Traders in Financial Futures - Futures Only Positions as of August 30, 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   125,716
Positions
     6,113     62,871        898     54,524      8,741      1,436     21,352     21,131      1,466      5,440      6,321        196     34,291     22,656
 
Changes from:       August 23, 2016                                  Total Change is:    -5,902
       308      2,588       -348     -2,814        171        -76       -430     -8,264        469       -254       -933          0     -2,757        491
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       50.0        0.7       43.4        7.0        1.1       17.0       16.8        1.2        4.3        5.0        0.2       27.3       18.0
 
Number of Traders in Each Category                                    Total Traders:        77 
         5          6          .          9          8          4         19         18          5          7          5          .
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Traders in Financial Futures - Futures Only Positions as of August 30, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,294
Positions
    19,773      3,252        344      1,528      1,848         71     13,145     16,416        499          0          0          0      6,934     19,864
 
Changes from:       August 23, 2016                                  Total Change is:     2,740
     3,226       -590          0       -732        603        -36      4,143     -3,370         24          0          0          0     -3,885      6,109
 
Percent of Open Interest Represented by Each Category of Trader
      46.8        7.7        0.8        3.6        4.4        0.2       31.1       38.8        1.2        0.0        0.0        0.0       16.4       47.0
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          4          .          .          .          .         14         12          7          0          0          0
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Traders in Financial Futures - Futures Only Positions as of August 30, 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   248,410
Positions
   173,608      6,558      2,425     11,833     72,590      4,053     28,893    100,877      6,249      2,627     14,967      1,084     17,638     39,607
 
Changes from:       August 23, 2016                                  Total Change is:       699
       -55      1,575         65      1,613       -723        469      3,746      3,099     -2,075        314       -700        -78     -3,300       -933
 
Percent of Open Interest Represented by Each Category of Trader
      69.9        2.6        1.0        4.8       29.2        1.6       11.6       40.6        2.5        1.1        6.0        0.4        7.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       127 
         9          9          6          5         27          7         23         43         18          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   164,329
Positions
     8,502     16,761      6,790     27,456     35,692      5,394     85,185     27,003      2,549        863     36,093      1,390     26,200     32,657
 
Changes from:       August 23, 2016                                  Total Change is:      -427
       356        271        485     -5,752        -27         91      7,227        -24        314        117       -650     -1,000     -2,265        113
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       10.2        4.1       16.7       21.7        3.3       51.8       16.4        1.6        0.5       22.0        0.8       15.9       19.9
 
Number of Traders in Each Category                                    Total Traders:       116 
         5          8          4         11         20          9         34         30         11          .          6          .
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Traders in Financial Futures - Futures Only Positions as of August 30, 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   364,843
Positions
   106,753     16,941      3,261    129,315    102,383     16,094     40,910    123,907      4,190     17,964     32,828      1,073     45,283     64,166
 
Changes from:       August 23, 2016                                  Total Change is:       799
     5,052     -6,482     -1,340     -1,199      4,597       -437      3,713      3,614       -782     -1,428         42         24     -2,804      1,563
 
Percent of Open Interest Represented by Each Category of Trader
      29.3        4.6        0.9       35.4       28.1        4.4       11.2       34.0        1.1        4.9        9.0        0.3       12.4       17.6
 
Number of Traders in Each Category                                    Total Traders:       221 
        20          8          6         41         35         29         28         45         16         24         19         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    31,988
Positions
     1,068     23,492        191     18,694          0      1,007      1,072      3,391          0          0          0          0      9,956      3,907
 
Changes from:       August 23, 2016                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       73.4        0.6       58.4        0.0        3.1        3.4       10.6        0.0        0.0        0.0        0.0       31.1       12.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .         12          0          6          .          .          0          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   110,040
Positions
     1,771     41,476      1,377     21,351     12,934        757     51,352     21,663      2,434      3,858      6,754          0     27,140     22,645
 
Changes from:       August 23, 2016                                  Total Change is:    -4,412
        14     -6,899         81     -1,901      3,431       -758        172     -2,104        618        646      1,766       -190     -3,094       -357
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       37.7        1.3       19.4       11.8        0.7       46.7       19.7        2.2        3.5        6.1        0.0       24.7       20.6
 
Number of Traders in Each Category                                    Total Traders:        84 
         .          6          5          8          9          5         31         16         10          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    39,075
Positions
    10,528     35,121        360      4,450          0          0     21,724      2,730         76        710        230          0      1,227        558
 
Changes from:       August 23, 2016                                  Total Change is:     1,419
         0      2,326         10          0          0          0      1,085       -958          0         63          0          0        261         41
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       89.9        0.9       11.4        0.0        0.0       55.6        7.0        0.2        1.8        0.6        0.0        3.1        1.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          7          .          .          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   114,101
Positions
    34,932     37,936      2,313     31,784      5,271        637     19,221     39,255     17,910      2,697      4,952          0      4,607      5,827
 
Changes from:       August 23, 2016                                  Total Change is:       369
     1,466     -1,110        157      4,786         62          0     -4,870       -879      1,062     -1,505         23          0       -727      1,054
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       33.2        2.0       27.9        4.6        0.6       16.8       34.4       15.7        2.4        4.3        0.0        4.0        5.1
 
Number of Traders in Each Category                                    Total Traders:       133 
         5          8          .         11         10          .         30         48         16         11          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    33,489
Positions
       644     16,665      8,221      6,325          0          0     14,706      5,746      1,132        658        600          0      1,803      1,125
 
Changes from:       August 23, 2016                                  Total Change is:     8,307
         0     -1,378      8,205          9          0          0     -1,019        267      1,042         48       -120          0         22        291
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       49.8       24.5       18.9        0.0        0.0       43.9       17.2        3.4        2.0        1.8        0.0        5.4        3.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          5          0          0          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    46,496
Positions
     2,271     15,069        196      2,133     17,667         56     34,309      6,283      1,102        764      2,099          0      5,665      4,024
 
Changes from:       August 23, 2016                                  Total Change is:     2,103
        22        243         58        -30      1,940          0      1,393       -580        219        -15        -87          0        456        310
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       32.4        0.4        4.6       38.0        0.1       73.8       13.5        2.4        1.6        4.5        0.0       12.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          6          4          7          7          .         41         14          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    72,837
Positions
    10,259     47,782      1,107      7,130      1,255        292     43,948      7,756        824        928      3,424        143      8,208     10,256
 
Changes from:       August 23, 2016                                  Total Change is:      -302
        92        268        -44       -128       -290         18        248        351       -337          2       -264         55       -208        -59
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       65.6        1.5        9.8        1.7        0.4       60.3       10.6        1.1        1.3        4.7        0.2       11.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       120 
        10         24          4          7          4          4         45         14          6          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   145,674
Positions
    20,518     95,563      2,214     14,259      2,509        584     87,895     15,511      1,648      1,855      6,848        285     16,416     20,512
 
Changes from:       August 23, 2016                                  Total Change is:      -604
       184        536        -88       -256       -579         35        496        701       -673          3       -528        110       -415       -118
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       65.6        1.5        9.8        1.7        0.4       60.3       10.6        1.1        1.3        4.7        0.2       11.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       120 
        10         24          4          7          4          4         45         14          6          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   710,340
Positions
    58,637     80,639     47,601    297,032    196,706     55,606     88,286    142,741     41,165     28,171     46,643      9,252     84,589     89,985
 
Changes from:       August 23, 2016                                  Total Change is:     9,963
    -8,507      4,858      6,812       -760     -1,843      2,723      2,197     -7,936      5,425        309     -2,042        538      1,225      1,426
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       11.4        6.7       41.8       27.7        7.8       12.4       20.1        5.8        4.0        6.6        1.3       11.9       12.7
 
Number of Traders in Each Category                                    Total Traders:       625 
        40         36         33        129         83         92         92        123         68         41         79         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    99,912
Positions
    20,307     35,426      1,940     18,986     19,091      1,710     16,536     23,798        525      6,207      2,136         25     33,676     15,261
 
Changes from:       August 23, 2016                                  Total Change is:       343
    -8,497      4,070       -450         18       -560        -95      5,163       -748         -2        519         72          0      3,687     -1,944
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       35.5        1.9       19.0       19.1        1.7       16.6       23.8        0.5        6.2        2.1        0.0       33.7       15.3
 
Number of Traders in Each Category                                    Total Traders:        65 
         8          9          4         10          .          .         11         15          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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 3,052,142
Positions
   277,390    311,806    142,567  1,390,232    888,075    269,480    473,662    709,629     88,290    136,441    249,159     19,514    254,566    373,622
 
Changes from:       August 23, 2016                                  Total Change is:    48,099
      -415      3,577     36,676     -3,891     -6,416     14,092      4,260    -16,849      8,048        392     -9,126      1,248    -12,311     16,849
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       10.2        4.7       45.5       29.1        8.8       15.5       23.3        2.9        4.5        8.2        0.6        8.3       12.2
 
Number of Traders in Each Category                                    Total Traders:       617 
        41         35         28        127         80         90         90        125         62         40         77         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    85,946
Positions
     1,184     32,834        515     40,672     42,023      2,806     28,555      3,333        121          0        660          0     12,093      3,654
 
Changes from:       August 23, 2016                                  Total Change is:     1,924
        39      2,550         26      1,302       -290       -363      1,914        505       -447          0        132          0       -547       -189
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       38.2        0.6       47.3       48.9        3.3       33.2        3.9        0.1        0.0        0.8        0.0       14.1        4.3
 
Number of Traders in Each Category                                    Total Traders:        94 
         .         10          .         38         14         15         20          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    61,088
Positions
     4,189     29,946        633     17,811      5,382        909     28,836     15,866        489      2,279      2,570          9      5,932      5,285
 
Changes from:       August 23, 2016                                  Total Change is:     1,622
       360        -88        217        606        -34         27        480      1,526         67         35        -78        -38       -132         23
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       49.0        1.0       29.2        8.8        1.5       47.2       26.0        0.8        3.7        4.2        0.0        9.7        8.7
 
Number of Traders in Each Category                                    Total Traders:       264 
        11         25          9         48         18         12         66         58         16         16         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   305,439
Positions
    20,946    149,729      3,163     89,056     26,908      4,545    144,181     79,331      2,445     11,395     12,848         46     29,662     26,424
 
Changes from:       August 23, 2016                                  Total Change is:     8,109
     1,800       -442      1,087      3,028       -169        135      2,401      7,629        334        173       -390       -190       -659        115
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       49.0        1.0       29.2        8.8        1.5       47.2       26.0        0.8        3.7        4.2        0.0        9.7        8.7
 
Number of Traders in Each Category                                    Total Traders:       264 
        11         25          9         48         18         12         66         58         16         16         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   336,037
Positions
    77,400     41,300        560    117,726    154,551     18,934     88,094     88,760      4,210      7,717      9,574      1,722     19,674     16,426
 
Changes from:       August 23, 2016                                  Total Change is:     1,364
    -1,909      1,492       -257     -3,049        485      1,437      5,993      1,365     -1,077        202     -1,402        117        -93       -796
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       12.3        0.2       35.0       46.0        5.6       26.2       26.4        1.3        2.3        2.8        0.5        5.9        4.9
 
Number of Traders in Each Category                                    Total Traders:       264 
        19         19          4         58         46         28         44         49         15         14         15          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    36,796
Positions
     3,474     16,471         47     17,511      1,266         67      2,659      2,119          0      5,110     11,201          0      7,928      5,625
 
Changes from:       August 23, 2016                                  Total Change is:     1,392
      -201          1         25        788          0          0        261       -205       -100        790        471          0       -171      1,200
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       44.8        0.1       47.6        3.4        0.2        7.2        5.8        0.0       13.9       30.4        0.0       21.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          4          .         15          .          .          5          5          0          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    66,588
Positions
    19,062     13,647      1,578     15,150      8,968        186     19,031     10,025        443      2,042        203        299      8,797     31,239
 
Changes from:       August 23, 2016                                  Total Change is:       272
       271        711       -122       -702      1,778       -152        691      1,450        183        539          1        299       -735     -3,876
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       20.5        2.4       22.8       13.5        0.3       28.6       15.1        0.7        3.1        0.3        0.4       13.2       46.9
 
Number of Traders in Each Category                                    Total Traders:        93 
        14         13          4         12          7          .         24         16          8          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   231,639
Positions
    16,798    139,869        862    148,103     50,025     16,805     34,231     16,195      3,059      3,802      1,453          0      7,979      3,371
 
Changes from:       August 23, 2016                                  Total Change is:     1,811
    -1,406      2,889       -194      2,355        370        159      1,268     -1,074       -220       -787        400          0        636       -519
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       60.4        0.4       63.9       21.6        7.3       14.8        7.0        1.3        1.6        0.6        0.0        3.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       123 
         8         10          .         44         22         21         17         12          7          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   898,566
Positions
    44,454    620,759     47,782    454,446     66,348     63,631    201,514     52,535     12,657     46,449     20,194      1,243     26,390     13,417
 
Changes from:       August 23, 2016                                  Total Change is:    36,305
      -870     27,118      6,338     10,753      2,525     -2,783      6,435     -4,075      3,420     10,045        -29          4      2,963      3,787
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       69.1        5.3       50.6        7.4        7.1       22.4        5.8        1.4        5.2        2.2        0.1        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       313 
        22         22         12        108         29         41         60         19         16         38         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   582,396
Positions
    13,823     25,291      8,890    182,858    164,078    103,721     80,951     75,815     31,970      6,978     32,148        256    152,949    140,227
 
Changes from:       August 23, 2016                                  Total Change is:    -7,345
     4,192     -8,940      4,684    -27,019    -14,315     -1,604      4,929     -5,201     11,082       -393      7,415         88     -3,304       -554
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        4.3        1.5       31.4       28.2       17.8       13.9       13.0        5.5        1.2        5.5        0.0       26.3       24.1
 
Number of Traders in Each Category                                    Total Traders:       133 
         6         13         12         35         27         30         18         23         17          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   644,370
Positions
     1,579     63,058      3,447    304,398    105,985     90,859     45,384    229,733     54,577     13,121      5,160      5,279    125,726     86,272
 
Changes from:       August 23, 2016                                  Total Change is:    29,382
     1,016        600      1,166     -6,350    -15,926     -1,773      8,229     16,218     33,130     -1,909     -2,835      4,775     -8,902     -5,973
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        9.8        0.5       47.2       16.4       14.1        7.0       35.7        8.5        2.0        0.8        0.8       19.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       100 
         .          7          .         43         12         31         14         17         19          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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 1,110,272
Positions
    36,880     99,602     21,903    324,972    190,860    140,311    286,413    211,094     85,963     96,047    207,710      4,111    113,672    148,718
 
Changes from:       August 23, 2016                                  Total Change is:   -33,177
   -12,244     12,002      8,320     10,662     -9,620     -4,943     -1,293    -21,887    -17,478     -7,807        889      1,489     -9,883     -1,949
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        9.0        2.0       29.3       17.2       12.6       25.8       19.0        7.7        8.7       18.7        0.4       10.2       13.4
 
Number of Traders in Each Category                                    Total Traders:       245 
        12         31         15         47         38         42         40         33         36         19         24          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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 2,858,768
Positions
   111,017    181,803     85,184    848,753  1,004,123    388,052    560,712    484,255    134,555    369,122    124,327     16,213    345,160    440,256
 
Changes from:       August 23, 2016                                  Total Change is:    45,117
   -18,858      1,147     19,917     47,955     10,249        934     11,845     11,260     12,478    -11,513    -13,609     -1,070    -16,571      3,811
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        6.4        3.0       29.7       35.1       13.6       19.6       16.9        4.7       12.9        4.3        0.6       12.1       15.4
 
Number of Traders in Each Category                                    Total Traders:       343 
        17         34         21         56         74         69         53         67         49         18         24         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   208,085
Positions
    18,180      8,923      8,100     42,639     82,342      4,881     61,907      3,030     13,071      3,353          0          0     55,954     87,738
 
Changes from:       August 23, 2016                                  Total Change is:    15,317
    -1,049     -2,968      7,505        961     -5,746     -1,347      4,826        620     10,430     -4,311          0          0     -1,698      6,823
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        4.3        3.9       20.5       39.6        2.3       29.8        1.5        6.3        1.6        0.0        0.0       26.9       42.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          4          4         10          6          7          .          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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 2,938,424
Positions
    65,323    348,561     42,917  1,529,115    560,134    276,217    320,749    867,294    278,765    155,651    188,967     17,660    252,027    357,909
 
Changes from:       August 23, 2016                                  Total Change is:   -10,726
     9,049    -12,151    -37,225     22,753    -29,646    -22,174    -12,507    -26,899     97,630    -40,046      9,719      1,804    -30,010      8,216
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       11.9        1.5       52.0       19.1        9.4       10.9       29.5        9.5        5.3        6.4        0.6        8.6       12.2
 
Number of Traders in Each Category                                    Total Traders:       297 
        10         36         17         48         52         48         43         63         43         13         32          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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 1,018,072
Positions
   332,050    127,440    325,023     11,848     18,777     14,270     48,065    198,435    182,332     26,404      8,490     58,013     20,067     85,292
 
Changes from:       August 23, 2016                                  Total Change is:   102,268
    46,949     13,751      4,601      4,396     -3,734     -4,059       -130     10,329     17,582      1,193     -3,646     32,067       -331     35,377
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       12.5       31.9        1.2        1.8        1.4        4.7       19.5       17.9        2.6        0.8        5.7        2.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       138 
        18         36         44          .          8          4         17         42         40          4          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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 is11,098,025
Positions
 3,599,782  1,372,546  2,181,048    310,844  1,809,379    471,572    630,970  1,012,454  2,098,678    604,896    563,748    442,004    758,231  1,146,596
 
Changes from:       August 23, 2016                                  Total Change is:     8,796
   120,933     19,207    -30,915     40,266     36,763     39,724   -106,756    -75,941    -21,446    -34,987    -15,881      8,679     -6,702     48,606
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       12.4       19.7        2.8       16.3        4.2        5.7        9.1       18.9        5.5        5.1        4.0        6.8       10.3
 
Number of Traders in Each Category                                    Total Traders:       283 
        33         51         80          8         28         32         29         84         92         11         22         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    28,250
Positions
     5,030      5,429          1         18     10,424        126     13,675      9,373          0      8,768      2,195        539         93        163
 
Changes from:       August 23, 2016                                  Total Change is:     1,017
      -320        820          1          0         16          0      1,252        455          0        113       -248        -41         12         14
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       19.2        0.0        0.1       36.9        0.4       48.4       33.2        0.0       31.0        7.8        1.9        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          7          .          .         12          .          6          7          0          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    37,097
Positions
     9,165     17,321          0        307      7,051        414     25,780      7,656          0      1,366      4,524          0         65        131
 
Changes from:       August 23, 2016                                  Total Change is:       572
      -155         59          0         16       -125          0        289        252          0        469        394        -49          2         41
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       46.7        0.0        0.8       19.0        1.1       69.5       20.6        0.0        3.7       12.2        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          4          .          8          8          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    55,341
Positions
       783     18,789        163     13,128      1,356      1,741      8,392     20,825      9,875     13,469        259          0      7,790      2,333
 
Changes from:       August 23, 2016                                  Total Change is:    -2,310
       416         -7        163        288       -447         -4        155     -1,732        781     -4,127       -516          0         18       -548
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       34.0        0.3       23.7        2.5        3.1       15.2       37.6       17.8       24.3        0.5        0.0       14.1        4.2
 
Number of Traders in Each Category                                    Total Traders:       123 
         5          .          .          9          .          .         34         26         18         37          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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   511,241
Positions
   149,514     20,809     25,805    118,679     46,750     30,787     53,897    244,443     78,578      6,824      8,347     21,445     25,712     34,277
 
Changes from:       August 23, 2016                                  Total Change is:     3,364
       180     -4,344      1,255      1,721      2,458       -441     -2,507      1,527     -2,262       -131       -696      2,622      2,927      3,245
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        4.1        5.0       23.2        9.1        6.0       10.5       47.8       15.4        1.3        1.6        4.2        5.0        6.7
 
Number of Traders in Each Category                                    Total Traders:       232 
        20         11         23         12         20         14         38         77         57         13         20         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 30, 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    23,379
Positions
        84      3,969          0     17,115          0        470      3,632     17,699        390      1,519        842          0        169          9
 
Changes from:       August 23, 2016                                  Total Change is:     2,503
         0        479          0      1,680          0        119        626      1,901          0         85          0          0         -7          4
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.0        0.0       73.2        0.0        2.0       15.5       75.7        1.7        6.5        3.6        0.0        0.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          8          0          .         10          6          .          4          .          0
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Traders in Financial Futures - Futures Only Positions as of August 30, 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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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,635
Positions
     1,725      8,049          0      9,833          0          0        559      5,332         56        508          0          0        954        198
 
Changes from:       August 23, 2016                                  Total Change is:       355
       -25         95          0        312          0          0         -8        195          9          1          0          0         66         56
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       59.0        0.0       72.1        0.0        0.0        4.1       39.1        0.4        3.7        0.0        0.0        7.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          5          0          0          .          5          .          .          0          0
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Updated September 2, 2016