BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        5,887
COMMITMENTS
     751    1,471      375    3,877    3,285    5,003    5,131      884      756

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        336)
      10      159      -54      276      227      232      332      104        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     25.0      6.4     65.9     55.8     85.0     87.2     15.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        6        6       15       13       24       20                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       29,485
COMMITMENTS
  14,167    7,744      457   11,378   14,058   26,002   22,259    3,483    7,226

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,300)
     678      835     -112      690      607    1,256    1,330       44      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     26.3      1.5     38.6     47.7     88.2     75.5     11.8     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      21       21       14       25       25       55       51                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,219
COMMITMENTS
     336    1,152      489    3,651    2,953    4,476    4,594      743      625

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        261)
     -28      188       45      208       10      225      243       36       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     22.1      9.4     70.0     56.6     85.8     88.0     14.2     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       5       10        9       19       19       30       32                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,506
COMMITMENTS
   1,007      486      341    2,031    2,220    3,379    3,047      127      459

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:          8)
       7      -13        0        0       21        7        8        1        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     13.9      9.7     57.9     63.3     96.4     86.9      3.6     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        5        9        7        3       17       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      206,776
COMMITMENTS
  82,014   60,984   26,591   81,440   89,508  190,045  177,083   16,731   29,693

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:    -13,045)
  -9,455   -1,955   -4,176    1,110   -1,273  -12,521   -7,404     -524   -5,641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     29.5     12.9     39.4     43.3     91.9     85.6      8.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      280)
      82       94       76       61       83      189      213                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      241,313
COMMITMENTS
  94,215   60,354   32,742   91,165  111,366  218,122  204,462   23,191   36,851

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,553)
     -37    2,613    2,431     -747   -2,626    1,647    2,418      -94     -865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     25.0     13.6     37.8     46.2     90.4     84.7      9.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      358)
      89      102       80       96      119      228      271                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,332
COMMITMENTS
   3,229    1,249      248      480    2,773    3,957    4,270    1,375    1,062

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        -76)
      88     -111      -68     -112      110      -92      -69       16       -7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.6     23.4      4.7      9.0     52.0     74.2     80.1     25.8     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      32        9        5       11       24       46       37                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       44,251
COMMITMENTS
  16,158   12,108    8,283   13,322    9,965   37,763   30,356    6,488   13,895

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -1,234)
    -798   -1,264      103     -731      -73   -1,426   -1,234      192        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.5     27.4     18.7     30.1     22.5     85.3     68.6     14.7     31.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      194)
      57       48       49       48       56      133      137                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       24,449
COMMITMENTS
   1,635   13,173      632   21,658    9,312   23,925   23,117      524    1,332

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        363)
      55      423      -24      322      -40      353      359       10        4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7     53.9      2.6     88.6     38.1     97.9     94.6      2.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       67)
      12       20       11       21       23       41       46                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,309
COMMITMENTS
  15,892    7,943        0   16,396   25,000   32,288   32,943    1,021      366

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      2,122)
   2,351    1,460        0     -319      706    2,032    2,166       90      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7     23.8      0.0     49.2     75.1     96.9     98.9      3.1      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       9        3        0        7        9       16       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      124,610
COMMITMENTS
  46,118   33,645      688   43,388   66,154   90,194  100,487   34,416   24,123

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      8,814)
   2,471    5,364       68      752    7,981    3,291   13,413    5,523   -4,599

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     27.0      0.6     34.8     53.1     72.4     80.6     27.6     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      29       20        6       15       22       46       46                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,786
COMMITMENTS
  19,996   21,541      971   13,157    4,640   34,124   27,152    8,662   15,634

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:       -619)
    -430    1,222       95   -1,814      614   -2,149    1,931    1,530   -2,550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7     50.3      2.3     30.8     10.8     79.8     63.5     20.2     36.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       9       14        6        8        9       20       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      120,749
COMMITMENTS
  24,542   70,265   11,901   78,627   33,325  115,070  115,491    5,679    5,258

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -6,883)
   4,579   -4,060     -602  -11,097   -1,695   -7,120   -6,357      237     -526

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.3     58.2      9.9     65.1     27.6     95.3     95.6      4.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      134)
      41       55       16       19       24       74       84                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      248,568
COMMITMENTS
  35,890  130,128    4,935  187,068   69,903  227,893  204,966   20,675   43,602

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      5,138)
     367    4,523     -519    5,295   -1,279    5,143    2,725       -5    2,413

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     52.4      2.0     75.3     28.1     91.7     82.5      8.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      124)
      30       46       11       23       40       59       91                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      165,905
COMMITMENTS
  88,273   32,267    2,375   46,280   99,196  136,928  133,838   28,977   32,067

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -1,106)
   1,554   -5,621      529   -3,339    3,853   -1,256   -1,239      150      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.2     19.4      1.4     27.9     59.8     82.5     80.7     17.5     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      30       35       11       26       31       60       73                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      366,037
COMMITMENTS
 103,060  195,568    8,471  208,203   99,798  319,734  303,837   46,303   62,200

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     -2,656)
   2,618   -3,273      803  -10,781      328   -7,360   -2,142    4,704     -514

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.2     53.4      2.3     56.9     27.3     87.4     83.0     12.6     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      228)
      69       79       35       54       56      133      162                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       33,599
COMMITMENTS
  10,220    5,336      192   11,871   24,543   22,283   30,071   11,316    3,528

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:        106)
    -594      109        7      826      305      239      421     -133     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.4     15.9      0.6     35.3     73.0     66.3     89.5     33.7     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        4        4        9        8       18       15                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,895
COMMITMENTS
  18,252   17,886       23    6,741    8,165   25,016   26,074    1,879      821

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,054)
   1,106      604      -24      -23      354    1,059      934       -5      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.9     66.5      0.1     25.1     30.4     93.0     96.9      7.0      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
      15       10        1        5        5       20       16                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,268
COMMITMENTS
  28,980   29,675      127    8,865    9,909   37,972   39,711    5,296    3,557

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,793)
     666      748     -253    1,000      864    1,413    1,359      380      434

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0     68.6      0.3     20.5     22.9     87.8     91.8     12.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      44       19        7       11       12       61       32                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,045,192
COMMITMENTS
 898,016  1644269  2333822  6983837  5900403 10215675  9878494  829,517  1166698

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:    -34,635)
 -61,904  -13,502  -10,841    8,535  -11,426  -64,210  -35,769   29,575    1,134

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     14.9     21.1     63.2     53.4     92.5     89.4      7.5     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      36       84       94      123      137      225      257                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      682,836
COMMITMENTS
 126,523   88,046   28,968  442,660  477,395  598,151  594,408   84,685   88,428

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      6,399)
   2,872   -3,216    2,480    2,185    6,564    7,537    5,828   -1,138      572

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     12.9      4.2     64.8     69.9     87.6     87.0     12.4     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      620)
     129      149       69      235      250      398      434                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       94,253
COMMITMENTS
  14,558    6,883       25   50,839   66,416   65,422   73,324   28,831   20,929

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      2,008)
    -752    3,823        0    3,415      689    2,663    4,512     -655   -2,504

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      7.3      0.0     53.9     70.5     69.4     77.8     30.6     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      16        4        1       28       24       44       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,942,915
COMMITMENTS
 611,000  456,989   93,539  1959106  2054894  2663645  2605422  279,270  337,493

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     21,957)
  31,035  -22,281     -513   -6,151   29,373   24,371    6,579   -2,414   15,378

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     15.5      3.2     66.6     69.8     90.5     88.5      9.5     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      613)
     126      149       66      227      241      384      425                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       82,631
COMMITMENTS
  24,874    1,825       95   45,298   76,554   70,267   78,474   12,364    4,157

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:       -567)
    -214     -774     -101      -72     -562     -387   -1,437     -180      870

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      2.2      0.1     54.8     92.6     85.0     95.0     15.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      17        4        2       46       38       63       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,338
COMMITMENTS
  32,694    7,105      366   19,799   46,129   52,859   53,600    6,479    5,738

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,497)
     572    1,312       36      222     -794      831      554      667      943

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1     12.0      0.6     33.4     77.7     89.1     90.3     10.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      82       49       14       67       74      154      132                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      296,690
COMMITMENTS
 163,469   35,523    1,832   98,995  230,645  264,296  268,000   32,394   28,690

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      7,487)
   2,862    6,561      182    1,110   -3,971    4,154    2,772    3,333    4,715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.1     12.0      0.6     33.4     77.7     89.1     90.3     10.9      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      250)
      82       49       14       67       74      154      132                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      112,135
COMMITMENTS
  68,945   27,832    2,690    9,177   60,033   80,812   90,555   31,323   21,580

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:     10,076)
   9,359    3,130       15   -1,001    7,459    8,373   10,604    1,703     -528

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.5     24.8      2.4      8.2     53.5     72.1     80.8     27.9     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      33       27       12       14       19       56       49                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,532
COMMITMENTS
   9,493    2,393       18   18,022   28,599   27,533   31,010    8,999    5,522

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      1,191)
     275      -38        0      369       27      644      -11      547    1,202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.0      6.6      0.0     49.3     78.3     75.4     84.9     24.6     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9        5        1       14       12       23       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/16/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       70,703
COMMITMENTS
  22,107    6,899      296   38,612   23,784   61,015   30,979    9,688   39,724

CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST:      2,422)
   2,247   -1,970      109     -287    3,868    2,069    2,007      353      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.3      9.8      0.4     54.6     33.6     86.3     43.8     13.7     56.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      26       13        5       32       23       60       39                  



Updated August 19, 2016