2,077          0      4,666      2,739
 
Changes from:       July 12, 2016                                    Total Change is:    -3,551
       299        113         54       -218     -2,359        125     -2,992     -1,303        122        -55       -134          0       -886       -169
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       25.2        0.3        4.2       47.3        0.4       72.5       12.3        2.8        3.5        5.0        0.0       11.3        6.6
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          6          .          7          5          .         40         14          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 2016                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    64,006
Positions
    11,928     37,446        120      7,645        824        266     34,502      8,378        419      1,094      4,669        273      7,759     11,611
 
Changes from:       July 12, 2016                                    Total Change is:     6,609
       -62      4,741          8        879         45        -40      6,882        646       -281        -10        842       -176       -592        823
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       58.5        0.2       11.9        1.3        0.4       53.9       13.1        0.7        1.7        7.3        0.4       12.1       18.1
 
Number of Traders in Each Category                                    Total Traders:       111 
        14         21          .          8          .          .         36         11          .          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   128,012
Positions
    23,856     74,892        240     15,290      1,648        532     69,005     16,757        838      2,187      9,339        545     15,519     23,221
 
Changes from:       July 12, 2016                                    Total Change is:    13,218
      -124      9,481         17      1,758         90        -79     13,764      1,293       -562        -20      1,684       -351     -1,184      1,646
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       58.5        0.2       11.9        1.3        0.4       53.9       13.1        0.7        1.7        7.3        0.4       12.1       18.1
 
Number of Traders in Each Category                                    Total Traders:       111 
        14         21          .          8          .          .         36         11          .          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   986,228
Positions
    84,110     70,100     57,615    296,226    225,133     85,106     80,610    144,333    190,733     26,259     39,574     56,233    109,335    117,401
 
Changes from:       July 12, 2016                                    Total Change is:   -34,453
   -11,309     13,854      3,372     15,954     -5,332     -7,875      1,547     -3,584    -29,965       -732        668       -679     -4,766     -4,911
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        7.1        5.8       30.0       22.8        8.6        8.2       14.6       19.3        2.7        4.0        5.7       11.1       11.9
 
Number of Traders in Each Category                                    Total Traders:       673 
        41         35         38        124         92        110         87        154        127         55         84         66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   245,233
Positions
    39,072     22,399     29,086     16,114     32,038     28,177     16,215     19,803     58,405      7,892      1,280     13,915     36,356     40,130
 
Changes from:       July 12, 2016                                    Total Change is:   -13,194
     1,665      4,823     -1,568        257     -2,113      2,097       -886      1,306    -13,780       -132        -73       -202       -644     -3,684
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        9.1       11.9        6.6       13.1       11.5        6.6        8.1       23.8        3.2        0.5        5.7       14.8       16.4
 
Number of Traders in Each Category                                    Total Traders:        81 
        10          7          8         10          4          5         20         14         31         10          5          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 3,704,975
Positions
   287,026    300,343     80,807  1,400,562    965,477    284,646    398,963    699,635    584,651    125,148    224,783    178,277    364,895    386,357
 
Changes from:       July 12, 2016                                    Total Change is:  -106,295
   -45,466     64,553      5,301     73,564    -21,016    -44,938     14,937    -21,680    -83,699       -546      6,158     -4,837    -20,611     -6,137
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        8.1        2.2       37.8       26.1        7.7       10.8       18.9       15.8        3.4        6.1        4.8        9.8       10.4
 
Number of Traders in Each Category                                    Total Traders:       651 
        40         36         32        122         88        106         83        151        117         49         82         61
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    80,097
Positions
     1,656     21,223        426     38,715     46,008      5,127     21,843      2,917        138        205        495          0     11,987      3,763
 
Changes from:       July 12, 2016                                    Total Change is:    -1,080
    -2,226      2,735          0       -143     -3,508       -492      1,210        152        -97        205        -42          0        463        172
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       26.5        0.5       48.3       57.4        6.4       27.3        3.6        0.2        0.3        0.6        0.0       15.0        4.7
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          9          .         34         14         17         19          7          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    53,748
Positions
     4,087     25,887        554     15,246      5,483        811     22,087     11,013      2,786      2,103      2,180        583      5,492      4,451
 
Changes from:       July 12, 2016                                    Total Change is:     3,561
      -507      5,677        155       -620       -239        125      4,948       -452       -854        152        -66       -169        329       -617
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       48.2        1.0       28.4       10.2        1.5       41.1       20.5        5.2        3.9        4.1        1.1       10.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       228 
         7         28          4         40         20         10         52         43         21         21         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   268,741
Positions
    20,433    129,435      2,770     76,229     27,414      4,053    110,433     55,064     13,932     10,513     10,902      2,917     27,461     22,253
 
Changes from:       July 12, 2016                                    Total Change is:    17,803
    -2,533     28,383        776     -3,099     -1,196        625     24,742     -2,259     -4,269        760       -330       -843      1,644     -3,084
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       48.2        1.0       28.4       10.2        1.5       41.1       20.5        5.2        3.9        4.1        1.1       10.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       228 
         7         28          4         40         20         10         52         43         21         21         17          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   326,372
Positions
    99,015     30,810        703    122,469    163,572     15,789     56,098     83,581      8,322      5,229      6,925      1,217     17,530     15,454
 
Changes from:       July 12, 2016                                    Total Change is:    -7,752
    -6,229      6,076       -772     -3,518     -9,498      2,316      1,076     -5,237       -102        -27     -1,183        -80       -417        728
 
Percent of Open Interest Represented by Each Category of Trader
      30.3        9.4        0.2       37.5       50.1        4.8       17.2       25.6        2.5        1.6        2.1        0.4        5.4        4.7
 
Number of Traders in Each Category                                    Total Traders:       269 
        23         14          .         54         45         29         49         58         19         10         16          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    37,418
Positions
     3,408     15,528          0     17,318      1,207        112      4,778      4,468          0      4,669     10,245          0      7,133      5,858
 
Changes from:       July 12, 2016                                    Total Change is:       781
       326      1,284          0        146         -5          1        130        365          0       -270       -800          0        448        -64
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       41.5        0.0       46.3        3.2        0.3       12.8       11.9        0.0       12.5       27.4        0.0       19.1       15.7
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          4          0         15          .          .          7          5          0          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    81,962
Positions
    20,849      9,593      1,046     25,338        347         11     20,009     15,414      1,504      3,756          0          0      9,449     54,047
 
Changes from:       July 12, 2016                                    Total Change is:       372
     1,460       -661        664     -1,190     -1,530       -324     -1,198       -443        196        340       -200          0        424      2,670
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       11.7        1.3       30.9        0.4        0.0       24.4       18.8        1.8        4.6        0.0        0.0       11.5       65.9
 
Number of Traders in Each Category                                    Total Traders:        86 
        15         13          5         14          .          .         28         10          7          5          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   221,895
Positions
    15,527    118,328        537    141,565     62,599     14,620     36,168     18,986      1,734      3,743      1,186          0      8,001      3,905
 
Changes from:       July 12, 2016                                    Total Change is:     1,463
       206      3,657         -4      1,869       -814       -144     -1,092         36       -337          0       -535          0        965       -396
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       53.3        0.2       63.8       28.2        6.6       16.3        8.6        0.8        1.7        0.5        0.0        3.6        1.8
 
Number of Traders in Each Category                                    Total Traders:       122 
         9         10          .         41         24         23         16         13          6          6          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   749,382
Positions
    38,784    459,688      1,691    427,170     95,653     71,464    153,172     84,490      6,529     28,923     20,536      1,073     20,576      8,258
 
Changes from:       July 12, 2016                                    Total Change is:    59,337
    -1,328     69,460        -28     42,932    -18,705     -2,705     16,274     11,964     -1,082      6,449      2,491        -94     -1,081     -1,964
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       61.3        0.2       57.0       12.8        9.5       20.4       11.3        0.9        3.9        2.7        0.1        2.7        1.1
 
Number of Traders in Each Category                                    Total Traders:       300 
        21         26          6        102         32         39         48         23         14         33         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   731,497
Positions
     9,934     57,425     27,094    230,101    165,284    115,922     70,843     74,789     91,841      3,954     32,017     16,720    165,088    150,406
 
Changes from:       July 12, 2016                                    Total Change is:     7,283
     3,094      7,856      3,273    -10,816     -5,397      8,300    -11,870     -3,711      3,793       -201        766      4,117      7,593    -11,714
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        7.9        3.7       31.5       22.6       15.8        9.7       10.2       12.6        0.5        4.4        2.3       22.6       20.6
 
Number of Traders in Each Category                                    Total Traders:       169 
         8         15         13         39         29         34         29         33         39          8          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   590,557
Positions
         0     67,092      1,420    287,003    113,792     90,874     45,146    206,686     12,844     13,310      9,397      2,272    137,688     86,181
 
Changes from:       July 12, 2016                                    Total Change is:     5,833
         0      2,075         96     11,445        657     -4,521      3,703      1,558       -313     -1,677         -5      1,775     -4,675      4,510
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.4        0.2       48.6       19.3       15.4        7.6       35.0        2.2        2.3        1.6        0.4       23.3       14.6
 
Number of Traders in Each Category                                    Total Traders:        96 
         .          7          .         46         11         31         12         13         10          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 1,065,274
Positions
    48,031     67,977     12,384    370,415    196,927    133,691    253,745    240,691     47,602     69,661    219,698      5,451    124,293    140,852
 
Changes from:       July 12, 2016                                    Total Change is:    10,216
     2,005      4,346        212     13,092     22,863    -13,016      1,780     -1,312      2,231        827     -8,004         62      3,024      2,833
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        6.4        1.2       34.8       18.5       12.5       23.8       22.6        4.5        6.5       20.6        0.5       11.7       13.2
 
Number of Traders in Each Category                                    Total Traders:       252 
        10         28         11         48         41         48         34         47         37         19         24          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 3,442,918
Positions
   115,621    167,866    203,918    864,887    891,952    543,391    526,042    597,234    358,148    356,602    142,271     83,855    390,454    454,283
 
Changes from:       July 12, 2016                                    Total Change is:  -116,735
     6,117      8,922    -34,192    -24,535    -70,961     -3,006    -27,779      1,775    -26,498     -5,753    -20,888      4,336     -5,425     23,777
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        4.9        5.9       25.1       25.9       15.8       15.3       17.3       10.4       10.4        4.1        2.4       11.3       13.2
 
Number of Traders in Each Category                                    Total Traders:       370 
        26         32         45         62         76         78         66         56         88         19         33         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   168,901
Positions
    10,405      8,975        923     28,276     73,645      2,540     63,496      2,410      4,402      4,229          0          0     54,630     76,006
 
Changes from:       July 12, 2016                                    Total Change is:    15,113
    -3,801      3,396         47      6,357      4,998        581     11,001          2        597        866          0          0       -535      5,492
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        5.3        0.5       16.7       43.6        1.5       37.6        1.4        2.6        2.5        0.0        0.0       32.3       45.0
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          5         10          6          9          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 2,861,870
Positions
    58,631    292,496     77,940  1,516,304    615,923    286,339    294,988    898,031    141,001    184,883    193,928     25,267    276,516    330,945
 
Changes from:       July 12, 2016                                    Total Change is:   -36,896
    -2,709      8,217      2,234    -37,835     32,657     -1,321      4,482    -78,846      7,989     -2,628      3,781       -481     -6,627    -11,125
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.2        2.7       53.0       21.5       10.0       10.3       31.4        4.9        6.5        6.8        0.9        9.7       11.6
 
Number of Traders in Each Category                                    Total Traders:       300 
        11         36         25         54         56         62         41         57         55         14         31         11
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   834,282
Positions
   223,546    106,466    271,320          0     35,890     23,482     55,430     92,508    187,657      9,940     27,917     41,306     21,601     47,736
 
Changes from:       July 12, 2016                                    Total Change is:    18,749
    -9,067       -477     12,771          0      3,323      1,534    -17,438     -6,806      8,176      9,366    -10,944     11,754      1,653       -582
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       12.8       32.5        0.0        4.3        2.8        6.6       11.1       22.5        1.2        3.3        5.0        2.6        5.7
 
Number of Traders in Each Category                                    Total Traders:       127 
        15         35         36          0         10          5         14         36         30          5          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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 is18,181,357
Positions
 3,393,651  1,120,303  3,204,517    311,956  1,756,653    538,055    783,663  1,317,917  7,408,323    556,373    521,758  1,066,030    918,789  1,247,801
 
Changes from:       July 12, 2016                                    Total Change is:  -760,369
   115,752   -138,556   -132,701     13,713    102,971    -33,759    -75,245    179,904   -583,506     32,105    -50,720   -145,491     48,762     41,488
 
Percent of Open Interest Represented by Each Category of Trader
      18.7        6.2       17.6        1.7        9.7        3.0        4.3        7.2       40.7        3.1        2.9        5.9        5.1        6.9
 
Number of Traders in Each Category                                    Total Traders:       311 
        36         45         79         12         27         27         53         86        115         23         24         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    25,402
Positions
     4,209      3,034          0          7     10,707        158     12,603      8,823          0      7,570      1,842        697        158        141
 
Changes from:       July 12, 2016                                    Total Change is:       516
       -88        133          0          0       -249          0      1,136        149          0       -900        119        314         54         50
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       11.9        0.0        0.0       42.2        0.6       49.6       34.7        0.0       29.8        7.3        2.7        0.6        0.6
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0          .         12          .          4          9          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    29,812
Positions
     7,086      7,528          0        302      9,829        399     20,541      7,826          0      1,356      4,088         49         79         93
 
Changes from:       July 12, 2016                                    Total Change is:     2,249
       154      2,060          0        -89       -160         28      1,827        149          0        327        150          0          2         22
 
Percent of Open Interest Represented by Each Category of Trader
      23.8       25.3        0.0        1.0       33.0        1.3       68.9       26.3        0.0        4.5       13.7        0.2        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          0          .          6          .          7          7          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    56,971
Positions
       224     14,800          1     15,420          0      1,755     12,298     32,656      5,286     13,051        730          6      8,930      1,737
 
Changes from:       July 12, 2016                                    Total Change is:     4,155
        14      2,172          1       -709          0          2      5,638      1,527        558     -2,967        165         -4      1,622       -266
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       26.0        0.0       27.1        0.0        3.1       21.6       57.3        9.3       22.9        1.3        0.0       15.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       129 
         .          5          .         13          0          .         40         24         14         41          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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   511,186
Positions
   111,203     59,661     43,652    114,784     24,078     35,824     72,721    208,570     79,909      9,374     11,129     19,573     24,146     28,790
 
Changes from:       July 12, 2016                                    Total Change is:    44,953
       458    -10,982     13,813     10,004      5,799     -9,788      8,291     26,848     15,227      2,342      1,089      4,813       -207     -1,866
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       11.7        8.5       22.5        4.7        7.0       14.2       40.8       15.6        1.8        2.2        3.8        4.7        5.6
 
Number of Traders in Each Category                                    Total Traders:       221 
        14         14         21         12         18         12         43         70         70         17         14         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 19, 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    16,435
Positions
       136      3,130          0     12,080        360        445      2,533     12,081        390        670          0          0        181         29
 
Changes from:       July 12, 2016                                    Total Change is:      -189
      -156        256          0        873       -939        -37       -918        534          0         10          0          0         39         -3
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       19.0        0.0       73.5        2.2        2.7       15.4       73.5        2.4        4.1        0.0        0.0        1.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          9          .          .         10          7          .          4          0          0
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Updated July 22, 2016