Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   143,722
Positions
     6,626     64,150      4,184     54,648      8,734      2,721     21,402     20,330     10,545      5,532      6,528      1,720     36,344     24,810
 
Changes from:       August 23, 2016                                  Total Change is:    -5,239
       301      3,528       -487       -550        164     -1,764       -663     -7,182        577        -99       -491        -29     -2,524        445
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       44.6        2.9       38.0        6.1        1.9       14.9       14.1        7.3        3.8        4.5        1.2       25.3       17.3
 
Number of Traders in Each Category                                    Total Traders:        78 
         .          8          8         10          7          5         19         19         13          8          4          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    44,488
Positions
    20,201      3,088        895      1,528      1,848         71     12,813     16,658      1,601          0          0          0      7,379     20,327
 
Changes from:       August 23, 2016                                  Total Change is:     2,837
     3,395       -618        -96       -732        603        -36      3,789     -3,586        337          0          0          0     -3,820      6,233
 
Percent of Open Interest Represented by Each Category of Trader
      45.4        6.9        2.0        3.4        4.2        0.2       28.8       37.4        3.6        0.0        0.0        0.0       16.6       45.7
 
Number of Traders in Each Category                                    Total Traders:        39 
         4          4          4          .          .          .         13         13          8          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   280,292
Positions
   172,242      5,960     11,323     11,771     72,174      6,036     28,334     98,789     23,871      1,915     14,814      4,717     20,084     42,609
 
Changes from:       August 23, 2016                                  Total Change is:       141
      -875      1,782        756      1,938     -1,279        282      2,899      2,373     -1,819         45       -529         14     -3,096     -1,438
 
Percent of Open Interest Represented by Each Category of Trader
      61.5        2.1        4.0        4.2       25.7        2.2       10.1       35.2        8.5        0.7        5.3        1.7        7.2       15.2
 
Number of Traders in Each Category                                    Total Traders:       130 
         9          9         11          4         28          9         20         48         25          6          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   211,370
Positions
    10,331     15,934     17,320     27,462     35,461      9,415     83,462     26,082     27,303        745     36,392      6,852     28,480     36,611
 
Changes from:       August 23, 2016                                  Total Change is:     1,699
    -1,889        829      1,289     -4,189       -971        276      9,447        701        266        195        843     -2,089     -1,606        556
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        7.5        8.2       13.0       16.8        4.5       39.5       12.3       12.9        0.4       17.2        3.2       13.5       17.3
 
Number of Traders in Each Category                                    Total Traders:       119 
         6          7         10         12         20         12         34         31         22          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   439,005
Positions
   120,652     18,878     22,936    130,538    101,969     18,617     31,653    124,395     40,231     16,933     35,698      7,444     50,000     68,837
 
Changes from:       August 23, 2016                                  Total Change is:       327
       196     -5,906      1,531      2,510      3,919     -2,829      6,456      4,891     -2,924     -1,633        930       -599     -2,380      1,313
 
Percent of Open Interest Represented by Each Category of Trader
      27.5        4.3        5.2       29.7       23.2        4.2        7.2       28.3        9.2        3.9        8.1        1.7       11.4       15.7
 
Number of Traders in Each Category                                    Total Traders:       225 
        19          9         15         41         35         34         23         51         29         24         22         17
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    31,988
Positions
     1,068     23,492        191     18,694          0      1,007      1,072      3,391          0          0          0          0      9,956      3,907
 
Changes from:       August 23, 2016                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       73.4        0.6       58.4        0.0        3.1        3.4       10.6        0.0        0.0        0.0        0.0       31.1       12.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .         12          0          6          .          .          0          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   131,250
Positions
     1,428     43,137      4,361     21,208     11,084      3,205     51,709     20,432     13,723      3,826      8,486      2,805     28,985     24,018
 
Changes from:       August 23, 2016                                  Total Change is:    -3,112
      -261     -6,585         94     -1,586      1,986       -245        683       -678        776        593      2,586       -246     -2,920       -799
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       32.9        3.3       16.2        8.4        2.4       39.4       15.6       10.5        2.9        6.5        2.1       22.1       18.3
 
Number of Traders in Each Category                                    Total Traders:        89 
         .          7          7          8          9          7         32         16         14          .         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    39,075
Positions
    10,528     35,121        360      4,450          0          0     21,724      2,730         76        710        230          0      1,227        558
 
Changes from:       August 23, 2016                                  Total Change is:     1,419
         0      2,326         10          0          0          0      1,085       -958          0         63          0          0        261         41
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       89.9        0.9       11.4        0.0        0.0       55.6        7.0        0.2        1.8        0.6        0.0        3.1        1.4
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          7          .          .          0          0          6          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   114,776
Positions
    34,927     37,936      2,318     31,784      5,271        637     19,236     39,309     18,388      2,796      4,952          2      4,688      5,962
 
Changes from:       August 23, 2016                                  Total Change is:       304
     1,461     -1,110        162      4,786         62          0     -4,736       -814        906     -1,524         23         -2       -749      1,077
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       33.1        2.0       27.7        4.6        0.6       16.8       34.2       16.0        2.4        4.3        0.0        4.1        5.2
 
Number of Traders in Each Category                                    Total Traders:       134 
         5          8          .         11         10          .         30         48         20         12          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    33,489
Positions
       644     16,665      8,221      6,325          0          0     14,706      5,746      1,132        658        600          0      1,803      1,125
 
Changes from:       August 23, 2016                                  Total Change is:     8,307
         0     -1,378      8,205          9          0          0     -1,019        267      1,042         48       -120          0         22        291
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       49.8       24.5       18.9        0.0        0.0       43.9       17.2        3.4        2.0        1.8        0.0        5.4        3.4
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          .          5          0          0          9          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    46,496
Positions
     2,271     15,069        196      2,133     17,667         56     34,309      6,283      1,102        764      2,099          0      5,665      4,024
 
Changes from:       August 23, 2016                                  Total Change is:     2,103
        22        243         58        -30      1,940          0      1,393       -580        219        -15        -87          0        456        310
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       32.4        0.4        4.6       38.0        0.1       73.8       13.5        2.4        1.6        4.5        0.0       12.2        8.7
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          6          4          7          7          .         41         14          5          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    73,808
Positions
    10,392     47,717      1,245      7,130      1,255        292     43,870      7,848      1,215        951      3,384        446      8,267     10,406
 
Changes from:       August 23, 2016                                  Total Change is:      -307
        95        269        -52       -128       -290         18        259        347       -336          1       -248         51       -214        -65
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       64.7        1.7        9.7        1.7        0.4       59.4       10.6        1.6        1.3        4.6        0.6       11.2       14.1
 
Number of Traders in Each Category                                    Total Traders:       123 
        11         23          6          7          4          4         44         15          9          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   147,616
Positions
    20,785     95,434      2,491     14,259      2,509        584     87,740     15,696      2,430      1,901      6,768        892     16,534     20,812
 
Changes from:       August 23, 2016                                  Total Change is:      -613
       190        538       -104       -256       -579         35        518        694       -673          2       -495        102       -428       -131
 
Percent of Open Interest Represented by Each Category of Trader
      14.1       64.7        1.7        9.7        1.7        0.4       59.4       10.6        1.6        1.3        4.6        0.6       11.2       14.1
 
Number of Traders in Each Category                                    Total Traders:       123 
        11         23          6          7          4          4         44         15          9          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   949,112
Positions
    58,171     84,704     74,464    295,978    198,424     76,670     91,934    142,265    172,688     27,997     40,781     53,929     97,281    105,187
 
Changes from:       August 23, 2016                                  Total Change is:    -9,644
   -11,777      8,119        -23       -652     -5,097     -3,650      4,675     -8,372       -295         46     -1,907        324      1,707      1,255
 
Percent of Open Interest Represented by Each Category of Trader
       6.1        8.9        7.8       31.2       20.9        8.1        9.7       15.0       18.2        2.9        4.3        5.7       10.2       11.1
 
Number of Traders in Each Category                                    Total Traders:       675 
        38         39         49        127         87        105         94        134        117         67         86         78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   197,734
Positions
    20,817     37,616     21,261     18,986     19,752     16,590     20,577     24,511     42,264      5,193      2,313     11,560     40,487     21,869
 
Changes from:       August 23, 2016                                  Total Change is:   -20,633
   -11,367      6,670     -6,680         18     -4,202     -6,104      6,045     -2,780     -5,818       -662        115       -228      4,162     -1,607
 
Percent of Open Interest Represented by Each Category of Trader
      10.5       19.0       10.8        9.6       10.0        8.4       10.4       12.4       21.4        2.6        1.2        5.8       20.5       11.1
 
Number of Traders in Each Category                                    Total Traders:        83 
         9         10          9         10          4          4         14         18         29         10          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,756,888
Positions
   272,875    321,549    179,913  1,384,962    893,360    300,401    479,358    711,347    529,545    136,566    214,886    189,299    283,970    416,589
 
Changes from:       August 23, 2016                                  Total Change is:    54,944
    -2,412      6,884     33,649     -3,350     -4,474     12,271      4,136    -16,973     16,627       -104    -13,755      6,405    -12,277     14,311
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        8.6        4.8       36.9       23.8        8.0       12.8       18.9       14.1        3.6        5.7        5.0        7.6       11.1
 
Number of Traders in Each Category                                    Total Traders:       655 
        39         38         44        125         83        102         92        132        111         63         81         70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    85,946
Positions
     1,184     32,834        515     40,672     42,023      2,806     28,555      3,333        121          0        660          0     12,093      3,654
 
Changes from:       August 23, 2016                                  Total Change is:     1,924
        39      2,550         26      1,302       -290       -363      1,914        505       -447          0        132          0       -547       -189
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       38.2        0.6       47.3       48.9        3.3       33.2        3.9        0.1        0.0        0.8        0.0       14.1        4.3
 
Number of Traders in Each Category                                    Total Traders:        94 
         .         10          .         38         14         15         20          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    65,527
Positions
     4,189     30,000        921     17,828      5,382        909     28,822     15,810      3,764      2,302      2,545        691      6,101      5,505
 
Changes from:       August 23, 2016                                  Total Change is:     1,348
       360        -40        164        589        -34         27        635      1,632       -190         49        -91        -94       -189        -25
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       45.8        1.4       27.2        8.2        1.4       44.0       24.1        5.7        3.5        3.9        1.1        9.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       272 
        11         25         10         49         18         12         66         61         26         19         23          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   327,635
Positions
    20,946    150,002      4,606     89,138     26,908      4,545    144,109     79,052     18,819     11,512     12,724      3,453     30,506     27,527
 
Changes from:       August 23, 2016                                  Total Change is:     6,742
     1,800       -200        818      2,944       -169        135      3,173      8,162       -952        243       -456       -472       -947       -124
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       45.8        1.4       27.2        8.2        1.4       44.0       24.1        5.7        3.5        3.9        1.1        9.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       272 
        11         25         10         49         18         12         66         61         26         19         23          6
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   336,509
Positions
    77,400     41,300        560    117,726    154,551     18,934     88,111     88,790      4,415      7,717      9,540      1,900     19,746     16,519
 
Changes from:       August 23, 2016                                  Total Change is:     1,404
    -1,909      1,492       -257     -3,049        485      1,437      6,010      1,381     -1,079        202     -1,385        108        -60       -779
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       12.3        0.2       35.0       45.9        5.6       26.2       26.4        1.3        2.3        2.8        0.6        5.9        4.9
 
Number of Traders in Each Category                                    Total Traders:       264 
        19         19          4         58         46         28         45         48         18         14         15          4
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    36,796
Positions
     3,474     16,471         47     17,511      1,266         67      2,659      2,119          0      5,110     11,201          0      7,928      5,625
 
Changes from:       August 23, 2016                                  Total Change is:     1,392
      -201          1         25        788          0          0        261       -205       -100        790        471          0       -171      1,200
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       44.8        0.1       47.6        3.4        0.2        7.2        5.8        0.0       13.9       30.4        0.0       21.5       15.3
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          4          .         15          .          .          5          5          0          4          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    66,588
Positions
    19,062     13,647      1,578     15,150      8,968        186     19,031     10,025        443      2,042        203        299      8,797     31,239
 
Changes from:       August 23, 2016                                  Total Change is:       272
       271        711       -122       -702      1,778       -152        691      1,450        183        539          1        299       -735     -3,876
 
Percent of Open Interest Represented by Each Category of Trader
      28.6       20.5        2.4       22.8       13.5        0.3       28.6       15.1        0.7        3.1        0.3        0.4       13.2       46.9
 
Number of Traders in Each Category                                    Total Traders:        93 
        14         13          4         12          7          .         24         16          8          5          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   231,639
Positions
    16,798    139,869        862    148,103     50,025     16,805     34,231     16,195      3,059      3,802      1,453          0      7,979      3,371
 
Changes from:       August 23, 2016                                  Total Change is:     1,811
    -1,406      2,889       -194      2,355        370        159      1,268     -1,074       -220       -787        400          0        636       -519
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       60.4        0.4       63.9       21.6        7.3       14.8        7.0        1.3        1.6        0.6        0.0        3.4        1.5
 
Number of Traders in Each Category                                    Total Traders:       123 
         8         10          .         44         22         21         17         12          7          6          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   898,566
Positions
    44,454    620,759     47,782    454,446     66,348     63,631    201,514     52,535     12,657     46,449     20,194      1,243     26,390     13,417
 
Changes from:       August 23, 2016                                  Total Change is:    36,305
      -870     27,118      6,338     10,753      2,525     -2,783      6,435     -4,075      3,420     10,045        -29          4      2,963      3,787
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       69.1        5.3       50.6        7.4        7.1       22.4        5.8        1.4        5.2        2.2        0.1        2.9        1.5
 
Number of Traders in Each Category                                    Total Traders:       313 
        22         22         12        108         29         41         60         19         16         38         15          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   644,079
Positions
    13,310     26,707     18,568    181,403    173,890    109,127     83,667     68,075     59,918      6,614     30,605      7,882    163,591    149,308
 
Changes from:       August 23, 2016                                  Total Change is:   -51,672
     2,058    -11,155     -1,644    -28,074     -6,334    -10,498      9,601     -7,832    -14,493       -639      7,942     -4,355     -3,628     -3,304
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        4.1        2.9       28.2       27.0       16.9       13.0       10.6        9.3        1.0        4.8        1.2       25.4       23.2
 
Number of Traders in Each Category                                    Total Traders:       136 
        10          9         16         35         29         33         27         15         26          6          5          5
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   644,710
Positions
     1,579     63,058      3,447    304,407    105,985     90,866     45,366    229,748     54,733     13,121      5,160      5,279    125,912     86,434
 
Changes from:       August 23, 2016                                  Total Change is:    27,836
     1,016        600      1,166     -6,328    -15,926     -1,787      8,216     16,202     33,158     -1,909     -2,835      4,775    -10,471     -7,516
 
Percent of Open Interest Represented by Each Category of Trader
       0.2        9.8        0.5       47.2       16.4       14.1        7.0       35.6        8.5        2.0        0.8        0.8       19.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       100 
         .          7          .         43         12         31         14         17         20          4          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,131,325
Positions
    36,771     99,712     22,598    324,972    199,185    140,311    287,099    206,835     96,794     96,513    204,616      9,611    116,656    151,664
 
Changes from:       August 23, 2016                                  Total Change is:   -51,705
   -12,750     12,584      6,145     10,662    -12,196     -4,943        493    -17,569    -36,802     -7,394        828      1,937     -9,053     -1,689
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        8.8        2.0       28.7       17.6       12.4       25.4       18.3        8.6        8.5       18.1        0.8       10.3       13.4
 
Number of Traders in Each Category                                    Total Traders:       246 
        11         32         18         47         38         42         41         32         37         21         23         11
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,204,409
Positions
   107,979    191,693    165,472    855,242  1,005,624    432,225    556,845    459,128    299,081    363,478    125,715     59,826    364,261    465,646
 
Changes from:       August 23, 2016                                  Total Change is:  -102,495
   -13,210     -6,770    -27,313     48,266     38,307    -44,393     21,509      6,409    -43,314     -2,251     -6,290    -19,894    -21,895        763
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        6.0        5.2       26.7       31.4       13.5       17.4       14.3        9.3       11.3        3.9        1.9       11.4       14.5
 
Number of Traders in Each Category                                    Total Traders:       355 
        20         31         37         55         76         75         64         58         79         24         27         29
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   208,119
Positions
    18,180      8,923      8,100     42,639     82,342      4,881     61,907      3,030     13,071      3,353          0          0     55,988     87,772
 
Changes from:       August 23, 2016                                  Total Change is:    15,097
    -1,049     -2,968      7,505        961     -5,746     -1,347      4,841        620     10,295     -4,311          0          0     -1,798      6,738
 
Percent of Open Interest Represented by Each Category of Trader
       8.7        4.3        3.9       20.5       39.6        2.3       29.7        1.5        6.3        1.6        0.0        0.0       26.9       42.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          4          4         10          6          7          .          4          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 3,080,867
Positions
    52,569    350,798     86,893  1,522,174    567,207    292,038    326,966    847,908    353,498    157,619    184,626     32,197    256,913    365,702
 
Changes from:       August 23, 2016                                  Total Change is:   -77,215
      -684    -13,587    -51,129     13,151    -25,024    -20,888    -11,426    -42,936     68,382    -33,815      8,157     -5,853    -34,953      5,663
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       11.4        2.8       49.4       18.4        9.5       10.6       27.5       11.5        5.1        6.0        1.0        8.3       11.9
 
Number of Traders in Each Category                                    Total Traders:       300 
        10         37         23         49         51         52         53         54         68         14         32         11
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is 1,023,280
Positions
   331,352    127,929    325,929     11,848     18,777     14,270     46,738    195,501    188,625     26,404      8,490     58,013     20,101     85,747
 
Changes from:       August 23, 2016                                  Total Change is:   102,372
    46,921     13,645      4,545      4,396     -3,734     -4,059       -232     10,250     17,863      1,193     -3,646     32,067       -322     35,440
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       12.5       31.9        1.2        1.8        1.4        4.6       19.1       18.4        2.6        0.8        5.7        2.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       139 
        18         36         44          .          8          4         18         42         40          4          6          8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is19,469,095
Positions
 3,735,262  1,538,268  3,505,179    387,933  1,843,875    648,234    573,760    936,932  7,935,189    652,195    625,589  1,214,406    816,937  1,221,423
 
Changes from:       August 23, 2016                                  Total Change is:   293,872
   102,831     49,872     45,242     53,905     41,328     49,775    -58,751    -55,588    115,857    -17,314    -10,654      5,849     -3,522     52,191
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        7.9       18.0        2.0        9.5        3.3        2.9        4.8       40.8        3.3        3.2        6.2        4.2        6.3
 
Number of Traders in Each Category                                    Total Traders:       321 
        28         58         83         15         29         36         38         94        115         19         30         32
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    28,250
Positions
     5,030      5,429          1         18     10,424        126     13,675      9,373          0      8,768      2,195        539         93        163
 
Changes from:       August 23, 2016                                  Total Change is:     1,017
      -320        820          1          0         16          0      1,252        455          0        113       -248        -41         12         14
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       19.2        0.0        0.1       36.9        0.4       48.4       33.2        0.0       31.0        7.8        1.9        0.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          7          .          .         12          .          6          7          0          4          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    37,097
Positions
     9,165     17,321          0        307      7,051        414     25,780      7,656          0      1,366      4,524          0         65        131
 
Changes from:       August 23, 2016                                  Total Change is:       572
      -155         59          0         16       -125          0        289        252          0        469        394        -49          2         41
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       46.7        0.0        0.8       19.0        1.1       69.5       20.6        0.0        3.7       12.2        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          0          .          4          .          8          8          0          .          4          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    55,870
Positions
       740     18,887        209     13,128      1,356      1,741      8,566     20,859     10,082     13,469        269         55      7,880      2,412
 
Changes from:       August 23, 2016                                  Total Change is:    -2,201
       432         72        143        288       -447         -4        252     -1,663        770     -4,087       -511        -29         33       -532
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       33.8        0.4       23.5        2.4        3.1       15.3       37.3       18.0       24.1        0.5        0.1       14.1        4.3
 
Number of Traders in Each Category                                    Total Traders:       124 
         .          5          .          9          .          .         36         25         19         37          .          .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   511,241
Positions
   149,514     20,809     25,805    118,679     46,750     30,787     53,897    244,443     78,578      6,824      8,347     21,445     25,712     34,277
 
Changes from:       August 23, 2016                                  Total Change is:     3,364
       180     -4,344      1,255      1,721      2,458       -441     -2,507      1,527     -2,262       -131       -696      2,622      2,927      3,245
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        4.1        5.0       23.2        9.1        6.0       10.5       47.8       15.4        1.3        1.6        4.2        5.0        6.7
 
Number of Traders in Each Category                                    Total Traders:       232 
        20         11         23         12         20         14         38         77         57         13         20         22
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE   ($100 X INDEX)                                 
CFTC Code #221602                                                    Open Interest is    23,379
Positions
        84      3,969          0     17,115          0        470      3,632     17,699        390      1,519        842          0        169          9
 
Changes from:       August 23, 2016                                  Total Change is:     2,503
         0        479          0      1,680          0        119        626      1,901          0         85          0          0         -7          4
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.0        0.0       73.2        0.0        2.0       15.5       75.7        1.7        6.5        3.6        0.0        0.7        0.0
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          8          0          .         10          6          .          4          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 30, 2016                                                                
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE   (GSCI X $250)                              
CFTC Code #256741                                                    Open Interest is    13,635
Positions
     1,725      8,049          0      9,833          0          0        559      5,332         56        508          0          0        954        198
 
Changes from:       August 23, 2016                                  Total Change is:       355
       -25         95          0        312          0          0         -8        195          9          1          0          0         66         56
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       59.0        0.0       72.1        0.0        0.0        4.1       39.1        0.4        3.7        0.0        0.0        7.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          0          5          0          0          .          5          .          .          0          0
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Updated September 2, 2016