Traders in Financial Futures - Futures Only Positions as of December 22, 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   163,581
Positions
    77,625      2,475        244     31,570     54,707        829     18,297     56,133        774     11,554      5,009        134     22,554     43,276
 
Changes from:       December 15, 2015                                Total Change is:   -26,194
    13,080        519    -29,551        458      1,388          8     -3,679        984     -1,134     -5,364      1,845       -211        199        -42
 
Percent of Open Interest Represented by Each Category of Trader
      47.5        1.5        0.1       19.3       33.4        0.5       11.2       34.3        0.5        7.1        3.1        0.1       13.8       26.5
 
Number of Traders in Each Category                                    Total Traders:        93 
         9          5          4          6         10          .         18         29          4         11          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    50,265
Positions
    24,813      2,443         12      1,236      2,060          0     18,558     25,549        174          0          0          0      5,472     20,027
 
Changes from:       December 15, 2015                                Total Change is:    -2,203
     3,861        398         -1          0       -464          0     -5,532     -2,425        -27          0          0          0       -504        316
 
Percent of Open Interest Represented by Each Category of Trader
      49.4        4.9        0.0        2.5        4.1        0.0       36.9       50.8        0.3        0.0        0.0        0.0       10.9       39.8
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          4          .          .          4          0         13         12          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   194,313
Positions
   111,498      2,095        530      6,953     69,851      1,397     52,889     59,818      2,574      1,812     18,377        145     16,515     39,526
 
Changes from:       December 15, 2015                                Total Change is:    28,468
    24,044       -863          2     -3,321      2,527         -6      5,303     13,361        583        960      6,037        141        762      6,686
 
Percent of Open Interest Represented by Each Category of Trader
      57.4        1.1        0.3        3.6       35.9        0.7       27.2       30.8        1.3        0.9        9.5        0.1        8.5       20.3
 
Number of Traders in Each Category                                    Total Traders:       106 
        12          4          .          .         20          6         25         31         11          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   197,375
Positions
    85,285      4,985         16     24,590     62,355      5,923     25,084     83,156      2,356     38,593      2,485        396     15,132     35,703
 
Changes from:       December 15, 2015                                Total Change is:     3,179
     6,825     -2,042         12      1,806      3,158         19     -1,020      1,209       -768         26        747        109     -3,830        735
 
Percent of Open Interest Represented by Each Category of Trader
      43.2        2.5        0.0       12.5       31.6        3.0       12.7       42.1        1.2       19.6        1.3        0.2        7.7       18.1
 
Number of Traders in Each Category                                    Total Traders:       120 
         9          5          .         13         24         11         20         40         12          4          5          .
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Traders in Financial Futures - Futures Only Positions as of December 22, 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   406,533
Positions
   144,981      9,437      1,451     91,825    106,047     13,171     38,680    168,264      2,533     56,426     27,140      2,086     55,380     76,404
 
Changes from:       December 15, 2015                                Total Change is:     1,696
    -1,253      1,983        500        121     -1,689       -398        971      4,160       -267        327         38        110      1,585     -2,741
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        2.3        0.4       22.6       26.1        3.2        9.5       41.4        0.6       13.9        6.7        0.5       13.6       18.8
 
Number of Traders in Each Category                                    Total Traders:       239 
        17         13          6         28         36         28         25         60         12         26         34         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   106,301
Positions
    66,943      1,498         88      1,973     22,939      1,900     20,248     24,325        402        753     28,441         97     13,897     26,611
 
Changes from:       December 15, 2015                                Total Change is:    -4,237
    11,069       -511         -2         -7     -5,074          3    -12,648      2,418         32       -134       -338         80     -2,630       -845
 
Percent of Open Interest Represented by Each Category of Trader
      63.0        1.4        0.1        1.9       21.6        1.8       19.0       22.9        0.4        0.7       26.8        0.1       13.1       25.0
 
Number of Traders in Each Category                                    Total Traders:        83 
        10          .          .          4         11          .         19         24          6          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    29,182
Positions
    20,129     20,586      1,207      3,413        113          0      2,240      3,649        592        536      2,349        235        830        451
 
Changes from:       December 15, 2015                                Total Change is:   -15,930
    -6,606    -10,014     -4,233          0        113          0       -766        221     -1,949       -235      2,236     -2,212         71        -92
 
Percent of Open Interest Represented by Each Category of Trader
      69.0       70.5        4.1       11.7        0.4        0.0        7.7       12.5        2.0        1.8        8.0        0.8        2.8        1.5
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          6          .          .          .          0          5          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   137,854
Positions
    54,332     66,450          0     47,744      6,675        464     27,721     49,935      1,275      3,119      5,898          0      3,199      7,157
 
Changes from:       December 15, 2015                                Total Change is:    -6,597
       -70      3,368        -27        -50         27          0     -7,180    -10,419        987       -101       -252          0       -156       -281
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       48.2        0.0       34.6        4.8        0.3       20.1       36.2        0.9        2.3        4.3        0.0        2.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       118 
         .          7          0          4         10          .         16         54         10         11         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    20,542
Positions
         0     13,287        400      4,217          0          0     11,865      3,859         35      3,295      1,537          0        730      1,424
 
Changes from:       December 15, 2015                                Total Change is:       835
         0        749          0       -288          0          0       -409       -243         15      1,625        346          0       -108        -32
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       64.7        1.9       20.5        0.0        0.0       57.8       18.8        0.2       16.0        7.5        0.0        3.6        6.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          4          .          .          0          0          7          9          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    24,057
Positions
     6,930      2,743          5      1,292      7,150          1     11,408      8,834        233      1,495        926          0      2,693      4,165
 
Changes from:       December 15, 2015                                Total Change is:       431
     1,591        433          5       -600        244          0       -799       -706        109       -103        223          0        228        123
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       11.4        0.0        5.4       29.7        0.0       47.4       36.7        1.0        6.2        3.8        0.0       11.2       17.3
 
Number of Traders in Each Category                                    Total Traders:        59 
         6          .          .          .          4          .         20         15          4          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    39,066
Positions
     9,206     26,434        135      3,998      2,346        509     17,216      3,000        350      1,026        725          0      6,627      5,568
 
Changes from:       December 15, 2015                                Total Change is:   -23,165
      -498     -2,854    -15,611       -837        275       -245     -2,931       -791       -862     -1,293     -1,686       -263       -627     -1,129
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       67.7        0.3       10.2        6.0        1.3       44.1        7.7        0.9        2.6        1.9        0.0       17.0       14.3
 
Number of Traders in Each Category                                    Total Traders:        84 
        16         14          .          9          5          5         25          6          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    78,131
Positions
    18,412     52,868        270      7,995      4,692      1,018     34,431      5,999        699      2,052      1,450          0     13,254     11,135
 
Changes from:       December 15, 2015                                Total Change is:   -46,329
      -996     -5,708    -31,221     -1,673        549       -490     -5,861     -1,581     -1,723     -2,586     -3,372       -525     -1,254     -2,258
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       67.7        0.3       10.2        6.0        1.3       44.1        7.7        0.9        2.6        1.9        0.0       17.0       14.3
 
Number of Traders in Each Category                                    Total Traders:        84 
        16         14          .          9          5          5         25          6          .          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   593,654
Positions
    53,659     59,895     15,905    237,327    160,769     60,939     73,739    126,241     19,457     19,422     40,538      8,135    105,070    101,774
 
Changes from:       December 15, 2015                                Total Change is:  -163,771
   -11,060    -28,446    -70,084      6,918      9,553    -20,822    -17,541      2,391    -32,921     -2,640    -10,922     -2,204    -13,416    -10,316
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       10.1        2.7       40.0       27.1       10.3       12.4       21.3        3.3        3.3        6.8        1.4       17.7       17.1
 
Number of Traders in Each Category                                    Total Traders:       544 
        33         34         21        117         80         88         72        109         64         39         59         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    83,587
Positions
    16,258      3,695        972     27,000     18,044      2,427      3,498      2,224        418      2,392      3,836      2,266     28,356     49,705
 
Changes from:       December 15, 2015                                Total Change is:   -44,870
      -848    -38,676     -4,807     -5,847     -2,692        -38    -14,146     -5,153     -1,077       -212     -1,742        -55    -17,840      9,370
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        4.4        1.2       32.3       21.6        2.9        4.2        2.7        0.5        2.9        4.6        2.7       33.9       59.5
 
Number of Traders in Each Category                                    Total Traders:        58 
         8          .          .         15          5          7         12         11          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 2,550,333
Positions
   229,348    323,340     32,322  1,065,870    727,860    278,326    368,001    636,884     78,400    100,513    198,874     13,981    383,572    260,346
 
Changes from:       December 15, 2015                                Total Change is:  -594,506
  -170,033    -67,821   -207,414     37,647     35,049    -77,741    -97,307    -42,613    -78,889     -1,198    -34,956    -21,689     22,118    -98,432
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       12.7        1.3       41.8       28.5       10.9       14.4       25.0        3.1        3.9        7.8        0.5       15.0       10.2
 
Number of Traders in Each Category                                    Total Traders:       533 
        31         36         19        112         78         85         71        109         56         38         58          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    86,384
Positions
    12,291     10,775        141     43,158     65,126      1,726     18,452      3,528        746          0        263          0      9,870      4,079
 
Changes from:       December 15, 2015                                Total Change is:    -6,680
       100     -5,375     -5,231     -1,028      3,939         47       -456        844        292       -230     -1,039          0       -174       -157
 
Percent of Open Interest Represented by Each Category of Trader
      14.2       12.5        0.2       50.0       75.4        2.0       21.4        4.1        0.9        0.0        0.3        0.0       11.4        4.7
 
Number of Traders in Each Category                                    Total Traders:        86 
         9          5          .         34         17         16         14          6          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    61,599
Positions
     1,676     37,440        109     32,266      9,570        828     17,429      8,272        579      2,986      1,500          5      5,722      3,296
 
Changes from:       December 15, 2015                                Total Change is:   -15,445
    -3,511     -1,161     -7,256        716        -65     -3,533     -1,230     -1,697     -1,833        172       -488       -444      1,473      1,033
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       60.8        0.2       52.4       15.5        1.3       28.3       13.4        0.9        4.8        2.4        0.0        9.3        5.4
 
Number of Traders in Each Category                                    Total Traders:       204 
        12         20          .         40         20          7         49         31         10         18         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   307,993
Positions
     8,378    187,201        543    161,330     47,850      4,142     87,143     41,358      2,893     14,931      7,499         25     28,608     16,482
 
Changes from:       December 15, 2015                                Total Change is:   -77,227
   -17,555     -5,806    -36,281      3,581       -326    -17,663     -6,148     -8,487     -9,164        859     -2,441     -2,222      7,366      5,163
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       60.8        0.2       52.4       15.5        1.3       28.3       13.4        0.9        4.8        2.4        0.0        9.3        5.4
 
Number of Traders in Each Category                                    Total Traders:       204 
        12         20          .         40         20          7         49         31         10         18         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   372,819
Positions
   132,381     36,828        774    110,371    169,183     24,344     75,241    110,683      6,178      7,319      9,827         36     16,175     14,966
 
Changes from:       December 15, 2015                                Total Change is:   -38,217
    12,997    -11,887    -18,714       -152      1,825      1,431    -26,366        958     -4,340      1,611     -2,065       -828     -3,856     -4,597
 
Percent of Open Interest Represented by Each Category of Trader
      35.5        9.9        0.2       29.6       45.4        6.5       20.2       29.7        1.7        2.0        2.6        0.0        4.3        4.0
 
Number of Traders in Each Category                                    Total Traders:       257 
        17         11          .         52         51         26         38         54         11         16         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    48,555
Positions
       510     16,251          0     21,348        573        199      9,791      6,738          0      6,377     21,445          0     10,330      3,349
 
Changes from:       December 15, 2015                                Total Change is:      -273
      -511        774          0       -543          0        -13        983       -815          0       -918        -40          0        729       -179
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       33.5        0.0       44.0        1.2        0.4       20.2       13.9        0.0       13.1       44.2        0.0       21.3        6.9
 
Number of Traders in Each Category                                    Total Traders:        55 
         .          9          0         18          .          .         10          8          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    68,106
Positions
    16,790      7,379      1,325     14,506      3,779        363     18,518      6,451      1,805      6,226        541          0      8,573     46,463
 
Changes from:       December 15, 2015                                Total Change is:       513
     1,492       -742        -37        526       -503        214     -1,318        -34      1,484     -1,075       -197          0       -773        328
 
Percent of Open Interest Represented by Each Category of Trader
      24.7       10.8        1.9       21.3        5.5        0.5       27.2        9.5        2.7        9.1        0.8        0.0       12.6       68.2
 
Number of Traders in Each Category                                    Total Traders:        76 
        16          6          .         11          .          .         25         10          6          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   169,499
Positions
     8,247     90,104        260    104,891     57,588      7,656     36,466      4,055      3,002      3,124      3,350          0      5,853      3,484
 
Changes from:       December 15, 2015                                Total Change is:   -24,951
    -2,173    -14,434     -5,974     11,910     -1,843       -683    -12,521         31     -1,195       -331      1,183        -48    -13,936     -1,988
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       53.2        0.2       61.9       34.0        4.5       21.5        2.4        1.8        1.8        2.0        0.0        3.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       114 
         8          9          .         38         25         16         15          5          4          6          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   447,568
Positions
    28,790    136,319        975    212,417    150,327     72,812     82,982     52,274     10,290     20,062     13,375      1,652     17,588      9,544
 
Changes from:       December 15, 2015                                Total Change is:   -36,570
    -7,637     -7,408     -9,654      2,741     -5,190     -6,211     -5,422      8,229     -3,536      2,552     -4,888     -2,146     -7,257     -5,766
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       30.5        0.2       47.5       33.6       16.3       18.5       11.7        2.3        4.5        3.0        0.4        3.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       246 
        15         23          5         61         44         38         29         32         15         25         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   521,144
Positions
     4,803     61,308      1,843    240,290    127,119     70,643     48,920     59,047     16,173      3,218     57,554      1,608    133,646    125,849
 
Changes from:       December 15, 2015                                Total Change is:    -3,260
     2,161     -2,371      1,087    -16,040     -5,414      1,071      5,649      6,853     -3,234        136       -401        677      5,233     -1,528
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       11.8        0.4       46.1       24.4       13.6        9.4       11.3        3.1        0.6       11.0        0.3       25.6       24.1
 
Number of Traders in Each Category                                    Total Traders:       143 
         .         15          5         37         25         30         21         26         12          4         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   616,380
Positions
     2,648     71,570        137    380,333    117,068     65,761     24,577    258,318     14,098      9,878      9,600        556    118,392     79,272
 
Changes from:       December 15, 2015                                Total Change is:   -21,068
    -1,353    -13,991       -396     -6,219        415        955      1,322     13,785    -15,761         -6        370        -38        428     -6,407
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.6        0.0       61.7       19.0       10.7        4.0       41.9        2.3        1.6        1.6        0.1       19.2       12.9
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          9          .         47         13         32          7         14         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   988,551
Positions
    49,917     93,322      2,082    284,371    286,634    101,310    223,176    206,188     42,127    180,273    118,388      1,830    103,465    136,670
 
Changes from:       December 15, 2015                                Total Change is:   -10,862
    -1,982     -3,207        372     -2,068      1,099    -13,094    -18,941     15,458      3,909     20,469    -12,734       -367        840     -2,298
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        9.4        0.2       28.8       29.0       10.2       22.6       20.9        4.3       18.2       12.0        0.2       10.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       253 
        12         28          4         45         40         42         38         35         28         19         36          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 2,496,673
Positions
    80,517    143,027     22,294    960,379    782,171    351,634    357,059    552,333     66,272    344,466    132,999     22,947    291,105    422,996
 
Changes from:       December 15, 2015                                Total Change is:   -98,929
     4,354    -10,550        729    -65,430    -22,105     -9,974     -8,186    -40,575    -25,810      9,253     11,883      1,506     -5,371     -4,033
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        5.7        0.9       38.5       31.3       14.1       14.3       22.1        2.7       13.8        5.3        0.9       11.7       16.9
 
Number of Traders in Each Category                                    Total Traders:       348 
        15         33          9         53         78         64         52         59         37         23         35         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 2,303,159
Positions
    46,005    234,021     29,241  1,205,687    486,549    307,572    222,900    644,655     64,839    180,014    187,724      5,914    240,987    342,644
 
Changes from:       December 15, 2015                                Total Change is:   -85,868
    17,887     -3,990     -9,736    -49,958    -13,152      2,625    -21,998    -41,558    -19,560    -13,229      7,528        726      7,375     -8,751
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       10.2        1.3       52.3       21.1       13.4        9.7       28.0        2.8        7.8        8.2        0.3       10.5       14.9
 
Number of Traders in Each Category                                    Total Traders:       269 
         9         31          7         45         46         48         34         51         34         14         39          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   729,687
Positions
   290,272    215,877    191,684      7,802      9,751     12,695     47,228     79,072    104,004     19,146     36,768     35,146     21,710     44,690
 
Changes from:       December 15, 2015                                Total Change is:   -40,104
     7,682     33,369    -18,695      6,185    -10,119     -2,067    -23,494    -28,626     -2,966     -6,365    -11,008      1,227     -1,611     -1,219
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       29.6       26.3        1.1        1.3        1.7        6.5       10.8       14.3        2.6        5.0        4.8        3.0        6.1
 
Number of Traders in Each Category                                    Total Traders:       106 
        13         33         36          .          5          .         16         18         29          4         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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 is10,204,274
Positions
 2,552,148  1,434,814  2,501,558    960,298  1,322,219    307,913    994,117  1,270,512  1,575,949    284,785    373,194    359,605    667,901  1,058,510
 
Changes from:       December 15, 2015                                Total Change is:   -28,637
   -19,859    -23,119     81,535     91,100   -214,457     27,590   -206,157     42,629     42,139    -11,776    -13,026     -6,311    -26,898     34,383
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       14.1       24.5        9.4       13.0        3.0        9.7       12.5       15.4        2.8        3.7        3.5        6.5       10.4
 
Number of Traders in Each Category                                    Total Traders:       269 
        31         46         72         12         27         23         32         71         84          7         28         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    29,493
Positions
     5,230        607          0        410     15,633          0     19,385      8,585          0      4,052      4,260        327         89         81
 
Changes from:       December 15, 2015                                Total Change is:      -329
      -494        170          0          0        253          0        139        312          0         35       -787          0         -9       -277
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        2.1        0.0        1.4       53.0        0.0       65.7       29.1        0.0       13.7       14.4        1.1        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          0          .          8          0          5          9          0          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    31,111
Positions
     2,279      1,872         16          0     15,281          1     27,641      8,740          0      1,105      5,129          0         69         72
 
Changes from:       December 15, 2015                                Total Change is:       353
     1,380      1,762         16          0       -645          0       -982       -106          0        -81       -641          0         20        -33
 
Percent of Open Interest Represented by Each Category of Trader
       7.3        6.0        0.1        0.0       49.1        0.0       88.8       28.1        0.0        3.6       16.5        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          .          0          9          .          5          4          0          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    65,071
Positions
     1,934     44,403          0     18,996        305      1,786     10,899      8,186      1,306     20,762      7,475          0      9,388      1,610
 
Changes from:       December 15, 2015                                Total Change is:    -6,424
      -124        294          0     -1,003        305        266       -166     -9,226        355     -5,001      1,286          0       -751        296
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       68.2        0.0       29.2        0.5        2.7       16.7       12.6        2.0       31.9       11.5        0.0       14.4        2.5
 
Number of Traders in Each Category                                    Total Traders:       149 
         6          4          0         14          .          .         36         13          8         63         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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   249,793
Positions
    66,589     69,039      7,231     20,875     25,162     46,662     46,215     41,452     32,458      8,327      2,544      4,392     17,044     20,853
 
Changes from:       December 15, 2015                                Total Change is:   -31,393
         2      6,372     -8,480    -12,646     -9,081      6,783       -621    -12,795     -9,214     -2,150     -3,173     -3,293     -1,774      1,488
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       27.6        2.9        8.4       10.1       18.7       18.5       16.6       13.0        3.3        1.0        1.8        6.8        8.3
 
Number of Traders in Each Category                                    Total Traders:       145 
        14         12         11         15          9         11         36         31         38         10          8          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 22, 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    19,556
Positions
       201      3,089          0      1,269        609      2,268     14,677     12,594        477        450        500          0        214         19
 
Changes from:       December 15, 2015                                Total Change is:    -2,465
        47          0        -99        -89        -99         89       -935     -1,371     -1,198       -134        500       -153          7       -134
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       15.8        0.0        6.5        3.1       11.6       75.1       64.4        2.4        2.3        2.6        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          7          .          4          8          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 25, 2015