BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,046
COMMITMENTS
     700    1,656      299    5,075    4,153    6,074    6,108      972      938

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        392)
       6       72      -76      513      343      443      339      -51       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     23.5      4.2     72.0     58.9     86.2     86.7     13.8     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        6        5       18       16       25       23                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       34,027
COMMITMENTS
  17,545    8,143      911   12,079   17,507   30,535   26,561    3,492    7,466

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,991)
   1,137     -444      355      512    2,007    2,004    1,918      -13       73

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.6     23.9      2.7     35.5     51.5     89.7     78.1     10.3     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      23       21       23       24       28       58       62                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        5,630
COMMITMENTS
     455    1,334      588    3,833    3,035    4,876    4,957      754      673

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        275)
     111      141       49      164      126      324      316      -49      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     23.7     10.4     68.1     53.9     86.6     88.0     13.4     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       7       11       12       19       19       33       35                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        3,889
COMMITMENTS
     721      582      555    2,230    2,269    3,506    3,406      383      483

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        231)
    -139       72      103       30       32       -6      207      237       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.5     15.0     14.3     57.3     58.3     90.2     87.6      9.8     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        6        9        7        3       17       12                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      207,484
COMMITMENTS
  81,881   63,113   32,278   78,272   81,044  192,431  176,435   15,053   31,049

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      2,359)
  -1,270    2,707    2,832      898   -4,823    2,460      716     -101    1,643

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     30.4     15.6     37.7     39.1     92.7     85.0      7.3     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      271)
      81       87       82       59       79      185      212                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      255,282
COMMITMENTS
  99,376   79,307   42,053   88,731  101,112  230,160  222,472   25,122   32,810

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      9,125)
   3,147   16,075    2,117    2,938   -8,122    8,202   10,070      923     -945

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9     31.1     16.5     34.8     39.6     90.2     87.1      9.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      372)
      97      109      103      103      115      253      288                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,300
COMMITMENTS
   2,809    1,040      222      276    1,949    3,307    3,211      993    1,089

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -848)
    -629     -136       35       -2     -806     -596     -907     -252       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    65.3     24.2      5.2      6.4     45.3     76.9     74.7     23.1     25.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      30       10        8        7       20       43       34                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       40,598
COMMITMENTS
  16,054   13,203    6,437   12,020    9,144   34,511   28,784    6,087   11,814

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -1,895)
  -1,194    1,431     -952      365   -1,013   -1,781     -534     -114   -1,361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.5     32.5     15.9     29.6     22.5     85.0     70.9     15.0     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      172)
      45       57       42       35       42      111      120                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       26,606
COMMITMENTS
   1,944   14,987      797   23,216    9,581   25,957   25,365      649    1,241

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,281)
     191      952       55      963      254    1,209    1,261       72       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3     56.3      3.0     87.3     36.0     97.6     95.3      2.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       70)
      16       19       16       21       22       44       51                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,075
COMMITMENTS
  21,442   10,744        0   16,406   27,773   37,848   38,517    1,227      558

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,419)
   1,148     -606        0       10    1,984    1,158    1,378      261       41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.9     27.5      0.0     42.0     71.1     96.9     98.6      3.1      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       7        2        0        8        9       15       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      125,716
COMMITMENTS
  46,808   24,408    1,860   42,757   76,792   91,425  103,060   34,291   22,656

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -5,902)
  -3,289   -8,955    1,207   -1,063    1,355   -3,145   -6,393   -2,757      491

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.2     19.4      1.5     34.0     61.1     72.7     82.0     27.3     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      26       18        7       16       22       47       42                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       42,294
COMMITMENTS
  24,557   16,349      455   10,348    5,626   35,360   22,430    6,934   19,864

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      2,740)
   3,636   -2,687       20    2,969     -702    6,625   -3,369   -3,885    6,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     38.7      1.1     24.5     13.3     83.6     53.0     16.4     47.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
      12       12        6        9       10       23       26                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      114,101
COMMITMENTS
  19,848   53,082   11,020   78,626   44,172  109,494  108,274    4,607    5,827

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        369)
  -6,997   -2,304    1,320    6,773      299    1,096     -685     -727    1,054

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     46.5      9.7     68.9     38.7     96.0     94.9      4.0      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      42       54       15       18       24       72       83                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      248,410
COMMITMENTS
  39,648  132,133    5,331  185,793   71,339  230,772  208,803   17,638   39,607

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        699)
   3,798    1,305   -1,670    1,871    1,997    3,999    1,632   -3,300     -933

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     53.2      2.1     74.8     28.7     92.9     84.1      7.1     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      127)
      28       49       17       25       42       63       98                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      164,329
COMMITMENTS
  91,570   27,909    2,193   44,366  101,570  138,129  131,672   26,200   32,657

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:       -427)
   1,183   -2,162     -466    1,121    2,088    1,838     -540   -2,265      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     17.0      1.3     27.0     61.8     84.1     80.1     15.9     19.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      116)
      36       34       11       29       33       70       73                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      364,843
COMMITMENTS
 108,261  190,186    7,058  204,241  103,433  319,560  300,677   45,283   64,166

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        799)
   2,887    8,154   -1,345    2,061   -7,573    3,603     -764   -2,804    1,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     52.1      1.9     56.0     28.4     87.6     82.4     12.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      221)
      67       73       32       57       54      131      153                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       31,988
COMMITMENTS
   9,793    3,391      227   12,012   24,463   22,032   28,081    9,956    3,907

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.6     10.6      0.7     37.6     76.5     68.9     87.8     31.1     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        1        2        9        8       16       11                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       33,489
COMMITMENTS
  16,084   15,284      265   15,337   16,815   31,686   32,364    1,803    1,125

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      8,307)
    -897   -1,446      175    9,007    9,287    8,285    8,016       22      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.0     45.6      0.8     45.8     50.2     94.6     96.6      5.4      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
      15        7        2        6        6       21       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       46,496
COMMITMENTS
  31,747   29,854      333    8,751   12,285   40,831   42,472    5,665    4,024

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      2,103)
   1,821     -950      216     -390    2,527    1,647    1,793      456      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    68.3     64.2      0.7     18.8     26.4     87.8     91.3     12.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      44       21        7       12       13       62       35                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,098,025
COMMITMENTS
 825,964  1645182  2345238  7168592  5961009 10339794  9951429  758,231  1146596

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      8,796)
 -87,424   -8,725   -7,009  109,931  -24,076   15,498  -39,810   -6,702   48,606

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     14.8     21.1     64.6     53.7     93.2     89.7      6.8     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      283)
      39       91      105      127      140      245      267                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      710,340
COMMITMENTS
 135,125   86,276   37,405  453,221  496,674  625,751  620,355   84,589   89,985

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      9,963)
   1,784   -4,868    5,318    1,636    8,087    8,738    8,537    1,225    1,426

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     12.1      5.3     63.8     69.9     88.1     87.3     11.9     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      625)
     137      146       65      238      250      403      434                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:       99,912
COMMITMENTS
  18,883   10,045       25   47,328   74,581   66,236   84,651   33,676   15,261

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        343)
   4,562     -553       -2   -7,904    2,842   -3,344    2,287    3,687   -1,944

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9     10.1      0.0     47.4     74.6     66.3     84.7     33.7     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       65)
      15        8        1       25       26       40       35                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,052,142
COMMITMENTS
 676,562  476,507   91,549  2029465  2110464  2797576  2678520  254,566  373,622

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     48,099)
  10,092    2,407    2,618   47,700   26,225   60,410   31,250  -12,311   16,849

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.2     15.6      3.0     66.5     69.1     91.7     87.8      8.3     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      617)
     134      145       60      231      242      390      423                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       85,946
COMMITMENTS
  26,373    2,393      179   47,301   79,720   73,853   82,292   12,093    3,654

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,924)
     925      637     -351    1,897    1,827    2,471    2,113     -547     -189

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7      2.8      0.2     55.0     92.8     85.9     95.7     14.1      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       94)
      17        7        2       48       39       66       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,088
COMMITMENTS
  36,144    6,736      274   18,737   48,793   55,155   55,803    5,932    5,285

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,622)
   3,704      -78     -154   -1,797    1,831    1,754    1,599     -132       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2     11.0      0.4     30.7     79.9     90.3     91.3      9.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      83       60       17       70       74      159      145                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      305,439
COMMITMENTS
 180,718   33,678    1,372   93,687  243,965  275,777  279,015   29,662   26,424

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      8,109)
  18,520     -391     -768   -8,984    9,153    8,768    7,994     -659      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.2     11.0      0.4     30.7     79.9     90.3     91.3      9.7      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      264)
      83       60       17       70       74      159      145                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      110,040
COMMITMENTS
  70,432   27,866    2,928    9,540   56,601   82,900   87,395   27,140   22,645

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:     -4,412)
    -579     -388      230     -969   -3,897   -1,318   -4,055   -3,094     -357

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.0     25.3      2.7      8.7     51.4     75.3     79.4     24.7     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      35       22       12       16       19       59       45                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,796
COMMITMENTS
  10,872    2,644       18   17,978   28,509   28,868   31,171    7,928    5,625

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:      1,392)
   1,716      380     -100      -53      -88    1,563      192     -171    1,200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.5      7.2      0.0     48.9     77.5     78.5     84.7     21.5     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
      13        6        1       15       12       28       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,588
COMMITMENTS
  19,788    6,760      758   37,245   27,831   57,791   35,349    8,797   31,239

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        272)
    -216      207      481      742    3,460    1,007    4,148     -735   -3,876

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.7     10.2      1.1     55.9     41.8     86.8     53.1     13.2     46.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       93)
      27       16        9       31       24       61       47                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
FUTURES ONLY POSITIONS AS OF 08/30/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,635
COMMITMENTS
   8,087    5,800       56    4,538    7,581   12,681   13,437      954      198

CHANGES FROM 08/23/16 (CHANGE IN OPEN INTEREST:        355)
     305      290        9      -25        0      289      299       66       56

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    59.3     42.5      0.4     33.3     55.6     93.0     98.5      7.0      1.5

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



Updated September 2, 2016