BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,174
COMMITMENTS
   1,191    1,282      906    3,865    4,082    5,962    6,270    1,212      904

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -905)
     -93     -177      -53     -893     -637   -1,039     -866      133      -39

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     17.9     12.6     53.9     56.9     83.1     87.4     16.9     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        7        7       13       18       22       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       50,597
COMMITMENTS
  14,397    5,083   14,847   15,520   18,284   44,764   38,214    5,833   12,383

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -7,018)
  -1,471   -1,328   -2,522   -2,363   -1,975   -6,356   -5,825     -662   -1,193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     10.0     29.3     30.7     36.1     88.5     75.5     11.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      21       22       33       31       26       73       61                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,292
COMMITMENTS
     388    1,136    1,186    4,839    4,132    6,414    6,454      878      838

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,327)
     -65     -213     -288     -787     -816   -1,140   -1,317     -188      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.3     15.6     16.3     66.4     56.7     88.0     88.5     12.0     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       12       11       23       20       36       35                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      311,159
COMMITMENTS
 109,293   18,833   70,816  107,804  179,290  287,913  268,940   23,246   42,219

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      3,816)
   2,437   -1,036     -469    3,399    5,294    5,367    3,790   -1,550       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.1      6.1     22.8     34.6     57.6     92.5     86.4      7.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      328)
     138       61      119       91      102      280      240                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      316,595
COMMITMENTS
  88,259   56,171   84,219  114,728  131,497  287,206  271,887   29,389   44,707

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      2,193)
   2,352      603    2,349     -896   -1,341    3,805    1,611   -1,612      582

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     17.7     26.6     36.2     41.5     90.7     85.9      9.3     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      386)
     104      104      122      137      136      306      307                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        4,244
COMMITMENTS
   2,012      978      143      815    2,303    2,969    3,423    1,275      821

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        -57)
     389       95      -56     -360       86      -27      125      -31     -183

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.4     23.0      3.4     19.2     54.3     70.0     80.7     30.0     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       59)
      29        7        4       12       20       43       29                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       53,785
COMMITMENTS
  16,069   13,242   12,478   17,884   12,058   46,431   37,778    7,354   16,006

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        573)
     202     -536      116      307      774      625      353      -52      219

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     24.6     23.2     33.3     22.4     86.3     70.2     13.7     29.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      224)
      56       58       51       82       75      165      163                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       36,490
COMMITMENTS
   1,481   14,497    5,552   28,708   13,005   35,742   33,054      749    3,437

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -5,510)
    -185   -3,032   -1,134   -4,038   -1,036   -5,357   -5,202     -153     -308

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     39.7     15.2     78.7     35.6     97.9     90.6      2.1      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       74)
       9       29       20       25       26       50       59                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       36,268
COMMITMENTS
  17,072   11,394        0   18,267   24,342   35,339   35,736      929      532

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        925)
     602      864        0      350      121      952      985      -27      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1     31.4      0.0     50.4     67.1     97.4     98.5      2.6      1.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       7        3        0        6        9       13       12                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      132,920
COMMITMENTS
  41,901   27,356    8,610   50,326   71,472  100,836  107,437   32,084   25,483

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        249)
   2,461   -1,098   -2,083   -1,855      951   -1,478   -2,230    1,727    2,479

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     20.6      6.5     37.9     53.8     75.9     80.8     24.1     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
      27       22       17       22       25       57       56                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       37,374
COMMITMENTS
  21,835   13,905    1,656    7,835    6,365   31,325   21,926    6,048   15,448

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -852)
    -428    1,707      -19     -161   -2,358     -608     -670     -244     -182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.4     37.2      4.4     21.0     17.0     83.8     58.7     16.2     41.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
      10       14        6        9       11       21       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      103,740
COMMITMENTS
  24,267   69,112    1,415   74,215   27,389   99,897   97,916    3,843    5,824

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -6,231)
  10,824   -9,624     -905  -16,816    5,249   -6,897   -5,280      666     -951

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     66.6      1.4     71.5     26.4     96.3     94.4      3.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      33       51       11       20       17       61       71                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      285,887
COMMITMENTS
  44,685   91,954   41,543  174,373  112,483  260,601  245,980   25,286   39,907

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     30,846)
   2,182    8,200    7,638   19,814   12,054   29,634   27,893    1,212    2,953

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     32.2     14.5     61.0     39.3     91.2     86.0      8.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      125)
      29       52       26       28       40       71      104                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      201,258
COMMITMENTS
  77,103   22,322   36,766   57,566  112,039  171,435  171,127   29,823   30,132

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     10,498)
     339   -1,939    2,483    4,756   10,086    7,578   10,630    2,920     -132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3     11.1     18.3     28.6     55.7     85.2     85.0     14.8     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      117)
      33       38       23       27       38       75       84                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      451,001
COMMITMENTS
 105,338  187,011   57,953  243,551  143,092  406,843  388,056   44,158   62,945

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     22,125)
   2,081   17,687   -1,320   22,603    3,087   23,364   19,455   -1,240    2,670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     41.5     12.8     54.0     31.7     90.2     86.0      9.8     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      237)
      64       91       69       58       64      154      194                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       29,247
COMMITMENTS
   8,932    3,336      169    9,690   21,328   18,791   24,833   10,456    4,414

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        983)
     -39       -1        9      531      221      501      229      482      754

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5     11.4      0.6     33.1     72.9     64.2     84.9     35.8     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       5        3        2        9        8       15       12                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       26,195
COMMITMENTS
  17,077    4,687      194    7,205   20,465   24,476   25,346    1,719      849

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -4,131)
  -1,436   -1,110     -971   -2,010   -1,748   -4,417   -3,829      286     -302

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    65.2     17.9      0.7     27.5     78.1     93.4     96.8      6.6      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
      10        9        3        4        5       16       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,234
COMMITMENTS
  30,606   32,009      419    8,336    8,965   39,361   41,393    4,873    2,841

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:        772)
     808     -615      395     -258      649      945      429     -173      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    69.2     72.4      0.9     18.8     20.3     89.0     93.6     11.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      43       21        4        9       11       56       32                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,147,388
COMMITMENTS
 1273454  1229238  8206754  7784305  7519951 17264512 16955942  882,876  1191446

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    385,862)
  54,918   81,798  183,126   91,754   60,482  329,798  325,406   56,063   60,456

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.0      6.8     45.2     42.9     41.4     95.1     93.4      4.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      60       97      122      130      147      269      292                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      889,399
COMMITMENTS
 107,892   94,052  113,344  557,221  558,024  778,457  765,419  110,942  123,980

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     18,213)
   2,616    4,733    7,654    6,951      995   17,221   13,382      992    4,831

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     10.6     12.7     62.7     62.7     87.5     86.1     12.5     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      644)
     139      164      149      253      263      477      492                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      164,886
COMMITMENTS
  10,262    7,415   32,448   87,849   77,226  130,559  117,089   34,327   47,797

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     21,324)
    -506      -56    9,016   12,022    9,446   20,532   18,405      792    2,919

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      4.5     19.7     53.3     46.8     79.2     71.0     20.8     29.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       85)
      20       17       25       42       35       76       64                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,622,563
COMMITMENTS
 514,567  459,597  378,063  2346859  2403989  3239489  3241648  383,074  380,915

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:    -15,554)
  17,382   25,715   -8,580  -25,358  -42,253  -16,555  -25,117    1,001    9,563

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2     12.7     10.4     64.8     66.4     89.4     89.5     10.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      619)
     128      159      138      245      254      452      472                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       81,178
COMMITMENTS
  18,113    2,565      152   51,640   75,236   69,905   77,953   11,273    3,225

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      1,528)
  -1,109       -4      -19    2,123    1,322      995    1,299      533      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      3.2      0.2     63.6     92.7     86.1     96.0     13.9      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      15        7        2       46       36       62       44                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       42,948
COMMITMENTS
  15,725    6,755    1,541   21,731   29,559   38,997   37,854    3,952    5,094

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -1,070)
    -393      -26     -159     -580   -1,025   -1,133   -1,211       63      141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6     15.7      3.6     50.6     68.8     90.8     88.1      9.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      53       55       18       56       70      120      132                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      214,741
COMMITMENTS
  78,626   33,773    7,703  108,654  147,797  194,983  189,272   19,759   25,469

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:     -5,348)
  -1,965     -132     -797   -2,902   -5,124   -5,664   -6,053      316      704

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6     15.7      3.6     50.6     68.8     90.8     88.1      9.2     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      210)
      53       55       18       56       70      120      132                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:       94,474
COMMITMENTS
  31,976   26,408   18,339   19,512   29,008   69,828   73,756   24,647   20,719

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      3,853)
      -9   -6,251    2,988      -68    6,074    2,911    2,812      942    1,041

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     28.0     19.4     20.7     30.7     73.9     78.1     26.1     21.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      28       32       21       17       19       59       58                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,176
COMMITMENTS
  12,055    4,844        0   16,500   23,977   28,555   28,821    6,621    6,355

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:      1,156)
     640      140        0       38    1,132      678    1,272      478     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.3     13.8      0.0     46.9     68.2     81.2     81.9     18.8     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
      11        6        0       14       13       25       19                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/05/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       75,103
COMMITMENTS
  20,588    5,527      647   42,769   19,115   64,004   25,289   11,099   49,814

CHANGES FROM 06/28/16 (CHANGE IN OPEN INTEREST:       -344)
   2,051   -1,103      286   -1,231    3,788    1,106    2,971   -1,450   -3,315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4      7.4      0.9     56.9     25.5     85.2     33.7     14.8     66.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       79)
      24        8        4       35       17       60       28                  



Updated July 8, 2016