BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,654
COMMITMENTS
     694    1,584      375    4,562    3,810    5,631    5,769    1,023      885

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        767)
     -57      113        0      685      525      628      638      139      129

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.4     23.8      5.6     68.6     57.3     84.6     86.7     15.4     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        6        5       16       15       23       22                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       32,036
COMMITMENTS
  16,408    8,587      556   11,567   15,500   28,531   24,643    3,505    7,393

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,551)
   2,241      843       99      189    1,442    2,529    2,384       22      167

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2     26.8      1.7     36.1     48.4     89.1     76.9     10.9     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      25       20       16       23       26       57       54                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,355
COMMITMENTS
     344    1,193      539    3,669    2,909    4,552    4,641      803      714

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        136)
       8       41       50       18      -44       76       47       60       89

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     22.3     10.1     68.5     54.3     85.0     86.7     15.0     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6       10       10       18       17       31       30                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,658
COMMITMENTS
     860      510      452    2,200    2,237    3,512    3,199      146      459

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        152)
    -147       24      111      169       17      133      152       19        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     13.9     12.4     60.1     61.2     96.0     87.5      4.0     12.5

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 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      205,125
COMMITMENTS
  83,151   60,406   29,446   77,374   85,867  189,971  175,719   15,154   29,406

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,651)
   1,137     -578    2,855   -4,066   -3,641      -74   -1,364   -1,577     -287

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5     29.4     14.4     37.7     41.9     92.6     85.7      7.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      79       96       83       58       82      188      216                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      246,157
COMMITMENTS
  96,229   63,232   39,936   85,793  109,234  221,958  212,402   24,199   33,755

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      4,844)
   2,014    2,878    7,194   -5,372   -2,132    3,836    7,940    1,008   -3,096

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1     25.7     16.2     34.9     44.4     90.2     86.3      9.8     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      361)
      90      104       96       94      120      237      281                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,148
COMMITMENTS
   3,438    1,176      187      278    2,755    3,903    4,118    1,245    1,030

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -184)
     209      -73      -61     -202      -18      -54     -152     -130      -32

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.8     22.8      3.6      5.4     53.5     75.8     80.0     24.2     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       72)
      34       10        6        6       24       44       38                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,493
COMMITMENTS
  17,248   11,772    7,389   11,655   10,157   36,292   29,318    6,201   13,175

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,758)
   1,090     -336     -894   -1,667      192   -1,471   -1,038     -287     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.6     27.7     17.4     27.4     23.9     85.4     69.0     14.6     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      192)
      56       50       46       44       55      128      133                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       25,325
COMMITMENTS
   1,753   14,035      742   22,253    9,327   24,748   24,104      577    1,221

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        876)
     118      862      110      595       15      823      987       53     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     55.4      2.9     87.9     36.8     97.7     95.2      2.3      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       69)
      15       18       14       21       23       43       49                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       37,656
COMMITMENTS
  20,294   11,350        0   16,396   25,789   36,690   37,139      966      517

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      4,347)
   4,402    3,407        0        0      789    4,402    4,196      -55      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    53.9     30.1      0.0     43.5     68.5     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        2        0        7        9       15       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      131,618
COMMITMENTS
  50,097   33,363      653   43,820   75,437   94,570  109,453   37,048   22,165

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      7,008)
   3,979     -282      -35      432    9,283    4,376    8,966    2,632   -1,958

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.1     25.3      0.5     33.3     57.3     71.9     83.2     28.1     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      29       20        4       15       22       45       45                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       39,554
COMMITMENTS
  20,921   19,036      435    7,379    6,328   28,735   25,799   10,819   13,755

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -3,232)
     925   -2,505     -536   -5,778    1,688   -5,389   -1,353    2,157   -1,879

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.9     48.1      1.1     18.7     16.0     72.6     65.2     27.4     34.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       14        5        8       11       19       28                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      113,732
COMMITMENTS
  26,845   55,386    9,700   71,853   43,873  108,398  108,959    5,334    4,773

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -7,017)
   2,303  -14,879   -2,201   -6,774   10,548   -6,672   -6,532     -345     -485

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.6     48.7      8.5     63.2     38.6     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      46       49       14       16       24       75       76                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      247,711
COMMITMENTS
  35,850  130,828    7,001  183,922   69,342  226,773  207,171   20,938   40,540

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -857)
     -40      700    2,066   -3,146     -561   -1,120    2,205      263   -3,062

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5     52.8      2.8     74.2     28.0     91.5     83.6      8.5     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      29       47       13       24       41       59       95                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      164,756
COMMITMENTS
  90,387   30,071    2,659   43,245   99,482  136,291  132,212   28,465   32,544

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,149)
   2,114   -2,196      284   -3,035      286     -637   -1,626     -512      477

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     18.3      1.6     26.2     60.4     82.7     80.2     17.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      108)
      31       33        9       26       32       59       72                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      364,044
COMMITMENTS
 105,374  182,032    8,403  202,180  111,006  315,957  301,441   48,087   62,603

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,993)
   2,314  -13,536      -68   -6,023   11,208   -3,777   -2,396    1,784      403

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     50.0      2.3     55.5     30.5     86.8     82.8     13.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      63       75       34       55       55      128      156                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,182
COMMITMENTS
  16,981   16,730       90    6,330    7,528   23,401   24,348    1,781      834

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,713)
  -1,271   -1,156       67     -411     -637   -1,615   -1,726      -98       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     66.4      0.4     25.1     29.9     92.9     96.7      7.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        8        2        4        5       19       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,393
COMMITMENTS
  29,926   30,804      117    9,141    9,758   39,184   40,679    5,209    3,714

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,125)
     946    1,129      -10      276     -151    1,212      968      -87      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.4     69.4      0.3     20.6     22.0     88.3     91.6     11.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      46       20        7       11       11       62       33                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,089,229
COMMITMENTS
 913,388  1653907  2352247  7058661  5985085 10324296  9991239  764,933  1097990

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     44,037)
  15,372    9,638   18,425   74,824   84,682  108,621  112,745  -64,584  -68,708

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     14.9     21.2     63.7     54.0     93.1     90.1      6.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      277)
      43       82      100      128      141      237      266                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      700,378
COMMITMENTS
 133,341   91,144   32,087  451,585  488,587  617,013  611,818   83,364   88,560

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     17,542)
   6,818    3,098    3,120    8,925   11,192   18,862   17,410   -1,321      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     13.0      4.6     64.5     69.8     88.1     87.4     11.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      621)
     128      151       70      230      252      391      440                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       99,569
COMMITMENTS
  14,321   10,598       27   55,232   71,739   69,580   82,364   29,989   17,205

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      5,316)
    -237    3,715        2    4,393    5,323    4,158    9,040    1,158   -3,724

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4     10.6      0.0     55.5     72.0     69.9     82.7     30.1     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       63)
      12        9        2       26       25       39       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,004,043
COMMITMENTS
 666,470  474,100   88,931  1981765  2084239  2737166  2647270  266,877  356,773

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     61,128)
  55,470   17,111   -4,608   22,659   29,345   73,521   41,848  -12,393   19,280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     15.8      3.0     66.0     69.4     91.1     88.1      8.9     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      614)
     128      148       66      223      243      380      428                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,022
COMMITMENTS
  25,448    1,756      530   45,404   77,893   71,382   80,179   12,640    3,843

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,391)
     574      -69      435      106    1,339    1,115    1,705      276     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      2.1      0.6     54.0     92.7     85.0     95.4     15.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17        5        2       46       40       63       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       59,466
COMMITMENTS
  32,440    6,814      428   20,534   46,962   53,402   54,204    6,064    5,262

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        128)
    -254     -291       62      735      833      543      604     -415     -476

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     11.5      0.7     34.5     79.0     89.8     91.2     10.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      80       53       16       69       74      154      139                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      297,330
COMMITMENTS
 162,198   34,069    2,140  102,671  234,812  267,009  271,021   30,321   26,309

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        640)
  -1,271   -1,454      308    3,676    4,167    2,713    3,021   -2,073   -2,381

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     11.5      0.7     34.5     79.0     89.8     91.2     10.2      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      80       53       16       69       74      154      139                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      114,452
COMMITMENTS
  71,011   28,254    2,698   10,509   60,498   84,218   91,450   30,234   23,002

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      2,317)
   2,066      422        8    1,332      465    3,406      895   -1,089    1,422

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    62.0     24.7      2.4      9.2     52.9     73.6     79.9     26.4     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       80)
      32       25       12       14       16       56       43                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,404
COMMITMENTS
   9,156    2,264      118   18,031   28,597   27,305   30,979    8,099    4,425

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,128)
    -337     -129      100        9       -2     -228      -31     -900   -1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9      6.4      0.3     50.9     80.8     77.1     87.5     22.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        5        2       15       12       25       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,316
COMMITMENTS
  20,004    6,553      277   36,503   24,371   56,784   31,201    9,532   35,115

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -4,387)
  -2,103     -346      -19   -2,109      587   -4,231      222     -156   -4,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.2      9.9      0.4     55.0     36.7     85.6     47.0     14.4     53.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       14        6       31       19       56       37                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/23/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,280
COMMITMENTS
   7,782    5,510       47    4,563    7,581   12,392   13,138      888      142

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.6     41.5      0.4     34.4     57.1     93.3     98.9      6.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        7        1        5        1       12        9                  



Updated August 26, 2016