Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   132,412
Positions
     2,529     52,260      3,371     51,349     10,300      2,734     21,662     18,589      9,648      7,313      5,723      1,261     32,544     28,526
 
Changes from:       July 26, 2016                                    Total Change is:    -2,854
       832     -4,305        416     -1,592      2,469       -312     -2,227        880       -231       -379      1,971       -152        791     -3,591
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       39.5        2.5       38.8        7.8        2.1       16.4       14.0        7.3        5.5        4.3        1.0       24.6       21.5
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          6          6         10          9          6         19         22         15         10          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    47,164
Positions
    25,492      1,293        976      1,879      1,146        127      8,815     25,011      1,834          0          0          0      8,041     16,778
 
Changes from:       July 26, 2016                                    Total Change is:    -7,446
    -2,739        180        -15          6     -1,072          0     -5,611     -1,281        -20       -411          0          0      1,344     -5,238
 
Percent of Open Interest Represented by Each Category of Trader
      54.0        2.7        2.1        4.0        2.4        0.3       18.7       53.0        3.9        0.0        0.0        0.0       17.0       35.6
 
Number of Traders in Each Category                                    Total Traders:        38 
         5          .          .          .          .          .          9         16          9          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   269,797
Positions
   171,290      3,784      9,869      7,222     72,291      5,686     20,211     83,072     30,579      2,599     15,632      4,208     18,133     44,676
 
Changes from:       July 26, 2016                                    Total Change is:     2,412
     6,154       -205     -1,295       -309      3,581        237       -744      1,395     -1,053        748      1,367     -1,201       -124       -414
 
Percent of Open Interest Represented by Each Category of Trader
      63.5        1.4        3.7        2.7       26.8        2.1        7.5       30.8       11.3        1.0        5.8        1.6        6.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       123 
         9          8         12          .         28          7         18         43         24          8          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   210,925
Positions
    30,633      3,185     10,261     28,494     45,075     10,977     61,490     30,576     29,540      1,244     35,481      9,550     28,735     36,279
 
Changes from:       July 26, 2016                                    Total Change is:       328
    -2,275        612     -1,438      1,532      4,925        285     -1,509      8,205     -1,168        599    -13,380      2,116      2,186        171
 
Percent of Open Interest Represented by Each Category of Trader
      14.5        1.5        4.9       13.5       21.4        5.2       29.2       14.5       14.0        0.6       16.8        4.5       13.6       17.2
 
Number of Traders in Each Category                                    Total Traders:       118 
         9          4         11         12         23         14         29         28         19          .         11          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   449,286
Positions
   138,868     10,629     19,078    122,938     96,054     24,135     24,914    143,721     42,398     19,952     39,680      7,907     49,095     65,684
 
Changes from:       July 26, 2016                                    Total Change is:   -21,176
   -11,627       -619     -3,877      1,463      1,427        153    -11,114    -11,635       -661      1,329     -2,154       -265      3,423     -3,545
 
Percent of Open Interest Represented by Each Category of Trader
      30.9        2.4        4.2       27.4       21.4        5.4        5.5       32.0        9.4        4.4        8.8        1.8       10.9       14.6
 
Number of Traders in Each Category                                    Total Traders:       238 
        19         10         17         39         38         37         27         52         34         26         25         17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    32,986
Positions
     1,075     22,570        190     16,995          0      1,355        538      5,298          3      1,133          0          0     11,697      3,570
 
Changes from:       July 26, 2016                                    Total Change is:     1,839
        -2      1,575          0      1,492          0        218        -20        245          0          0          0          0        151       -199
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       68.4        0.6       51.5        0.0        4.1        1.6       16.1        0.0        3.4        0.0        0.0       35.5       10.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .         10          0          5          .          4          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   117,938
Positions
     2,089     38,731      3,835     19,838      9,150      3,022     43,890     17,856     12,091      1,530      5,847      2,757     28,887     24,650
 
Changes from:       July 26, 2016                                    Total Change is:     3,905
         1        314        540      2,804        -65        -52     -1,805      4,544       -439        800       -788       -917      2,973        769
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       32.8        3.3       16.8        7.8        2.6       37.2       15.1       10.3        1.3        5.0        2.3       24.5       20.9
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          6          6         10         10         10         30         18         14          .         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    33,300
Positions
    10,285     30,664        350      4,450          0          0     16,497      1,523          0        731        409          0        987        354
 
Changes from:       July 26, 2016                                    Total Change is:    -4,106
      -400     -2,056          0        300          0          0     -3,980     -2,221          0         70        231          0        -96        -60
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       92.1        1.1       13.4        0.0        0.0       49.5        4.6        0.0        2.2        1.2        0.0        3.0        1.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          7          .          .          0          0         10          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   128,629
Positions
    49,159     33,725        114     24,912      4,765        636     24,598     53,318     21,670      3,253      6,598        189      4,098      7,615
 
Changes from:       July 26, 2016                                    Total Change is:     8,328
     6,666      2,518          7      1,675        122       -291        357      4,523         89       -327        835         17        135        508
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       26.2        0.1       19.4        3.7        0.5       19.1       41.5       16.8        2.5        5.1        0.1        3.2        5.9
 
Number of Traders in Each Category                                    Total Traders:       131 
         7          6          .          7          8          .         26         55         20         11          9          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    23,861
Positions
         0     18,210         42      6,085          0          0     15,561      4,306         32        707        740          0      1,434        531
 
Changes from:       July 26, 2016                                    Total Change is:    -2,328
      -272     -2,992        -10        100          0          0     -1,882      1,448       -301        144       -295          0       -107       -178
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       76.3        0.2       25.5        0.0        0.0       65.2       18.0        0.1        3.0        3.1        0.0        6.0        2.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          4          .          4          0          0          7          8          .          .          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    40,392
Positions
     1,826     14,766        105      2,296     13,848         34     28,217      4,806      1,128      1,591      2,280         90      5,105      3,335
 
Changes from:       July 26, 2016                                    Total Change is:       567
      -401      5,672        -44        323     -5,615          0       -244        395          3        129        117         90        711        -51
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       36.6        0.3        5.7       34.3        0.1       69.9       11.9        2.8        3.9        5.6        0.2       12.6        8.3
 
Number of Traders in Each Category                                    Total Traders:        78 
         .          5          .          8          5          .         38          9          4          4          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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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SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,103
Positions
     2,023          0          0        202      1,268         23      1,969      2,939          1          0          0          0        885        872
 
Changes from:       July 26, 2016                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.6        0.0        0.0        4.0       24.8        0.5       38.6       57.6        0.0        0.0        0.0        0.0       17.3       17.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          0          .          .          .          5         10          .          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    70,724
Positions
    11,078     49,492        382      8,867      1,019        265     39,134      5,483        752        942      3,340        280      9,024      9,711
 
Changes from:       July 26, 2016                                    Total Change is:     2,324
      -948      5,647        200        472        154         -9      2,647     -3,040        479       -103       -533          1       -416       -575
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       70.0        0.5       12.5        1.4        0.4       55.3        7.8        1.1        1.3        4.7        0.4       12.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       119 
        13         21          .          9          .          .         44         15          8          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   141,447
Positions
    22,157     98,983        763     17,734      2,038        529     78,268     10,967      1,504      1,883      6,679        561     18,048     19,422
 
Changes from:       July 26, 2016                                    Total Change is:     4,648
    -1,896     11,293        399        944        307        -17      5,295     -6,079        959       -206     -1,066          3       -832     -1,151
 
Percent of Open Interest Represented by Each Category of Trader
      15.7       70.0        0.5       12.5        1.4        0.4       55.3        7.8        1.1        1.3        4.7        0.4       12.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       119 
        13         21          .          9          .          .         44         15          8          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   934,484
Positions
    81,767     66,541     53,302    284,347    210,914     75,881     81,251    151,434    176,943     27,031     40,102     51,182    102,779    108,185
 
Changes from:       July 26, 2016                                    Total Change is:   -60,147
    -2,330     -4,505     -6,242     -9,885     -9,762    -10,097       -670      5,481    -18,393        784       -886     -8,755     -4,559     -6,988
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        7.1        5.7       30.4       22.6        8.1        8.7       16.2       18.9        2.9        4.3        5.5       11.0       11.6
 
Number of Traders in Each Category                                    Total Traders:       671 
        40         35         41        124         87        105         84        158        132         67         75         71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   206,218
Positions
    32,730     25,135     21,818     16,721     25,091     19,772     16,465     24,048     46,816      6,216      1,264     11,491     34,189     30,785
 
Changes from:       July 26, 2016                                    Total Change is:   -44,173
    -5,214      1,054     -9,604        361     -4,950    -10,168       -128      3,318    -12,622     -2,094        -53     -3,361     -1,342     -7,787
 
Percent of Open Interest Represented by Each Category of Trader
      15.9       12.2       10.6        8.1       12.2        9.6        8.0       11.7       22.7        3.0        0.6        5.6       16.6       14.9
 
Number of Traders in Each Category                                    Total Traders:        88 
        11          8          9         10          4          4         18         18         31         12          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 3,641,330
Positions
   299,372    261,218    103,230  1,338,131    929,114    280,547    441,689    754,688    532,879    128,340    218,457    174,192    342,949    387,005
 
Changes from:       July 26, 2016                                    Total Change is:   -79,871
    13,480    -28,733     17,752    -51,230    -24,056        355     25,439     38,957    -57,000      3,349    -15,208    -15,930    -16,086      3,992
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        7.2        2.8       36.7       25.5        7.7       12.1       20.7       14.6        3.5        6.0        4.8        9.4       10.6
 
Number of Traders in Each Category                                    Total Traders:       646 
        40         35         36        122         83        102         80        154        123         60         72         63
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    81,991
Positions
     1,690     25,758        426     38,669     44,663      4,210     24,312      2,806        294          0        519          0     12,390      3,315
 
Changes from:       July 26, 2016                                    Total Change is:     1,180
        54      2,584          0      1,292         76       -422        519       -618       -340          0         21          0         77       -121
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       31.4        0.5       47.2       54.5        5.1       29.7        3.4        0.4        0.0        0.6        0.0       15.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          .         37         15         16         19          5          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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    61,188
Positions
     3,971     29,325        670     16,674      5,310        727     26,787     13,449      3,607      2,463      2,350        662      5,626      5,088
 
Changes from:       July 26, 2016                                    Total Change is:     2,221
        61       -348         33       -628         82         60      2,044      1,461        255        283        234         29         85        415
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       47.9        1.1       27.3        8.7        1.2       43.8       22.0        5.9        4.0        3.8        1.1        9.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       255 
         8         28          8         49         17         15         61         50         26         21         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   305,942
Positions
    19,855    146,625      3,352     83,370     26,552      3,636    133,937     67,243     18,033     12,315     11,748      3,311     28,132     25,442
 
Changes from:       July 26, 2016                                    Total Change is:    11,104
       305     -1,741        163     -3,142        412        302     10,219      7,303      1,276      1,413      1,169        145        424      2,076
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       47.9        1.1       27.3        8.7        1.2       43.8       22.0        5.9        4.0        3.8        1.1        9.2        8.3
 
Number of Traders in Each Category                                    Total Traders:       255 
         8         28          8         49         17         15         61         50         26         21         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   329,359
Positions
    90,689     35,316        954    116,904    157,921     16,216     69,543     82,162      7,946      5,214     10,669      1,811     20,082     16,363
 
Changes from:       July 26, 2016                                    Total Change is:     1,709
    -3,660      2,773        360     -3,608       -456        396      6,645     -2,451        597        577        600        -29        431        -81
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       10.7        0.3       35.5       47.9        4.9       21.1       24.9        2.4        1.6        3.2        0.6        6.1        5.0
 
Number of Traders in Each Category                                    Total Traders:       261 
        22         15          4         51         45         28         51         49         21         10         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    36,017
Positions
     3,534     16,433          0     14,684      1,266        124      4,751      3,291          0      4,413     10,331          0      8,511      4,572
 
Changes from:       July 26, 2016                                    Total Change is:       264
       -19         83          0       -257        -10          1        558       -471          0       -625          1          0        606        660
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       45.6        0.0       40.8        3.5        0.3       13.2        9.1        0.0       12.3       28.7        0.0       23.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          4          0         12          .          .          8          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    71,526
Positions
    20,274     11,001        685     22,207      4,322         25     16,990     11,314        845        836        215          0      9,664     43,119
 
Changes from:       July 26, 2016                                    Total Change is:    -4,574
    -1,526      3,465        -28       -670      4,024        -23       -207     -3,878       -178     -3,125        215          0      1,183     -8,171
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       15.4        1.0       31.0        6.0        0.0       23.8       15.8        1.2        1.2        0.3        0.0       13.5       60.3
 
Number of Traders in Each Category                                    Total Traders:        90 
        14         13          4         15          .          .         22         19          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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 EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   223,450
Positions
    16,406    127,751        562    143,611     59,895     15,841     32,167     10,839      3,195      4,109      1,049          0      7,559      4,318
 
Changes from:       July 26, 2016                                    Total Change is:      -773
     1,022      2,307        -20        858         22        701     -4,744     -5,052      1,331       -202       -379          0        281        317
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       57.2        0.3       64.3       26.8        7.1       14.4        4.9        1.4        1.8        0.5        0.0        3.4        1.9
 
Number of Traders in Each Category                                    Total Traders:       121 
         8         10          .         43         23         20         17         11          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   759,662
Positions
    43,907    499,766      1,488    418,022     78,418     67,077    167,737     79,208      5,316     33,864     19,277        910     21,341      8,202
 
Changes from:       July 26, 2016                                    Total Change is:    -5,196
     6,644      9,936       -197    -19,107    -13,906     -2,238      8,823      2,232     -1,074        694       -480          0      1,259        531
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       65.8        0.2       55.0       10.3        8.8       22.1       10.4        0.7        4.5        2.5        0.1        2.8        1.1
 
Number of Traders in Each Category                                    Total Traders:       298 
        22         23          5        105         31         39         45         21         13         38         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   674,323
Positions
     9,457     45,813     20,944    208,278    163,275    116,038     67,126     53,508     77,197      8,596     28,911     12,096    154,591    156,540
 
Changes from:       July 26, 2016                                    Total Change is:     5,228
    -4,429     -6,089      3,039     -3,734     -2,065      7,330     -9,577    -18,087     11,862      3,820     -3,062        717     -3,800     11,583
 
Percent of Open Interest Represented by Each Category of Trader
       1.4        6.8        3.1       30.9       24.2       17.2       10.0        7.9       11.4        1.3        4.3        1.8       22.9       23.2
 
Number of Traders in Each Category                                    Total Traders:       154 
         9         14         13         38         28         35         23         28         34          8          6         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   602,381
Positions
         0     76,491      1,700    304,149    114,264     89,723     36,994    211,893     15,878     13,491      9,397      2,177    138,269     80,858
 
Changes from:       July 26, 2016                                    Total Change is:    -1,640
         0     -3,120        358       -585       -635     -4,032     -8,666      1,735      3,289     -1,680          0      1,680      7,995       -915
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.7        0.3       50.5       19.0       14.9        6.1       35.2        2.6        2.2        1.6        0.4       23.0       13.4
 
Number of Traders in Each Category                                    Total Traders:        98 
         0          8          .         43         14         33         11         16          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,112,840
Positions
    31,460    104,468      8,105    351,932    211,356    147,034    297,172    245,671     45,512    108,988    206,959      5,292    117,345    138,443
 
Changes from:       July 26, 2016                                    Total Change is:    29,466
    -9,329     21,111     -2,108    -20,290     -2,370      8,849     19,523       -718      7,276     33,097      2,808        359     -7,911     -5,740
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.4        0.7       31.6       19.0       13.2       26.7       22.1        4.1        9.8       18.6        0.5       10.5       12.4
 
Number of Traders in Each Category                                    Total Traders:       248 
        10         28         10         49         40         51         36         43         34         19         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,255,244
Positions
   107,511    155,392    148,159    810,364    846,860    546,185    525,527    638,459    282,822    378,132    136,305     62,303    394,242    438,757
 
Changes from:       July 26, 2016                                    Total Change is:    87,665
     4,252    -14,922     11,260    -23,379    -36,451     40,025      7,663     55,689     36,634     16,649      3,551      2,917     -8,357    -11,039
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        4.8        4.6       24.9       26.0       16.8       16.1       19.6        8.7       11.6        4.2        1.9       12.1       13.5
 
Number of Traders in Each Category                                    Total Traders:       363 
        21         32         38         61         74         76         63         54         79         29         29         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   174,049
Positions
    10,491      6,112         97     28,844     82,225      5,062     61,683      2,410      4,139      7,664          0          0     56,069     74,004
 
Changes from:       July 26, 2016                                    Total Change is:    -1,243
        81     -1,999         14     -2,048     -2,570      1,773     -6,549          0       -143      3,435          0          0      2,194      1,682
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        3.5        0.1       16.6       47.2        2.9       35.4        1.4        2.4        4.4        0.0        0.0       32.2       42.5
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          4         10          6          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,900,467
Positions
    55,396    357,910     65,804  1,535,042    586,052    294,043    337,999    937,858    122,315    188,228    173,292     25,410    276,230    337,784
 
Changes from:       July 26, 2016                                    Total Change is:    82,418
     5,762     21,380     14,249     -1,157      1,001      2,863     29,785     30,106      8,442     17,202     -9,763      5,807       -535      8,333
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       12.3        2.3       52.9       20.2       10.1       11.7       32.3        4.2        6.5        6.0        0.9        9.5       11.6
 
Number of Traders in Each Category                                    Total Traders:       302 
         7         40         19         52         58         56         33         71         57         16         25          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   768,335
Positions
   250,885     64,235    227,632      1,307     29,171     22,341     47,667    142,043    170,848      3,254     40,192     23,754     20,647     48,119
 
Changes from:       July 26, 2016                                    Total Change is:   -99,889
    11,006    -49,917    -55,784      1,307      1,363     -1,518    -17,057     41,366    -19,168      1,279      6,741    -20,458        503     -2,515
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        8.4       29.6        0.2        3.8        2.9        6.2       18.5       22.2        0.4        5.2        3.1        2.7        6.3
 
Number of Traders in Each Category                                    Total Traders:       124 
        18         33         43          .          6          4         15         32         31          .          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is18,349,032
Positions
 3,336,501  1,331,532  3,420,333    265,826  1,691,077    552,978    615,049    949,309  7,592,684    639,229    520,505  1,071,244    855,186  1,219,369
 
Changes from:       July 26, 2016                                    Total Change is:  -158,407
   -76,961     97,068    109,898    -35,624   -124,435    -32,976    -37,771   -102,769   -167,673     78,639     32,218     66,780    -62,719    -36,518
 
Percent of Open Interest Represented by Each Category of Trader
      18.2        7.3       18.6        1.4        9.2        3.0        3.4        5.2       41.4        3.5        2.8        5.8        4.7        6.6
 
Number of Traders in Each Category                                    Total Traders:       310 
        31         49         77         12         27         30         48         90        114         23         25         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    24,941
Positions
     4,674      3,545          0          6      9,986        142     11,066      8,580          0      8,266      1,909        655        132        124
 
Changes from:       July 26, 2016                                    Total Change is:      -143
       616       -227          0         -1         -2        -16       -716       -157          0        -14        248         -5         -7         16
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       14.2        0.0        0.0       40.0        0.6       44.4       34.4        0.0       33.1        7.7        2.6        0.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          .         10          .          4          8          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    35,363
Positions
     9,268     13,239          0        239      9,679        442     24,098      7,797          0      1,192      4,088         49         75         69
 
Changes from:       July 26, 2016                                    Total Change is:     1,546
      -553      1,140          0        -63       -156         43      2,124        516          0         16          0          0        -21          3
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       37.4        0.0        0.7       27.4        1.2       68.1       22.0        0.0        3.4       11.6        0.1        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          5          0          .          5          .          6          8          0          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,117
Positions
       272     19,634          3     14,131        540      1,742     11,962     21,896      8,532     11,943        543         62      6,471      2,166
 
Changes from:       July 26, 2016                                    Total Change is:    -8,195
      -905        -64          1     -1,642        540          2     -5,044    -11,765      3,005     -1,714        113         43     -1,941        -70
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       35.6        0.0       25.6        1.0        3.2       21.7       39.7       15.5       21.7        1.0        0.1       11.7        3.9
 
Number of Traders in Each Category                                    Total Traders:       129 
         .          6          .         11          .          .         31         27         14         39          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 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   516,359
Positions
   148,432     45,588     23,528    106,272     41,218     36,789     59,135    224,973     82,601      9,033      5,981     23,498     27,071     32,183
 
Changes from:       July 26, 2016                                    Total Change is:    24,486
    12,714      2,137       -573     -8,003      9,803      3,840      2,270      3,108      7,446      3,057     -2,385        276      3,459        834
 
Percent of Open Interest Represented by Each Category of Trader
      28.7        8.8        4.6       20.6        8.0        7.1       11.5       43.6       16.0        1.7        1.2        4.6        5.2        6.2
 
Number of Traders in Each Category                                    Total Traders:       221 
        15         15         19         12         19         13         46         68         64         19         14         18
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Traders in Financial Futures - Options and Futures Combined Positions as of August 2, 2016                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    16,953
Positions
       463      2,874          0     11,888      1,129        344      3,216     12,208        390        472          0          0        180          8
 
Changes from:       July 26, 2016                                    Total Change is:     1,783
        60          0          0      1,575        808         40         89        941          0         37          0          0        -18         -6
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       17.0        0.0       70.1        6.7        2.0       19.0       72.0        2.3        2.8        0.0        0.0        1.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          7          4          .          8          6          .          4          0          0
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Updated August 5, 2016