Traders in Financial Futures - Options and Futures Combined 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   172,563
Positions
    63,263      3,109      3,717     24,750     33,276      1,076     27,604     59,088     14,492     11,289      8,903      1,805     24,567     47,096
 
Changes from:       July 14, 2015                                    Total Change is:    19,631
    10,857        640        378        317      4,323        493      3,707      2,126      3,749       -542      3,340        595         78      3,987
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        1.8        2.2       14.3       19.3        0.6       16.0       34.2        8.4        6.5        5.2        1.0       14.2       27.3
 
Number of Traders in Each Category                                    Total Traders:        95 
        10          .         10          6         11          .         18         26         15         11         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    30,772
Positions
     7,719      2,050        577      1,783      1,902          0      8,564      5,848      1,714      1,665          0          0      8,750     18,682
 
Changes from:       July 14, 2015                                    Total Change is:     6,428
     2,984       -699         47          0          0          0      3,346      2,966        316      1,074          0          0     -1,340      3,798
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        6.7        1.9        5.8        6.2        0.0       27.8       19.0        5.6        5.4        0.0        0.0       28.4       60.7
 
Number of Traders in Each Category                                    Total Traders:        31 
         6          .          .          .          .          0          9          8          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   188,476
Positions
    45,494     31,571      6,376     10,722     61,259      2,519     74,016     32,007     15,292      6,898     14,002      2,877     24,283     22,574
 
Changes from:       July 14, 2015                                    Total Change is:     6,644
       178      8,622        -99      3,971     -2,529       -553      1,743      4,204     -1,440      2,529       -817        279         36     -1,023
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       16.8        3.4        5.7       32.5        1.3       39.3       17.0        8.1        3.7        7.4        1.5       12.9       12.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         6          9         10          9         18          9         25         26         22          9         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   279,599
Positions
   132,518     36,676      6,965     18,527     44,858      5,727     29,118     97,387     16,787     48,362     11,185      4,427     17,168     55,587
 
Changes from:       July 14, 2015                                    Total Change is:     4,572
     1,044    -12,138        306     -2,923      2,660        203      3,755     10,732        630      2,238      1,243        253       -935        682
 
Percent of Open Interest Represented by Each Category of Trader
      47.4       13.1        2.5        6.6       16.0        2.0       10.4       34.8        6.0       17.3        4.0        1.6        6.1       19.9
 
Number of Traders in Each Category                                    Total Traders:       137 
         9          5          7         12         21         15         20         50         21          7         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   450,039
Positions
   137,267     11,279     21,532     71,074    103,150     21,116     35,124    108,584     48,121     59,111     36,470     12,719     43,977     87,069
 
Changes from:       July 14, 2015                                    Total Change is:    14,004
     5,485      1,100       -201      3,933     -5,331        778      3,758     10,981      2,236     -2,340       -729        369        -13      4,802
 
Percent of Open Interest Represented by Each Category of Trader
      30.5        2.5        4.8       15.8       22.9        4.7        7.8       24.1       10.7       13.1        8.1        2.8        9.8       19.3
 
Number of Traders in Each Category                                    Total Traders:       245 
        20          8          9         25         36         25         25         60         37         25         45         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   177,187
Positions
   126,229        268      5,422      2,331     30,938      1,609     12,110     58,519      8,588      2,985     23,720      2,187     15,728     45,937
 
Changes from:       July 14, 2015                                    Total Change is:    12,814
    15,371          6        696          8      3,779        206       -861      2,866      1,800     -3,357        624         -9     -1,041      2,846
 
Percent of Open Interest Represented by Each Category of Trader
      71.2        0.2        3.1        1.3       17.5        0.9        6.8       33.0        4.8        1.7       13.4        1.2        8.9       25.9
 
Number of Traders in Each Category                                    Total Traders:        96 
        15          .          9          .         11          4         14         36         12          6         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    49,064
Positions
    37,142     39,737      1,296      2,879          0          0      3,343      4,811        738      1,532        113      1,802        332        567
 
Changes from:       July 14, 2015                                    Total Change is:    -2,506
     2,097      2,317     -4,527       -231          0          0         96        -32          0         35       -207          0         24        -57
 
Percent of Open Interest Represented by Each Category of Trader
      75.7       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:        30 
         8          7          5          .          0          0          4          4          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   189,958
Positions
    65,695     43,765      5,151     53,878      4,414        282     19,050     77,284     39,284      3,362     11,023         63      3,193      8,693
 
Changes from:       July 14, 2015                                    Total Change is:    36,088
     6,334       -215      4,907      1,332        293         93      1,585      9,175     22,427        966        321     -1,645         89        732
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       23.0        2.7       28.4        2.3        0.1       10.0       40.7       20.7        1.8        5.8        0.0        1.7        4.6
 
Number of Traders in Each Category                                    Total Traders:       136 
         5          6          .          5          8          .         20         60         12         11         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    48,668
Positions
    18,026     31,272        246      6,648      2,077        364     13,642      5,515        939      1,695      1,541        329      6,779      6,385
 
Changes from:       July 14, 2015                                    Total Change is:       -53
    -1,089      3,449          1      1,220          9        -61       -934     -2,140         -3       -109       -616         -5        927       -689
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       64.3        0.5       13.7        4.3        0.7       28.0       11.3        1.9        3.5        3.2        0.7       13.9       13.1
 
Number of Traders in Each Category                                    Total Traders:        89 
        13         16          .         11          4          5         19         10          8          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    97,335
Positions
    36,052     62,544        492     13,295      4,153        727     27,284     11,029      1,879      3,389      3,083        658     13,559     12,770
 
Changes from:       July 14, 2015                                    Total Change is:      -105
    -2,178      6,898          2      2,439         18       -121     -1,868     -4,279         -5       -219     -1,231         -9      1,854     -1,377
 
Percent of Open Interest Represented by Each Category of Trader
      37.0       64.3        0.5       13.7        4.3        0.7       28.0       11.3        1.9        3.5        3.2        0.7       13.9       13.1
 
Number of Traders in Each Category                                    Total Traders:        89 
        13         16          .         11          4          5         19         10          8          9          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   792,396
Positions
    44,530    112,981     29,424    282,071    118,932     58,813     86,143    161,284    119,032     20,899     43,146     33,361    118,124    115,424
 
Changes from:       July 14, 2015                                    Total Change is:   -14,005
    -1,299      6,639      2,063      1,493     -1,388     -3,884      6,168      1,730     -9,514     -1,950     -1,431     -4,277     -2,805     -3,943
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       14.3        3.7       35.6       15.0        7.4       10.9       20.4       15.0        2.6        5.4        4.2       14.9       14.6
 
Number of Traders in Each Category                                    Total Traders:       613 
        34         39         34        118         69         85         77        126        106         80         69         75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   163,616
Positions
    14,517     19,611      5,569     43,712     19,590      4,970      4,369      7,679     33,829      4,237      3,819     13,397     39,016     55,152
 
Changes from:       July 14, 2015                                    Total Change is:    -1,947
     1,819      2,405        816     -1,472      1,287        872     -3,077       -559     -1,462       -726       -245        385        897     -5,446
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       12.0        3.4       26.7       12.0        3.0        2.7        4.7       20.7        2.6        2.3        8.2       23.8       33.7
 
Number of Traders in Each Category                                    Total Traders:        85 
         6          8          6         15          6          8         15         16         31          9          8         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,143,902
Positions
   223,826    540,615     45,513  1,202,844    507,756    258,162    431,277    790,438    403,606     88,238    201,559     94,894    395,541    301,359
 
Changes from:       July 14, 2015                                    Total Change is:   -60,291
    -5,567     31,195     -3,789     12,277    -15,924    -21,230     49,692     14,912    -43,730     -4,842     -4,648    -24,591    -18,512      7,514
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       17.2        1.4       38.3       16.2        8.2       13.7       25.1       12.8        2.8        6.4        3.0       12.6        9.6
 
Number of Traders in Each Category                                    Total Traders:       589 
        34         39         31        112         66         80         75        124        100         76         63         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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    70,507
Positions
     3,385     45,173        321     32,128      5,458        851     22,091      9,254      1,909      3,455      2,371        294      6,072      4,876
 
Changes from:       July 14, 2015                                    Total Change is:     8,130
      -278      4,328         54      1,148         79         98      6,542      3,243       -117        393        153       -190        479        481
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       64.1        0.5       45.6        7.7        1.2       31.3       13.1        2.7        4.9        3.4        0.4        8.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       235 
        17         23          6         36         17          7         53         40         23         25         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   352,537
Positions
    16,925    225,866      1,605    160,642     27,291      4,257    110,454     46,269      9,543     17,277     11,854      1,472     30,362     24,379
 
Changes from:       July 14, 2015                                    Total Change is:    40,650
    -1,391     21,641        272      5,739        396        492     32,710     16,214       -583      1,964        763       -948      2,394      2,403
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       64.1        0.5       45.6        7.7        1.2       31.3       13.1        2.7        4.9        3.4        0.4        8.6        6.9
 
Number of Traders in Each Category                                    Total Traders:       235 
        17         23          6         36         17          7         53         40         23         25         24          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   345,706
Positions
   109,299     65,490        614    125,937    150,396     13,944     62,684     86,224      4,660      7,118     10,226        424     21,027     13,728
 
Changes from:       July 14, 2015                                    Total Change is:    -3,769
    -2,596      7,283        369      5,907     -1,887       -953     -4,553     -9,020        686     -3,176       -421        217        329        -43
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       18.9        0.2       36.4       43.5        4.0       18.1       24.9        1.3        2.1        3.0        0.1        6.1        4.0
 
Number of Traders in Each Category                                    Total Traders:       261 
        21         10          .         59         44         29         46         51         13         10         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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   622,365
Positions
     2,040     80,013     25,926    237,099    117,863     72,922     51,688     79,285     58,516     23,177     16,119     16,824    134,172    154,895
 
Changes from:       July 14, 2015                                    Total Change is:    11,902
      -153     -1,442      2,749      7,999     18,981      5,021     -2,164      4,299    -14,236     18,212      1,173     -1,182     -4,342     -3,460
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       12.9        4.2       38.1       18.9       11.7        8.3       12.7        9.4        3.7        2.6        2.7       21.6       24.9
 
Number of Traders in Each Category                                    Total Traders:       160 
         6         16         14         36         27         39         23         32         37          9         11         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   608,889
Positions
    24,743     88,571        492    364,876     55,761     75,693     13,862    277,101     13,633      6,215      4,459        634    108,741     92,544
 
Changes from:       July 14, 2015                                    Total Change is:     2,685
      -640     -1,224         55      1,230        639      1,975        494      5,623        201       -245          0          0       -385     -4,585
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       14.5        0.1       59.9        9.2       12.4        2.3       45.5        2.2        1.0        0.7        0.1       17.9       15.2
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          8          .         48         12         33          5         22         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,406,749
Positions
    28,433    124,386     15,005    240,266    453,944    152,018    515,770    202,277    101,167    225,439    193,968     16,980    111,671    147,004
 
Changes from:       July 14, 2015                                    Total Change is:    17,170
       822       -699      2,997     -8,466     19,616     -2,985     -4,557      4,704      3,748     38,751     -5,322       -188    -12,954     -4,702
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        8.8        1.1       17.1       32.3       10.8       36.7       14.4        7.2       16.0       13.8        1.2        7.9       10.4
 
Number of Traders in Each Category                                    Total Traders:       290 
         9         33         12         40         51         48         48         39         41         23         47         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,239,888
Positions
    94,590    149,758    179,824  1,111,692    787,644    353,525    395,117    694,812    345,340    360,717    166,013    100,777    298,306    462,195
 
Changes from:       July 14, 2015                                    Total Change is:   -40,052
     3,026     -5,114     10,800     -1,027      4,673     -9,673     31,913     12,916    -46,346      3,958      3,932     -9,687    -23,016     -1,553
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        4.6        5.6       34.3       24.3       10.9       12.2       21.4       10.7       11.1        5.1        3.1        9.2       14.3
 
Number of Traders in Each Category                                    Total Traders:       402 
        17         36         40         47         82         81         57         73         86         36         54         44
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,393,182
Positions
    70,285    225,695     62,050    899,862    572,107    276,198    448,882    426,147    189,900    143,875    230,385     48,209    253,923    362,493
 
Changes from:       July 14, 2015                                    Total Change is:    71,219
    -5,476     22,201      4,861     92,110     39,918    -26,287     39,740     30,901    -10,186     12,234      7,807     -5,504    -30,274      7,508
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        9.4        2.6       37.6       23.9       11.5       18.8       17.8        7.9        6.0        9.6        2.0       10.6       15.1
 
Number of Traders in Each Category                                    Total Traders:       286 
        16         28         23         38         47         50         48         48         54         13         48         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   905,384
Positions
   371,483    199,572    264,329          0     21,530      8,980     35,172    137,620    134,967     42,268     54,546     26,964     21,220     56,876
 
Changes from:       July 14, 2015                                    Total Change is:      -673
   -18,720      1,686      9,094          0       -247      1,153      5,363     -8,613     -6,968      9,303      3,666        336       -234       -779
 
Percent of Open Interest Represented by Each Category of Trader
      41.0       22.0       29.2        0.0        2.4        1.0        3.9       15.2       14.9        4.7        6.0        3.0        2.3        6.3
 
Number of Traders in Each Category                                    Total Traders:       137 
        16         33         40          0         11          4         15         36         31          5         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 is17,833,339
Positions
 2,704,894  1,239,717  4,229,074    352,062  1,983,977    618,348  1,680,493    885,419  5,772,036    462,198    610,436  1,148,060    866,175  1,346,274
 
Changes from:       July 14, 2015                                    Total Change is:   228,793
    54,284      2,622     36,730     42,702     40,960     28,490    -74,159      8,163    150,551     24,935     -4,839    -23,090    -11,650    -10,793
 
Percent of Open Interest Represented by Each Category of Trader
      15.2        7.0       23.7        2.0       11.1        3.5        9.4        5.0       32.4        2.6        3.4        6.4        4.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       310 
        33         49         79         11         32         31         51         75        102         16         40         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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    99,016
Positions
     3,752     78,572         77     22,898          0        479     15,947     14,860      1,437     37,288        615        334     16,804      2,642
 
Changes from:       July 14, 2015                                    Total Change is:     9,969
       178      6,523        -40      2,519          0        -47      1,391      2,227         94      3,718        231        109      2,046        872
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       79.4        0.1       23.1        0.0        0.5       16.1       15.0        1.5       37.7        0.6        0.3       17.0        2.7
 
Number of Traders in Each Category                                    Total Traders:       220 
         7          4          .         14          0          .         42         13         12        133          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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