BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:        7,968
COMMITMENTS
     888    1,392      876    5,020    4,707    6,784    6,975    1,184      992

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        716)
     -87      123      -24      711      530      600      629      115       87

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     17.5     11.0     63.0     59.1     85.1     87.5     14.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        7        7       17       19       26       27                  
 
 
MILK, Class III - CHICAGO MERCANTILE EXCHANGE                        Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:       54,069
COMMITMENTS
  15,671    5,305   15,000   17,979   21,376   48,650   41,681    5,419   12,388

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      4,080)
   2,144      426    1,415      630    2,037    4,189    3,878     -109      202

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0      9.8     27.7     33.3     39.5     90.0     77.1     10.0     22.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       87)
      27       21       33       34       28       77       66                  
 
 
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE                       Code-052642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 44,000 LBS.)                           OPEN INTEREST:        6,963
COMMITMENTS
     299    1,414    1,130    4,577    3,570    6,006    6,114      957      849

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        174)
      37       42       42       60        6      139       91       35       84

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3     20.3     16.2     65.7     51.3     86.3     87.8     13.7     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3       13       12       22       19       35       34                  
 
 
CME MILK IV - CHICAGO MERCANTILE EXCHANGE                            Code-052644
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS)                        OPEN INTEREST:        5,626
COMMITMENTS
     943      110    1,522    2,660    2,621    5,125    4,253      501    1,373

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        462)
    -183       -9      292      272       62      381      345       81      117

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      2.0     27.1     47.3     46.6     91.1     75.6      8.9     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       8        2       10        9        7       19       17                  
 
 
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE                              Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      259,465
COMMITMENTS
  84,026   39,306   71,386   85,802  111,625  241,215  222,317   18,250   37,147

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,441)
     895   -1,420    3,890   -5,404   -4,131     -619   -1,661     -822      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.4     15.1     27.5     33.1     43.0     93.0     85.7      7.0     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      290)
      91       90      103       81       88      229      230                  
 
 
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE                            Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS)                         OPEN INTEREST:      314,263
COMMITMENTS
  97,392   47,995   86,453  100,561  133,368  284,406  267,817   29,857   46,447

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     12,026)
   1,807    3,618   10,305   -2,304     -261    9,808   13,662    2,218   -1,636

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.0     15.3     27.5     32.0     42.4     90.5     85.2      9.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      385)
     120       90      127      136      138      307      311                  
 
 
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE                   Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET)                    OPEN INTEREST:        5,456
COMMITMENTS
   3,430    1,115      434      315    2,845    4,179    4,394    1,277    1,062

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -160)
     229      -44      -51     -206      -28      -28     -123     -133      -37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    62.9     20.4      7.9      5.8     52.1     76.6     80.5     23.4     19.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       76)
      36       12       10       13       25       55       43                  
 
 
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE                          Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS)                         OPEN INTEREST:       55,475
COMMITMENTS
  17,517    9,367   16,256   14,291   12,681   48,064   38,305    7,411   17,171

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,637)
     941       81     -853   -1,588       -8   -1,501     -781     -136     -857

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     16.9     29.3     25.8     22.9     86.6     69.0     13.4     31.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      208)
      59       55       63       63       65      164      152                  
 
 
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE                  Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS)                         OPEN INTEREST:       35,481
COMMITMENTS
   1,294   14,850    6,024   27,362   12,290   34,681   33,165      801    2,316

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,629)
      54    1,178      336    1,157      237    1,547    1,751       82     -122

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     41.9     17.0     77.1     34.6     97.7     93.5      2.3      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       77)
      12       27       22       27       28       54       62                  
 
 
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE                          Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000)                         OPEN INTEREST:       37,656
COMMITMENTS
  20,294   11,350        0   16,396   25,789   36,690   37,139      966      517

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      4,347)
   4,402    3,407        0        0      789    4,402    4,196      -55      151

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.9     30.1      0.0     43.5     68.5     97.4     98.6      2.6      1.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       8        2        0        7        9       15       11                  
 
 
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                        Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000)                           OPEN INTEREST:      148,961
COMMITMENTS
  48,796   31,727    9,214   52,083   83,655  110,093  124,596   38,868   24,365

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      6,909)
   3,911     -371     -183      367    9,321    4,095    8,767    2,815   -1,858

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     21.3      6.2     35.0     56.2     73.9     83.6     26.1     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      29       21       14       22       25       58       53                  
 
 
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE                            Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000)                           OPEN INTEREST:       41,651
COMMITMENTS
  20,876   19,494      693    8,882    7,369   30,452   27,556   11,199   14,094

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -3,209)
     926   -2,482     -533   -5,163    2,226   -4,770     -788    1,561   -2,420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1     46.8      1.7     21.3     17.7     73.1     66.2     26.9     33.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       9       14        6       10       12       22       29                  
 
 
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE                           Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000)                           OPEN INTEREST:      114,472
COMMITMENTS
  26,768   55,485   10,102   72,165   43,999  109,035  109,586    5,438    4,886

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -7,461)
   2,180  -15,004   -2,398   -6,867   10,515   -7,084   -6,886     -377     -575

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     48.5      8.8     63.0     38.4     95.2     95.7      4.8      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      132)
      46       50       18       17       24       78       79                  
 
 
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE                 Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500)                            OPEN INTEREST:      280,151
COMMITMENTS
  35,728  128,903   24,762  196,482   82,439  256,971  236,104   23,181   44,048

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -470)
     642      765    2,220   -3,358   -1,149     -496    1,836       26   -2,306

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8     46.0      8.8     70.1     29.4     91.7     84.3      8.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      128)
      29       50       23       27       45       70      104                  
 
 
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE                           Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000)                        OPEN INTEREST:      209,671
COMMITMENTS
  85,440   28,470   30,055   64,090  115,092  179,586  173,617   30,085   36,054

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -244)
     946   -3,153    1,357   -2,133    1,087      170     -709     -414      465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.7     13.6     14.3     30.6     54.9     85.7     82.8     14.3     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      110)
      30       35       19       31       36       70       81                  
 
 
EURO FX - CHICAGO MERCANTILE EXCHANGE                                Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000)                           OPEN INTEREST:      438,678
COMMITMENTS
  93,275  182,700   49,277  243,746  139,177  386,298  371,154   52,380   67,524

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        600)
   1,804  -14,509    1,591   -5,088   12,854   -1,693      -64    2,293      665

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     41.6     11.2     55.6     31.7     88.1     84.6     11.9     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      223)
      60       81       51       61       61      142      174                  
 
 
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE                         Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000)                           OPEN INTEREST:       25,182
COMMITMENTS
  16,981   16,730       90    6,330    7,528   23,401   24,348    1,781      834

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,713)
  -1,271   -1,156       67     -411     -637   -1,615   -1,726      -98       13

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.4     66.4      0.4     25.1     29.9     92.9     96.7      7.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
      15        8        2        4        5       19       15                  
 
 
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE                     Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000)                           OPEN INTEREST:       44,393
COMMITMENTS
  29,926   30,804      117    9,141    9,758   39,184   40,679    5,209    3,714

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,125)
     946    1,129      -10      276     -151    1,212      968      -87      157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    67.4     69.4      0.3     20.6     22.0     88.3     91.6     11.7      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       84)
      46       20        7       11       11       62       33                  
 
 
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE                    Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000)                            OPEN INTEREST:   19,175,223
COMMITMENTS
 1071803  1598752  8020944  9262018  8386295 18354765 18005991  820,459  1169233

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    327,218)
  39,750  -20,691  212,469  134,412  204,037  386,631  395,815  -59,413  -68,596

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      8.3     41.8     48.3     43.7     95.7     93.9      4.3      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      319)
      59      101      128      141      149      281      303                  
 
 
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE                   Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      958,755
COMMITMENTS
 131,508   93,470  167,221  564,453  594,133  863,182  854,824   95,574  103,931

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    -15,709)
   6,082   -1,159  -10,836   -9,253   -3,370  -14,007  -15,365   -1,702     -344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      9.7     17.4     58.9     62.0     90.0     89.2     10.0     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      677)
     154      175      165      258      269      502      520                  
 
 
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE                    Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00)                            OPEN INTEREST:      218,367
COMMITMENTS
  15,863   19,557   55,782  110,397  119,552  182,042  194,891   36,324   23,476

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    -10,569)
    -159   -1,002   -5,979   -5,886      192  -12,024   -6,790    1,455   -3,779

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      9.0     25.5     50.6     54.7     83.4     89.2     16.6     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      18       18       26       37       36       70       66                  
 
 
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX)                                OPEN INTEREST:    3,701,944
COMMITMENTS
 660,820  452,160  474,598  2270279  2372907  3405697  3299666  296,246  402,278

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:    -25,701)
  44,771   12,783  -37,850  -16,838  -17,808   -9,918  -42,876  -15,783   17,175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     12.2     12.8     61.3     64.1     92.0     89.1      8.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      654)
     148      166      153      249      259      478      497                  
 
 
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE             Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100)                               OPEN INTEREST:       84,022
COMMITMENTS
  25,448    1,756      530   45,404   77,893   71,382   80,179   12,640    3,843

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,391)
     574      -69      435      106    1,339    1,115    1,705      276     -314

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.3      2.1      0.6     54.0     92.7     85.0     95.4     15.0      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       89)
      17        5        2       46       40       63       47                  
 
 
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE                Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100)                            OPEN INTEREST:       64,179
COMMITMENTS
  32,239    6,630    2,969   22,680   49,049   57,888   58,649    6,291    5,530

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:        -89)
    -108     -297     -159      607      821      340      366     -429     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     10.3      4.6     35.3     76.4     90.2     91.4      9.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      81       59       22       75       76      167      147                  
 
 
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE          Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20)                       OPEN INTEREST:      320,893
COMMITMENTS
 161,195   33,151   14,847  113,398  245,245  289,440  293,243   31,454   27,651

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:       -447)
    -538   -1,483     -796    3,033    4,107    1,699    1,828   -2,147   -2,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.2     10.3      4.6     35.3     76.4     90.2     91.4      9.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:      263)
      81       59       22       75       76      167      147                  
 
 
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE                      Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000)                           OPEN INTEREST:      134,362
COMMITMENTS
  70,642   26,624   15,652   16,162   67,269  102,456  109,545   31,905   24,816

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:      1,994)
   1,448       55      685      784      159    2,916      899     -922    1,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.6     19.8     11.6     12.0     50.1     76.3     81.5     23.7     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       83)
      32       28       20       17       18       65       50                  
 
 
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE                   Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00)                               OPEN INTEREST:       35,404
COMMITMENTS
   9,156    2,264      118   18,031   28,597   27,305   30,979    8,099    4,425

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -1,128)
    -337     -129      100        9       -2     -228      -31     -900   -1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.9      6.4      0.3     50.9     80.8     77.1     87.5     22.9     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       9        5        2       15       12       25       18                  
 
 
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE         Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500)                             OPEN INTEREST:       66,316
COMMITMENTS
  20,004    6,553      277   36,503   24,371   56,784   31,201    9,532   35,115

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:     -4,387)
  -2,103     -346      -19   -2,109      587   -4,231      222     -156   -4,609

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      9.9      0.4     55.0     36.7     85.6     47.0     14.4     53.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       82)
      23       14        6       31       19       56       37                  
 
 
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE               Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(GSCI X $250)                                        OPEN INTEREST:       13,280
COMMITMENTS
   7,782    5,510       47    4,563    7,581   12,392   13,138      888      142

CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    58.6     41.5      0.4     34.4     57.1     93.3     98.9      6.7      1.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       7        7        1        5        1       12        9                  



Updated August 26, 2016