Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   115,825
Positions
     1,928     51,036        396     51,477     10,421      1,200     21,632     19,941        807      7,241      4,999        197     30,947     26,828
 
Changes from:       July 26, 2016                                    Total Change is:    -2,254
       640     -4,441        364     -1,344      1,763          0     -2,464      1,656          2       -356      1,853         -1        905     -3,450
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       44.1        0.3       44.4        9.0        1.0       18.7       17.2        0.7        6.3        4.3        0.2       26.7       23.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         .          6          .          9          9          4         18         21          6          9          7          .
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,853
Positions
    25,349      1,379        257      1,879      1,146        127      8,797     24,597        930          0          0          0      7,514     16,417
 
Changes from:       July 26, 2016                                    Total Change is:    -6,654
    -2,316         49          0          6     -1,072          0     -5,401     -1,168        248       -411          0          0      1,220     -4,711
 
Percent of Open Interest Represented by Each Category of Trader
      56.5        3.1        0.6        4.2        2.6        0.3       19.6       54.8        2.1        0.0        0.0        0.0       16.8       36.6
 
Number of Traders in Each Category                                    Total Traders:        37 
         5          .          .          .          .          .         10         14          8          0          0          0
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   233,265
Positions
   169,879      4,494      1,334      7,725     71,098      4,894     21,963     88,526      7,355      3,547     13,863        154     16,414     41,547
 
Changes from:       July 26, 2016                                    Total Change is:     1,621
     3,174        426       -175        194      2,474        377        211      1,538     -2,230        735        913       -935        270       -767
 
Percent of Open Interest Represented by Each Category of Trader
      72.8        1.9        0.6        3.3       30.5        2.1        9.4       38.0        3.2        1.5        5.9        0.1        7.0       17.8
 
Number of Traders in Each Category                                    Total Traders:       117 
         8          9          5          4         27          7         19         39         14          7          4          .
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   156,696
Positions
    24,299      3,739        266     31,521     43,574      4,942     65,031     31,807      1,249      1,844     38,242        837     26,707     32,040
 
Changes from:       July 26, 2016                                    Total Change is:    -3,173
    -6,182        573          0      4,386      1,959       -225     -2,230      6,429     -1,427        105     -9,768       -359      2,759       -355
 
Percent of Open Interest Represented by Each Category of Trader
      15.5        2.4        0.2       20.1       27.8        3.2       41.5       20.3        0.8        1.2       24.4        0.5       17.0       20.4
 
Number of Traders in Each Category                                    Total Traders:       113 
         8          5          .         13         20         10         27         30          8          .          7          4
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   378,500
Positions
   122,628     10,311      2,945    124,805     95,834     20,756     34,783    143,066      4,829     20,676     38,458        948     46,130     61,353
 
Changes from:       July 26, 2016                                    Total Change is:   -21,535
   -19,583        176        620      2,861     -2,424      2,051    -10,625    -14,245       -765        556     -2,386       -453      3,803     -4,109
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        2.7        0.8       33.0       25.3        5.5        9.2       37.8        1.3        5.5       10.2        0.3       12.2       16.2
 
Number of Traders in Each Category                                    Total Traders:       235 
        19         10          9         40         37         33         32         47         20         25         23         10
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    32,986
Positions
     1,075     22,570        190     16,995          0      1,355        538      5,298          3      1,133          0          0     11,697      3,570
 
Changes from:       July 26, 2016                                    Total Change is:     1,839
        -2      1,575          0      1,492          0        218        -20        245          0          0          0          0        151       -199
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       68.4        0.6       51.5        0.0        4.1        1.6       16.1        0.0        3.4        0.0        0.0       35.5       10.8
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          .          .         10          0          5          .          4          .          .          0          0
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    99,112
Positions
     1,455     38,066        964     20,600      8,375      1,914     43,814     19,264      1,851        518      5,523        145     27,851     23,010
 
Changes from:       July 26, 2016                                    Total Change is:     3,592
      -191       -197        411      3,164     -1,199        471     -2,423      4,880       -282       -882     -1,292        145      3,179        655
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       38.4        1.0       20.8        8.5        1.9       44.2       19.4        1.9        0.5        5.6        0.1       28.1       23.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          5          5         11          9          8         28         20         10          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    33,300
Positions
    10,285     30,664        350      4,450          0          0     16,497      1,523          0        731        409          0        987        354
 
Changes from:       July 26, 2016                                    Total Change is:    -4,106
      -400     -2,056          0        300          0          0     -3,980     -2,221          0         70        231          0        -96        -60
 
Percent of Open Interest Represented by Each Category of Trader
      30.9       92.1        1.1       13.4        0.0        0.0       49.5        4.6        0.0        2.2        1.2        0.0        3.0        1.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          7          .          .          0          0         10          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   128,186
Positions
    49,159     33,725        114     24,912      4,765        636     24,546     53,284     21,295      3,253      6,598        189      4,082      7,580
 
Changes from:       July 26, 2016                                    Total Change is:     8,433
     6,666      2,518          7      1,675        122       -291        330      4,478        216       -327        835         17        140        531
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       26.3        0.1       19.4        3.7        0.5       19.1       41.6       16.6        2.5        5.1        0.1        3.2        5.9
 
Number of Traders in Each Category                                    Total Traders:       131 
         7          6          .          7          8          .         25         56         16         11          9          .
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    23,861
Positions
         0     18,210         42      6,085          0          0     15,561      4,306         32        707        740          0      1,434        531
 
Changes from:       July 26, 2016                                    Total Change is:    -2,328
      -272     -2,992        -10        100          0          0     -1,882      1,448       -301        144       -295          0       -107       -178
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       76.3        0.2       25.5        0.0        0.0       65.2       18.0        0.1        3.0        3.1        0.0        6.0        2.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          4          .          4          0          0          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    40,392
Positions
     1,826     14,766        105      2,296     13,848         34     28,217      4,806      1,128      1,591      2,280         90      5,105      3,335
 
Changes from:       July 26, 2016                                    Total Change is:       567
      -401      5,672        -44        323     -5,615          0       -244        395          3        129        117         90        711        -51
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       36.6        0.3        5.7       34.3        0.1       69.9       11.9        2.8        3.9        5.6        0.2       12.6        8.3
 
Number of Traders in Each Category                                    Total Traders:        78 
         .          5          .          8          5          .         38          9          4          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     5,103
Positions
     2,023          0          0        202      1,268         23      1,969      2,939          1          0          0          0        885        872
 
Changes from:       July 26, 2016                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      39.6        0.0        0.0        4.0       24.8        0.5       38.6       57.6        0.0        0.0        0.0        0.0       17.3       17.1
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          0          0          .          .          .          5         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    69,740
Positions
    11,006     49,589        182      8,867      1,019        265     39,132      5,354        454        906      3,342          0      8,930      9,538
 
Changes from:       July 26, 2016                                    Total Change is:     2,279
      -834      5,740         88        472        154         -9      2,647     -2,996        432       -100       -548          0       -418       -583
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       71.1        0.3       12.7        1.5        0.4       56.1        7.7        0.7        1.3        4.8        0.0       12.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       117 
        12         22          .          9          .          .         44         15          6          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   139,480
Positions
    22,011     99,177        363     17,734      2,038        529     78,264     10,707        907      1,812      6,684          0     17,860     19,075
 
Changes from:       July 26, 2016                                    Total Change is:     4,558
    -1,668     11,480        176        944        307        -17      5,294     -5,991        864       -200     -1,095          0       -835     -1,166
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       71.1        0.3       12.7        1.5        0.4       56.1        7.7        0.7        1.3        4.8        0.0       12.8       13.7
 
Number of Traders in Each Category                                    Total Traders:       117 
        12         22          .          9          .          .         44         15          6          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   683,947
Positions
    76,015     65,179     25,376    284,946    204,574     53,623     80,728    151,205     38,291     27,069     44,484      7,277     90,623     93,939
 
Changes from:       July 26, 2016                                    Total Change is:    -4,123
       786     -5,276      4,278    -10,189     -5,109       -173     -2,627      2,142      8,701        996     -1,533     -1,576     -4,319     -5,578
 
Percent of Open Interest Represented by Each Category of Trader
      11.1        9.5        3.7       41.7       29.9        7.8       11.8       22.1        5.6        4.0        6.5        1.1       13.3       13.7
 
Number of Traders in Each Category                                    Total Traders:       616 
        42         31         27        125         84         91         81        144         77         42         67         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is    95,301
Positions
    25,779     25,594        990     16,721     19,086      1,906     15,592     20,346        525      4,874      1,064         25     28,889     25,765
 
Changes from:       July 26, 2016                                    Total Change is:        19
    -2,374        593        200        361        179         79      4,362      6,189         28     -1,311        -21          0     -1,326     -7,228
 
Percent of Open Interest Represented by Each Category of Trader
      27.1       26.9        1.0       17.5       20.0        2.0       16.4       21.3        0.6        5.1        1.1        0.0       30.3       27.0
 
Number of Traders in Each Category                                    Total Traders:        67 
        11          6          4         10          .          .         15         13          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,943,229
Positions
   305,332    252,077     67,774  1,341,125    927,441    258,584    438,032    766,646     76,477    127,847    233,970     19,388    308,670    340,872
 
Changes from:       July 26, 2016                                    Total Change is:   -20,711
    18,179    -26,966     18,011    -52,749    -26,440     -1,258      9,872     24,585     -1,454      3,254    -15,840        401    -14,967      8,250
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        8.6        2.3       45.6       31.5        8.8       14.9       26.0        2.6        4.3        7.9        0.7       10.5       11.6
 
Number of Traders in Each Category                                    Total Traders:       607 
        41         32         23        123         81         89         81        143         70         39         67         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    81,991
Positions
     1,690     25,758        426     38,669     44,663      4,210     24,312      2,806        294          0        519          0     12,390      3,315
 
Changes from:       July 26, 2016                                    Total Change is:     1,180
        54      2,584          0      1,292         76       -422        519       -618       -340          0         21          0         77       -121
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       31.4        0.5       47.2       54.5        5.1       29.7        3.4        0.4        0.0        0.6        0.0       15.1        4.0
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          .         37         15         16         19          5          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    56,902
Positions
     3,971     29,339        375     16,655      5,310        727     26,731     13,341        488      2,446      2,348         40      5,469      4,933
 
Changes from:       July 26, 2016                                    Total Change is:     2,119
        61       -198        -28       -647         82         60      2,201      1,502         88        283        191         20         81        402
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       51.6        0.7       29.3        9.3        1.3       47.0       23.4        0.9        4.3        4.1        0.1        9.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       246 
         8         28          7         48         17         15         61         47         15         17         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   284,511
Positions
    19,855    146,696      1,876     83,276     26,552      3,636    133,656     66,703      2,438     12,230     11,742        201     27,343     24,667
 
Changes from:       July 26, 2016                                    Total Change is:    10,597
       305       -992       -138     -3,236        412        302     11,004      7,509        438      1,417        954        100        405      2,012
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       51.6        0.7       29.3        9.3        1.3       47.0       23.4        0.9        4.3        4.1        0.1        9.6        8.7
 
Number of Traders in Each Category                                    Total Traders:       246 
         8         28          7         48         17         15         61         47         15         17         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   328,302
Positions
    90,689     35,316        954    116,904    157,921     16,216     69,872     82,294      7,058      5,214     10,847      1,502     19,893     16,194
 
Changes from:       July 26, 2016                                    Total Change is:     1,751
    -3,660      2,773        360     -3,608       -456        396      6,583     -2,490        685        577        546         20        398        -83
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       10.8        0.3       35.6       48.1        4.9       21.3       25.1        2.1        1.6        3.3        0.5        6.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       261 
        22         15          4         51         45         28         51         49         18         10         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    36,017
Positions
     3,534     16,433          0     14,684      1,266        124      4,751      3,291          0      4,413     10,331          0      8,511      4,572
 
Changes from:       July 26, 2016                                    Total Change is:       264
       -19         83          0       -257        -10          1        558       -471          0       -625          1          0        606        660
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       45.6        0.0       40.8        3.5        0.3       13.2        9.1        0.0       12.3       28.7        0.0       23.6       12.7
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          4          0         12          .          .          8          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    71,526
Positions
    20,274     11,001        685     22,207      4,322         25     16,990     11,314        845        836        215          0      9,664     43,119
 
Changes from:       July 26, 2016                                    Total Change is:    -4,574
    -1,526      3,465        -28       -670      4,024        -23       -207     -3,878       -178     -3,125        215          0      1,183     -8,171
 
Percent of Open Interest Represented by Each Category of Trader
      28.3       15.4        1.0       31.0        6.0        0.0       23.8       15.8        1.2        1.2        0.3        0.0       13.5       60.3
 
Number of Traders in Each Category                                    Total Traders:        90 
        14         13          4         15          .          .         22         19          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   223,450
Positions
    16,406    127,751        562    143,611     59,895     15,841     32,167     10,839      3,195      4,109      1,049          0      7,559      4,318
 
Changes from:       July 26, 2016                                    Total Change is:      -773
     1,022      2,307        -20        858         22        701     -4,744     -5,052      1,331       -202       -379          0        281        317
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       57.2        0.3       64.3       26.8        7.1       14.4        4.9        1.4        1.8        0.5        0.0        3.4        1.9
 
Number of Traders in Each Category                                    Total Traders:       121 
         8         10          .         43         23         20         17         11          7          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   759,662
Positions
    43,907    499,766      1,488    418,022     78,418     67,077    167,737     79,208      5,316     33,864     19,277        910     21,341      8,202
 
Changes from:       July 26, 2016                                    Total Change is:    -5,196
     6,644      9,936       -197    -19,107    -13,906     -2,238      8,823      2,232     -1,074        694       -480          0      1,259        531
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       65.8        0.2       55.0       10.3        8.8       22.1       10.4        0.7        4.5        2.5        0.1        2.8        1.1
 
Number of Traders in Each Category                                    Total Traders:       298 
        22         23          5        105         31         39         45         21         13         38         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   563,228
Positions
    10,462     38,690      1,657    206,624    168,225     98,550     73,105     57,388     24,019      6,835     30,895        178    141,798    143,626
 
Changes from:       July 26, 2016                                    Total Change is:    -4,922
    -3,537     -6,935      1,140     -5,636         65      5,468     -6,784    -17,154      4,669      3,238     -3,542        -42     -3,438     11,409
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        6.9        0.3       36.7       29.9       17.5       13.0       10.2        4.3        1.2        5.5        0.0       25.2       25.5
 
Number of Traders in Each Category                                    Total Traders:       149 
         8         14          7         37         28         31         24         24         19          9          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   600,547
Positions
         0     76,491      1,700    304,130    114,264     89,708     36,994    211,900     15,809     13,491      9,397      2,177    136,538     79,101
 
Changes from:       July 26, 2016                                    Total Change is:    -1,610
         0     -3,120        358       -584       -635     -4,032     -8,666      1,732      3,292     -1,680          0      1,680      8,022       -885
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.7        0.3       50.6       19.0       14.9        6.2       35.3        2.6        2.2        1.6        0.4       22.7       13.2
 
Number of Traders in Each Category                                    Total Traders:        98 
         0          8          .         43         14         33         11         16          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,093,965
Positions
    31,396    104,952      6,437    352,152    207,136    146,814    297,775    246,639     32,796    108,988    209,764      1,681    115,926    137,746
 
Changes from:       July 26, 2016                                    Total Change is:    29,380
    -9,119     20,982     -2,600    -20,331        312      8,890     20,942     -2,780      6,797     33,157      3,439       -112     -8,244     -5,548
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        9.6        0.6       32.2       18.9       13.4       27.2       22.5        3.0       10.0       19.2        0.2       10.6       12.6
 
Number of Traders in Each Category                                    Total Traders:       248 
         9         29          8         49         40         51         36         43         29         19         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,769,492
Positions
   132,712    142,008     20,087    818,579    922,039    411,675    548,750    639,699     69,952    384,585    136,627     14,771    368,381    412,634
 
Changes from:       July 26, 2016                                    Total Change is:    11,540
    10,240    -17,209     -8,588    -14,764    -41,961     21,391    -12,925     52,726      8,304     18,093      7,804     -2,438     -7,773     -8,489
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        5.1        0.7       29.6       33.3       14.9       19.8       23.1        2.5       13.9        4.9        0.5       13.3       14.9
 
Number of Traders in Each Category                                    Total Traders:       351 
        26         27         12         61         74         69         61         53         44         24         25         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   173,659
Positions
    10,491      6,112         97     28,844     82,232      5,055     61,651      2,410      3,963      7,664          0          0     55,894     73,790
 
Changes from:       July 26, 2016                                    Total Change is:    -1,302
        81     -1,999         14     -2,048     -2,562      1,766     -6,510          0       -189      3,435          0          0      2,149      1,668
 
Percent of Open Interest Represented by Each Category of Trader
       6.0        3.5        0.1       16.6       47.4        2.9       35.5        1.4        2.3        4.4        0.0        0.0       32.2       42.5
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          4         10          6          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,755,966
Positions
    55,952    355,137     32,630  1,527,247    580,145    281,390    341,063    944,075     50,118    191,782    176,016      6,983    268,801    329,472
 
Changes from:       July 26, 2016                                    Total Change is:    64,560
     5,948     18,066      9,226      2,636      1,336     -1,040     28,132     33,958     -1,865     19,664     -7,339        472      1,387     11,746
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       12.9        1.2       55.4       21.1       10.2       12.4       34.3        1.8        7.0        6.4        0.3        9.8       12.0
 
Number of Traders in Each Category                                    Total Traders:       300 
         7         39          9         52         58         52         38         65         40         14         27          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   764,199
Positions
   251,393     63,946    226,951      1,307     29,171     22,341     49,274    144,575    165,310      3,254     40,192     23,754     20,615     47,959
 
Changes from:       July 26, 2016                                    Total Change is:   -99,611
    10,843    -49,724    -55,619      1,307      1,363     -1,518    -16,130     41,874    -20,015      1,279      6,741    -20,458        700     -2,255
 
Percent of Open Interest Represented by Each Category of Trader
      32.9        8.4       29.7        0.2        3.8        2.9        6.4       18.9       21.6        0.4        5.3        3.1        2.7        6.3
 
Number of Traders in Each Category                                    Total Traders:       123 
        18         33         43          .          6          4         15         31         31          .          8          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,506,734
Positions
 3,150,298  1,241,026  2,233,511    221,929  1,666,978    372,809    818,281    956,526  2,034,806    592,745    575,664    273,572    808,783  1,151,842
 
Changes from:       July 26, 2016                                    Total Change is:   117,752
   -87,881     95,706     63,684      6,585   -100,002    -10,901    -40,955   -106,207    163,808     54,610     18,901     25,485    -56,683    -32,722
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       11.8       21.3        2.1       15.9        3.5        7.8        9.1       19.4        5.6        5.5        2.6        7.7       11.0
 
Number of Traders in Each Category                                    Total Traders:       264 
        33         44         74          6         22         25         36         79         90         12         16         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    24,941
Positions
     4,674      3,545          0          6      9,986        142     11,066      8,580          0      8,266      1,909        655        132        124
 
Changes from:       July 26, 2016                                    Total Change is:      -143
       616       -227          0         -1         -2        -16       -716       -157          0        -14        248         -5         -7         16
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       14.2        0.0        0.0       40.0        0.6       44.4       34.4        0.0       33.1        7.7        2.6        0.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          .         10          .          4          8          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    35,363
Positions
     9,268     13,239          0        239      9,679        442     24,098      7,797          0      1,192      4,088         49         75         69
 
Changes from:       July 26, 2016                                    Total Change is:     1,546
      -553      1,140          0        -63       -156         43      2,124        516          0         16          0          0        -21          3
 
Percent of Open Interest Represented by Each Category of Trader
      26.2       37.4        0.0        0.7       27.4        1.2       68.1       22.0        0.0        3.4       11.6        0.1        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          5          0          .          5          .          6          8          0          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    54,870
Positions
       272     19,599          0     14,131        540      1,742     11,957     21,966      8,372     12,005        523          0      6,391      2,128
 
Changes from:       July 26, 2016                                    Total Change is:    -8,261
      -905        -65          0     -1,642        540          2     -5,027    -11,671      2,915     -1,671         93          0     -1,933        -75
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       35.7        0.0       25.8        1.0        3.2       21.8       40.0       15.3       21.9        1.0        0.0       11.6        3.9
 
Number of Traders in Each Category                                    Total Traders:       127 
         .          6          0         11          .          .         30         27         13         40          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   516,359
Positions
   148,432     45,588     23,528    106,272     41,218     36,789     59,135    224,973     82,601      9,033      5,981     23,498     27,071     32,183
 
Changes from:       July 26, 2016                                    Total Change is:    24,486
    12,714      2,137       -573     -8,003      9,803      3,840      2,270      3,108      7,446      3,057     -2,385        276      3,459        834
 
Percent of Open Interest Represented by Each Category of Trader
      28.7        8.8        4.6       20.6        8.0        7.1       11.5       43.6       16.0        1.7        1.2        4.6        5.2        6.2
 
Number of Traders in Each Category                                    Total Traders:       221 
        15         15         19         12         19         13         46         68         64         19         14         18
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Traders in Financial Futures - Futures Only Positions as of August 2, 2016                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    16,953
Positions
       463      2,874          0     11,888      1,129        344      3,216     12,208        390        472          0          0        180          8
 
Changes from:       July 26, 2016                                    Total Change is:     1,783
        60          0          0      1,575        808         40         89        941          0         37          0          0        -18         -6
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       17.0        0.0       70.1        6.7        2.0       19.0       72.0        2.3        2.8        0.0        0.0        1.1        0.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          7          4          .          8          6          .          4          0          0
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Updated August 5, 2016