Traders in Financial Futures - Futures Only Positions as of October 13, 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   116,800
Positions
    43,352      3,863        628     28,335     33,681        359      8,354     41,282      1,337     10,591      1,033        123     23,721     34,494
 
Changes from:       October 6, 2015                                  Total Change is:    -4,876
    -5,222      1,394         41     -2,673      7,063        -17        -35     -9,877        258        293       -454          0      2,479     -3,284
 
Percent of Open Interest Represented by Each Category of Trader
      37.1        3.3        0.5       24.3       28.8        0.3        7.2       35.3        1.1        9.1        0.9        0.1       20.3       29.5
 
Number of Traders in Each Category                                    Total Traders:        72 
         6          4          5          6          7          .         14         25          9          8          .          .
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Traders in Financial Futures - Futures Only Positions as of October 13, 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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    34,934
Positions
    17,993        968        112        816      1,671        420      7,220     13,791        159          0          0          0      8,214     17,813
 
Changes from:       October 6, 2015                                  Total Change is:    -3,892
    -2,870         49         14          0        306          0     -1,458     -3,093         30          0          0          0        392     -1,198
 
Percent of Open Interest Represented by Each Category of Trader
      51.5        2.8        0.3        2.3        4.8        1.2       20.7       39.5        0.5        0.0        0.0        0.0       23.5       51.0
 
Number of Traders in Each Category                                    Total Traders:        32 
         6          .          .          .          .          .          9         12          5          0          0          0
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Traders in Financial Futures - Futures Only Positions as of October 13, 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   152,164
Positions
    64,563      2,184        404     18,879     68,286      1,046     41,766     31,295      1,660      3,966     12,417        227     19,653     34,645
 
Changes from:       October 6, 2015                                  Total Change is:    -8,209
    -6,801        532        404      5,227     -8,273        152     -8,043     -1,467     -1,203      1,809        763        162         84        721
 
Percent of Open Interest Represented by Each Category of Trader
      42.4        1.4        0.3       12.4       44.9        0.7       27.4       20.6        1.1        2.6        8.2        0.1       12.9       22.8
 
Number of Traders in Each Category                                    Total Traders:        99 
        10          4          .          4         20          5         24         26          9          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   169,873
Positions
    68,675     16,608        240     21,851     52,088      3,915     27,558     59,660      2,926     22,076      3,880        157     22,475     30,399
 
Changes from:       October 6, 2015                                  Total Change is:      -907
    -2,279      9,185       -287     -1,171         30        155       -677     -5,285       -582      2,124       -698        118      1,692     -3,543
 
Percent of Open Interest Represented by Each Category of Trader
      40.4        9.8        0.1       12.9       30.7        2.3       16.2       35.1        1.7       13.0        2.3        0.1       13.2       17.9
 
Number of Traders in Each Category                                    Total Traders:       120 
         8          6          .         12         23         10         29         30         13          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   349,720
Positions
    92,589     40,516        186     79,278     88,492     15,129     41,637    101,741      3,093     70,328     36,644      1,816     45,664     62,103
 
Changes from:       October 6, 2015                                  Total Change is:    12,114
    -1,329     19,789       -192      5,093     -4,510       -781      2,077       -250     -1,050      4,638     -1,292         31      3,627        369
 
Percent of Open Interest Represented by Each Category of Trader
      26.5       11.6        0.1       22.7       25.3        4.3       11.9       29.1        0.9       20.1       10.5        0.5       13.1       17.8
 
Number of Traders in Each Category                                    Total Traders:       220 
        15         13          .         26         30         23         22         51         12         25         37         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   142,024
Positions
    99,449     22,673        626      4,144     22,358        635     14,338     37,319      1,324      5,378     26,937          0     16,130     30,152
 
Changes from:       October 6, 2015                                  Total Change is:     2,089
       219     13,369        166       -431        767       -343     -1,849     -5,826        848      1,211     -1,236          0      2,268     -5,656
 
Percent of Open Interest Represented by Each Category of Trader
      70.0       16.0        0.4        2.9       15.7        0.4       10.1       26.3        0.9        3.8       19.0        0.0       11.4       21.2
 
Number of Traders in Each Category                                    Total Traders:        82 
        11          4          .          .         10          4         14         25          6          .         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    40,033
Positions
    28,625     30,381      4,575      1,363          0          0      3,429      3,620        592        907        444          0        542        421
 
Changes from:       October 6, 2015                                  Total Change is:     1,174
      -535          0          0        -38          0          0      2,219      1,270          0          0          9          0       -472       -105
 
Percent of Open Interest Represented by Each Category of Trader
      71.5       75.9       11.4        3.4        0.0        0.0        8.6        9.0        1.5        2.3        1.1        0.0        1.4        1.1
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          6          5          .          0          0          .          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   116,418
Positions
    54,147     55,570        201     10,715      4,541        226     40,119     31,710      4,762      2,732     12,721          0      3,516      6,687
 
Changes from:       October 6, 2015                                  Total Change is:    -3,006
       -90      1,397         71        216        268         68     -4,199     -4,321         58        301       -422          0        569       -125
 
Percent of Open Interest Represented by Each Category of Trader
      46.5       47.7        0.2        9.2        3.9        0.2       34.5       27.2        4.1        2.3       10.9        0.0        3.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       110 
         5          9          .          4          8          .         20         38         11         13         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    24,387
Positions
    14,644      7,164          5      2,394        177          0      5,190     11,633      1,093        200      2,848          0        861      1,467
 
Changes from:       October 6, 2015                                  Total Change is:    -3,400
    -1,734          0          0         -1        177          0     -1,154     -3,155       -201          0        132       -168       -142       -185
 
Percent of Open Interest Represented by Each Category of Trader
      60.0       29.4        0.0        9.8        0.7        0.0       21.3       47.7        4.5        0.8       11.7        0.0        3.5        6.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          .          .          .          0          .         14          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    29,038
Positions
    19,670      3,646          0      1,499      5,507          1      5,112     12,972        109        822      1,450          0      1,825      5,353
 
Changes from:       October 6, 2015                                  Total Change is:    -2,892
    -2,557         26          0       -127       -101          0        -83     -1,204       -145       -292       -845          0        312       -623
 
Percent of Open Interest Represented by Each Category of Trader
      67.7       12.6        0.0        5.2       19.0        0.0       17.6       44.7        0.4        2.8        5.0        0.0        6.3       18.4
 
Number of Traders in Each Category                                    Total Traders:        60 
         8          .          0          4          5          .         10         22          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     7,241
Positions
     2,929          0          0      1,470      3,092         23      1,998      2,434         41        365        341          0        415      1,310
 
Changes from:       October 6, 2015                                  Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      40.5        0.0        0.0       20.3       42.7        0.3       27.6       33.6        0.6        5.0        4.7        0.0        5.7       18.1
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          .          .          .          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    37,572
Positions
    11,983      9,931      1,191      4,543      1,796        578     12,020     10,829         30      2,306      3,652          0      4,924      9,568
 
Changes from:       October 6, 2015                                  Total Change is:     2,904
     1,055      1,460          3        489          1         62      1,123       -180       -103         91        968          0        186        694
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       26.4        3.2       12.1        4.8        1.5       32.0       28.8        0.1        6.1        9.7        0.0       13.1       25.5
 
Number of Traders in Each Category                                    Total Traders:        91 
        20         11          .         10          .          4         17         19          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    75,144
Positions
    23,966     19,861      2,381      9,085      3,592      1,155     24,039     21,658         59      4,612      7,303          0      9,847     19,135
 
Changes from:       October 6, 2015                                  Total Change is:     5,808
     2,109      2,920          6        978          1        123      2,245       -359       -206        181      1,936          0        372      1,387
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       26.4        3.2       12.1        4.8        1.5       32.0       28.8        0.1        6.1        9.7        0.0       13.1       25.5
 
Number of Traders in Each Category                                    Total Traders:        91 
        20         11          .         10          .          4         17         19          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   692,719
Positions
   108,854     66,752     26,621    263,616    159,680     61,317     73,699    192,998     21,570     21,951     41,023      3,701    111,390    119,057
 
Changes from:       October 6, 2015                                  Total Change is:    -4,177
   -13,496      1,383      2,749     13,343     -4,394      1,480     -2,081      2,521      2,168     -3,581       -700        -42     -4,718     -9,344
 
Percent of Open Interest Represented by Each Category of Trader
      15.7        9.6        3.8       38.1       23.1        8.9       10.6       27.9        3.1        3.2        5.9        0.5       16.1       17.2
 
Number of Traders in Each Category                                    Total Traders:       603 
        35         44         30        118         84         78         71        140         69         43         67         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   105,550
Positions
    14,587      9,034      2,587     38,676     21,695      3,380     11,973      6,105         90      2,890      4,569        100     31,267     57,990
 
Changes from:       October 6, 2015                                  Total Change is:    -5,039
    -1,823      2,171         50     -1,952        917        111       -482       -119       -435     -1,098      1,532         -2        592     -9,264
 
Percent of Open Interest Represented by Each Category of Trader
      13.8        8.6        2.5       36.6       20.6        3.2       11.3        5.8        0.1        2.7        4.3        0.1       29.6       54.9
 
Number of Traders in Each Category                                    Total Traders:        68 
         5          7          .         17          5          8         10         14          .          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 2,935,847
Positions
   540,244    357,502     51,260  1,150,677    715,902    263,710    342,571    968,404     73,459     98,806    185,770     14,504    400,616    305,336
 
Changes from:       October 6, 2015                                  Total Change is:     4,308
   -51,264      3,163      6,395     75,316    -27,712      8,006    -12,679      8,516     17,698    -11,994    -10,738       -622    -26,548       -398
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       12.2        1.7       39.2       24.4        9.0       11.7       33.0        2.5        3.4        6.3        0.5       13.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       593 
        37         43         25        113         82         74         73        138         64         39         68         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    85,894
Positions
    23,925      7,696        785     38,084     61,441      1,835     12,415      8,669        421          0        467          0      8,429      4,580
 
Changes from:       October 6, 2015                                  Total Change is:    -2,686
    -3,666      3,418        529      2,516     -6,757         44     -1,105        858       -777          0          0          0       -227         -1
 
Percent of Open Interest Represented by Each Category of Trader
      27.9        9.0        0.9       44.3       71.5        2.1       14.5       10.1        0.5        0.0        0.5        0.0        9.8        5.3
 
Number of Traders in Each Category                                    Total Traders:        84 
         7          7          .         29         17         12         13          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    53,639
Positions
     5,082     24,685        414     29,779     10,697        936      9,294      9,547        318      3,384      2,341          7      4,425      4,693
 
Changes from:       October 6, 2015                                  Total Change is:     1,501
       -55      1,962        251        736         59        -75        171       -209        -80       -116       -125         -6        676       -276
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       46.0        0.8       55.5       19.9        1.7       17.3       17.8        0.6        6.3        4.4        0.0        8.2        8.7
 
Number of Traders in Each Category                                    Total Traders:       208 
        15         18          9         36         21          9         34         42          8         17         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   268,193
Positions
    25,408    123,427      2,072    148,894     53,484      4,680     46,472     47,733      1,592     16,918     11,705         34     22,123     23,466
 
Changes from:       October 6, 2015                                  Total Change is:     7,507
      -276      9,810      1,256      3,679        293       -377        853     -1,045       -400       -580       -623        -29      3,381     -1,378
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       46.0        0.8       55.5       19.9        1.7       17.3       17.8        0.6        6.3        4.4        0.0        8.2        8.7
 
Number of Traders in Each Category                                    Total Traders:       208 
        15         18          9         36         21          9         34         42          8         17         25          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   372,469
Positions
   138,187     32,790        377    111,178    180,584     16,990     74,165    109,027      5,405      9,046      9,880         18     17,103     17,398
 
Changes from:       October 6, 2015                                  Total Change is:   -16,280
   -17,169      7,321        251        890    -15,322        529     -1,978     -7,945        414        390       -871          0        393       -657
 
Percent of Open Interest Represented by Each Category of Trader
      37.1        8.8        0.1       29.8       48.5        4.6       19.9       29.3        1.5        2.4        2.7        0.0        4.6        4.7
 
Number of Traders in Each Category                                    Total Traders:       252 
        17         14          .         53         51         25         31         53         14         14         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    47,905
Positions
     2,657      3,271          0     25,053          0         95      6,072     20,901        115      6,128     15,131         16      7,769      8,376
 
Changes from:       October 6, 2015                                  Total Change is:     1,269
     1,721        138          0     -1,367          0         46        612        587        115        486       -218         16       -360        585
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        6.8        0.0       52.3        0.0        0.2       12.7       43.6        0.2       12.8       31.6        0.0       16.2       17.5
 
Number of Traders in Each Category                                    Total Traders:        62 
         5          5          0         16          0          .          9         16          .          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    90,435
Positions
    10,948      8,041      1,591     13,353        610        980     43,326     12,934        811      8,124      1,012          0     11,302     64,456
 
Changes from:       October 6, 2015                                  Total Change is:      -416
     1,162       -339       -587       -351       -569         -2     -1,748      2,122        139       -743        122          0      1,714     -1,302
 
Percent of Open Interest Represented by Each Category of Trader
      12.1        8.9        1.8       14.8        0.7        1.1       47.9       14.3        0.9        9.0        1.1        0.0       12.5       71.3
 
Number of Traders in Each Category                                    Total Traders:        89 
        15          6          4         13          .          .         36         10          5          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   162,835
Positions
     4,135     92,511        342     98,268     43,411      8,489     36,434      9,229      2,693      4,936      1,852          0      7,538      4,308
 
Changes from:       October 6, 2015                                  Total Change is:     2,922
       313      6,677         45        718     -3,200        540      1,269       -367        -71         26        -57          0         82       -645
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       56.8        0.2       60.3       26.7        5.2       22.4        5.7        1.7        3.0        1.1        0.0        4.6        2.6
 
Number of Traders in Each Category                                    Total Traders:       116 
         4         14          .         39         24         18         14          7          4          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   505,664
Positions
    61,865    162,291      1,033    200,172    146,407     88,989    105,263     61,488      7,888     18,263     22,517      2,174     20,017     12,877
 
Changes from:       October 6, 2015                                  Total Change is:     6,146
     7,040     32,227     -1,418    -10,055    -25,215      3,579      5,928      1,692     -1,069       -371     -2,878       -140      2,652       -632
 
Percent of Open Interest Represented by Each Category of Trader
      12.2       32.1        0.2       39.6       29.0       17.6       20.8       12.2        1.6        3.6        4.5        0.4        4.0        2.5
 
Number of Traders in Each Category                                    Total Traders:       248 
        18         24          5         57         44         35         30         33         14         24         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   521,887
Positions
     6,378     65,005        975    203,306    153,188     55,854     57,351     55,026     11,217     43,358     35,015      1,450    141,998    144,157
 
Changes from:       October 6, 2015                                  Total Change is:    17,345
      -685     11,506         17      9,499     -7,218     -3,864     12,384      5,042       -435        714      1,190        -42       -243     11,149
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.5        0.2       39.0       29.4       10.7       11.0       10.5        2.1        8.3        6.7        0.3       27.2       27.6
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         15          .         36         19         29         31         20         14         10         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   645,806
Positions
    11,626     98,226        318    393,585    102,020     72,900     19,174    262,645     14,803     15,292      6,994        605    117,503     87,295
 
Changes from:       October 6, 2015                                  Total Change is:     9,649
      -490     -1,759         98      8,460      1,537       -375     -2,668     12,296       -183         27          0          0      4,780     -1,965
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       15.2        0.0       60.9       15.8       11.3        3.0       40.7        2.3        2.4        1.1        0.1       18.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          9          .         45         13         32          8         18         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 1,107,222
Positions
    31,536    102,688      7,635    259,587    361,556    116,372    392,209    217,346     31,943    137,884    129,102      5,972    124,084    134,608
 
Changes from:       October 6, 2015                                  Total Change is:    26,712
     1,652      2,077     -1,358     14,151     -6,087      9,010      4,723     22,576     -4,414     -1,725      4,997        425      4,248       -514
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        9.3        0.7       23.4       32.7       10.5       35.4       19.6        2.9       12.5       11.7        0.5       11.2       12.2
 
Number of Traders in Each Category                                    Total Traders:       276 
        15         33          .         43         45         41         45         37         26         20         38         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 2,794,144
Positions
   116,741    220,337     14,416  1,201,296    700,716    309,245    459,754    843,020     76,980    249,744    194,522     28,080    337,888    406,828
 
Changes from:       October 6, 2015                                  Total Change is:    24,208
     7,221    -19,595     -3,714      6,037     51,005    -16,748     16,247     14,834      7,717     12,523     -7,650        790     -5,865     -2,431
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        7.9        0.5       43.0       25.1       11.1       16.5       30.2        2.8        8.9        7.0        1.0       12.1       14.6
 
Number of Traders in Each Category                                    Total Traders:       376 
        22         32         13         59         72         68         56         64         50         29         42         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 2,404,009
Positions
    34,615    284,658     18,228  1,190,369    470,460    283,748    370,392    701,625     78,014     99,591    218,471     23,870    305,182    324,935
 
Changes from:       October 6, 2015                                  Total Change is:   -10,205
    -4,506     30,311       -210     -8,755     -9,189     -9,129      2,621     -8,529       -983      6,434    -13,801     -2,502      6,825      3,827
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       11.8        0.8       49.5       19.6       11.8       15.4       29.2        3.2        4.1        9.1        1.0       12.7       13.5
 
Number of Traders in Each Category                                    Total Traders:       288 
         9         35          6         48         47         51         42         51         32         13         43          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   902,824
Positions
   276,362    258,241    243,372     64,007      8,367     15,446    152,382    114,690    101,367      2,800     58,787     30,024     17,064     72,530
 
Changes from:       October 6, 2015                                  Total Change is:    42,281
    -1,636     36,510    -32,204     64,007     -5,988     11,681    -10,027     11,577      8,108      1,185      1,655      2,819     -1,652      8,123
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       28.6       27.0        7.1        0.9        1.7       16.9       12.7       11.2        0.3        6.5        3.3        1.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       130 
        16         40         41          .          .          .         16         31         30          4         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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 is11,062,098
Positions
 1,919,086  1,501,574  3,117,451    520,611  1,681,297    332,447  1,783,294    625,596  1,707,287    370,374    430,560    500,404    811,144  1,165,482
 
Changes from:       October 6, 2015                                  Total Change is:    79,908
    28,640    -99,876     31,886      1,355     83,842        901     21,424     -1,650      1,036     -3,196    -30,162    -18,256     16,118    112,187
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       13.6       28.2        4.7       15.2        3.0       16.1        5.7       15.4        3.3        3.9        4.5        7.3       10.5
 
Number of Traders in Each Category                                    Total Traders:       288 
        32         56         83         10         25         26         46         62         89         14         26         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    43,631
Positions
    13,230        843          0        560     17,744         30     28,314     17,204        280      1,000      7,370        104        113         56
 
Changes from:       October 6, 2015                                  Total Change is:       124
       531          0          0          0       -157         30       -722        -12        280          0        -14          0          5         -3
 
Percent of Open Interest Represented by Each Category of Trader
      30.3        1.9        0.0        1.3       40.7        0.1       64.9       39.4        0.6        2.3       16.9        0.2        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0          .          8          .          5         11          .          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    41,008
Positions
    20,042      1,648          0          0     17,901          1     20,138     10,562          0        700     10,769          0        127        127
 
Changes from:       October 6, 2015                                  Total Change is:      -781
      -805       -183          0          0         64          0         72       -665          0       -100         -1          0         52          4
 
Percent of Open Interest Represented by Each Category of Trader
      48.9        4.0        0.0        0.0       43.7        0.0       49.1       25.8        0.0        1.7       26.3        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          0         10          .          7          6          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    72,734
Positions
     2,392     55,896         39     16,201      2,627        738     22,738      5,787      1,820     19,375      2,459        140      9,291      3,228
 
Changes from:       October 6, 2015                                  Total Change is:     1,777
       378        100       -100       -508      2,279         20      5,355     -1,736      1,187     -4,990     -1,602         -7        442      1,636
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       76.8        0.1       22.3        3.6        1.0       31.3        8.0        2.5       26.6        3.4        0.2       12.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       133 
         7          4          .          9          .          .         26         18         11         56          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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   332,413
Positions
    37,074     95,809     24,477     26,973     28,577     39,631     98,430     39,084     64,381      9,768      2,696     11,733     19,946     26,025
 
Changes from:       October 6, 2015                                  Total Change is:     9,204
    -7,237     -5,395      6,524      5,706       -813      2,603        545      2,091      5,890      1,248       -163     -4,926     -1,149      3,393
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       28.8        7.4        8.1        8.6       11.9       29.6       11.8       19.4        2.9        0.8        3.5        6.0        7.8
 
Number of Traders in Each Category                                    Total Traders:       160 
        15         11         21         12         11          9         41         34         50         17         11         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 13, 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    16,679
Positions
       138      3,058          0      3,267        378        713     11,080     11,537        386        747        567          0        348         40
 
Changes from:       October 6, 2015                                  Total Change is:    -3,544
        40          0          0      1,284     -3,237       -382     -4,650        102          0        180        -39          0        -16         12
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       18.3        0.0       19.6        2.3        4.3       66.4       69.2        2.3        4.5        3.4        0.0        2.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          6          .          .         11          6          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated October 16, 2015