BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        6,301
COMMITMENTS
     560    1,377      226    4,618    3,904    5,404    5,507      897      794

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -745)
    -140     -279      -73     -457     -249     -670     -601      -75     -144

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     21.9      3.6     73.3     62.0     85.8     87.4     14.2     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        8        5       17       16       24       25                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       30,495
COMMITMENTS
  15,799    7,404      793   10,711   15,772   27,303   23,969    3,192    6,526

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,532)
  -1,746     -739     -118   -1,368   -1,735   -3,232   -2,592     -300     -940

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8     24.3      2.6     35.1     51.7     89.5     78.6     10.5     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      24       19       15       19       25       50       52                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        4,842
COMMITMENTS
     506    1,030      642    3,041    2,559    4,189    4,231      653      611

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -788)
      51     -304       54     -792     -476     -687     -726     -101      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     21.3     13.3     62.8     52.9     86.5     87.4     13.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        9       10       18       17       31       29                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      208,974
COMMITMENTS
  78,842   63,175   33,276   80,012   81,279  192,130  177,730   16,844   31,244

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,490)
  -3,039       62      998    1,740      235     -301    1,295    1,791      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7     30.2     15.9     38.3     38.9     91.9     85.0      8.1     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      275)
      84       87       88       60       75      197      209                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      263,449
COMMITMENTS
 103,396   87,930   39,786   93,864  103,277  237,046  230,993   26,403   32,456

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      8,167)
   4,020    8,623   -2,267    5,133    2,165    6,886    8,521    1,281     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.2     33.4     15.1     35.6     39.2     90.0     87.7     10.0     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      381)
     102      114      107      102      123      262      298                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        3,565
COMMITMENTS
   1,985    1,091      207      301    1,222    2,493    2,520    1,072    1,045

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:       -735)
    -824       51      -15       25     -727     -814     -691       79      -44

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    55.7     30.6      5.8      8.4     34.3     69.9     70.7     30.1     29.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
      25       10        9        8       14       38       30                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       42,055
COMMITMENTS
  16,384   14,735    6,496   11,935    9,364   34,815   30,595    7,240   11,460

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      1,457)
     330    1,532       59      -85      220      304    1,811    1,153     -354

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.0     35.0     15.4     28.4     22.3     82.8     72.7     17.2     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      173)
      41       61       42       39       48      110      129                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       22,927
COMMITMENTS
   1,345   12,421      639   20,240    8,692   22,224   21,752      703    1,175

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -3,679)
    -599   -2,566     -158   -2,976     -889   -3,733   -3,613       54      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9     54.2      2.8     88.3     37.9     96.9     94.9      3.1      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       60)
      13       14       12       21       21       37       44                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       39,093
COMMITMENTS
  21,344   11,095      398   16,030   27,067   37,772   38,560    1,321      533

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:         18)
     -98      351      398     -376     -706      -76       43       94      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    54.6     28.4      1.0     41.0     69.2     96.6     98.6      3.4      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        2        2        7        9       15       13                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      122,747
COMMITMENTS
  44,136   23,231    2,830   43,384   73,389   90,350   99,450   32,397   23,297

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -2,969)
  -2,672   -1,177      970      627   -3,403   -1,075   -3,610   -1,894      641

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.0     18.9      2.3     35.3     59.8     73.6     81.0     26.4     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      31       19        9       17       25       52       49                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       45,795
COMMITMENTS
  22,819   21,368      654   14,392    5,613   37,865   27,635    7,930   18,160

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      3,501)
  -1,738    5,019      199    4,044      -13    2,505    5,205      996   -1,704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8     46.7      1.4     31.4     12.3     82.7     60.3     17.3     39.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       9       16        8       11       11       24       31                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      162,430
COMMITMENTS
  16,790   75,189   14,703  126,353   67,074  157,846  156,966    4,584    5,464

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     48,329)
  -3,058   22,107    3,683   47,727   22,902   48,352   48,692      -23     -363

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.3     46.3      9.1     77.8     41.3     97.2     96.6      2.8      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      33       56       18       20       27       69       89                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      255,953
COMMITMENTS
  38,785  128,754    9,613  184,116   80,132  232,514  218,499   23,439   37,454

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      7,543)
    -863   -3,379    4,282   -1,677    8,793    1,742    9,696    5,801   -2,153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2     50.3      3.8     71.9     31.3     90.8     85.4      9.2     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      133)
      28       50       20       26       46       66      105                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      159,342
COMMITMENTS
  83,968   29,479    5,553   41,120   91,024  130,641  126,056   28,701   33,286

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -4,987)
  -7,602    1,570    3,360   -3,246  -10,546   -7,488   -5,616    2,501      629

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    52.7     18.5      3.5     25.8     57.1     82.0     79.1     18.0     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      112)
      31       35       11       27       35       62       77                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      375,985
COMMITMENTS
  97,324  189,954   12,334  220,781  107,441  330,439  309,729   45,546   66,256

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     11,142)
 -10,937     -232    5,276   16,540    4,008   10,879    9,052      263    2,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.9     50.5      3.3     58.7     28.6     87.9     82.4     12.1     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      225)
      66       77       40       59       58      137      165                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       27,330
COMMITMENTS
  18,392    7,800        0    7,097   18,716   25,489   26,516    1,841      814

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -6,159)
   2,308   -7,484     -265   -8,240    1,901   -6,197   -5,848       38     -311

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.3     28.5      0.0     26.0     68.5     93.3     97.0      6.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      18       11        0        4        6       22       17                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       51,939
COMMITMENTS
  37,243   31,115       77    8,475   16,386   45,795   47,578    6,144    4,361

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      5,443)
   5,496    1,261     -256     -276    4,101    4,964    5,106      479      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    71.7     59.9      0.1     16.3     31.5     88.2     91.6     11.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      52       19        6       11       16       67       37                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   11,262,012
COMMITMENTS
 780,148  1688802  2450090  7309785  6000740 10540023 10139632  721,989  1122380

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:    163,987)
 -45,816   43,620  104,852  141,193   39,731  200,229  188,203  -36,242  -24,216

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.9     15.0     21.8     64.9     53.3     93.6     90.0      6.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      293)
      44       96      113      128      138      256      274                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      735,322
COMMITMENTS
 134,195   92,336   36,141  478,795  514,806  649,132  643,283   86,190   92,039

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     24,981)
    -930    6,059   -1,264   25,574   18,132   23,381   22,928    1,601    2,053

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2     12.6      4.9     65.1     70.0     88.3     87.5     11.7     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      619)
     131      153       65      238      245      395      437                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      105,114
COMMITMENTS
  15,862   10,729       35   55,398   78,453   71,295   89,217   33,819   15,897

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      5,202)
  -3,021      684       10    8,070    3,872    5,059    4,566      143      636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     10.2      0.0     52.7     74.6     67.8     84.9     32.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       64)
      14        9        2       27       25       41       36                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,151,038
COMMITMENTS
 668,701  485,068  103,496  2116987  2181765  2889184  2770329  261,854  380,709

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     98,896)
  -7,861    8,561   11,947   87,522   71,301   91,608   91,809    7,288    7,087

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.2     15.4      3.3     67.2     69.2     91.7     87.9      8.3     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      611)
     128      152       62      229      239      382      428                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,792
COMMITMENTS
  25,724    2,202      158   46,019   78,816   71,901   81,176   12,891    3,616

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,154)
    -649     -191      -21   -1,282     -904   -1,952   -1,116      798      -38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.3      2.6      0.2     54.3     93.0     84.8     95.7     15.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      16        4        2       48       41       65       46                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,802
COMMITMENTS
  35,883    7,137      252   19,811   48,729   55,946   56,118    5,856    5,684

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:        715)
    -261      401      -22    1,074      -64      791      315      -76      399

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     11.5      0.4     32.1     78.8     90.5     90.8      9.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      86       58       16       76       76      166      146                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      309,012
COMMITMENTS
 179,413   35,685    1,262   99,057  243,645  279,732  280,592   29,280   28,420

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:      3,573)
  -1,305    2,007     -110    5,370     -320    3,955    1,577     -382    1,996

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.1     11.5      0.4     32.1     78.8     90.5     90.8      9.5      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      268)
      86       58       16       76       76      166      146                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      108,852
COMMITMENTS
  66,211   27,252    3,261    9,551   53,119   79,023   83,632   29,829   25,220

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     -1,188)
  -4,221     -614      333       11   -3,482   -3,877   -3,763    2,689    2,575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    60.8     25.0      3.0      8.8     48.8     72.6     76.8     27.4     23.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      35       23       12       14       17       58       43                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       49,765
COMMITMENTS
  10,644    3,000      208   28,989   39,526   39,841   42,734    9,924    7,031

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     12,969)
    -228      356      190   11,011   11,017   10,973   11,563    1,996    1,406

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.4      6.0      0.4     58.3     79.4     80.1     85.9     19.9     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
      13        5        2       18       13       32       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
FUTURES ONLY POSITIONS AS OF 09/06/16                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       78,225
COMMITMENTS
  17,911    7,285    3,182   43,227   32,481   64,320   42,948   13,905   35,277

CHANGES FROM 08/30/16 (CHANGE IN OPEN INTEREST:     11,637)
  -1,877      525    2,424    5,982    4,650    6,529    7,599    5,108    4,038

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.9      9.3      4.1     55.3     41.5     82.2     54.9     17.8     45.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       98)
      28       15       12       39       31       73       54                  



Updated September 9, 2016