Traders in Financial Futures - Futures Only Positions as of August 16, 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   124,610
Positions
     3,136     50,841        293     59,048      8,566      1,512     18,804     30,019      1,238      5,966      7,821        197     34,416     24,123
 
Changes from:       August 9, 2016                                   Total Change is:     8,814
       271      5,907        218      5,825     -1,635        565     -3,009      7,179        351       -931        827          1      5,523     -4,599
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       40.8        0.2       47.4        6.9        1.2       15.1       24.1        1.0        4.8        6.3        0.2       27.6       19.4
 
Number of Traders in Each Category                                    Total Traders:        80 
         .          6          .         10          6          .         21         20          5          7          7          .
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Traders in Financial Futures - Futures Only Positions as of August 16, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,786
Positions
    22,825      2,121        343      2,417      1,158        127      7,422     22,413        990          0          0          0      8,662     15,634
 
Changes from:       August 9, 2016                                   Total Change is:      -619
    -1,429        627         -3        513       -951          0     -1,297      2,191         67          0          0          0      1,530     -2,550
 
Percent of Open Interest Represented by Each Category of Trader
      53.3        5.0        0.8        5.6        2.7        0.3       17.3       52.4        2.3        0.0        0.0        0.0       20.2       36.5
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          .          4          .          .          8         15          8          0          0          0
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Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   248,568
Positions
   177,906      4,504      1,963      8,986     76,341      4,529     23,807     95,771      5,735      4,362     15,518        605     20,675     43,602
 
Changes from:       August 9, 2016                                   Total Change is:     5,138
     3,669     -2,766        625      1,462      1,780       -318     -1,295      2,889       -302        743        258        559         -5      2,413
 
Percent of Open Interest Represented by Each Category of Trader
      71.6        1.8        0.8        3.6       30.7        1.8        9.6       38.5        2.3        1.8        6.2        0.2        8.3       17.5
 
Number of Traders in Each Category                                    Total Traders:       124 
         9          9          5          4         27          6         22         38         13          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   165,905
Positions
    12,629     17,136      4,911     33,316     36,588      5,284     75,185     30,065      1,774      1,260     35,511      2,569     28,977     32,067
 
Changes from:       August 9, 2016                                   Total Change is:    -1,106
    -7,774      6,514      4,658        802     -6,360        483         11     -5,837        310         61     -1,200        193        150        133
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       10.3        3.0       20.1       22.1        3.2       45.3       18.1        1.1        0.8       21.4        1.5       17.5       19.3
 
Number of Traders in Each Category                                    Total Traders:       109 
         8          6          .         12         20          9         24         30          9          .          6          .
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Traders in Financial Futures - Futures Only Positions as of August 16, 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 - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   366,037
Positions
   112,228     11,099      3,394    126,444     97,456     17,745     33,869    132,494      5,220     19,745     35,340      1,089     46,303     62,200
 
Changes from:       August 9, 2016                                   Total Change is:    -2,656
   -14,798        117        412      4,748      2,310     -1,181      3,401     -1,772        477       -272     -2,358       -147      4,704       -514
 
Percent of Open Interest Represented by Each Category of Trader
      30.7        3.0        0.9       34.5       26.6        4.8        9.3       36.2        1.4        5.4        9.7        0.3       12.6       17.0
 
Number of Traders in Each Category                                    Total Traders:       228 
        21          8          8         40         36         32         28         47         17         24         22         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    33,599
Positions
     1,500     23,463        190     18,701          0      1,070        810      5,336         12          0          0          0     11,316      3,528
 
Changes from:       August 9, 2016                                   Total Change is:       106
       426        255          0        498       -559         56        391        668          1     -1,133          0          0       -133       -315
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       69.8        0.6       55.7        0.0        3.2        2.4       15.9        0.0        0.0        0.0        0.0       33.7       10.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .         12          0          7          .          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   112,135
Positions
     1,340     49,463      1,000     22,431      8,973      1,716     51,862     23,016      1,827        485      4,409        151     31,323     21,580
 
Changes from:       August 9, 2016                                   Total Change is:    10,076
       -81      6,944         27        293        468         93      8,127      2,965        107          0        193       -193      1,703       -528
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       44.1        0.9       20.0        8.0        1.5       46.2       20.5        1.6        0.4        3.9        0.1       27.9       19.2
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          5          5          9         11          7         28         19          8          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    33,309
Positions
    10,528     29,783        350      4,450          0          0     16,334      2,323         76        550        411          0      1,021        366
 
Changes from:       August 9, 2016                                   Total Change is:     2,122
       -30      1,009          0          0          0          0      2,036        900         76        -50        181          0         90        -44
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       89.4        1.1       13.4        0.0        0.0       49.0        7.0        0.2        1.7        1.2        0.0        3.1        1.1
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          7          .          .          0          0          9          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   120,749
Positions
    36,692     32,287      2,459     28,554      4,534        637     22,366     45,566     20,769      3,593      9,239          0      5,679      5,258
 
Changes from:       August 9, 2016                                   Total Change is:    -6,883
   -11,404     -1,173        282      1,723       -418          1      2,593     -5,257       -681        366        889          0        237       -526
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       26.7        2.0       23.6        3.8        0.5       18.5       37.7       17.2        3.0        7.7        0.0        4.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       134 
         7          7          4          9          8          .         32         48         17          8         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    26,895
Positions
       644     18,046         13      6,293          0          0     17,613      7,272         23        430        720          0      1,879        821
 
Changes from:       August 9, 2016                                   Total Change is:     1,054
       -31        128       -128         -5          0          0      1,076      1,007        -33        180        -40          0         -5        120
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       67.1        0.0       23.4        0.0        0.0       65.5       27.0        0.1        1.6        2.7        0.0        7.0        3.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          5          0          0         10         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    43,268
Positions
     2,053     15,006        151      2,245     15,727         56     31,678      5,673        891        898      2,207          0      5,296      3,557
 
Changes from:       August 9, 2016                                   Total Change is:     1,793
       466      1,056         16       -502        824         22      1,818       -279       -308        -99         28          0        380        434
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       34.7        0.3        5.2       36.3        0.1       73.2       13.1        2.1        2.1        5.1        0.0       12.2        8.2
 
Number of Traders in Each Category                                    Total Traders:        81 
         .          6          4          8          6          .         38         12          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    72,633
Positions
    10,347     46,702      1,115      8,219      1,199        306     42,039      7,838      1,211        970      3,992        127      8,302     10,146
 
Changes from:       August 9, 2016                                   Total Change is:     1,628
       -10        306        -10        241        361        -46      1,258        153        694       -214       -369         63       -348        478
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       64.3        1.5       11.3        1.7        0.4       57.9       10.8        1.7        1.3        5.5        0.2       11.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       125 
        11         24          .          8          4          4         41         21          5          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   145,266
Positions
    20,693     93,404      2,229     16,438      2,397        611     84,077     15,675      2,421      1,940      7,984        254     16,603     20,291
 
Changes from:       August 9, 2016                                   Total Change is:     3,256
       -20        611        -20        482        721        -91      2,516        306      1,387       -427       -738        125       -696        955
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       64.3        1.5       11.3        1.7        0.4       57.9       10.8        1.7        1.3        5.5        0.2       11.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       125 
        11         24          .          8          4          4         41         21          5          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   682,836
Positions
    65,366     71,129     35,091    296,235    203,507     51,002     78,323    142,910     36,743     28,324     46,960      7,067     84,685     88,428
 
Changes from:       August 9, 2016                                   Total Change is:     6,399
    -3,396      4,317      6,027      3,750      2,824     -1,434      2,031     -5,187        161        774       -504       -377     -1,138        572
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       10.4        5.1       43.4       29.8        7.5       11.5       20.9        5.4        4.1        6.9        1.0       12.4       13.0
 
Number of Traders in Each Category                                    Total Traders:       620 
        41         31         32        127         84         89         84        139         72         44         69         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    94,253
Positions
    25,222     30,339      1,240     18,907     19,054      1,814     12,901     19,263        525      4,788      1,064         25     28,831     20,929
 
Changes from:       August 9, 2016                                   Total Change is:     2,008
       724      4,145        250      2,133       -130        -54       -147        301          0       -243          0          0       -655     -2,504
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       32.2        1.3       20.1       20.2        1.9       13.7       20.4        0.6        5.1        1.1        0.0       30.6       22.2
 
Number of Traders in Each Category                                    Total Traders:        63 
         9          8          4         10          .          .         14         11          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,942,915
Positions
   277,267    280,494     92,710  1,386,641    922,266    245,939    424,662    715,790     83,537    133,991    245,788     18,898    279,270    337,493
 
Changes from:       August 9, 2016                                   Total Change is:    21,957
    -7,358     14,101     15,645      8,083     14,770     -6,900     14,769    -23,563     -3,072      3,802     -3,804       -598     -2,414     15,378
 
Percent of Open Interest Represented by Each Category of Trader
       9.4        9.5        3.2       47.1       31.3        8.4       14.4       24.3        2.8        4.6        8.4        0.6        9.5       11.5
 
Number of Traders in Each Category                                    Total Traders:       613 
        39         33         28        125         81         87         85        138         64         42         69         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    82,631
Positions
       523     26,761      1,377     39,464     43,437      3,066     25,704      3,450        133          0        250          0     12,364      4,157
 
Changes from:       August 9, 2016                                   Total Change is:      -567
    -1,192     -1,511        943        571        402       -793        107       -221        -23          0       -234          0       -180        870
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       32.4        1.7       47.8       52.6        3.7       31.1        4.2        0.2        0.0        0.3        0.0       15.0        5.0
 
Number of Traders in Each Category                                    Total Traders:        87 
         .         10          .         36         13         15         19          6          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    59,338
Positions
     3,616     28,842        410     17,427      5,377        822     27,869     14,826        380      2,291      2,898         44      6,479      5,738
 
Changes from:       August 9, 2016                                   Total Change is:     1,497
       -68       -530        -14        400          8         29        496        647        -49         36        462          1        667        943
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       48.6        0.7       29.4        9.1        1.4       47.0       25.0        0.6        3.9        4.9        0.1       10.9        9.7
 
Number of Traders in Each Category                                    Total Traders:       250 
         9         28          8         48         19         13         64         46         12         16         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   296,690
Positions
    18,078    144,210      2,051     87,137     26,883      4,111    139,343     74,131      1,900     11,454     14,492        222     32,394     28,690
 
Changes from:       August 9, 2016                                   Total Change is:     7,487
      -341     -2,650        -69      2,002         42        145      2,480      3,236       -246        178      2,309          5      3,333      4,715
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       48.6        0.7       29.4        9.1        1.4       47.0       25.0        0.6        3.9        4.9        0.1       10.9        9.7
 
Number of Traders in Each Category                                    Total Traders:       250 
         9         28          8         48         19         13         64         46         12         16         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   331,438
Positions
    82,693     39,904        855    120,469    153,901     16,915     78,933     86,589      5,006      5,506     10,603      1,492     19,569     16,173
 
Changes from:       August 9, 2016                                   Total Change is:     2,984
    -3,622      2,206       -203      2,686       -253        174      4,248      2,039       -340        302        -57        -28       -233       -554
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       12.0        0.3       36.3       46.4        5.1       23.8       26.1        1.5        1.7        3.2        0.5        5.9        4.9
 
Number of Traders in Each Category                                    Total Traders:       266 
        19         17          4         56         44         28         52         51         18         11         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    36,532
Positions
     3,474     16,470         22     16,583      1,266         74      3,035      2,448          0      4,345     10,730          0      8,999      5,522
 
Changes from:       August 9, 2016                                   Total Change is:     1,191
       -43          9          0      1,556          0         11       -813        -31          0        -67          0          0        547      1,202
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       45.1        0.1       45.4        3.5        0.2        8.3        6.7        0.0       11.9       29.4        0.0       24.6       15.1
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          4          .         12          .          .          5          5          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    70,703
Positions
    18,983     13,396      1,324     16,760      7,431        524     21,577      7,776        320      1,527        208          0      9,688     39,724
 
Changes from:       August 9, 2016                                   Total Change is:     2,422
     1,531        202        353     -2,155      2,453        169      2,237       -557       -136         70       -477          0        353        415
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       18.9        1.9       23.7       10.5        0.7       30.5       11.0        0.5        2.2        0.3        0.0       13.7       56.2
 
Number of Traders in Each Category                                    Total Traders:        86 
        13         12          4         14          5          4         23         14          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   229,211
Positions
    18,109    136,753      1,050    147,476     50,568     16,353     31,674     16,414      3,271      4,309      1,052          0      6,969      3,750
 
Changes from:       August 9, 2016                                   Total Change is:     3,967
       -73      3,623        570      2,706       -889        374        705        302        107         -1          0          0       -421       -120
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       59.7        0.5       64.3       22.1        7.1       13.8        7.2        1.4        1.9        0.5        0.0        3.0        1.6
 
Number of Traders in Each Category                                    Total Traders:       127 
         8         11          .         47         22         21         15         14          8          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   846,990
Positions
    49,034    576,228     38,019    446,186     66,199     58,723    184,008     72,121      7,953     35,919     18,742        762     26,386      8,243
 
Changes from:       August 9, 2016                                   Total Change is:    63,572
     4,260     43,696     33,688     18,892     -9,918     -7,083      8,218      1,688        642        254        -41        -28      4,729        928
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       68.0        4.5       52.7        7.8        6.9       21.7        8.5        0.9        4.2        2.2        0.1        3.1        1.0
 
Number of Traders in Each Category                                    Total Traders:       311 
        25         20         11        113         25         37         56         21         16         39         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   588,203
Positions
    10,864     40,593      1,470    208,644    172,036    106,571     79,547     84,351     20,613      6,248     22,632        180    154,066    139,757
 
Changes from:       August 9, 2016                                   Total Change is:     6,202
       992     -1,628         35      9,926      9,463      4,361     -7,006      2,325        308       -280     -3,065         -5     -2,129     -5,592
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        6.9        0.2       35.5       29.2       18.1       13.5       14.3        3.5        1.1        3.8        0.0       26.2       23.8
 
Number of Traders in Each Category                                    Total Traders:       150 
         6         16          8         37         31         30         25         22         20          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   611,937
Positions
         0     67,874      5,718    311,043    118,483     91,204     39,739    216,333     17,619     13,494      8,827      2,040    131,080     83,839
 
Changes from:       August 9, 2016                                   Total Change is:     3,795
    -1,669    -11,860      4,396        582      3,332      2,959      3,621       -305        767       -103       -570       -217     -6,541      5,293
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.1        0.9       50.8       19.4       14.9        6.5       35.4        2.9        2.2        1.4        0.3       21.4       13.7
 
Number of Traders in Each Category                                    Total Traders:        97 
         0          7          5         43         13         33         11         17         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 1,113,280
Positions
    53,765     97,041     10,761    343,568    199,626    145,028    290,544    248,031     61,715     91,146    203,547      2,342    114,411    145,189
 
Changes from:       August 9, 2016                                   Total Change is:     8,713
    26,720       -804      3,293       -561     -9,632     -5,663      5,914     12,383      4,801    -26,878       -429      1,200       -113      3,564
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        8.7        1.0       30.9       17.9       13.0       26.1       22.3        5.5        8.2       18.3        0.2       10.3       13.0
 
Number of Traders in Each Category                                    Total Traders:       246 
        10         32         10         46         39         49         32         45         29         20         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,846,988
Positions
   168,121    131,748     32,423    809,965  1,006,869    389,476    575,847    599,295    114,464    380,706    139,928     17,420    358,566    415,365
 
Changes from:       August 9, 2016                                   Total Change is:    11,331
    -7,390    -25,113     14,389    -15,621     -8,368     16,553     -7,506     -4,133     23,742     -5,264     -4,091        746     -8,318     -2,394
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        4.6        1.1       28.4       35.4       13.7       20.2       21.1        4.0       13.4        4.9        0.6       12.6       14.6
 
Number of Traders in Each Category                                    Total Traders:       352 
        27         28         20         55         73         68         60         60         58         22         27         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   186,607
Positions
    19,462      9,320      1,189     38,282     88,996      4,402     62,689      2,410      1,011      7,664          0          0     51,908     79,279
 
Changes from:       August 9, 2016                                   Total Change is:     9,712
     7,538      3,507      1,105      9,366      4,402       -446     -2,246          0     -2,809          0          0          0     -2,796      3,953
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        5.0        0.6       20.5       47.7        2.4       33.6        1.3        0.5        4.1        0.0        0.0       27.8       42.5
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          .          .          4         11          6          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 2,803,489
Positions
    60,147    344,123     66,361  1,516,810    579,726    306,587    340,692    919,196     79,144    165,345    168,999     12,200    256,203    327,153
 
Changes from:       August 9, 2016                                   Total Change is:    21,461
     1,403    -25,605     21,928      2,205     39,888      7,188     -1,571    -27,523     15,000    -27,150     -2,582      4,635     -2,177    -11,468
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       12.3        2.4       54.1       20.7       10.9       12.2       32.8        2.8        5.9        6.0        0.4        9.1       11.7
 
Number of Traders in Each Category                                    Total Traders:       298 
        11         39         16         52         55         49         40         59         41         15         27          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   840,584
Positions
   298,964    101,750    265,241      6,890     20,309     21,718     31,403    181,156    161,998     13,756     13,795     18,123     22,491     56,494
 
Changes from:       August 9, 2016                                   Total Change is:    29,497
    24,731     21,628      7,436      2,764     -5,040       -265      9,792     15,997     -4,115     -6,118     -2,530     -2,159     -2,569     -1,455
 
Percent of Open Interest Represented by Each Category of Trader
      35.6       12.1       31.6        0.8        2.4        2.6        3.7       21.6       19.3        1.6        1.6        2.2        2.7        6.7
 
Number of Traders in Each Category                                    Total Traders:       133 
        19         34         44          .          7          4         16         39         36          .          4          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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 is11,045,192
Positions
 3,441,982  1,241,803  2,233,271    261,585  1,779,711    426,570    707,918  1,077,786  2,121,773    629,687    604,691    392,889    829,517  1,166,698
 
Changes from:       August 9, 2016                                   Total Change is:   -34,635
    87,367    -93,104   -148,148        496    141,515     -1,341    -80,968     11,304      7,275     21,467     -2,912     49,642     29,575      1,134
 
Percent of Open Interest Represented by Each Category of Trader
      31.2       11.2       20.2        2.4       16.1        3.9        6.4        9.8       19.2        5.7        5.5        3.6        7.5       10.6
 
Number of Traders in Each Category                                    Total Traders:       268 
        35         47         78          6         25         28         29         81         86         10         20         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    26,317
Positions
     4,693      4,635          0          0      9,612        144     11,889      9,038          0      8,845      2,111        637        109        140
 
Changes from:       August 9, 2016                                   Total Change is:     1,340
       314        557          0          0       -185         -1        913        756          0        143        205          5        -34          3
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       17.6        0.0        0.0       36.5        0.5       45.2       34.3        0.0       33.6        8.0        2.4        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         5          5          0          0         13          .          5          7          0          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    34,205
Positions
     9,994     13,804          0        270      8,094        414     22,464      7,628          0        939      4,086         54         70        125
 
Changes from:       August 9, 2016                                   Total Change is:      -699
     1,207        128          0         31       -798        -28     -1,562        -46          0       -309         -2          0        -38         47
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       40.4        0.0        0.8       23.7        1.2       65.7       22.3        0.0        2.7       11.9        0.2        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          .          0          .          4          .          7          8          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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    57,759
Positions
       184     19,071          0     12,934      1,233      1,746     10,971     24,998      7,941     17,113        514          0      6,870      2,256
 
Changes from:       August 9, 2016                                   Total Change is:     1,400
       -24       -846          0     -1,043        627          3        214      2,086     -1,129      4,108        154          0       -729        505
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       33.0        0.0       22.4        2.1        3.0       19.0       43.3       13.7       29.6        0.9        0.0       11.9        3.9
 
Number of Traders in Each Category                                    Total Traders:       125 
         .          6          0          7          4          .         26         31         14         44          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   541,636
Positions
   146,834     44,629     30,864     98,957     41,594     36,387     83,669    240,805     90,693     10,923      6,829     19,686     23,623     30,149
 
Changes from:       August 9, 2016                                   Total Change is:      -986
   -14,164     -7,709      8,976     -2,807     -5,419      1,830     16,289      9,179     -5,566       -145        697     -1,774     -3,625     -1,200
 
Percent of Open Interest Represented by Each Category of Trader
      27.1        8.2        5.7       18.3        7.7        6.7       15.4       44.5       16.7        2.0        1.3        3.6        4.4        5.6
 
Number of Traders in Each Category                                    Total Traders:       238 
        18         12         24         14         20         16         44         77         64         17         19         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 16, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    18,159
Positions
       537      2,874          0     12,652          0        198      3,318     13,840        390        917        842          0        147         15
 
Changes from:       August 9, 2016                                   Total Change is:        31
       449     -1,197          0       -235          0        -45        -87        423          0        -25        842          0        -26          8
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       15.8        0.0       69.7        0.0        1.1       18.3       76.2        2.1        5.0        4.6        0.0        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          9          0          .         11          5          .          4          .          0
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Updated August 19, 2016