BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,817
COMMITMENTS
   1,214    1,416      998    4,542    4,371    6,755    6,785    1,062    1,031

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        223)
    -109       48       19      290       61      200      128       23       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.5     18.1     12.8     58.1     55.9     86.4     86.8     13.6     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        8        8       18       19       29       28                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       55,846
COMMITMENTS
  15,352    5,843   16,912   17,904   20,310   50,167   43,065    5,679   12,781

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,048)
     317      -13      347      388      472    1,051      805       -3      242

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     10.5     30.3     32.1     36.4     89.8     77.1     10.2     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       86)
      27       19       34       34       28       77       66                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        7,324
COMMITMENTS
     343    1,419    1,041    5,056    4,012    6,439    6,471      885      853

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        142)
      23       14      -25      124      107      122       96       20       47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     19.4     14.2     69.0     54.8     87.9     88.4     12.1     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5       12       13       24       21       38       37                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,635
COMMITMENTS
   1,257      104    1,265    2,649    2,878    5,171    4,246      465    1,389

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        302)
      20       16      115      134       77      268      207       34       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      1.8     22.4     47.0     51.1     91.8     75.4      8.2     24.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        3       10        9        7       19       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      291,455
COMMITMENTS
  88,328   34,634   87,728   95,037  127,286  271,092  249,648   20,363   41,807

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     10,047)
     177    7,470   13,467   -3,490  -12,214   10,154    8,723     -107    1,324

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3     11.9     30.1     32.6     43.7     93.0     85.7      7.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      295)
      96       85      104       88       87      245      225                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      327,275
COMMITMENTS
  97,072   49,073   91,715  110,248  140,348  299,035  281,136   28,240   46,139

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:       -629)
   5,141   -6,385   -2,038   -3,433    5,528     -330   -2,896     -299    2,266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     15.0     28.0     33.7     42.9     91.4     85.9      8.6     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      393)
     117       95      132      139      142      317      316                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,572
COMMITMENTS
   3,224    1,302      531      491    2,618    4,246    4,451    1,325    1,121

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        -15)
    -242      120      157      123     -369       38      -92      -54       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.9     23.4      9.5      8.8     47.0     76.2     79.9     23.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       75)
      32       13        9       15       24       55       41                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       57,560
COMMITMENTS
  17,010   12,363   15,368   17,392   13,073   49,771   40,804    7,790   16,756

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,450)
     493     -733    1,315     -311      639    1,497    1,221      -46      229

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     21.5     26.7     30.2     22.7     86.5     70.9     13.5     29.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      219)
      57       56       59       80       75      171      164                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       39,020
COMMITMENTS
   1,439   16,494    6,578   30,245   13,184   38,262   36,256      758    2,764

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        774)
      34      437      217      530      188      780      842       -7      -68

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     42.3     16.9     77.5     33.8     98.1     92.9      1.9      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       81)
       7       35       22       28       29       55       66                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       33,300
COMMITMENTS
  15,822    7,557        0   16,491   25,389   32,313   32,946      987      354

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,106)
  -4,324   -3,131        0      314     -915   -4,010   -4,046      -96      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5     22.7      0.0     49.5     76.2     97.0     98.9      3.0      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
      10        2        0        7        8       17       10                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      132,412
COMMITMENTS
  42,309   23,072    8,459   49,099   72,355   99,868  103,886   32,545   28,527

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,854)
  -2,408    3,157     -168   -1,069   -2,252   -3,645      737      791   -3,591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0     17.4      6.4     37.1     54.6     75.4     78.5     24.6     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      29       25       18       22       23       59       58                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       47,164
COMMITMENTS
  20,941   23,345    1,288   16,894    5,754   39,123   30,386    8,041   16,778

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -7,445)
  -6,084   -3,043       66   -2,772      769   -8,790   -2,208    1,345   -5,238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.4     49.5      2.7     35.8     12.2     83.0     64.4     17.0     35.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       14        5       11       12       22       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      128,629
COMMITMENTS
  23,967   76,007   12,530   88,034   32,478  124,531  121,014    4,098    7,614

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      8,328)
    -172    5,349     -130    8,494    2,600    8,193    7,820      135      509

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     59.1      9.7     68.4     25.2     96.8     94.1      3.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      131)
      35       62       18       22       18       70       87                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      269,797
COMMITMENTS
  30,793  112,944   27,007  193,864   85,170  251,664  225,121   18,133   44,676

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,412)
   2,560    6,480   -1,832    1,808   -1,821    2,536    2,826     -124     -414

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     41.9     10.0     71.9     31.6     93.3     83.4      6.7     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      123)
      27       51       25       25       44       68      104                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      210,925
COMMITMENTS
  70,636   33,483   35,170   76,384  105,993  182,190  174,646   28,735   36,279

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        328)
   1,686   -1,524    1,091   -4,635      590   -1,858      157    2,186      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.5     15.9     16.7     36.2     50.3     86.4     82.8     13.6     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      118)
      33       40       25       30       39       76       91                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      449,286
COMMITMENTS
  93,901  210,166   48,898  257,392  124,539  400,191  383,602   49,096   65,684

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -21,175)
  -5,597  -10,887      677  -19,680   -7,422  -24,599  -17,631    3,424   -3,544

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9     46.8     10.9     57.3     27.7     89.1     85.4     10.9     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      238)
      68       87       59       60       67      154      189                  
 
 
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE            Code-299741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:       32,986
COMMITMENTS
  10,663    5,298      159   10,467   23,959   21,289   29,416   11,697    3,570

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,839)
     241      245        6    1,441    1,787    1,688    2,038      151     -199

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.3     16.1      0.5     31.7     72.6     64.5     89.2     35.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       7        4        2        7        8       15       13                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       23,861
COMMITMENTS
  16,343   16,440       23    6,061    6,867   22,427   23,330    1,434      531

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -2,328)
    -483   11,124     -310   -1,428  -12,964   -2,221   -2,150     -107     -178

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.5     68.9      0.1     25.4     28.8     94.0     97.8      6.0      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
      12        9        1        4        5       16       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       40,392
COMMITMENTS
  27,049   26,832      327    7,911    9,898   35,287   37,057    5,105    3,335

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        567)
     451      449      104     -699       65     -144      618      711      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.0     66.4      0.8     19.6     24.5     87.4     91.7     12.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       78)
      45       16        6        9       11       57       30                  
 
 
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE                     Code-122741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF ZAR 500,000)                           OPEN INTEREST:        5,103
COMMITMENTS
   1,962    3,477       23    2,233      731    4,218    4,231      885      872

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.4     68.1      0.5     43.8     14.3     82.7     82.9     17.3     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       5       10        1        5        2       11       12                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   18,349,032
COMMITMENTS
 1012909  1338892  7781074  8699863  8009698 17493846 17129663  855,186  1219369

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:   -158,407)
-114,291  -90,265 -337,823  356,426  306,198  -95,688 -121,889  -62,720  -36,518

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      7.3     42.4     47.4     43.7     95.3     93.4      4.7      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      310)
      66       95      122      132      141      270      291                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      934,483
COMMITMENTS
 124,616   97,807  138,899  568,190  589,593  831,705  826,299  102,779  108,185

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -60,147)
  -5,468   -2,047  -24,903  -25,218  -26,209  -55,588  -53,159   -4,559   -6,988

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     10.5     14.9     60.8     63.1     89.0     88.4     11.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      671)
     155      171      166      261      266      503      517                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      206,218
COMMITMENTS
  16,020   15,680   47,175  108,834  112,579  172,029  175,433   34,189   30,784

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -44,173)
  -1,006   -7,382  -16,290  -25,535  -12,714  -42,831  -36,386   -1,342   -7,787

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      7.6     22.9     52.8     54.6     83.4     85.1     16.6     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       88)
      23       14       26       42       38       75       69                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,641,330
COMMITMENTS
 598,656  466,314  402,944  2296781  2385067  3298381  3254325  342,949  387,004

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:    -79,872)
 -20,306   28,677  -45,067    1,587  -67,473  -63,785  -83,863  -16,086    3,991

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     12.8     11.1     63.1     65.5     90.6     89.4      9.4     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      646)
     145      164      153      251      257      476      494                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       81,991
COMMITMENTS
  24,260    2,688      331   45,010   75,657   69,601   78,676   12,390    3,315

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      1,180)
   1,480     -223     -250     -127    1,774    1,103    1,301       77     -121

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6      3.3      0.4     54.9     92.3     84.9     96.0     15.1      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       92)
      19        7        3       46       38       66       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       61,188
COMMITMENTS
  32,014    6,000    2,031   21,517   48,069   55,562   56,100    5,626    5,088

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      2,221)
   2,761      494      191     -816    1,121    2,136    1,806       85      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.3      9.8      3.3     35.2     78.6     90.8     91.7      9.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      83       51       25       71       81      163      148                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      305,942
COMMITMENTS
 160,071   30,000   10,153  107,586  240,347  277,810  280,500   28,132   25,442

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     11,104)
  13,807    2,471      954   -4,081    5,604   10,680    9,028      424    2,076

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.3      9.8      3.3     35.2     78.6     90.8     91.7      9.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      255)
      83       51       25       71       81      163      148                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      117,938
COMMITMENTS
  59,449   26,912   13,500   16,102   52,876   89,051   93,288   28,887   24,650

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:      3,905)
   2,905    2,777   -1,280     -692    1,639      932    3,136    2,973      769

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.4     22.8     11.4     13.7     44.8     75.5     79.1     24.5     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      35       29       23       18       21       68       58                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       36,017
COMMITMENTS
   9,438    2,678       54   18,014   28,713   27,506   31,445    8,511    4,572

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:        264)
    -516     -965       -6      180      575     -342     -396      606      660

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2      7.4      0.1     50.0     79.7     76.4     87.3     23.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
      11        4        1       15       11       26       16                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/02/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       71,526
COMMITMENTS
  15,831   10,064      127   45,904   18,216   61,862   28,407    9,664   43,119

CHANGES FROM 07/26/16 (CHANGE IN OPEN INTEREST:     -4,574)
  -5,556   -2,791     -253       52    6,641   -5,757    3,597    1,183   -8,171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1     14.1      0.2     64.2     25.5     86.5     39.7     13.5     60.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       90)
      23       18        4       34       21       60       40                  



Updated August 5, 2016