Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   135,266
Positions
     1,697     56,565      2,954     52,941      7,831      3,046     23,889     17,709      9,879      7,693      3,751      1,413     31,753     32,117
 
Changes from:       July 19, 2016                                    Total Change is:     2,756
     1,400     -3,533       -431       -556         17        700      1,271        -59        673        512        433       -146       -669      5,102
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       41.8        2.2       39.1        5.8        2.3       17.7       13.1        7.3        5.7        2.8        1.0       23.5       23.7
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          6          6         10          8          6         21         23         17          9          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    54,610
Positions
    28,231      1,113        991      1,873      2,218        127     14,427     26,291      1,854        411          0          0      6,697     22,016
 
Changes from:       July 19, 2016                                    Total Change is:    10,690
     5,879        -66        -34         30          8          0      4,063      7,763        263        411          0          0         78      2,756
 
Percent of Open Interest Represented by Each Category of Trader
      51.7        2.0        1.8        3.4        4.1        0.2       26.4       48.1        3.4        0.8        0.0        0.0       12.3       40.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         6          .          .          .          .          .         14         15          9          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   267,385
Positions
   165,137      3,989     11,164      7,531     68,710      5,448     20,955     81,678     31,633      1,852     14,265      5,408     18,257     45,090
 
Changes from:       July 19, 2016                                    Total Change is:     7,558
     4,125         59        779        180     -1,219        870      1,239      6,538      2,331        -50       -185       -361     -1,553     -1,253
 
Percent of Open Interest Represented by Each Category of Trader
      61.8        1.5        4.2        2.8       25.7        2.0        7.8       30.5       11.8        0.7        5.3        2.0        6.8       16.9
 
Number of Traders in Each Category                                    Total Traders:       126 
         8          8         11          .         28          6         23         43         29          6          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   210,597
Positions
    32,908      2,573     11,698     26,962     40,150     10,693     62,999     22,371     30,708        645     48,862      7,435     26,549     36,108
 
Changes from:       July 19, 2016                                    Total Change is:      -531
    10,295        735       -634          8        -72        666     -5,304     -2,239     -1,012        639     -1,041         62     -5,251      3,003
 
Percent of Open Interest Represented by Each Category of Trader
      15.6        1.2        5.6       12.8       19.1        5.1       29.9       10.6       14.6        0.3       23.2        3.5       12.6       17.1
 
Number of Traders in Each Category                                    Total Traders:       115 
         8          5         11         11         23         12         26         30         18          .         11          4
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   470,462
Positions
   150,495     11,248     22,955    121,475     94,627     23,983     36,028    155,356     43,059     18,624     41,834      8,172     45,672     69,229
 
Changes from:       July 19, 2016                                    Total Change is:    13,122
    10,730        237      1,968      2,967      1,377        479     -4,300      3,110      1,117     -1,010      4,671       -421      1,592        585
 
Percent of Open Interest Represented by Each Category of Trader
      32.0        2.4        4.9       25.8       20.1        5.1        7.7       33.0        9.2        4.0        8.9        1.7        9.7       14.7
 
Number of Traders in Each Category                                    Total Traders:       243 
        19          9         17         36         38         34         24         64         31         26         26         19
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    31,147
Positions
     1,077     20,995        190     15,503          0      1,137        558      5,053          3      1,133          0          0     11,546      3,769
 
Changes from:       July 19, 2016                                    Total Change is:       -13
       -48        106          0       -739          0          9          0       -311          0          0          0          0        765        183
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       67.4        0.6       49.8        0.0        3.7        1.8       16.2        0.0        3.6        0.0        0.0       37.1       12.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          9          0          4          .          4          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   114,033
Positions
     2,088     38,417      3,295     17,034      9,215      3,074     45,695     13,313     12,530        730      6,635      3,674     25,914     23,881
 
Changes from:       July 19, 2016                                    Total Change is:    -3,900
    -1,114     -1,457        473       -288      1,058         71       -162     -4,690       -541     -3,564      1,292         68      1,156       -174
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       33.7        2.9       14.9        8.1        2.7       40.1       11.7       11.0        0.6        5.8        3.2       22.7       20.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         .          6          6         10         10          8         26         16         15          .         11          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    37,406
Positions
    10,685     32,720        350      4,150          0          0     20,477      3,744          0        661        178          0      1,083        414
 
Changes from:       July 19, 2016                                    Total Change is:    -1,379
         0       -235          0       -260          0          0     -1,048     -1,311          0        131        178          0       -202        -11
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       87.5        0.9       11.1        0.0        0.0       54.7       10.0        0.0        1.8        0.5        0.0        2.9        1.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          .          .          0          0          7          4          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 2016                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   120,301
Positions
    42,493     31,207        107     23,237      4,643        927     24,241     48,795     21,581      3,580      5,763        172      3,963      7,106
 
Changes from:       July 19, 2016                                    Total Change is:    16,186
     4,267     -2,694        -14       -812       -156        -17     -1,173      4,124     12,665      1,043      1,537         34        193        707
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       25.9        0.1       19.3        3.9        0.8       20.2       40.6       17.9        3.0        4.8        0.1        3.3        5.9
 
Number of Traders in Each Category                                    Total Traders:       130 
         7          6          .          7          8          4         24         55         18         12          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    26,189
Positions
       272     21,202         52      5,985          0          0     17,443      2,858        333        563      1,035          0      1,541        709
 
Changes from:       July 19, 2016                                    Total Change is:       -10
       -30        -14         14        -52          0          0       -187        426         82        130       -537          0         33         19
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       81.0        0.2       22.9        0.0        0.0       66.6       10.9        1.3        2.1        4.0        0.0        5.9        2.7
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          4          .          4          0          0          9          5          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    39,825
Positions
     2,227      9,094        149      1,973     19,463         34     28,461      4,411      1,125      1,462      2,163          0      4,394      3,386
 
Changes from:       July 19, 2016                                    Total Change is:    -1,374
       130     -1,304         28        262        -25       -125     -1,401       -650        -31         35         86          0       -272        647
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       22.8        0.4        5.0       48.9        0.1       71.5       11.1        2.8        3.7        5.4        0.0       11.0        8.5
 
Number of Traders in Each Category                                    Total Traders:        77 
         .          5          .          7          5          .         40          9          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    68,400
Positions
    12,027     43,845        182      8,395        866        273     36,487      8,523        273      1,045      3,873        279      9,440     10,287
 
Changes from:       July 19, 2016                                    Total Change is:     4,394
        99      6,399         62        750         42          7      1,984        145       -146        -49       -797          6      1,681     -1,324
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       64.1        0.3       12.3        1.3        0.4       53.3       12.5        0.4        1.5        5.7        0.4       13.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       120 
        13         21          .          9          .          .         38         17          4          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   136,799
Positions
    24,053     87,690        364     16,790      1,731        546     72,973     17,046        545      2,089      7,745        558     18,880     20,573
 
Changes from:       July 19, 2016                                    Total Change is:     8,787
       197     12,798        124      1,500         83         14      3,968        289       -293        -98     -1,593         13      3,362     -2,648
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       64.1        0.3       12.3        1.3        0.4       53.3       12.5        0.4        1.5        5.7        0.4       13.8       15.0
 
Number of Traders in Each Category                                    Total Traders:       120 
        13         21          .          9          .          .         38         17          4          5         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   994,631
Positions
    84,097     71,046     59,544    294,232    220,675     85,978     81,921    145,953    195,336     26,248     40,989     59,938    107,338    115,174
 
Changes from:       July 19, 2016                                    Total Change is:     8,403
       -13        945      1,929     -1,994     -4,458        872      1,311      1,620      4,603        -11      1,415      3,705     -1,997     -2,227
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        7.1        6.0       29.6       22.2        8.6        8.2       14.7       19.6        2.6        4.1        6.0       10.8       11.6
 
Number of Traders in Each Category                                    Total Traders:       669 
        42         32         39        121         89        108         89        145        128         61         89         73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   250,391
Positions
    37,944     24,081     31,423     16,360     30,041     29,940     16,593     20,729     59,438      8,311      1,317     14,852     35,531     38,571
 
Changes from:       July 19, 2016                                    Total Change is:     5,158
    -1,129      1,682      2,337        246     -1,997      1,763        378        926      1,032        419         37        937       -825     -1,558
 
Percent of Open Interest Represented by Each Category of Trader
      15.2        9.6       12.5        6.5       12.0       12.0        6.6        8.3       23.7        3.3        0.5        5.9       14.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        82 
        10          7          9         10          4          5         18         16         31         10          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 3,721,201
Positions
   285,892    289,951     85,478  1,389,361    953,170    280,192    416,250    715,730    589,880    124,991    233,665    190,122    359,035    383,013
 
Changes from:       July 19, 2016                                    Total Change is:    16,226
    -1,134    -10,392      4,671    -11,200    -12,307     -4,453     17,287     16,095      5,228       -158      8,882     11,845     -5,860     -3,344
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        7.8        2.3       37.3       25.6        7.5       11.2       19.2       15.9        3.4        6.3        5.1        9.6       10.3
 
Number of Traders in Each Category                                    Total Traders:       646 
        41         33         33        119         85        104         83        144        119         56         85         66
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    80,811
Positions
     1,636     23,174        426     37,377     44,587      4,632     23,793      3,424        634          0        498          0     12,313      3,436
 
Changes from:       July 19, 2016                                    Total Change is:       714
       -20      1,951          0     -1,338     -1,421       -495      1,950        507        496       -205          3          0        326       -327
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       28.7        0.5       46.3       55.2        5.7       29.4        4.2        0.8        0.0        0.6        0.0       15.2        4.3
 
Number of Traders in Each Category                                    Total Traders:        91 
         .          9          .         36         14         16         19          8          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    58,968
Positions
     3,910     29,673        638     17,302      5,228        667     24,744     11,988      3,351      2,180      2,116        633      5,542      4,673
 
Changes from:       July 19, 2016                                    Total Change is:     5,219
      -177      3,786         84      2,057       -255       -144      2,657        975        565         78        -65         50         50        223
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       50.3        1.1       29.3        8.9        1.1       42.0       20.3        5.7        3.7        3.6        1.1        9.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       239 
         9         27          8         43         18         13         57         44         24         19         22          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   294,838
Positions
    19,550    148,366      3,189     86,512     26,140      3,334    123,718     59,940     16,757     10,902     10,579      3,166     27,709     23,367
 
Changes from:       July 19, 2016                                    Total Change is:    26,097
      -883     18,931        419     10,283     -1,274       -719     13,285      4,876      2,825        390       -323        249        248      1,113
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       50.3        1.1       29.3        8.9        1.1       42.0       20.3        5.7        3.7        3.6        1.1        9.4        7.9
 
Number of Traders in Each Category                                    Total Traders:       239 
         9         27          8         43         18         13         57         44         24         19         22          5
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   327,650
Positions
    94,349     32,543        594    120,512    158,377     15,820     62,898     84,613      7,349      4,637     10,069      1,840     19,650     16,444
 
Changes from:       July 19, 2016                                    Total Change is:     1,278
    -4,666      1,733       -109     -1,957     -5,195         31      6,800      1,033       -973       -592      3,144        623      2,121        991
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        9.9        0.2       36.8       48.3        4.8       19.2       25.8        2.2        1.4        3.1        0.6        6.0        5.0
 
Number of Traders in Each Category                                    Total Traders:       265 
        22         15          4         56         44         28         49         52         18          9         18          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    35,753
Positions
     3,553     16,350          0     14,941      1,276        123      4,193      3,762          0      5,038     10,330          0      7,905      3,912
 
Changes from:       July 19, 2016                                    Total Change is:    -1,665
       145        822          0     -2,377         69         11       -585       -706          0        369         85          0        772     -1,946
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       45.7        0.0       41.8        3.6        0.3       11.7       10.5        0.0       14.1       28.9        0.0       22.1       10.9
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          4          0         12          .          .          6          5          0          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    76,100
Positions
    21,800      7,536        713     22,877        298         48     17,197     15,192      1,023      3,961          0          0      8,481     51,290
 
Changes from:       July 19, 2016                                    Total Change is:    -5,862
       951     -2,057       -333     -2,461        -49         37     -2,812       -222       -481        205          0          0       -968     -2,757
 
Percent of Open Interest Represented by Each Category of Trader
      28.6        9.9        0.9       30.1        0.4        0.1       22.6       20.0        1.3        5.2        0.0        0.0       11.1       67.4
 
Number of Traders in Each Category                                    Total Traders:        81 
        16          8          4         13          .          .         27         11          4          5          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   224,223
Positions
    15,384    125,444        582    142,753     59,873     15,140     36,911     15,891      1,864      4,311      1,428          0      7,278      4,001
 
Changes from:       July 19, 2016                                    Total Change is:     2,328
      -143      7,116         45      1,188     -2,726        520        743     -3,095        130        568        242          0       -723         96
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       55.9        0.3       63.7       26.7        6.8       16.5        7.1        0.8        1.9        0.6        0.0        3.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       121 
         8         10          .         41         23         20         16         12          6          7          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   764,858
Positions
    37,263    489,830      1,685    437,129     92,324     69,315    158,914     76,976      6,390     33,170     19,757        910     20,082      7,671
 
Changes from:       July 19, 2016                                    Total Change is:    15,476
    -1,521     30,142         -6      9,959     -3,329     -2,149      5,742     -7,514       -139      4,247       -779       -163       -494       -587
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       64.0        0.2       57.2       12.1        9.1       20.8       10.1        0.8        4.3        2.6        0.1        2.6        1.0
 
Number of Traders in Each Category                                    Total Traders:       303 
        22         27          6        105         30         39         45         24         13         37         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   669,095
Positions
    13,886     51,903     17,904    212,012    165,341    108,708     76,702     71,595     65,334      4,777     31,973     11,379    158,391    144,957
 
Changes from:       July 19, 2016                                    Total Change is:   -62,402
     3,952     -5,522     -9,189    -18,089         57     -7,213      5,859     -3,194    -26,507        823        -43     -5,341     -6,697     -5,449
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        7.8        2.7       31.7       24.7       16.2       11.5       10.7        9.8        0.7        4.8        1.7       23.7       21.7
 
Number of Traders in Each Category                                    Total Traders:       154 
         6         15         11         37         30         33         29         26         35          4          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   604,021
Positions
         0     79,611      1,342    304,733    114,899     93,756     45,660    210,157     12,588     15,171      9,397        497    130,274     81,774
 
Changes from:       July 19, 2016                                    Total Change is:    13,464
         0     12,519        -78     17,730      1,107      2,882        514      3,472       -256      1,861          0     -1,775     -7,414     -4,407
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.2        0.2       50.5       19.0       15.5        7.6       34.8        2.1        2.5        1.6        0.1       21.6       13.5
 
Number of Traders in Each Category                                    Total Traders:        99 
         0          8          .         46         12         33         13         14          9          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 1,083,374
Positions
    40,789     83,357     10,213    372,222    213,726    138,185    277,649    246,389     38,236     75,891    204,151      4,933    125,257    144,183
 
Changes from:       July 19, 2016                                    Total Change is:    18,100
    -7,242     15,380     -2,172      1,807     16,799      4,494     23,903      5,698     -9,366      6,230    -15,547       -518        963      3,331
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        7.7        0.9       34.4       19.7       12.8       25.6       22.7        3.5        7.0       18.8        0.5       11.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       258 
        13         29         10         51         42         49         39         39         34         21         24          6
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 3,167,579
Positions
   103,258    170,315    136,899    833,742    883,311    506,160    517,864    582,770    246,188    361,483    132,754     59,386    402,598    449,796
 
Changes from:       July 19, 2016                                    Total Change is:  -275,339
   -12,363      2,449    -67,018    -31,145     -8,641    -37,230     -8,178    -14,464   -111,961      4,881     -9,517    -24,469     12,144     -4,487
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.4        4.3       26.3       27.9       16.0       16.3       18.4        7.8       11.4        4.2        1.9       12.7       14.2
 
Number of Traders in Each Category                                    Total Traders:       353 
        24         26         32         58         76         72         63         54         79         19         33         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   175,292
Positions
    10,410      8,111         83     30,892     84,795      3,289     68,232      2,410      4,282      4,229          0          0     53,875     72,322
 
Changes from:       July 19, 2016                                    Total Change is:     6,391
         5       -864       -840      2,616     11,150        749      4,736          0       -120          0          0          0       -755     -3,683
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        4.6        0.0       17.6       48.4        1.9       38.9        1.4        2.4        2.4        0.0        0.0       30.7       41.3
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          4         11          7         10          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 2,818,049
Positions
    49,634    336,530     51,555  1,536,199    585,051    291,179    308,214    907,752    113,873    171,026    183,055     19,603    276,766    329,451
 
Changes from:       July 19, 2016                                    Total Change is:   -43,821
    -8,997     44,034    -26,385     19,894    -30,871      4,841     13,226      9,721    -27,128    -13,856    -10,873     -5,664        250     -1,494
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       11.9        1.8       54.5       20.8       10.3       10.9       32.2        4.0        6.1        6.5        0.7        9.8       11.7
 
Number of Traders in Each Category                                    Total Traders:       298 
         8         40         21         51         57         59         37         64         58         12         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   868,224
Positions
   239,879    114,152    283,415          0     27,808     23,859     64,724    100,676    190,016      1,975     33,451     44,212     20,143     50,634
 
Changes from:       July 19, 2016                                    Total Change is:    33,942
    16,333      7,687     12,095          0     -8,082        377      9,294      8,168      2,359     -7,965      5,534      2,906     -1,458      2,898
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       13.1       32.6        0.0        3.2        2.7        7.5       11.6       21.9        0.2        3.9        5.1        2.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       125 
        19         32         40          0          9          5         15         33         30          .          8         10
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Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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 is18,507,439
Positions
 3,413,462  1,234,464  3,310,435    301,450  1,815,512    585,954    652,821  1,052,078  7,760,357    560,590    488,287  1,004,464    917,906  1,255,887
 
Changes from:       July 19, 2016                                    Total Change is:   326,082
    19,811    114,161    105,919    -10,506     58,859     47,899   -130,842   -265,839    352,033      4,217    -33,471    -61,566       -883      8,086
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        6.7       17.9        1.6        9.8        3.2        3.5        5.7       41.9        3.0        2.6        5.4        5.0        6.8
 
Number of Traders in Each Category                                    Total Traders:       306 
        34         46         79         12         29         31         50         82        112         24         23         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    25,084
Positions
     4,058      3,772          0          7      9,988        158     11,782      8,737          0      8,280      1,661        660        139        108
 
Changes from:       July 19, 2016                                    Total Change is:      -318
      -151        738          0          0       -719          0       -821        -86          0        710       -181        -37        -19        -33
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       15.0        0.0        0.0       39.8        0.6       47.0       34.8        0.0       33.0        6.6        2.6        0.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          4          0          .         10          .          4          7          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    33,817
Positions
     9,821     12,099          0        302      9,835        399     21,974      7,281          0      1,176      4,088         49         96         66
 
Changes from:       July 19, 2016                                    Total Change is:     4,005
     2,735      4,571          0          0          6          0      1,433       -545          0       -180          0          0         17        -27
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       35.8        0.0        0.9       29.1        1.2       65.0       21.5        0.0        3.5       12.1        0.1        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          6          0          .          5          .          9          5          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    63,312
Positions
     1,177     19,698          1     15,773          0      1,740     17,006     33,661      5,527     13,657        430         19      8,411      2,236
 
Changes from:       July 19, 2016                                    Total Change is:     6,341
       953      4,898          0        353          0        -15      4,708      1,005        241        606       -300         13       -518        499
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       31.1        0.0       24.9        0.0        2.7       26.9       53.2        8.7       21.6        0.7        0.0       13.3        3.5
 
Number of Traders in Each Category                                    Total Traders:       137 
         .          5          .         15          0          .         41         24         14         46          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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   491,873
Positions
   135,718     43,451     24,101    114,275     31,415     32,949     56,865    221,865     75,155      5,976      8,366     23,222     23,612     31,349
 
Changes from:       July 19, 2016                                    Total Change is:   -19,313
    24,515    -16,210    -19,551       -509      7,337     -2,875    -15,856     13,295     -4,754     -3,398     -2,763      3,649       -534      2,559
 
Percent of Open Interest Represented by Each Category of Trader
      27.6        8.8        4.9       23.2        6.4        6.7       11.6       45.1       15.3        1.2        1.7        4.7        4.8        6.4
 
Number of Traders in Each Category                                    Total Traders:       216 
        14         15         20         13         17         10         40         69         59         18         16         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 26, 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    15,170
Positions
       403      2,874          0     10,313        321        304      3,127     11,267        390        435          0          0        198         14
 
Changes from:       July 19, 2016                                    Total Change is:    -1,265
       267       -256          0     -1,767        -39       -141        594       -814          0       -235          0          0         17        -15
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       18.9        0.0       68.0        2.1        2.0       20.6       74.3        2.6        2.9        0.0        0.0        1.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          9          .          .         11          5          .          .          0          0
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Updated July 29, 2016