BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,598
COMMITMENTS
   1,009    1,580      428    4,299    3,768    5,736    5,776      862      822

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         88)
      28       42       11       51       39       90       92       -2       -4

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     23.9      6.5     65.2     57.1     86.9     87.5     13.1     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        7        6       15       16       24       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,306
COMMITMENTS
  16,195   10,097    1,079   11,522   13,495   28,796   24,671    3,510    7,635

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         41)
    -152        4       65      216     -215      129     -146      -88      187

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1     31.3      3.3     35.7     41.8     89.1     76.4     10.9     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      21       22       19       26       23       59       54                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,394
COMMITMENTS
     676    1,177      447    4,502    4,085    5,625    5,709      769      685

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        228)
     -13      -15       34      154      219      175      238       53      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.6     18.4      7.0     70.4     63.9     88.0     89.3     12.0     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       7       11        8       20       19       31       34                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      257,426
COMMITMENTS
 104,531   46,649   30,515   99,298  144,012  234,344  221,176   23,082   36,250

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -9,062)
  -8,453   -4,833   -2,109    1,949     -247   -8,613   -7,189     -449   -1,873

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     18.1     11.9     38.6     55.9     91.0     85.9      9.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      309)
     110       67       96       74       94      240      218                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      242,236
COMMITMENTS
  85,326   69,935   30,764  100,695  108,663  216,785  209,362   25,451   32,874

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -2,120)
  -1,863      725      -10      546   -2,180   -1,327   -1,465     -793     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.2     28.9     12.7     41.6     44.9     89.5     86.4     10.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      357)
      84      107       91      100      111      238      268                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,994
COMMITMENTS
   1,644      946       10    1,102    2,084    2,756    3,040    1,238      954

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -665)
    -325     -111     -363       97     -202     -591     -676      -74       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2     23.7      0.3     27.6     52.2     69.0     76.1     31.0     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       57)
      25        8        5       12       17       41       26                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       41,714
COMMITMENTS
  15,747   15,973    5,241   14,971    8,970   35,959   30,184    5,755   11,530

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:        289)
    -407   -1,136      501      440       89      534     -546     -245      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     38.3     12.6     35.9     21.5     86.2     72.4     13.8     27.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      196)
      46       63       37       55       54      123      137                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       30,456
COMMITMENTS
   2,382   16,723      749   26,746   11,016   29,877   28,488      579    1,968

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:         65)
    -163      215       -4      229      164       62      375        3     -310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8     54.9      2.5     87.8     36.2     98.1     93.5      1.9      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
       9       26       14       22       23       42       52                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       35,343
COMMITMENTS
  16,470   10,530        0   17,917   24,221   34,387   34,751      956      592

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -464)
     -83     -635        0     -362       52     -445     -583      -19      119

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.6     29.8      0.0     50.7     68.5     97.3     98.3      2.7      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       6        2        0        6        9       12       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      114,425
COMMITMENTS
  38,675   30,726    2,345   44,473   59,912   85,493   92,983   28,932   21,442

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -3,732)
  -1,989   -7,343      595      402    1,707     -992   -5,041   -2,740    1,309

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     26.9      2.0     38.9     52.4     74.7     81.3     25.3     18.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      22       27       12       18       24       47       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       35,507
COMMITMENTS
  22,905   12,038      620    5,824    7,465   29,349   20,123    6,158   15,384

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -3,028)
  -1,111   -5,597       -1      189    2,613     -923   -2,985   -2,105      -43

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.5     33.9      1.7     16.4     21.0     82.7     56.7     17.3     43.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
      12        9        3        7       11       20       22                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      109,440
COMMITMENTS
  13,390   78,717    2,111   90,832   21,879  106,333  102,707    3,107    6,733

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,703)
    -119   -3,672      296   -1,617    2,657   -1,440     -719     -263     -984

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.2     71.9      1.9     83.0     20.0     97.2     93.8      2.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      120)
      28       60       10       18       18       55       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      206,551
COMMITMENTS
  43,274   85,985    6,554  137,605   80,565  187,433  173,104   19,118   33,447

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      7,362)
   1,567   -7,669      314    3,244   14,422    5,125    7,067    2,237      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0     41.6      3.2     66.6     39.0     90.7     83.8      9.3     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      30       40       12       20       31       57       76                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      143,117
COMMITMENTS
  85,493   25,743    2,369   30,249   88,316  118,111  116,428   25,006   26,689

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -1,593)
   6,095   -1,359     -482     -201    1,324    5,412     -517   -7,005   -1,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.7     18.0      1.7     21.1     61.7     82.5     81.4     17.5     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      109)
      38       32        7       23       27       64       63                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      337,273
COMMITMENTS
 109,580  171,514   10,857  175,747   99,094  296,184  281,465   41,089   55,808

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     19,873)
  20,941   21,529      373    1,516   -1,739   22,830   20,163   -2,957     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.5     50.9      3.2     52.1     29.4     87.8     83.5     12.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      64       86       30       50       54      128      158                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       28,264
COMMITMENTS
   8,971    3,337      160    9,159   21,107   18,290   24,604    9,974    3,660

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,868)
    -171     -247      -67    2,163    3,101    1,925    2,787      -57     -919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7     11.8      0.6     32.4     74.7     64.7     87.1     35.3     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        4        3        9        9       16       14                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       30,326
COMMITMENTS
  18,513    5,797    1,165    9,215   22,213   28,893   29,175    1,433    1,151

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      2,241)
     151      407      170    1,713    1,304    2,034    1,881      207      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.0     19.1      3.8     30.4     73.2     95.3     96.2      4.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      11       11        2        6        6       18       18                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       43,462
COMMITMENTS
  29,798   32,624       24    8,594    8,316   38,416   40,964    5,046    2,498

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:       -100)
    -215     -434      -94      362      898       53      370     -153     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.6     75.1      0.1     19.8     19.1     88.4     94.3     11.6      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      43       20        1        7       11       51       31                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:    9,982,134
COMMITMENTS
 1296697  1292758  2028341  5863473  5558485  9188511  8879584  793,623  1102550

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -27,383)
  15,604 -170,656   66,856 -101,995   92,312  -19,535  -11,488   -7,848  -15,895

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     13.0     20.3     58.7     55.7     92.0     89.0      8.0     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      265)
      46       74       91      116      135      217      252                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      673,460
COMMITMENTS
 106,535   92,487   20,247  448,369  453,151  575,151  565,885   98,309  107,575

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     52,462)
  -2,364   -1,464    2,468   43,737   30,007   43,840   31,011    8,622   21,450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     13.7      3.0     66.6     67.3     85.4     84.0     14.6     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      572)
     113      137       61      216      230      360      397                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       83,283
COMMITMENTS
   9,077    7,415       24   45,138   35,055   54,239   42,494   29,044   40,789

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     18,527)
     457    2,780      -26   18,032    1,351   18,463    4,105       64   14,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      8.9      0.0     54.2     42.1     65.1     51.0     34.9     49.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      10       10        1       29       18       39       29                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    2,950,885
COMMITMENTS
 506,355  444,424   82,053  2016153  2090478  2604561  2616955  346,324  333,930

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    169,673)
  -3,618  -10,729    1,979  128,523  143,281  126,884  134,531   42,789   35,142

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     15.1      2.8     68.3     70.8     88.3     88.7     11.7     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      563)
     110      135       56      209      222      348      384                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       79,650
COMMITMENTS
  19,222    2,569      171   49,517   73,914   68,910   76,654   10,740    2,996

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -3,676)
  -1,235     -989     -156   -1,682   -2,743   -3,073   -3,888     -603      212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.1      3.2      0.2     62.2     92.8     86.5     96.2     13.5      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      14        6        2       47       36       62       43                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       41,211
COMMITMENTS
  16,351    6,989      394   20,765   29,004   37,509   36,387    3,702    4,825

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -2,456)
  -4,657    1,300      -84    3,229   -4,494   -1,513   -3,278     -944      822

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     17.0      1.0     50.4     70.4     91.0     88.3      9.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      52       51       12       54       65      113      121                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      206,056
COMMITMENTS
  81,753   34,946    1,969  103,824  145,018  187,546  181,933   18,510   24,123

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:    -12,281)
 -23,284    6,500     -422   16,143  -22,468   -7,563  -16,390   -4,718    4,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7     17.0      1.0     50.4     70.4     91.0     88.3      9.0     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      206)
      52       51       12       54       65      113      121                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       70,276
COMMITMENTS
  32,556   34,508    2,212   13,173   15,088   47,941   51,808   22,335   18,468

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     -8,649)
  -6,055  -11,146     -132   -3,327    4,731   -9,514   -6,547      865   -2,102

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.3     49.1      3.1     18.7     21.5     68.2     73.7     31.8     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      26       31        7       14       14       45       47                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       34,020
COMMITMENTS
  11,415    4,704        0   16,462   22,845   27,877   27,549    6,143    6,471

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:      1,541)
     730    1,242        0      672       18    1,402    1,260      139      281

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     13.8      0.0     48.4     67.2     81.9     81.0     18.1     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      13        5        0       14       12       27       17                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 06/28/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       75,447
COMMITMENTS
  18,537    6,630      361   44,000   15,327   62,898   22,318   12,549   53,129

CHANGES FROM 06/21/16 (CHANGE IN OPEN INTEREST:     10,379)
   5,710    3,157     -133       68    3,488    5,645    6,512    4,734    3,867

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.6      8.8      0.5     58.3     20.3     83.4     29.6     16.6     70.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      20       10        3       35       19       56       31                  



Updated July 1, 2016