Traders in Financial Futures - Futures Only Positions as of July 14, 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   138,431
Positions
    51,386      1,224        223     24,410     29,202        155     25,935     57,324      2,928     11,764      5,743         17     21,613     41,615
 
Changes from:       July 7, 2015                                     Total Change is:    18,336
    15,641        -82         12       -108      4,508     -1,148      1,250      7,149        298        459        850          0      1,932      6,749
 
Percent of Open Interest Represented by Each Category of Trader
      37.1        0.9        0.2       17.6       21.1        0.1       18.7       41.4        2.1        8.5        4.1        0.0       15.6       30.1
 
Number of Traders in Each Category                                    Total Traders:        84 
        11          .          4          6         11          .         15         24          7          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    22,390
Positions
     4,755      2,749        264      1,783      1,902          0      5,325      3,417        114        591          0          0      9,558     13,944
 
Changes from:       July 7, 2015                                     Total Change is:    -1,350
        -7       -474        253          5        -57         -5     -2,711        313        105        591          0          0        419     -1,485
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       12.3        1.2        8.0        8.5        0.0       23.8       15.3        0.5        2.6        0.0        0.0       42.7       62.3
 
Number of Traders in Each Category                                    Total Traders:        23 
         5          .          .          .          .          0          5          4          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   157,073
Positions
    46,007     24,657      1,236      6,801     63,203      1,977     72,945     27,679      1,443      3,954     15,154          0     22,710     21,724
 
Changes from:       July 7, 2015                                     Total Change is:   -11,407
      -414     -4,099         76     -1,233      2,353       -387     -7,165     -7,712        -60       -708       -878          0     -1,516       -700
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       15.7        0.8        4.3       40.2        1.3       46.4       17.6        0.9        2.5        9.6        0.0       14.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       101 
         6          9          .          5         20          8         27         20          8          4         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   247,704
Positions
   131,772     48,695        108     21,102     43,111      3,854     24,763     86,737      3,464     46,237      9,205        442     15,962     52,088
 
Changes from:       July 7, 2015                                     Total Change is:    -3,124
    -3,960     13,358        -34      2,653     13,497     -2,029        733    -27,143       -174        680      1,104       -198       -795     -1,505
 
Percent of Open Interest Represented by Each Category of Trader
      53.2       19.7        0.0        8.5       17.4        1.6       10.0       35.0        1.4       18.7        3.7        0.2        6.4       21.0
 
Number of Traders in Each Category                                    Total Traders:       115 
         9          6          .          9         20          9         17         42          9          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   356,760
Positions
   131,332      8,737      3,080     67,461    110,647     15,924     33,476     99,335      2,214     61,779     39,186      2,383     39,111     75,254
 
Changes from:       July 7, 2015                                     Total Change is:     1,875
    -3,394     -1,304      1,397        496      1,403       -314     -3,278      3,471       -148      5,527      1,850        262      1,327     -4,742
 
Percent of Open Interest Represented by Each Category of Trader
      36.8        2.4        0.9       18.9       31.0        4.5        9.4       27.8        0.6       17.3       11.0        0.7       11.0       21.1
 
Number of Traders in Each Category                                    Total Traders:       229 
        19          9          5         23         34         22         26         49         13         27         40         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   148,406
Positions
   111,693        379        150      2,359     27,738        587     12,364     55,070         74      6,213     22,882          6     14,960     41,520
 
Changes from:       July 7, 2015                                     Total Change is:    12,758
    15,450       -171        138         59      4,390        -61     -1,484      8,325         30        168        457          0     -1,542       -350
 
Percent of Open Interest Represented by Each Category of Trader
      75.3        0.3        0.1        1.6       18.7        0.4        8.3       37.1        0.0        4.2       15.4        0.0       10.1       28.0
 
Number of Traders in Each Category                                    Total Traders:        86 
        14          .          .          .         11          .         14         30          7          7          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    51,549
Positions
    35,066     37,420      5,802      3,110          0          0      3,247      4,843        738      1,497        320      1,802        287        624
 
Changes from:       July 7, 2015                                     Total Change is:     3,298
      -184        295          0      1,206          0          0       -344      2,754         -1      1,109     -1,360      1,567        -55         43
 
Percent of Open Interest Represented by Each Category of Trader
      68.0       72.6       11.3        6.0        0.0        0.0        6.3        9.4        1.4        2.9        0.6        3.5        0.6        1.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         8          7          5          .          0          0          4          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   153,639
Positions
    59,346     44,004        208     52,546      4,121        189     17,459     68,154     16,718      2,410     10,700      1,694      3,069      7,851
 
Changes from:       July 7, 2015                                     Total Change is:    13,221
        65       -239        140     -2,582         27        189     -2,335     -4,759     16,342        132        209      1,649       -379       -337
 
Percent of Open Interest Represented by Each Category of Trader
      38.6       28.6        0.1       34.2        2.7        0.1       11.4       44.4       10.9        1.6        7.0        1.1        2.0        5.1
 
Number of Traders in Each Category                                    Total Traders:       128 
         5          6          .          4          7          .         21         56         12         11         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    18,124
Positions
     3,345      6,530      3,033        871          0          0      6,379      4,326          7        723        224      2,746      1,020      1,258
 
Changes from:       July 7, 2015                                     Total Change is:     1,141
      -116       -543        -31         63          0          0      1,388      2,183       -436        222          0          0         51        -32
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       36.0       16.7        4.8        0.0        0.0       35.2       23.9        0.0        4.0        1.2       15.2        5.6        6.9
 
Number of Traders in Each Category                                    Total Traders:        21 
         .          4          .          .          0          0          4          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    42,311
Positions
    30,207          0          1      1,483      4,529          1      7,514     24,265        379        191      6,718          0      2,535      6,418
 
Changes from:       July 7, 2015                                     Total Change is:      -562
     1,563          0         -6        -39       -193          0     -1,277       -348       -343        -49        672          0       -411       -344
 
Percent of Open Interest Represented by Each Category of Trader
      71.4        0.0        0.0        3.5       10.7        0.0       17.8       57.3        0.9        0.5       15.9        0.0        6.0       15.2
 
Number of Traders in Each Category                                    Total Traders:        83 
        10          0          .          4          8          .         13         31          5          .         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    47,511
Positions
    19,115     27,674        101      5,428      2,068        424     14,557      7,655        476      1,627      2,132         15      5,769      6,968
 
Changes from:       July 7, 2015                                     Total Change is:     3,852
       967       -765         70        598         -8         46      3,084      1,789        212       -539      1,682         -2       -584        829
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       58.2        0.2       11.4        4.4        0.9       30.6       16.1        1.0        3.4        4.5        0.0       12.1       14.7
 
Number of Traders in Each Category                                    Total Traders:        91 
        16         16          .         12          .          5         21         12          4          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    95,022
Positions
    38,230     55,348        202     10,856      4,135        848     29,113     15,309        952      3,254      4,264         29     11,538     13,935
 
Changes from:       July 7, 2015                                     Total Change is:     7,704
     1,934     -1,530        139      1,196        -15         91      6,168      3,577        423     -1,077      3,364         -3     -1,167      1,658
 
Percent of Open Interest Represented by Each Category of Trader
      40.2       58.2        0.2       11.4        4.4        0.9       30.6       16.1        1.0        3.4        4.5        0.0       12.1       14.7
 
Number of Traders in Each Category                                    Total Traders:        91 
        16         16          .         12          .          5         21         12          4          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   633,569
Positions
    46,766    106,297     15,677    280,105    119,733     57,792     76,164    158,549     20,455     21,885     42,036      4,290    110,435    108,740
 
Changes from:       July 7, 2015                                     Total Change is:   -10,799
      -889     12,818     -3,961         28     -1,183        373      1,685     -9,306         83      3,488     -1,180     -1,511    -10,095     -6,933
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       16.8        2.5       44.2       18.9        9.1       12.0       25.0        3.2        3.5        6.6        0.7       17.4       17.2
 
Number of Traders in Each Category                                    Total Traders:       554 
        34         39         22        116         75         77         66        120         67         45         58         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   107,388
Positions
    12,354     17,551      1,611     45,080     17,790      2,603      5,582      6,801        570      4,947      3,016      1,300     33,341     56,146
 
Changes from:       July 7, 2015                                     Total Change is:       385
    -1,322      8,163       -138        144        218        168      1,146     -1,049        475        942        205          0     -1,030     -7,657
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       16.3        1.5       42.0       16.6        2.4        5.2        6.3        0.5        4.6        2.8        1.2       31.0       52.3
 
Number of Traders in Each Category                                    Total Traders:        67 
         5          6          4         15          5          7         12         14          .          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 2,630,905
Positions
   232,843    504,513      9,545  1,188,726    523,314    262,344    374,328    780,160     78,005     88,467    198,878     11,175    385,472    262,971
 
Changes from:       July 7, 2015                                     Total Change is:   -55,922
   -18,711      2,400      1,762     -1,596     -8,018      2,041        -84    -44,063        816     12,093     -7,562     -6,918    -45,325      3,620
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       19.2        0.4       45.2       19.9       10.0       14.2       29.7        3.0        3.4        7.6        0.4       14.7       10.0
 
Number of Traders in Each Category                                    Total Traders:       542 
        35         38         19        110         73         73         66        120         63         44         56         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    79,945
Positions
     4,653     21,998      1,088     43,950     42,337      2,303     15,693      7,672      1,300        277        263          0     10,681      2,984
 
Changes from:       July 7, 2015                                     Total Change is:    -4,340
       650     -1,669        -60       -386       -724        -10     -4,398     -1,687         13         47          0          0       -196       -203
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       27.5        1.4       55.0       53.0        2.9       19.6        9.6        1.6        0.3        0.3        0.0       13.4        3.7
 
Number of Traders in Each Category                                    Total Traders:        83 
         6          8          .         34         13         14         13          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    60,800
Positions
     3,661     40,827         97     30,981      5,379        753     15,474      6,145      1,107      3,213      2,200         80      5,435      4,212
 
Changes from:       July 7, 2015                                     Total Change is:     1,581
      -472      2,128        -40        781       -177       -258      1,953       -964        -95       -371        355        -32        115        664
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       67.1        0.2       51.0        8.8        1.2       25.5       10.1        1.8        5.3        3.6        0.1        8.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       218 
        16         22          4         37         18          8         49         37         10         19         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   303,999
Positions
    18,306    204,133        486    154,903     26,895      3,765     77,370     30,727      5,533     16,063     11,002        400     27,173     21,058
 
Changes from:       July 7, 2015                                     Total Change is:     7,906
    -2,359     10,640       -201      3,907       -885     -1,291      9,766     -4,819       -476     -1,855      1,777       -161        576      3,322
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       67.1        0.2       51.0        8.8        1.2       25.5       10.1        1.8        5.3        3.6        0.1        8.9        6.9
 
Number of Traders in Each Category                                    Total Traders:       218 
        16         22          4         37         18          8         49         37         10         19         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   349,008
Positions
   111,895     58,207        245    120,030    152,283     14,897     67,149     95,245      3,866     10,294     10,637          0     20,632     13,628
 
Changes from:       July 7, 2015                                     Total Change is:     1,325
     1,980       -908         11      1,356     -1,262     -1,115     -1,944      5,725       -368      1,856     -1,118          0       -451        360
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       16.7        0.1       34.4       43.6        4.3       19.2       27.3        1.1        2.9        3.0        0.0        5.9        3.9
 
Number of Traders in Each Category                                    Total Traders:       260 
        21         10          .         56         45         27         44         56         10         10         18          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    56,125
Positions
     2,149     13,133         87     29,679        486        106      9,365     10,798          0      4,608     25,182          0     10,131      6,333
 
Changes from:       July 7, 2015                                     Total Change is:     1,095
      -174      1,095         70       -402        486         47         49     -2,095          0      1,221        772          0        284        720
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       23.4        0.2       52.9        0.9        0.2       16.7       19.2        0.0        8.2       44.9        0.0       18.1       11.3
 
Number of Traders in Each Category                                    Total Traders:        58 
         4          7          .         19          .          .         10          7          0          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   110,296
Positions
    20,611      3,618        541     26,149        904        907     33,463      9,160      1,422     18,907        412          4      8,292     93,328
 
Changes from:       July 7, 2015                                     Total Change is:    -2,988
     1,552     -3,624       -307       -397     -1,636       -129     -3,922        840         49      2,050        -80        -36     -1,848      1,935
 
Percent of Open Interest Represented by Each Category of Trader
      18.7        3.3        0.5       23.7        0.8        0.8       30.3        8.3        1.3       17.1        0.4        0.0        7.5       84.6
 
Number of Traders in Each Category                                    Total Traders:        87 
        16          7          4         13          .          .         25         15          5          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   147,721
Positions
     6,703     86,820        411     91,101     36,727      5,337     28,547      7,553      5,947      4,015      1,114          0      5,660      3,812
 
Changes from:       July 7, 2015                                     Total Change is:       751
     1,128     -1,921        158        634     -1,127        110     -2,935      1,139      2,093        162        229          0       -599         70
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       58.8        0.3       61.7       24.9        3.6       19.3        5.1        4.0        2.7        0.8        0.0        3.8        2.6
 
Number of Traders in Each Category                                    Total Traders:       112 
         6         14          .         40         22         17         14          5          5          7          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   393,878
Positions
    22,995    168,176      1,711    201,489     91,811     58,527     58,088     36,434     14,904     16,792      9,003      2,113     17,259     11,199
 
Changes from:       July 7, 2015                                     Total Change is:    13,182
     3,017      3,527       -145     15,887     -2,524      1,732     -3,965     12,953        843        101       -690        511     -4,799     -3,025
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       42.7        0.4       51.2       23.3       14.9       14.7        9.3        3.8        4.3        2.3        0.5        4.4        2.8
 
Number of Traders in Each Category                                    Total Traders:       237 
        15         24          6         61         40         27         29         31         12         23         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   484,848
Positions
     2,247     79,254      1,739    227,457     96,768     52,441     60,798     81,981     10,377      3,800     17,694        693    125,296    143,901
 
Changes from:       July 7, 2015                                     Total Change is:   -11,870
      -232     -8,776        649    -18,167     12,237     -2,031      3,701     -5,561        168     -1,084       -245       -374      5,500     -7,937
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       16.3        0.4       46.9       20.0       10.8       12.5       16.9        2.1        0.8        3.6        0.1       25.8       29.7
 
Number of Traders in Each Category                                    Total Traders:       140 
         6         16          4         32         21         29         26         26         16          5          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   605,317
Positions
    25,383     89,795        437    363,646     55,122     73,718     13,368    271,464     13,429      6,215      4,459        634    108,487     96,259
 
Changes from:       July 7, 2015                                     Total Change is:    10,725
       -11      8,797     -1,104      6,923     -1,572      1,099       -457      1,890        720        -80     -1,629         80      3,555      2,444
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       14.8        0.1       60.1        9.1       12.2        2.2       44.8        2.2        1.0        0.7        0.1       17.9       15.9
 
Number of Traders in Each Category                                    Total Traders:       100 
         4          7          .         45         13         33          5         22          8          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 1,281,826
Positions
    27,875    125,245      2,316    248,956    426,936    115,568    520,966    204,271     47,926    186,581    200,985      7,975    123,663    150,604
 
Changes from:       July 7, 2015                                     Total Change is:    57,732
    -2,343     14,194        366      8,866     12,398      6,225      7,076     35,086       -927     32,301    -16,195        288      5,880      6,297
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        9.8        0.2       19.4       33.3        9.0       40.6       15.9        3.7       14.6       15.7        0.6        9.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       285 
         8         34          6         41         48         46         46         38         26         23         47         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 2,696,755
Positions
    90,164    144,526     15,719  1,094,692    773,350    321,643    371,553    706,718    111,129    370,912    162,526     25,590    295,353    435,554
 
Changes from:       July 7, 2015                                     Total Change is:   -28,324
   -35,912     -6,578      3,789     -7,977    -20,539      3,358    -18,827    -29,204     12,669     26,428     -4,474     -2,344     -9,508     14,999
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        5.4        0.6       40.6       28.7       11.9       13.8       26.2        4.1       13.8        6.0        0.9       11.0       16.2
 
Number of Traders in Each Category                                    Total Traders:       379 
        20         31         11         45         80         71         53         72         48         32         45         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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 2,139,897
Positions
    75,594    204,026     19,405    804,601    529,842    291,859    421,231    406,343     85,847    131,576    223,964     31,569    278,215    347,042
 
Changes from:       July 7, 2015                                     Total Change is:     1,348
   -25,565     -4,656     -8,148      2,247      9,465     10,855    -24,055     12,548      2,765     36,647    -13,900     -3,418     10,020     -4,163
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        9.5        0.9       37.6       24.8       13.6       19.7       19.0        4.0        6.1       10.5        1.5       13.0       16.2
 
Number of Traders in Each Category                                    Total Traders:       277 
        17         23          6         36         48         52         48         47         33         15         43          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   889,222
Positions
   390,582    197,851    253,795          0     22,426      3,866     30,031    146,799    131,836     32,965     50,854     25,148     20,999     56,647
 
Changes from:       July 7, 2015                                     Total Change is:    22,669
    22,562     -2,105      6,731          0      2,879     -7,379        285     19,479      4,345     -3,359       -437     -1,135        619        291
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       22.2       28.5        0.0        2.5        0.4        3.4       16.5       14.8        3.7        5.7        2.8        2.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       135 
        18         32         40          0          9          .         17         37         28          .         16          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,399,834
Positions
 2,491,880  1,265,021  2,995,362    291,257  1,801,715    366,687  1,867,513    850,744  1,782,278    398,362    664,161    390,572    815,923  1,283,294
 
Changes from:       July 7, 2015                                     Total Change is:    -6,689
    41,794    -32,782    -64,464     29,258     41,299     -8,447    -20,045    -23,553     38,721    -34,739    -15,587     12,427     -1,194     45,697
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       11.1       26.3        2.6       15.8        3.2       16.4        7.5       15.6        3.5        5.8        3.4        7.2       11.3
 
Number of Traders in Each Category                                    Total Traders:       278 
        32         45         72          9         27         22         35         70         80          9         41         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    48,443
Positions
     8,504        691          0        475     16,296          0     37,163     22,540          0      2,192      8,810         21         88         85
 
Changes from:       July 7, 2015                                     Total Change is:     1,328
       286     -1,112          0          0      1,910          0        832         83          0        242        456          0        -32         -9
 
Percent of Open Interest Represented by Each Category of Trader
      17.6        1.4        0.0        1.0       33.6        0.0       76.7       46.5        0.0        4.5       18.2        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0          .          8          0          5         10          0          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    34,283
Positions
     5,451      1,745        110          0     13,491          0     27,438      7,498        698        505     10,609         31         50        101
 
Changes from:       July 7, 2015                                     Total Change is:       895
      -167        131        110          0        653          0        990         29          0         -3         27          0        -35        -55
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        5.1        0.3        0.0       39.4        0.0       80.0       21.9        2.0        1.5       30.9        0.1        0.1        0.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          0          8          0          6          8          .          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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    88,719
Positions
     3,651     71,988         17     20,379          0        526     14,556     12,622      1,247     33,557        443        131     14,655      1,745
 
Changes from:       July 7, 2015                                     Total Change is:      -573
       667      2,357          0     -1,573          0          7        554     -2,718       -615        220          3        -30        197        423
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       81.1        0.0       23.0        0.0        0.6       16.4       14.2        1.4       37.8        0.5        0.1       16.5        2.0
 
Number of Traders in Each Category                                    Total Traders:       199 
         8          4          .         14          0          .         35         13          6        121          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 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   329,967
Positions
    75,385     43,455     19,758     49,905     33,553     28,872     56,698     96,335     54,887      4,757      6,445     16,454     23,251     30,208
 
Changes from:       July 7, 2015                                     Total Change is:    13,396
     4,426     16,440     -5,615         52       -409      3,104     -1,194    -13,850      8,069        818      1,347      2,467      1,269      1,843
 
Percent of Open Interest Represented by Each Category of Trader
      22.8       13.2        6.0       15.1       10.2        8.7       17.2       29.2       16.6        1.4        2.0        5.0        7.0        9.2
 
Number of Traders in Each Category                                    Total Traders:       189 
        16         15         19         10         17          7         34         57         50         11         16         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 14, 2015                   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    20,547
Positions
       127      2,934          0      7,786      1,958        854     10,862     13,668        323        362        792          0        233         18
 
Changes from:       July 7, 2015                                     Total Change is:      -318
        29          0          0     -3,381         50       -139      3,372          3       -226          0          5          0         27        -11
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.3        0.0       37.9        9.5        4.2       52.9       66.5        1.6        1.8        3.9        0.0        1.1        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          7          .          .          8          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated July 18, 2015