Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   153,762
Positions
    62,273      1,313        262     24,750     33,836        155     29,025     59,403      4,405     11,215      8,948         42     21,635     45,398
 
Changes from:       July 14, 2015                                    Total Change is:    15,331
    10,887         89         39        340      4,634          0      3,090      2,079      1,477       -549      3,205         25         22      3,783
 
Percent of Open Interest Represented by Each Category of Trader
      40.5        0.9        0.2       16.1       22.0        0.1       18.9       38.6        2.9        7.3        5.8        0.0       14.1       29.5
 
Number of Traders in Each Category                                    Total Traders:        91 
        10          .          4          6         11          .         15         27          9          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,424
Positions
     7,745      2,050        239      1,783      1,902          0      8,690      6,464        114      1,665          0          0      8,188     17,655
 
Changes from:       July 14, 2015                                    Total Change is:     6,034
     2,990       -699        -25          0          0          0      3,365      3,047          0      1,074          0          0     -1,370      3,711
 
Percent of Open Interest Represented by Each Category of Trader
      27.2        7.2        0.8        6.3        6.7        0.0       30.6       22.7        0.4        5.9        0.0        0.0       28.8       62.1
 
Number of Traders in Each Category                                    Total Traders:        31 
         6          .          .          .          .          0         10          7          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   164,779
Positions
    46,064     32,659      1,241     10,297     61,088      1,379     74,423     31,099      1,569      6,890     14,661         24     22,892     21,059
 
Changes from:       July 14, 2015                                    Total Change is:     7,706
        57      8,002          5      3,496     -2,115       -598      1,478      3,420        126      2,936       -493         24        182       -665
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       19.8        0.8        6.2       37.1        0.8       45.2       18.9        1.0        4.2        8.9        0.0       13.9       12.8
 
Number of Traders in Each Category                                    Total Traders:       108 
         6          9          .          7         20          8         26         24         14          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   251,136
Positions
   133,032     36,517         66     18,040     45,580      4,255     28,944     97,714      3,307     47,913     10,797        460     15,119     52,440
 
Changes from:       July 14, 2015                                    Total Change is:     3,432
     1,260    -12,178        -42     -3,062      2,469        401      4,181     10,977       -157      1,676      1,592         18       -843        352
 
Percent of Open Interest Represented by Each Category of Trader
      53.0       14.5        0.0        7.2       18.1        1.7       11.5       38.9        1.3       19.1        4.3        0.2        6.0       20.9
 
Number of Traders in Each Category                                    Total Traders:       125 
         9          5          .          9         23         12         18         47         10          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   366,892
Positions
   134,966      9,140      2,593     71,564    106,579     15,772     37,069    109,230      3,442     59,539     38,050      2,840     39,107     79,246
 
Changes from:       July 14, 2015                                    Total Change is:    10,132
     3,634        403       -487      4,103     -4,068       -152      3,593      9,895      1,228     -2,240     -1,136        457         -4      3,992
 
Percent of Open Interest Represented by Each Category of Trader
      36.8        2.5        0.7       19.5       29.0        4.3       10.1       29.8        0.9       16.2       10.4        0.8       10.7       21.6
 
Number of Traders in Each Category                                    Total Traders:       230 
        18         10          4         24         36         22         26         52         13         27         36         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   159,796
Positions
   127,204        404        167      2,359     31,700        588     11,880     59,280         76      3,366     23,364         70     14,086     44,147
 
Changes from:       July 14, 2015                                    Total Change is:    11,390
    15,511         25         17          0      3,962          1       -484      4,210          2     -2,847        482         64       -874      2,627
 
Percent of Open Interest Represented by Each Category of Trader
      79.6        0.3        0.1        1.5       19.8        0.4        7.4       37.1        0.0        2.1       14.6        0.0        8.8       27.6
 
Number of Traders in Each Category                                    Total Traders:        91 
        14          .          .          .         11          .         14         34          6          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    49,028
Positions
    37,178     39,737      1,260      2,879          0          0      3,343      4,811        738      1,496        113      1,802        332        567
 
Changes from:       July 14, 2015                                    Total Change is:    -2,521
     2,112      2,317     -4,542       -231          0          0         96        -32          0         -1       -207          0         45        -57
 
Percent of Open Interest Represented by Each Category of Trader
      75.8       81.0        2.6        5.9        0.0        0.0        6.8        9.8        1.5        3.1        0.2        3.7        0.7        1.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         8          7          4          .          0          0          4          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   189,662
Positions
    65,665     43,786      5,111     53,878      4,414        282     18,965     77,287     39,168      3,363     11,023         62      3,168      8,529
 
Changes from:       July 14, 2015                                    Total Change is:    36,023
     6,319       -218      4,903      1,332        293         93      1,506      9,133     22,450        953        323     -1,632         99        678
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       23.1        2.7       28.4        2.3        0.1       10.0       40.7       20.7        1.8        5.8        0.0        1.7        4.5
 
Number of Traders in Each Category                                    Total Traders:       136 
         5          6          .          5          8          .         19         61         10         11         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    22,552
Positions
     3,345      8,503      3,033      1,121          0          0     10,582      6,002        693        200        224      2,746        832      1,351
 
Changes from:       July 14, 2015                                    Total Change is:     4,428
         0      1,973          0        250          0          0      4,203      1,676        686       -523          0          0       -188         93
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       37.7       13.4        5.0        0.0        0.0       46.9       26.6        3.1        0.9        1.0       12.2        3.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          5          .          .          0          0          4          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    38,544
Positions
    27,142        134          9      1,586      3,179          1      7,291     24,417        284          0      3,706          0      2,231      6,814
 
Changes from:       July 14, 2015                                    Total Change is:    -3,767
    -3,065        134          8        103     -1,350          0       -223        152        -95       -191     -3,012          0       -304        396
 
Percent of Open Interest Represented by Each Category of Trader
      70.4        0.3        0.0        4.1        8.2        0.0       18.9       63.3        0.7        0.0        9.6        0.0        5.8       17.7
 
Number of Traders in Each Category                                    Total Traders:        81 
         9          .          .          4          8          .         11         36          6          0         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    47,433
Positions
    18,026     31,126        103      6,648      2,077        364     13,575      5,515        493      1,519      1,464          8      6,699      6,286
 
Changes from:       July 14, 2015                                    Total Change is:       -79
    -1,089      3,452          2      1,220          9        -61       -982     -2,140         17       -109       -668         -7        930       -682
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       65.6        0.2       14.0        4.4        0.8       28.6       11.6        1.0        3.2        3.1        0.0       14.1       13.3
 
Number of Traders in Each Category                                    Total Traders:        87 
        13         16          .         11          4          5         19         10          5          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    94,865
Positions
    36,052     62,251        206     13,295      4,153        727     27,150     11,029        985      3,037      2,928         15     13,398     12,571
 
Changes from:       July 14, 2015                                    Total Change is:      -157
    -2,178      6,903          4      2,439         18       -121     -1,963     -4,280         33       -217     -1,336        -14      1,860     -1,364
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       65.6        0.2       14.0        4.4        0.8       28.6       11.6        1.0        3.2        3.1        0.0       14.1       13.3
 
Number of Traders in Each Category                                    Total Traders:        87 
        13         16          .         11          4          5         19         10          5          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   635,291
Positions
    45,773    113,544     17,778    282,477    118,049     53,229     82,431    161,057     20,795     19,976     41,488      4,909    107,923    104,443
 
Changes from:       July 14, 2015                                    Total Change is:     1,722
      -993      7,248      2,101      2,372     -1,684     -4,563      6,267      2,508        341     -1,909       -549        618     -2,512     -4,298
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       17.9        2.8       44.5       18.6        8.4       13.0       25.4        3.3        3.1        6.5        0.8       17.0       16.4
 
Number of Traders in Each Category                                    Total Traders:       547 
        34         39         23        119         67         75         72        121         71         41         53         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   104,900
Positions
    14,074     20,064      1,718     43,621     18,744      2,638      2,948      6,965        205      4,262      3,000      1,300     34,134     50,266
 
Changes from:       July 14, 2015                                    Total Change is:    -2,488
     1,720      2,513        107     -1,459        954         35     -2,634        164       -365       -685        -16          0        793     -5,880
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       19.1        1.6       41.6       17.9        2.5        2.8        6.6        0.2        4.1        2.9        1.2       32.5       47.9
 
Number of Traders in Each Category                                    Total Traders:        68 
         6          6          4         15          5          7         10         17          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,651,956
Positions
   225,981    534,887     12,814  1,205,332    507,574    241,905    415,523    788,568     84,843     84,007    197,876     12,606    368,945    270,883
 
Changes from:       July 14, 2015                                    Total Change is:    21,051
    -6,862     30,374      3,269     16,606    -15,740    -20,439     41,195      8,408      6,838     -4,460     -1,002      1,431    -16,527      7,912
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       20.2        0.5       45.5       19.1        9.1       15.7       29.7        3.2        3.2        7.5        0.5       13.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       535 
        34         39         19        113         65         71         72        120         62         41         51         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    80,842
Positions
     3,961     22,591      1,199     44,420     42,254      1,263     17,781      8,179      1,576          0        263          0     10,642      3,517
 
Changes from:       July 14, 2015                                    Total Change is:       897
      -692        593        111        470        -83     -1,040      2,088        507        276       -277          0          0        -39        533
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       27.9        1.5       54.9       52.3        1.6       22.0       10.1        1.9        0.0        0.3        0.0       13.2        4.4
 
Number of Traders in Each Category                                    Total Traders:        88 
         7          8          .         36         13         14         15          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    68,975
Positions
     3,385     45,243        140     32,128      5,458        851     22,006      9,202      1,111      3,463      2,318          3      5,887      4,648
 
Changes from:       July 14, 2015                                    Total Change is:     8,175
      -276      4,416         43      1,148         79         98      6,532      3,057          4        250        118        -77        452        436
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       65.6        0.2       46.6        7.9        1.2       31.9       13.3        1.6        5.0        3.4        0.0        8.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       230 
        17         23          4         36         17          7         51         40         14         23         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   344,873
Positions
    16,925    226,214        702    160,642     27,291      4,257    110,031     46,010      5,553     17,313     11,591         15     29,435     23,240
 
Changes from:       July 14, 2015                                    Total Change is:    40,874
    -1,381     22,081        216      5,739        396        492     32,661     15,283         20      1,250        589       -385      2,262      2,182
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       65.6        0.2       46.6        7.9        1.2       31.9       13.3        1.6        5.0        3.4        0.0        8.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       230 
        17         23          4         36         17          7         51         40         14         23         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   345,312
Positions
   109,299     65,490        614    125,937    150,396     13,944     62,634     86,216      4,551      7,118     10,237        250     20,965     13,614
 
Changes from:       July 14, 2015                                    Total Change is:    -3,696
    -2,596      7,283        369      5,907     -1,887       -953     -4,515     -9,029        685     -3,176       -400        250        333        -14
 
Percent of Open Interest Represented by Each Category of Trader
      31.7       19.0        0.2       36.5       43.6        4.0       18.1       25.0        1.3        2.1        3.0        0.1        6.1        3.9
 
Number of Traders in Each Category                                    Total Traders:       261 
        21         10          .         59         44         29         45         52          9         10         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    55,757
Positions
     2,374     13,158         87     29,672          0        169      8,820     11,403        400      3,692     25,779          0     10,543      4,761
 
Changes from:       July 14, 2015                                    Total Change is:      -368
       225         25          0         -7       -486         63       -545        605        400       -916        597          0        412     -1,572
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       23.6        0.2       53.2        0.0        0.3       15.8       20.5        0.7        6.6       46.2        0.0       18.9        8.5
 
Number of Traders in Each Category                                    Total Traders:        59 
         5          7          .         18          0          .         14          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   115,359
Positions
    22,680      5,075        856     28,003        889        746     33,870     10,720        844     19,156        425          0      9,204     95,804
 
Changes from:       July 14, 2015                                    Total Change is:     5,063
     2,069      1,457        315      1,854        -15       -161        407      1,560       -578        249         13         -4        912      2,476
 
Percent of Open Interest Represented by Each Category of Trader
      19.7        4.4        0.7       24.3        0.8        0.6       29.4        9.3        0.7       16.6        0.4        0.0        8.0       83.0
 
Number of Traders in Each Category                                    Total Traders:        88 
        17          9          4         13          .          .         26         13          6          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   148,929
Positions
     7,773     90,163        411     89,299     35,489      5,646     28,420      6,348      6,278      3,732      1,095          0      7,370      3,499
 
Changes from:       July 14, 2015                                    Total Change is:     1,208
     1,070      3,343          0     -1,802     -1,238        309       -127     -1,205        331       -283        -19          0      1,710       -313
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       60.5        0.3       60.0       23.8        3.8       19.1        4.3        4.2        2.5        0.7        0.0        4.9        2.3
 
Number of Traders in Each Category                                    Total Traders:       108 
         7         13          .         39         22         17         13          5          5          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   408,227
Positions
    22,413    178,016      1,913    215,702     90,691     56,032     58,828     48,449     15,954     18,729      5,980      1,520     17,136      9,672
 
Changes from:       July 14, 2015                                    Total Change is:    14,349
      -582      9,840        202     14,213     -1,120     -2,495        740     12,015      1,050      1,937     -3,023       -593       -123     -1,527
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       43.6        0.5       52.8       22.2       13.7       14.4       11.9        3.9        4.6        1.5        0.4        4.2        2.4
 
Number of Traders in Each Category                                    Total Traders:       237 
        13         24          6         67         36         30         30         32         11         22         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   508,180
Positions
     3,717     81,841        889    234,204    115,995     54,897     54,568     80,941     11,239     24,083     19,029      1,064    123,519    142,285
 
Changes from:       July 14, 2015                                    Total Change is:    23,332
     1,470      2,587       -850      6,747     19,227      2,456     -6,230     -1,040        862     20,283      1,335        371     -1,777     -1,616
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       16.1        0.2       46.1       22.8       10.8       10.7       15.9        2.2        4.7        3.7        0.2       24.3       28.0
 
Number of Traders in Each Category                                    Total Traders:       152 
         .         19          5         36         25         33         25         28         17          9          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   607,965
Positions
    24,791     88,571        444    364,826     55,761     75,693     13,862    277,083     13,623      6,215      4,459        634    107,877     91,697
 
Changes from:       July 14, 2015                                    Total Change is:     2,648
      -592     -1,224          7      1,180        639      1,975        494      5,619        194          0          0          0       -610     -4,562
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       14.6        0.1       60.0        9.2       12.5        2.3       45.6        2.2        1.0        0.7        0.1       17.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          8          .         48         12         33          5         22          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,298,790
Positions
    28,005    125,499      4,385    240,558    446,530    114,801    516,941    208,505     49,931    225,439    195,559      7,675    111,055    145,905
 
Changes from:       July 14, 2015                                    Total Change is:    16,964
       130        254      2,069     -8,398     19,594       -767     -4,025      4,234      2,005     38,858     -5,426       -300    -12,608     -4,699
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.7        0.3       18.5       34.4        8.8       39.8       16.1        3.8       17.4       15.1        0.6        8.6       11.2
 
Number of Traders in Each Category                                    Total Traders:       289 
         8         34          5         40         51         47         45         41         27         23         47          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,732,943
Positions
    90,047    145,057     30,173  1,098,675    778,190    315,380    405,619    717,624    113,402    372,457    169,087     28,965    278,225    435,065
 
Changes from:       July 14, 2015                                    Total Change is:    36,188
      -117        531     14,454      3,983      4,840     -6,263     34,066     10,906      2,273      1,545      6,561      3,375    -17,128       -489
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.3        1.1       40.2       28.5       11.5       14.8       26.3        4.1       13.6        6.2        1.1       10.2       15.9
 
Number of Traders in Each Category                                    Total Traders:       387 
        21         32          9         43         84         71         55         71         52         33         48         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,228,777
Positions
    68,616    224,930     25,639    897,544    569,927    267,358    458,735    434,322     88,995    139,201    231,584     32,916    249,773    353,106
 
Changes from:       July 14, 2015                                    Total Change is:    88,880
    -6,978     20,904      6,234     92,943     40,085    -24,501     37,504     27,979      3,148      7,625      7,620      1,347    -28,442      6,064
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.1        1.2       40.3       25.6       12.0       20.6       19.5        4.0        6.2       10.4        1.5       11.2       15.8
 
Number of Traders in Each Category                                    Total Traders:       281 
        16         27          7         38         47         48         48         47         37         13         45          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   888,107
Positions
   371,035    199,537    262,889          0     22,131      5,004     35,472    137,361    125,312     42,268     54,684     25,367     20,760     55,822
 
Changes from:       July 14, 2015                                    Total Change is:    -1,115
   -19,547      1,686      9,094          0       -295      1,138      5,441     -9,438     -6,524      9,303      3,830        219       -239       -825
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       22.5       29.6        0.0        2.5        0.6        4.0       15.5       14.1        4.8        6.2        2.9        2.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       135 
        16         33         40          0          9          .         17         34         27          5         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,451,253
Positions
 2,558,825  1,257,146  3,019,076    327,318  1,845,774    366,553  1,755,417    851,499  1,802,894    426,201    644,539    394,450    800,519  1,269,322
 
Changes from:       July 14, 2015                                    Total Change is:    51,419
    66,945     -7,875     23,714     36,061     44,059       -134   -112,096        755     20,616     27,839    -19,622      3,878    -15,404    -13,972
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       11.0       26.4        2.9       16.1        3.2       15.3        7.4       15.7        3.7        5.6        3.4        7.0       11.1
 
Number of Traders in Each Category                                    Total Traders:       275 
        33         44         72          8         27         21         33         72         81          9         39         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    50,354
Positions
     9,907      1,061          0        475     16,358          0     37,985     23,976          0      1,896      8,794         21         70        144
 
Changes from:       July 14, 2015                                    Total Change is:     1,911
     1,403        370          0          0         62          0        822      1,436          0       -296        -16          0        -18         59
 
Percent of Open Interest Represented by Each Category of Trader
      19.7        2.1        0.0        0.9       32.5        0.0       75.4       47.6        0.0        3.8       17.5        0.0        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          0          .          8          0          4         13          0          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    34,299
Positions
     6,049          0        100          0     14,450          0     26,912      7,981        836        305     10,862          0         97         70
 
Changes from:       July 14, 2015                                    Total Change is:        16
       598     -1,745        -10          0        959          0       -526        483        138       -200        253        -31         47        -31
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        0.0        0.3        0.0       42.1        0.0       78.5       23.3        2.4        0.9       31.7        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         5          0          .          0          8          0          6          9          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    98,609
Positions
     3,752     78,390         66     22,898          0        479     15,945     14,898      1,294     37,296        693        185     16,694      2,604
 
Changes from:       July 14, 2015                                    Total Change is:     9,890
       101      6,402         49      2,519          0        -47      1,389      2,276         47      3,739        250         54      2,039        859
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       79.5        0.1       23.2        0.0        0.5       16.2       15.1        1.3       37.8        0.7        0.2       16.9        2.6
 
Number of Traders in Each Category                                    Total Traders:       219 
         7          4          .         14          0          .         42         12         10        134          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   368,795
Positions
    75,303     43,781     21,612     54,693     41,158     24,811     91,507    128,015     57,288      8,087      8,387     12,648     22,846     31,095
 
Changes from:       July 14, 2015                                    Total Change is:    38,828
       -82        326      1,854      4,788      7,605     -4,061     34,809     31,680      2,401      3,330      1,942     -3,806       -405        887
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       11.9        5.9       14.8       11.2        6.7       24.8       34.7       15.5        2.2        2.3        3.4        6.2        8.4
 
Number of Traders in Each Category                                    Total Traders:       202 
        20         14         22          9         20         10         41         53         50         13         19         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 21, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    20,180
Positions
       166      2,934          0      6,773      1,908        775     11,363     13,185        323        362      1,032          0        418         23
 
Changes from:       July 14, 2015                                    Total Change is:      -367
        39          0          0     -1,013        -50        -79        501       -483          0          0        240          0        185          5
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       14.5        0.0       33.6        9.5        3.8       56.3       65.3        1.6        1.8        5.1        0.0        2.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          7          .          .          9          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated July 25, 2015