Traders in Financial Futures - Futures Only Positions as of June 23, 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    81,380
Positions
    14,237      4,314        141     22,387     12,157        187      9,197     28,139      3,320      9,611      3,995          7     22,293     29,120
 
Changes from:       June 16, 2015                                    Total Change is:   -37,240
   -29,940    -32,498     -3,396       -105      1,844        174     -3,904       -389       -490       -425        523          0        846     -3,008
 
Percent of Open Interest Represented by Each Category of Trader
      17.5        5.3        0.2       27.5       14.9        0.2       11.3       34.6        4.1       11.8        4.9        0.0       27.4       35.8
 
Number of Traders in Each Category                                    Total Traders:        72 
         6          4          .          7         10          .         12         20          9          6          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    21,869
Positions
     2,363      4,419          8      1,144      1,500          5      8,974      2,838         14          0          0          0      9,361     13,085
 
Changes from:       June 16, 2015                                    Total Change is:     2,017
       -48      2,086          8          0       -250          0      1,097       -662        -11          0          0          0        971        846
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       20.2        0.0        5.2        6.9        0.0       41.0       13.0        0.1        0.0        0.0        0.0       42.8       59.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          .          .          .          .          8          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   178,641
Positions
    44,580     28,376        651     22,477     60,743        792     74,604     46,387      1,294      5,687     18,449        164     28,392     21,785
 
Changes from:       June 16, 2015                                    Total Change is:    32,006
      -741     19,614        108      7,366        -81        -58     19,442     12,486       -140        962      1,730        110      4,957     -1,763
 
Percent of Open Interest Represented by Each Category of Trader
      25.0       15.9        0.4       12.6       34.0        0.4       41.8       26.0        0.7        3.2       10.3        0.1       15.9       12.2
 
Number of Traders in Each Category                                    Total Traders:       119 
         6         10          4         10         15          5         27         31          5          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   247,839
Positions
   139,345      6,292        342     20,006     31,701      4,489     18,657    130,586      3,236     47,182      9,004        389     14,193     61,800
 
Changes from:       June 16, 2015                                    Total Change is:   -14,490
    11,152      5,510         64       -906    -16,648        439    -25,405     -2,193       -678       -278        243         89      1,033     -1,316
 
Percent of Open Interest Represented by Each Category of Trader
      56.2        2.5        0.1        8.1       12.8        1.8        7.5       52.7        1.3       19.0        3.6        0.2        5.7       24.9
 
Number of Traders in Each Category                                    Total Traders:       129 
        10          .          .         12         21          9         12         57          6          5          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   345,427
Positions
   124,562      6,721      1,408     57,914    114,558     13,956     47,174     92,842      2,193     56,852     39,778      1,992     39,376     71,979
 
Changes from:       June 16, 2015                                    Total Change is:    -4,718
    10,764      1,520       -198      9,039     -6,313       -205    -16,020     -3,354        405    -10,438      2,503       -313      2,248      1,237
 
Percent of Open Interest Represented by Each Category of Trader
      36.1        1.9        0.4       16.8       33.2        4.0       13.7       26.9        0.6       16.5       11.5        0.6       11.4       20.8
 
Number of Traders in Each Category                                    Total Traders:       238 
        22          8          5         24         33         20         32         51         17         27         40         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   116,184
Positions
    74,462      3,918          3        779     19,923        364     16,323     39,332        356      8,354     21,322          6     15,537     30,960
 
Changes from:       June 16, 2015                                    Total Change is:    -3,178
     5,969       -165          3          0     -1,810         60     -9,856     -2,092         29       -836       -414          0      1,453      1,211
 
Percent of Open Interest Represented by Each Category of Trader
      64.1        3.4        0.0        0.7       17.1        0.3       14.0       33.9        0.3        7.2       18.4        0.0       13.4       26.6
 
Number of Traders in Each Category                                    Total Traders:        69 
         9          .          .          .         11          .         15         20          5          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    42,254
Positions
    32,819     34,962      1,260      1,106          0          0      5,424      2,598        737        266      2,012        235        407        450
 
Changes from:       June 16, 2015                                    Total Change is:       861
       496          0          0         46          0          0        375        705          0          0        165          0        -56         -9
 
Percent of Open Interest Represented by Each Category of Trader
      77.7       82.7        3.0        2.6        0.0        0.0       12.8        6.1        1.7        0.6        4.8        0.6        1.0        1.1
 
Number of Traders in Each Category                                    Total Traders:        28 
         8          7          4          .          0          0          .          .          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   111,876
Positions
    50,615     47,851          0     20,673      3,053          0     34,038     48,170        427      3,316      6,263          0      2,807      6,112
 
Changes from:       June 16, 2015                                    Total Change is:   -21,784
      -215      1,967          0    -30,286        396        -17     10,081    -18,438       -589        875     -4,843          0     -1,633       -260
 
Percent of Open Interest Represented by Each Category of Trader
      45.2       42.8        0.0       18.5        2.7        0.0       30.4       43.1        0.4        3.0        5.6        0.0        2.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       113 
         4          8          0          5          6          0         20         47          9         12         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    15,544
Positions
     5,486      3,809      2,975        734          0          0      2,081      4,410        487        200        224      2,746        835        893
 
Changes from:       June 16, 2015                                    Total Change is:    -1,695
    -1,745          0          0         40          0          0        -66     -1,948        289          0          0          0       -213        -36
 
Percent of Open Interest Represented by Each Category of Trader
      35.3       24.5       19.1        4.7        0.0        0.0       13.4       28.4        3.1        1.3        1.4       17.7        5.4        5.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          .          .          .          0          0          4          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    42,911
Positions
    23,254        263          0      1,856      5,114          1     13,536     25,145        708        843      5,024          0      2,713      6,656
 
Changes from:       June 16, 2015                                    Total Change is:     5,742
     5,328        263          0        328      1,534          0       -708      2,171         58        523      1,090          0        213        626
 
Percent of Open Interest Represented by Each Category of Trader
      54.2        0.6        0.0        4.3       11.9        0.0       31.5       58.6        1.6        2.0       11.7        0.0        6.3       15.5
 
Number of Traders in Each Category                                    Total Traders:        90 
        10          .          0          5          7          .         17         31          5          .         17          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 AVERAGE - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                          
CFTC Code #12460+                                                    Open Interest is    53,299
Positions
    18,121     39,789         97      5,897      2,166        263     19,296      2,701        990      1,732      1,739          0      6,904      5,556
 
Changes from:       June 16, 2015                                    Total Change is:    -2,018
      -824      7,746     -5,427        950         37         23      5,473     -2,377     -1,136       -107       -235         -4       -967       -647
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       74.7        0.2       11.1        4.1        0.5       36.2        5.1        1.9        3.2        3.3        0.0       13.0       10.4
 
Number of Traders in Each Category                                    Total Traders:        93 
        13         20          .         11          4          5         20          9          .          7          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   106,597
Positions
    36,241     79,577        193     11,794      4,331        526     38,592      5,402      1,980      3,463      3,477          0     13,808     11,111
 
Changes from:       June 16, 2015                                    Total Change is:    -4,035
    -1,647     15,492    -10,854      1,900         74         46     10,945     -4,753     -2,271       -213       -469         -7     -1,934     -1,293
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       74.7        0.2       11.1        4.1        0.5       36.2        5.1        1.9        3.2        3.3        0.0       13.0       10.4
 
Number of Traders in Each Category                                    Total Traders:        93 
        13         20          .         11          4          5         20          9          .          7          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 #13874+                                                    Open Interest is   608,957
Positions
    44,819    117,121      6,534    292,469    111,267     58,498     70,110    164,459     16,046     19,807     39,696      3,159     97,515     92,177
 
Changes from:       June 16, 2015                                    Total Change is:  -209,173
    -7,589     -7,634    -75,848     11,662     -7,643    -25,012    -19,039      1,499    -29,762     -1,589     -6,832     -3,079    -58,917    -54,861
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       19.2        1.1       48.0       18.3        9.6       11.5       27.0        2.6        3.3        6.5        0.5       16.0       15.1
 
Number of Traders in Each Category                                    Total Traders:       556 
        33         35         21        125         74         84         61        134         63         41         53         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    93,876
Positions
     1,386     24,741      1,140     48,157     17,356      2,776      2,816      3,177         95      3,409      2,785        100     33,997     41,706
 
Changes from:       June 16, 2015                                    Total Change is:   -81,628
   -33,516       -532    -16,164    -17,128     -4,287        289     -6,456    -10,848       -860       -446       -256          0     -7,347    -48,970
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       26.4        1.2       51.3       18.5        3.0        3.0        3.4        0.1        3.6        3.0        0.1       36.2       44.4
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          5          .         16          5          8         12         11          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 2,575,407
Positions
   239,030    483,766      5,106  1,237,200    485,196    262,969    342,256    812,196     73,971     84,636    187,200     12,648    317,591    252,355
 
Changes from:       June 16, 2015                                    Total Change is:  -637,724
       846   -164,298   -169,631     86,282    -74,450    -68,837   -125,208       -558    -82,218     -7,617    -34,786    -13,492   -257,849    -29,454
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       18.8        0.2       48.0       18.8       10.2       13.3       31.5        2.9        3.3        7.3        0.5       12.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       545 
        32         36         18        118         72         79         61        134         56         40         52         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    91,736
Positions
     1,568     34,768        854     47,183     41,541      1,543     27,856      8,472      1,009          0        263          0     11,723      3,286
 
Changes from:       June 16, 2015                                    Total Change is:   -16,347
      -362     10,740    -15,103     -3,513       -856        -30      4,242     -1,959       -543       -440          0          0       -598     -8,596
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       37.9        0.9       51.4       45.3        1.7       30.4        9.2        1.1        0.0        0.3        0.0       12.8        3.6
 
Number of Traders in Each Category                                    Total Traders:        92 
         4         14          .         34         12         14         19          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #20974+                                                    Open Interest is    69,325
Positions
     3,281     48,790         81     33,699      5,139        773     20,588      7,755      1,145      3,732      1,940          0      6,025      3,702
 
Changes from:       June 16, 2015                                    Total Change is:   -18,384
    -1,916      9,885    -15,030      4,340       -652     -2,947      4,423     -2,124     -2,585        139        -57       -873     -3,935     -4,000
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       70.4        0.1       48.6        7.4        1.1       29.7       11.2        1.7        5.4        2.8        0.0        8.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       223 
        15         23          .         35         17          7         55         39         12         25         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   346,623
Positions
    16,407    243,949        404    168,494     25,695      3,864    102,938     38,773      5,727     18,662      9,701          0     30,127     18,510
 
Changes from:       June 16, 2015                                    Total Change is:   -44,309
    -1,635     59,184    -53,378     24,720     -3,260    -14,737     15,128    -11,499     -4,440     -2,806      1,605       -863     -6,298    -16,921
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       70.4        0.1       48.6        7.4        1.1       29.7       11.2        1.7        5.4        2.8        0.0        8.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       223 
        15         23          .         35         17          7         55         39         12         25         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   347,737
Positions
   103,334     56,062        134    119,166    152,723     16,129     70,737     90,208      4,377     11,980     12,651        118     21,762     15,335
 
Changes from:       June 16, 2015                                    Total Change is:   -53,330
     7,877     11,657    -28,069         17     -9,688     -1,104       -471    -13,230     -6,518    -21,088     -2,204     -1,168     -2,806     -3,006
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       16.1        0.0       34.3       43.9        4.6       20.3       25.9        1.3        3.4        3.6        0.0        6.3        4.4
 
Number of Traders in Each Category                                    Total Traders:       285 
        18         16          .         59         44         27         46         64         14         17         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    56,236
Positions
     2,175     11,884          2     30,224          0        129      8,949     15,443          0      4,255     21,885          0     10,502      6,893
 
Changes from:       June 16, 2015                                    Total Change is:     3,618
         0         75        -10        447          0         48      1,428      2,525        -45        867       -336          0        883      1,361
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       21.1        0.0       53.7        0.0        0.2       15.9       27.5        0.0        7.6       38.9        0.0       18.7       12.3
 
Number of Traders in Each Category                                    Total Traders:        63 
         .          7          .         20          0          .         12         12          0          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   113,918
Positions
    19,005      4,145      1,343     25,535      2,088        918     42,581     10,337        684     14,646        432         40      9,166     93,931
 
Changes from:       June 16, 2015                                    Total Change is:     2,748
      -883     -1,601       -570        126       -123          2      4,879      1,261        -15       -333        228         40       -498      3,526
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        3.6        1.2       22.4        1.8        0.8       37.4        9.1        0.6       12.9        0.4        0.0        8.0       82.5
 
Number of Traders in Each Category                                    Total Traders:        91 
        15          6          4         12          .          .         33         12          .          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   146,411
Positions
     4,198     86,471        508     90,495     33,443      5,559     30,457     10,803      3,202      5,610      2,636          0      6,382      3,789
 
Changes from:       June 16, 2015                                    Total Change is:    -9,796
    -1,318        262     -6,359       -742     -1,765       -228      1,297      4,974     -3,210      4,240     -1,111     -2,596       -880        237
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       59.1        0.3       61.8       22.8        3.8       20.8        7.4        2.2        3.8        1.8        0.0        4.4        2.6
 
Number of Traders in Each Category                                    Total Traders:       107 
         4         10          .         41         20         19         15          6          4          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   373,467
Positions
    26,694    159,606      1,356    175,024     85,020     49,921     70,595     41,373     11,292     18,170     15,034      1,526     18,889      8,339
 
Changes from:       June 16, 2015                                    Total Change is:   -47,029
   -13,239     -7,463    -10,189     14,413     -7,678     -8,243     -4,425     18,180     -7,403        490    -12,908     -1,189    -17,244    -10,136
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       42.7        0.4       46.9       22.8       13.4       18.9       11.1        3.0        4.9        4.0        0.4        5.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       234 
        16         23          5         64         33         30         36         24         11         24         14          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   484,453
Positions
     3,776     73,757      4,136    222,709     93,015     46,441     70,284     83,163      9,103      6,390     20,695        820    120,794    153,323
 
Changes from:       June 16, 2015                                    Total Change is:       573
     1,929      6,016        901      7,414     -9,354     -3,290        753      5,100       -530       -927       -751        343     -6,020      2,138
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       15.2        0.9       46.0       19.2        9.6       14.5       17.2        1.9        1.3        4.3        0.2       24.9       31.6
 
Number of Traders in Each Category                                    Total Traders:       147 
         4         16          .         28         26         26         32         25         14          7          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   597,597
Positions
    23,874     88,850      1,929    356,265     55,404     69,216     17,467    270,302     14,714      7,716      4,459          0    106,416     92,723
 
Changes from:       June 16, 2015                                    Total Change is:   -12,656
      -560     -4,375     -9,219      5,122     -1,133      1,327      2,178      4,437      2,408     -3,983          0          0     -9,929     -6,101
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       14.9        0.3       59.6        9.3       11.6        2.9       45.2        2.5        1.3        0.7        0.0       17.8       15.5
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          7          .         43         13         33          6         23         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 1,203,020
Positions
    34,742    109,863      3,038    212,670    424,066    122,859    515,314    176,518     66,781    120,860    149,536      9,347    117,409    141,012
 
Changes from:       June 16, 2015                                    Total Change is:    -3,030
   -13,003    -27,025      1,533      7,170     -6,608      8,386     15,475     12,494      1,454    -39,076      9,663      3,889     11,142     -6,816
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        9.1        0.3       17.7       35.3       10.2       42.8       14.7        5.6       10.0       12.4        0.8        9.8       11.7
 
Number of Traders in Each Category                                    Total Traders:       276 
         8         32          5         40         47         43         50         37         22         18         44         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 2,718,883
Positions
   134,322    125,789     19,723  1,117,068    891,095    283,273    427,154    668,923    121,080    335,859    151,829     13,304    267,100    443,867
 
Changes from:       June 16, 2015                                    Total Change is:    48,882
      -834    -12,860      1,729     45,109     66,418     -7,818     31,190     -1,999      1,688    -11,464     -7,269     -1,562     -9,156     10,555
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        4.6        0.7       41.1       32.8       10.4       15.7       24.6        4.5       12.4        5.6        0.5        9.8       16.3
 
Number of Traders in Each Category                                    Total Traders:       387 
        25         26         10         44         86         72         59         77         42         27         43         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 2,104,953
Positions
   115,029    202,602     22,816    772,303    549,485    267,161    438,536    351,247     95,040    118,915    217,725     32,069    243,084    366,808
 
Changes from:       June 16, 2015                                    Total Change is:    13,613
    17,839     10,934    -16,506     23,264     23,542     -1,040     15,452    -10,048     -5,819    -35,337     12,400     -2,737     18,497      2,887
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        9.6        1.1       36.7       26.1       12.7       20.8       16.7        4.5        5.6       10.3        1.5       11.5       17.4
 
Number of Traders in Each Category                                    Total Traders:       269 
        17         22          7         33         51         48         46         46         30         15         39          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   871,840
Positions
   380,776    209,194    221,242          0     13,096     15,684     18,905    140,454    138,204     40,107     37,929     37,625     19,297     58,412
 
Changes from:       June 16, 2015                                    Total Change is:     3,220
     7,682     20,787     -3,403          0       -333        -37      1,775    -14,490      8,261     -5,925     -6,656     -1,794     -3,339        885
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       24.0       25.4        0.0        1.5        1.8        2.2       16.1       15.9        4.6        4.4        4.3        2.2        6.7
 
Number of Traders in Each Category                                    Total Traders:       135 
        19         31         42          0          6          4         17         36         31          .         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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 is10,993,368
Positions
 2,420,227  1,242,765  2,912,864    273,126  1,795,065    337,521  1,847,076    829,481  1,694,311    362,085    582,022    327,611    818,547  1,271,728
 
Changes from:       June 16, 2015                                    Total Change is:   208,421
   101,396     62,085     56,725     39,197    -66,322        517    -56,266     10,288     38,313     25,433    104,438    -25,771     28,877     28,148
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       11.3       26.5        2.5       16.3        3.1       16.8        7.5       15.4        3.3        5.3        3.0        7.4       11.6
 
Number of Traders in Each Category                                    Total Traders:       287 
        33         49         74          7         29         24         35         76         87          9         40         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    43,995
Positions
     7,321      1,347          0        475     14,607          0     34,465     19,391          0      1,644      8,565         21         69         64
 
Changes from:       June 16, 2015                                    Total Change is:     1,221
       357        -96          0          0       -263          0      1,287      1,371          0       -443        231          0         20        -22
 
Percent of Open Interest Represented by Each Category of Trader
      16.6        3.1        0.0        1.1       33.2        0.0       78.3       44.1        0.0        3.7       19.5        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          5          0          .          8          0          5         11          0          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    31,275
Positions
     3,554        628         97          0     12,815          0     27,332      7,822          1        201      9,764         31         59        117
 
Changes from:       June 16, 2015                                    Total Change is:     1,596
       240        628         97          0        528          0      1,500        331          0       -246          0          0          5         12
 
Percent of Open Interest Represented by Each Category of Trader
      11.4        2.0        0.3        0.0       41.0        0.0       87.4       25.0        0.0        0.6       31.2        0.1        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        33 
         4          .          .          0          8          0          5          6          .          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    85,932
Positions
     1,816     58,924          0     19,860        302        559     15,745     22,830      1,252     33,552        125        208     12,940      1,732
 
Changes from:       June 16, 2015                                    Total Change is:      -349
       -25      4,635        -65     -1,549        168          9      1,626     -5,814        772       -834       -146         33       -316         59
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       68.6        0.0       23.1        0.4        0.7       18.3       26.6        1.5       39.0        0.1        0.2       15.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       181 
         4          .          0         10          .          .         32         16          9        111          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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   366,536
Positions
    94,427     15,790     22,263     81,860     40,959     23,064     51,730    160,122     49,715      4,408      6,761     16,970     22,099     30,892
 
Changes from:       June 16, 2015                                    Total Change is:    -6,845
   -21,311     -2,938     -2,507     28,639      3,662     -1,428     -2,669     -4,901     -5,989     -1,341        315      3,637     -3,876      3,304
 
Percent of Open Interest Represented by Each Category of Trader
      25.8        4.3        6.1       22.3       11.2        6.3       14.1       43.7       13.6        1.2        1.8        4.6        6.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       208 
        19         10         20         15         18         10         40         60         45         14         19         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 23, 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    17,182
Positions
        80      2,934          0      6,393      1,574        870      8,460     10,682        549        622        541          0        208         32
 
Changes from:       June 16, 2015                                    Total Change is:    -2,539
       -17          0          0     -2,548          0       -103      1,970     -1,293     -1,145       -750          2          0         54          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       17.1        0.0       37.2        9.2        5.1       49.2       62.2        3.2        3.6        3.1        0.0        1.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          6          .          .          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------


Updated July 26, 2015