Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   129,885
Positions
     3,888     45,664      2,833     53,221     10,201      2,085     21,683     22,302      7,862      6,914      7,400      1,203     30,196     30,334
 
Changes from:       August 2, 2016                                   Total Change is:    -2,527
     1,358     -6,596       -538      1,872        -99       -649         21      3,713     -1,786       -399      1,678        -58     -2,348      1,808
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       35.2        2.2       41.0        7.9        1.6       16.7       17.2        6.1        5.3        5.7        0.9       23.2       23.4
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          6          8          9          8          5         18         25         12          8          7          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    45,254
Positions
    24,742      1,381        799      1,904      2,109        127      8,441     20,511      1,751          0          0          0      7,491     18,576
 
Changes from:       August 2, 2016                                   Total Change is:    -1,910
      -750         88       -177         25        963          0       -375     -4,500        -83          0          0          0       -550      1,799
 
Percent of Open Interest Represented by Each Category of Trader
      54.7        3.1        1.8        4.2        4.7        0.3       18.7       45.3        3.9        0.0        0.0        0.0       16.6       41.0
 
Number of Traders in Each Category                                    Total Traders:        35 
         5          .          .          .          4          .          9         12          8          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   271,477
Positions
   173,483      7,306      8,928      7,635     74,604      5,431     23,414     89,395     23,816      2,649     15,594      3,190     22,929     43,213
 
Changes from:       August 2, 2016                                   Total Change is:     1,680
     2,193      3,521       -940        413      2,313       -255      3,203      6,322     -6,763         50        -38     -1,017      4,796     -1,463
 
Percent of Open Interest Represented by Each Category of Trader
      63.9        2.7        3.3        2.8       27.5        2.0        8.6       32.9        8.8        1.0        5.7        1.2        8.4       15.9
 
Number of Traders in Each Category                                    Total Traders:       124 
         8          9         11          4         28          8         21         42         22          6          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   207,119
Positions
    22,773      8,139     10,378     31,709     44,219      6,991     71,489     33,989     24,525      1,029     36,079      8,091     30,135     34,709
 
Changes from:       August 2, 2016                                   Total Change is:    -3,806
    -7,860      4,954        117      3,215       -856     -3,986      9,998      3,413     -5,016       -215        598     -1,460      1,400     -1,570
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        3.9        5.0       15.3       21.3        3.4       34.5       16.4       11.8        0.5       17.4        3.9       14.5       16.8
 
Number of Traders in Each Category                                    Total Traders:       115 
         8          5          9         12         21         13         25         32         18          .         10          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   432,970
Positions
   141,732     11,120     19,957    122,383     95,008     20,614     19,691    135,620     37,336     18,538     39,099      7,943     44,775     66,272
 
Changes from:       August 2, 2016                                   Total Change is:   -16,316
     2,865        491        879       -556     -1,046     -3,522     -5,223     -8,100     -5,062     -1,415       -581         37     -4,320        588
 
Percent of Open Interest Represented by Each Category of Trader
      32.7        2.6        4.6       28.3       21.9        4.8        4.5       31.3        8.6        4.3        9.0        1.8       10.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       234 
        20          9         14         38         35         35         20         61         32         25         24         16
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    33,493
Positions
     1,074     23,208        190     18,203        559      1,014        419      4,668         11      1,133          0          0     11,449      3,843
 
Changes from:       August 2, 2016                                   Total Change is:       507
        -1        638          0      1,208        559       -341       -119       -630          8          0          0          0       -248        273
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       69.3        0.6       54.3        1.7        3.0        1.3       13.9        0.0        3.4        0.0        0.0       34.2       11.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .         11          .          7          .          .          .          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   119,457
Positions
     2,289     43,079      3,280     21,483      9,001      2,504     44,221     17,479     11,147        538      5,043      2,996     30,998     24,927
 
Changes from:       August 2, 2016                                   Total Change is:     1,519
       201      4,349       -555      1,645       -149       -518        331       -377       -943       -992       -803        239      2,111        277
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       36.1        2.7       18.0        7.5        2.1       37.0       14.6        9.3        0.5        4.2        2.5       25.9       20.9
 
Number of Traders in Each Category                                    Total Traders:        82 
         .          7          6          9         10          8         29         15         12          .          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    31,187
Positions
    10,558     28,774        350      4,450          0          0     14,298      1,423          0        600        230          0        931        410
 
Changes from:       August 2, 2016                                   Total Change is:    -2,113
       273     -1,890          0          0          0          0     -2,199       -100          0       -131       -179          0        -56         56
 
Percent of Open Interest Represented by Each Category of Trader
      33.9       92.3        1.1       14.3        0.0        0.0       45.8        4.6        0.0        1.9        0.7        0.0        3.0        1.3
 
Number of Traders in Each Category                                    Total Traders:        25 
         .          7          .          .          0          0         11          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   128,143
Positions
    48,096     33,460      2,177     26,831      4,952        636     19,682     50,755     21,983      3,227      8,350          0      5,510      5,830
 
Changes from:       August 2, 2016                                   Total Change is:      -486
    -1,063       -265      2,063      1,919        187          0     -4,915     -2,563        313        -26      1,752       -189      1,412     -1,785
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       26.1        1.7       20.9        3.9        0.5       15.4       39.6       17.2        2.5        6.5        0.0        4.3        4.5
 
Number of Traders in Each Category                                    Total Traders:       137 
         7          6          .          9          9          .         30         47         21         11         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    25,841
Positions
       675     17,918        141      6,298          0          0     16,537      6,265         56        250        760          0      1,884        701
 
Changes from:       August 2, 2016                                   Total Change is:     1,980
       675       -292         99        213          0          0        976      1,959         24       -457         20          0        450        170
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       69.3        0.5       24.4        0.0        0.0       64.0       24.2        0.2        1.0        2.9        0.0        7.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          .          5          0          0          8         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    41,475
Positions
     1,587     13,950        135      2,747     14,903         34     29,860      5,952      1,199        997      2,179          0      4,916      3,123
 
Changes from:       August 2, 2016                                   Total Change is:     1,083
      -239       -816         30        451      1,055          0      1,643      1,146         71       -594       -101        -90       -189       -212
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       33.6        0.3        6.6       35.9        0.1       72.0       14.4        2.9        2.4        5.3        0.0       11.9        7.5
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          7          .          8          5          .         38         11          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,152
Positions
     2,023        121          0        222      1,488         23      1,964      2,728          1          0          0          0        919        791
 
Changes from:       August 2, 2016                                   Total Change is:        49
         0        121          0         20        220          0         -5       -211          0          0          0          0         34        -81
 
Percent of Open Interest Represented by Each Category of Trader
      39.3        2.3        0.0        4.3       28.9        0.4       38.1       53.0        0.0        0.0        0.0        0.0       17.8       15.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          .          .          .          5          9          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    71,943
Positions
    10,476     46,299      1,302      7,978        838        351     40,791      7,891        762      1,212      4,349        333      8,738      9,819
 
Changes from:       August 2, 2016                                   Total Change is:     1,220
      -603     -3,193        920       -889       -181         87      1,657      2,407         10        271      1,010         53       -286        107
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       64.4        1.8       11.1        1.2        0.5       56.7       11.0        1.1        1.7        6.0        0.5       12.1       13.6
 
Number of Traders in Each Category                                    Total Traders:       122 
        13         22          4          9          .          4         40         16          5          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   143,886
Positions
    20,951     92,597      2,604     15,956      1,676        702     81,583     15,781      1,524      2,425      8,699        666     17,476     19,637
 
Changes from:       August 2, 2016                                   Total Change is:     2,439
    -1,205     -6,386      1,841     -1,778       -362        173      3,315      4,814         20        541      2,020        105       -572        215
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       64.4        1.8       11.1        1.2        0.5       56.7       11.0        1.1        1.7        6.0        0.5       12.1       13.6
 
Number of Traders in Each Category                                    Total Traders:       122 
        13         22          4          9          .          4         40         16          5          6         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   962,829
Positions
    78,979     67,737     62,520    291,559    211,519     81,522     76,796    148,963    190,907     27,559     42,004     55,356     97,631    102,301
 
Changes from:       August 2, 2016                                   Total Change is:    28,345
    -2,788      1,196      9,218      7,211        605      5,641     -4,455     -2,471     13,964        528      1,901      4,174     -5,148     -5,884
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        7.0        6.5       30.3       22.0        8.5        8.0       15.5       19.8        2.9        4.4        5.7       10.1       10.6
 
Number of Traders in Each Category                                    Total Traders:       675 
        42         32         43        126         83        101         87        152        129         68         84         76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   229,438
Positions
    35,394     25,442     26,660     16,774     29,382     24,941     15,158     24,348     55,445      7,057      1,323     13,151     34,858     28,744
 
Changes from:       August 2, 2016                                   Total Change is:    23,220
     2,664        308      4,842         53      4,292      5,170     -1,307        301      8,629        840         59      1,660        668     -2,041
 
Percent of Open Interest Represented by Each Category of Trader
      15.4       11.1       11.6        7.3       12.8       10.9        6.6       10.6       24.2        3.1        0.6        5.7       15.2       12.5
 
Number of Traders in Each Category                                    Total Traders:        84 
        10          8          9         10          4          4         15         19         32         12          5         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 3,666,955
Positions
   282,162    275,712    115,061  1,373,924    910,681    282,901    405,989    720,870    579,516    131,191    232,081    182,346    313,865    367,788
 
Changes from:       August 2, 2016                                   Total Change is:    25,625
   -17,210     14,494     11,830     35,792    -18,433      2,354    -35,700    -33,818     46,636      2,852     13,624      8,154    -29,084    -19,216
 
Percent of Open Interest Represented by Each Category of Trader
       7.7        7.5        3.1       37.5       24.8        7.7       11.1       19.7       15.8        3.6        6.3        5.0        8.6       10.0
 
Number of Traders in Each Category                                    Total Traders:       651 
        41         33         38        124         79         98         85        147        121         61         81         68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    83,199
Positions
     1,715     28,272        434     38,893     43,035      3,859     25,597      3,670        157          0        484          0     12,544      3,288
 
Changes from:       August 2, 2016                                   Total Change is:     1,208
        25      2,514          8        224     -1,628       -351      1,285        865       -138          0        -35          0        155        -27
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       34.0        0.5       46.7       51.7        4.6       30.8        4.4        0.2        0.0        0.6        0.0       15.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        90 
         .         11          .         36         14         16         18          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    62,696
Positions
     3,684     29,369        786     17,056      5,368        793     27,339     14,170      4,070      2,271      2,404        746      5,950      4,989
 
Changes from:       August 2, 2016                                   Total Change is:     1,507
      -287         44        115        382         58         66        552        722        463       -192         54         84        324        -99
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       46.8        1.3       27.2        8.6        1.3       43.6       22.6        6.5        3.6        3.8        1.2        9.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       250 
         9         27          9         48         18         14         65         44         22         18         21          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   313,478
Positions
    18,419    146,844      3,928     85,281     26,841      3,966    136,697     70,851     20,348     11,355     12,021      3,732     29,752     24,947
 
Changes from:       August 2, 2016                                   Total Change is:     7,536
    -1,436        219        575      1,911        289        330      2,760      3,609      2,316       -960        272        421      1,620       -495
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       46.8        1.3       27.2        8.6        1.3       43.6       22.6        6.5        3.6        3.8        1.2        9.5        8.0
 
Number of Traders in Each Category                                    Total Traders:       250 
         9         27          9         48         18         14         65         44         22         18         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   329,851
Positions
    86,315     37,698      1,058    117,783    154,154     16,741     74,269     84,502      6,449      5,204     10,214      2,165     19,866     16,869
 
Changes from:       August 2, 2016                                   Total Change is:       492
    -4,374      2,382        104        879     -3,767        525      4,726      2,340     -1,497        -10       -455        354       -216        506
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       11.4        0.3       35.7       46.7        5.1       22.5       25.6        2.0        1.6        3.1        0.7        6.0        5.1
 
Number of Traders in Each Category                                    Total Traders:       262 
        20         16          4         54         44         27         53         49         22         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    35,341
Positions
     3,517     16,461         22     15,027      1,266         63      3,848      2,479          0      4,412     10,730          0      8,452      4,320
 
Changes from:       August 2, 2016                                   Total Change is:      -676
       -17         28         22        343          0        -61       -903       -812          0         -1        399          0        -59       -252
 
Percent of Open Interest Represented by Each Category of Trader
      10.0       46.6        0.1       42.5        3.6        0.2       10.9        7.0        0.0       12.5       30.4        0.0       23.9       12.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          4          .         12          .          .          7          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    68,281
Positions
    17,452     13,194        971     18,915      4,978        355     19,340      8,333        456      1,457        685          0      9,335     39,309
 
Changes from:       August 2, 2016                                   Total Change is:    -3,245
    -2,822      2,193        286     -3,292        656        330      2,350     -2,981       -389        621        470          0       -329     -3,810
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       19.3        1.4       27.7        7.3        0.5       28.3       12.2        0.7        2.1        1.0        0.0       13.7       57.6
 
Number of Traders in Each Category                                    Total Traders:        86 
        11         14          .         14          .          .         21         16          4          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   225,244
Positions
    18,182    133,130        480    144,770     51,457     15,979     30,969     16,112      3,164      4,310      1,052          0      7,390      3,870
 
Changes from:       August 2, 2016                                   Total Change is:     1,794
     1,776      5,379        -82      1,159     -8,438        138     -1,198      5,273        -31        201          3          0       -169       -448
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       59.1        0.2       64.3       22.8        7.1       13.7        7.2        1.4        1.9        0.5        0.0        3.3        1.7
 
Number of Traders in Each Category                                    Total Traders:       126 
         8         11          .         46         22         20         16         13          7          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   783,418
Positions
    44,774    532,532      4,331    427,294     76,117     65,806    175,790     70,433      7,311     35,665     18,783        790     21,657      7,315
 
Changes from:       August 2, 2016                                   Total Change is:    23,756
       867     32,766      2,843      9,272     -2,301     -1,271      8,053     -8,775      1,995      1,801       -494       -120        316       -887
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       68.0        0.6       54.5        9.7        8.4       22.4        9.0        0.9        4.6        2.4        0.1        2.8        0.9
 
Number of Traders in Each Category                                    Total Traders:       310 
        25         21          8        110         28         38         53         22         15         38         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   692,715
Positions
    10,372     49,167     18,977    198,975    161,609    119,130     82,596     75,801     73,986      7,613     22,220     12,032    169,034    159,793
 
Changes from:       August 2, 2016                                   Total Change is:    18,392
       915      3,354     -1,967     -9,303     -1,667      3,092     15,470     22,293     -3,211       -983     -6,691        -64     14,443      3,253
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        7.1        2.7       28.7       23.3       17.2       11.9       10.9       10.7        1.1        3.2        1.7       24.4       23.1
 
Number of Traders in Each Category                                    Total Traders:       154 
         6         16         13         35         30         34         31         22         36          5          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   609,994
Positions
     1,669     79,734      1,322    310,469    115,151     88,263     36,118    216,629     16,925     13,597      9,397      2,257    139,374     80,316
 
Changes from:       August 2, 2016                                   Total Change is:     7,613
     1,669      3,243       -378      6,320        887     -1,461       -876      4,737      1,048        106          0         80      1,105       -542
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       13.1        0.2       50.9       18.9       14.5        5.9       35.5        2.8        2.2        1.5        0.4       22.8       13.2
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          8          .         42         14         32         11         16         12          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 1,137,244
Positions
    27,055     96,867      9,974    344,129    216,768    150,691    283,245    230,655     81,671    118,024    200,789      6,092    116,363    143,737
 
Changes from:       August 2, 2016                                   Total Change is:    24,404
    -4,404     -7,601      1,869     -7,803      5,412      3,657    -13,927    -15,016     36,159      9,036     -6,170        800       -983      5,294
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.5        0.9       30.3       19.1       13.3       24.9       20.3        7.2       10.4       17.7        0.5       10.2       12.6
 
Number of Traders in Each Category                                    Total Traders:       253 
         9         33         11         48         40         50         36         44         37         21         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 3,354,322
Positions
   154,225    169,731    149,166    817,633    961,531    501,827    564,431    584,976    328,394    380,463    146,041     66,963    391,220    445,692
 
Changes from:       August 2, 2016                                   Total Change is:    99,078
    46,714     14,339      1,007      7,269    114,671    -44,358     38,905    -53,484     45,572      2,331      9,736      4,660     -3,022      6,935
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        5.1        4.4       24.4       28.7       15.0       16.8       17.4        9.8       11.3        4.4        2.0       11.7       13.3
 
Number of Traders in Each Category                                    Total Traders:       367 
        23         30         40         56         74         72         63         61         86         28         32         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   177,237
Positions
    11,924      5,813         84     28,916     84,594      4,848     64,956      2,410      3,981      7,664          0          0     54,864     75,507
 
Changes from:       August 2, 2016                                   Total Change is:     3,188
     1,433       -299        -13         72      2,369       -214      3,273          0       -158          0          0          0     -1,205      1,503
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        3.3        0.0       16.3       47.7        2.7       36.6        1.4        2.2        4.3        0.0        0.0       31.0       42.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          4         11          6          9          .          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 2,947,095
Positions
    58,147    373,168     85,429  1,523,079    546,035    310,089    338,907    940,481    148,603    189,589    167,997     27,021    266,232    348,271
 
Changes from:       August 2, 2016                                   Total Change is:    46,628
     2,751     15,258     19,625    -11,963    -40,017     16,047        907      2,623     26,288      1,361     -5,294      1,611     -9,998     10,488
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       12.7        2.9       51.7       18.5       10.5       11.5       31.9        5.0        6.4        5.7        0.9        9.0       11.8
 
Number of Traders in Each Category                                    Total Traders:       306 
        12         40         24         51         56         53         44         61         56         15         27         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   815,733
Positions
   273,569     80,552    258,741      4,126     25,349     21,983     20,526    162,765    171,540     19,874     16,325     20,282     25,092     58,195
 
Changes from:       August 2, 2016                                   Total Change is:    47,398
    22,683     16,317     31,109      2,819     -3,822       -358    -27,141     20,722        692     16,620    -23,867     -3,472      4,445     10,077
 
Percent of Open Interest Represented by Each Category of Trader
      33.5        9.9       31.7        0.5        3.1        2.7        2.5       20.0       21.0        2.4        2.0        2.5        3.1        7.1
 
Number of Traders in Each Category                                    Total Traders:       134 
        19         34         43          .          8          4          9         43         34          4          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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 is19,373,662
Positions
 3,517,929  1,439,295  3,659,932    324,540  1,671,588    613,285    672,760  1,017,753  7,956,483    629,753    628,760  1,146,588    852,393  1,239,979
 
Changes from:       August 2, 2016                                   Total Change is: 1,024,630
   181,428    107,763    239,598     58,714    -19,490     60,307     57,710     68,443    363,799     -9,476    108,255     75,344     -2,794     20,610
 
Percent of Open Interest Represented by Each Category of Trader
      18.2        7.4       18.9        1.7        8.6        3.2        3.5        5.3       41.1        3.3        3.2        5.9        4.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       315 
        32         56         84         13         26         32         44         91        116         20         25         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    24,977
Positions
     4,379      4,078          0          0      9,797        145     10,976      8,282          0      8,702      1,906        632        143        137
 
Changes from:       August 2, 2016                                   Total Change is:        36
      -295        533          0         -6       -189          3        -90       -298          0        436         -3        -23         11         13
 
Percent of Open Interest Represented by Each Category of Trader
      17.5       16.3        0.0        0.0       39.2        0.6       43.9       33.2        0.0       34.8        7.6        2.5        0.6        0.5
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          5          0          0         11          .          4          7          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    34,904
Positions
     8,787     13,676          0        239      8,892        442     24,026      7,674          0      1,248      4,088         54        108         78
 
Changes from:       August 2, 2016                                   Total Change is:      -459
      -481        437          0          0       -787          0        -72       -123          0         56          0          5         33          9
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       39.2        0.0        0.7       25.5        1.3       68.8       22.0        0.0        3.6       11.7        0.2        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          6          0          .          5          .          6          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    56,570
Positions
       208     19,942          3     13,977        606      1,743     10,772     22,870      9,193     12,953        374         52      7,669      1,788
 
Changes from:       August 2, 2016                                   Total Change is:     1,453
       -64        307          0       -154         66          1     -1,190        974        661      1,010       -169        -10      1,198       -378
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       35.3        0.0       24.7        1.1        3.1       19.0       40.4       16.3       22.9        0.7        0.1       13.6        3.2
 
Number of Traders in Each Category                                    Total Traders:       122 
         .          6          .         12          .          .         32         25         14         38          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   542,622
Positions
   160,998     52,338     21,888    101,764     47,013     34,557     67,380    231,626     96,259     11,068      6,132     21,460     27,248     31,349
 
Changes from:       August 2, 2016                                   Total Change is:    26,263
    12,566      6,750     -1,640     -4,508      5,795     -2,232      8,245      6,653     13,658      2,035        151     -2,038        177       -834
 
Percent of Open Interest Represented by Each Category of Trader
      29.7        9.6        4.0       18.8        8.7        6.4       12.4       42.7       17.7        2.0        1.1        4.0        5.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       227 
        15         14         22         11         19         15         45         74         68         18         16         19
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Traders in Financial Futures - Options and Futures Combined Positions as of August 9, 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    18,128
Positions
        88      4,071          0     12,887          0        243      3,405     13,417        390        942          0          0        173          7
 
Changes from:       August 2, 2016                                   Total Change is:     1,175
      -375      1,197          0        999     -1,129       -101        189      1,209          0        470          0          0         -7         -1
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       22.5        0.0       71.1        0.0        1.3       18.8       74.0        2.2        5.2        0.0        0.0        1.0        0.0
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          8          0          .         10          5          .          4          0          0
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Updated August 12, 2016