Traders in Financial Futures - Futures Only Positions as of August 4, 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   170,087
Positions
    86,296      1,379        136     26,283     39,182        156     19,688     67,154      5,334     11,866     12,878         42     20,286     43,826
 
Changes from:       July 28, 2015                                    Total Change is:     7,969
    10,424         97       -110       -341      3,857         -1     -3,373      2,710        407         93      1,567          0        870       -558
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        0.8        0.1       15.5       23.0        0.1       11.6       39.5        3.1        7.0        7.6        0.0       11.9       25.8
 
Number of Traders in Each Category                                    Total Traders:        99 
        11          .          4          6         11          .         19         29         12          9         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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    37,399
Positions
    16,217      2,243        191      1,787      2,624          0     10,354     12,397        116      2,169          0          0      6,565     19,828
 
Changes from:       July 28, 2015                                    Total Change is:     5,034
     4,573        536        -15          4        440          0      1,581      2,760          0       -320          0          0       -789      1,313
 
Percent of Open Interest Represented by Each Category of Trader
      43.4        6.0        0.5        4.8        7.0        0.0       27.7       33.1        0.3        5.8        0.0        0.0       17.6       53.0
 
Number of Traders in Each Category                                    Total Traders:        36 
         6          .          .          .          4          0          8         12          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   169,224
Positions
    46,762     39,074      1,011     15,923     62,190      1,240     71,764     25,928      2,124      7,209     14,627         24     23,167     23,006
 
Changes from:       July 28, 2015                                    Total Change is:    -4,071
       993     -3,111       -324      1,019       -327       -893     -2,305     -1,772       -126       -703       -247          0     -1,732      2,729
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       23.1        0.6        9.4       36.8        0.7       42.4       15.3        1.3        4.3        8.6        0.0       13.7       13.6
 
Number of Traders in Each Category                                    Total Traders:       110 
         6          9          .          8         19          6         30         23         13          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   252,655
Positions
   137,110     16,863         13     18,582     55,751      3,845     26,482    107,172      3,464     49,028     11,151        397     13,734     53,999
 
Changes from:       July 28, 2015                                    Total Change is:     6,386
     4,511    -17,904        -32       -748      6,056         77      3,017     14,343        214      1,265        979        -63     -1,855      2,716
 
Percent of Open Interest Represented by Each Category of Trader
      54.3        6.7        0.0        7.4       22.1        1.5       10.5       42.4        1.4       19.4        4.4        0.2        5.4       21.4
 
Number of Traders in Each Category                                    Total Traders:       136 
        11          4          .         11         22         11         20         49         12          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   367,885
Positions
   133,619     12,271      1,764     70,879    104,690     14,748     40,472    114,546      2,693     64,243     39,077      2,871     36,596     75,225
 
Changes from:       July 28, 2015                                    Total Change is:     9,945
    12,208      1,306       -240       -418      2,916     -1,352      2,612     10,195       -556       -388     -2,121       -544     -1,377        341
 
Percent of Open Interest Represented by Each Category of Trader
      36.3        3.3        0.5       19.3       28.5        4.0       11.0       31.1        0.7       17.5       10.6        0.8        9.9       20.4
 
Number of Traders in Each Category                                    Total Traders:       239 
        17         13          6         24         37         23         27         54         15         29         36         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   168,404
Positions
   137,848      1,167        172      2,865     27,626        591     10,366     63,796        981      1,356     27,807          0     14,225     46,264
 
Changes from:       July 28, 2015                                    Total Change is:     2,430
    -1,509        271         22        -17     -8,328          3      3,836      4,724        916         -8      4,907          0       -813        -85
 
Percent of Open Interest Represented by Each Category of Trader
      81.9        0.7        0.1        1.7       16.4        0.4        6.2       37.9        0.6        0.8       16.5        0.0        8.4       27.5
 
Number of Traders in Each Category                                    Total Traders:        95 
        13          .          .          .         11          .         13         38          8          5         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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    48,876
Positions
    36,903     39,737      1,260      2,455          0          0      3,713      4,434        737      1,514        255      1,802        492        651
 
Changes from:       July 28, 2015                                    Total Change is:        34
      -107          0          0       -281          0          0        272         24         -1         18        142          0        133       -131
 
Percent of Open Interest Represented by Each Category of Trader
      75.5       81.3        2.6        5.0        0.0        0.0        7.6        9.1        1.5        3.1        0.5        3.7        1.0        1.3
 
Number of Traders in Each Category                                    Total Traders:        28 
         8          7          4          .          0          0          .          .          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   191,087
Positions
    82,175     46,999      5,176     38,282      4,798        302     20,932     74,851     38,809      2,319     11,142         61      3,031      8,949
 
Changes from:       July 28, 2015                                    Total Change is:    -5,241
     7,694      4,318         65    -12,116       -334         53      1,059     -8,978       -959       -747        375       -398        108        617
 
Percent of Open Interest Represented by Each Category of Trader
      43.0       24.6        2.7       20.0        2.5        0.2       11.0       39.2       20.3        1.2        5.8        0.0        1.6        4.7
 
Number of Traders in Each Category                                    Total Traders:       135 
         9          5          .          5          8          .         18         63         11          8         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    22,359
Positions
     6,668      3,766      2,975      1,248        607          0      7,500      8,581          6        350      1,979      2,746        866      1,699
 
Changes from:       July 28, 2015                                    Total Change is:     2,056
       697     -2,478        -58         22        495          0      3,114      5,115     -1,960          0      1,279          0        241       -337
 
Percent of Open Interest Represented by Each Category of Trader
      29.8       16.8       13.3        5.6        2.7        0.0       33.5       38.4        0.0        1.6        8.9       12.3        3.9        7.6
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          .          .          .          .          0          4          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    38,530
Positions
    25,433      2,628          9      2,060      3,129          1      7,902     22,841        367        201      2,956          0      2,557      6,599
 
Changes from:       July 28, 2015                                    Total Change is:     1,043
      -212        941          0        210       -143          0        776        342        120         66        -66          0         83       -151
 
Percent of Open Interest Represented by Each Category of Trader
      66.0        6.8        0.0        5.3        8.1        0.0       20.5       59.3        1.0        0.5        7.7        0.0        6.6       17.1
 
Number of Traders in Each Category                                    Total Traders:        82 
         9          .          .          4          6          .         14         36          6          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     8,919
Positions
     5,714          0          0        472      3,053        174      2,056      2,340          0          0      1,796          0        503      1,556
 
Changes from:       July 28, 2015                                    Total Change is:       557
       276          0          0        -65        140        -12        242         95          0          0        160          0        116        174
 
Percent of Open Interest Represented by Each Category of Trader
      64.1        0.0        0.0        5.3       34.2        2.0       23.1       26.2        0.0        0.0       20.1        0.0        5.6       17.4
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          0          0          .          .          .          .          6          0          0          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    48,166
Positions
    18,689     30,140         77      6,570      2,064        407     11,468      8,393        331      4,072        716          0      6,555      6,040
 
Changes from:       July 28, 2015                                    Total Change is:     1,909
        66      2,654        -48        -61         -3         56        979       -611       -349      1,298        133          0        -32         77
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       62.6        0.2       13.6        4.3        0.8       23.8       17.4        0.7        8.5        1.5        0.0       13.6       12.5
 
Number of Traders in Each Category                                    Total Traders:        89 
        16         15          .         11          .          4         13         14          4         13          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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    96,332
Positions
    37,377     60,280        153     13,139      4,128        814     22,935     16,786        661      8,144      1,431          0     13,109     12,079
 
Changes from:       July 28, 2015                                    Total Change is:     3,817
       131      5,307        -96       -121         -5        112      1,957     -1,222       -698      2,595        266          0        -63        153
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       62.6        0.2       13.6        4.3        0.8       23.8       17.4        0.7        8.5        1.5        0.0       13.6       12.5
 
Number of Traders in Each Category                                    Total Traders:        89 
        16         15          .         11          .          4         13         14          4         13          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   651,953
Positions
    56,472    105,823     22,278    264,998    125,077     56,914     84,293    160,107     25,758     20,673     44,088      5,414    115,154    106,494
 
Changes from:       July 28, 2015                                    Total Change is:     4,774
     5,575     -9,804      3,056     -5,627      1,943     -2,212     -6,007        908      2,525        230      1,630        200      7,033      6,529
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       16.2        3.4       40.6       19.2        8.7       12.9       24.6        4.0        3.2        6.8        0.8       17.7       16.3
 
Number of Traders in Each Category                                    Total Traders:       564 
        36         37         27        119         71         81         71        124         65         45         60         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   109,579
Positions
    17,870     17,936      2,033     40,527     19,012      2,731      3,787      9,666        446      4,596      3,045      1,190     36,399     53,520
 
Changes from:       July 28, 2015                                    Total Change is:     3,439
     2,378     -2,528        100       -949         77        101        227        920         49        303         -5       -110      1,340      4,835
 
Percent of Open Interest Represented by Each Category of Trader
      16.3       16.4        1.9       37.0       17.4        2.5        3.5        8.8        0.4        4.2        2.8        1.1       33.2       48.8
 
Number of Traders in Each Category                                    Total Traders:        68 
         6          6          5         14          5          6         11         16          4          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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 2,711,872
Positions
   283,348    529,774     10,883  1,135,574    543,542    257,700    440,861    790,537     88,229     87,421    212,253     14,082    393,774    264,872
 
Changes from:       July 28, 2015                                    Total Change is:     6,674
    32,780    -19,587     -2,014    -28,960      3,756     -5,991    -18,964     12,146        171      1,171      9,709         16     28,465      8,468
 
Percent of Open Interest Represented by Each Category of Trader
      10.4       19.5        0.4       41.9       20.0        9.5       16.3       29.2        3.3        3.2        7.8        0.5       14.5        9.8
 
Number of Traders in Each Category                                    Total Traders:       553 
        35         38         23        113         70         78         75        120         56         44         58         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    80,367
Positions
     3,915     20,780      1,029     43,442     44,550      1,358     19,019      7,222      1,443        446        263          0      9,715      3,722
 
Changes from:       July 28, 2015                                    Total Change is:      -371
    -1,217        783       -160       -329        746       -600      2,634     -1,324        373         23          0          0     -1,095       -189
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       25.9        1.3       54.1       55.4        1.7       23.7        9.0        1.8        0.6        0.3        0.0       12.1        4.6
 
Number of Traders in Each Category                                    Total Traders:        88 
         6          9          .         37         12         13         14          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    70,634
Positions
     3,748     47,721        235     33,764      5,871        709     21,074      8,616      1,122      3,870      2,623          3      6,110      3,735
 
Changes from:       July 28, 2015                                    Total Change is:    -1,670
       233     -3,211        110        205        -73        -25     -2,121      1,175        -71        150        179          0       -151        245
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       67.6        0.3       47.8        8.3        1.0       29.8       12.2        1.6        5.5        3.7        0.0        8.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       236 
        17         20          4         39         18          7         58         34          9         24         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   353,171
Positions
    18,738    238,603      1,175    168,822     29,357      3,545    105,370     43,080      5,608     19,350     13,113         15     30,548     18,675
 
Changes from:       July 28, 2015                                    Total Change is:    -8,352
     1,166    -16,054        550      1,026       -364       -127    -10,606      5,876       -353        749        896          0       -757      1,224
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       67.6        0.3       47.8        8.3        1.0       29.8       12.2        1.6        5.5        3.7        0.0        8.6        5.3
 
Number of Traders in Each Category                                    Total Traders:       236 
        17         20          4         39         18          7         58         34          9         24         26          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   345,454
Positions
   116,555     42,667        656    128,528    158,487     13,617     55,266    101,384      3,866      8,586     10,403         38     18,342     14,336
 
Changes from:       July 28, 2015                                    Total Change is:    -4,528
     1,887     -8,560         44      2,487       -708       -470     -5,458      9,664     -1,580        627       -560       -279     -1,786     -2,079
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       12.4        0.2       37.2       45.9        3.9       16.0       29.3        1.1        2.5        3.0        0.0        5.3        4.1
 
Number of Traders in Each Category                                    Total Traders:       267 
        22         13          .         59         44         30         41         54         12         12         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    55,194
Positions
     2,504     13,053         87     29,696          0        137      7,112     11,483        710      3,913     25,233          0     11,035      4,491
 
Changes from:       July 28, 2015                                    Total Change is:     1,103
       474         20          0       -668          0         64        624        186        467       -677       -161          0        819        527
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       23.6        0.2       53.8        0.0        0.2       12.9       20.8        1.3        7.1       45.7        0.0       20.0        8.1
 
Number of Traders in Each Category                                    Total Traders:        58 
         4          7          .         18          0          .         13          7          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   122,778
Positions
    23,951      4,209        585     30,335        982        982     38,985     12,692        410     19,218        712          3      8,309    102,203
 
Changes from:       July 28, 2015                                    Total Change is:     6,447
       742     -1,340        -62      3,183         35        118      2,325      1,855       -503        664       -209          0        -20      6,553
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        3.4        0.5       24.7        0.8        0.8       31.8       10.3        0.3       15.7        0.6        0.0        6.8       83.2
 
Number of Traders in Each Category                                    Total Traders:        94 
        20          7          4         13          .          .         31         14          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   155,176
Positions
     9,049     94,947        442     91,998     36,189      6,098     30,386      5,612      6,774      4,064      1,322          0      6,365      3,792
 
Changes from:       July 28, 2015                                    Total Change is:     2,571
      -161        717         35      2,088     -1,704        717        120      1,891        675         43         33          0       -946        207
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       61.2        0.3       59.3       23.3        3.9       19.6        3.6        4.4        2.6        0.9        0.0        4.1        2.4
 
Number of Traders in Each Category                                    Total Traders:       112 
         6         13          .         40         22         16         15          6          5          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   424,021
Positions
    21,144    174,021      1,677    243,158     96,092     50,238     61,354     65,015     10,122     16,686     11,670      3,290     16,352     11,896
 
Changes from:       July 28, 2015                                    Total Change is:    30,176
     1,120      9,992        454     35,899     -4,970     -6,657      6,645     31,185     -6,230         26      3,869       -347       -734      2,880
 
Percent of Open Interest Represented by Each Category of Trader
       5.0       41.0        0.4       57.3       22.7       11.8       14.5       15.3        2.4        3.9        2.8        0.8        3.9        2.8
 
Number of Traders in Each Category                                    Total Traders:       243 
        17         25          5         65         36         29         29         31         11         22         18         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   526,168
Positions
     2,553     76,290      4,049    216,978    144,203     58,851     56,116     52,308     14,597     41,516     21,905      1,480    130,028    152,485
 
Changes from:       July 28, 2015                                    Total Change is:    18,242
       507     -6,707      3,390       -903     25,936     -1,834     -3,198    -11,003      3,933     12,420        -41         15      3,912      4,553
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       14.5        0.8       41.2       27.4       11.2       10.7        9.9        2.8        7.9        4.2        0.3       24.7       29.0
 
Number of Traders in Each Category                                    Total Traders:       143 
         .         16          7         36         26         33         26         22         22          5         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   605,175
Positions
    22,492     95,176        486    364,317     56,538     67,681     16,167    265,870     13,953      2,587      4,459          0    117,492    101,012
 
Changes from:       July 28, 2015                                    Total Change is:    -7,139
    -6,182       -723       -143     -5,153     -2,301     -6,135       -999     -9,111      1,952       -846          0       -666     11,033      9,988
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       15.7        0.1       60.2        9.3       11.2        2.7       43.9        2.3        0.4        0.7        0.0       19.4       16.7
 
Number of Traders in Each Category                                    Total Traders:        93 
         .          8          .         45         11         31          5         19         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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 1,348,611
Positions
    21,533    130,800      8,095    267,217    465,756    128,601    500,061    224,149     51,976    247,703    183,623      9,374    114,051    146,237
 
Changes from:       July 28, 2015                                    Total Change is:    39,602
    -1,847     10,687      3,892     20,005     23,650      1,606      1,446      5,761      2,706      9,775     -9,914      1,625        394       -411
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        9.7        0.6       19.8       34.5        9.5       37.1       16.6        3.9       18.4       13.6        0.7        8.5       10.8
 
Number of Traders in Each Category                                    Total Traders:       294 
         8         36          6         40         52         44         51         37         28         22         47         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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 2,923,638
Positions
    93,406    177,659     28,108  1,245,975    709,337    337,745    448,096    869,397    126,104    313,193    184,988     27,820    303,191    462,480
 
Changes from:       July 28, 2015                                    Total Change is:   125,322
    26,091     34,708       -549    112,061    -87,209     12,268    -37,539    122,393     22,969    -22,833      7,311      2,235     10,619     11,196
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        6.1        1.0       42.6       24.3       11.6       15.3       29.7        4.3       10.7        6.3        1.0       10.4       15.8
 
Number of Traders in Each Category                                    Total Traders:       385 
        18         37         12         47         79         73         52         72         54         28         52         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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 2,349,769
Positions
    62,526    283,644     28,259    965,147    539,966    293,559    471,577    464,216    101,345    122,202    229,101     31,421    273,733    378,258
 
Changes from:       July 28, 2015                                    Total Change is:    51,826
    -5,172     29,312        247     33,091    -10,297       -253     -2,670     12,617      3,458      5,020    -19,042       -331     18,436     36,115
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       12.1        1.2       41.1       23.0       12.5       20.1       19.8        4.3        5.2        9.7        1.3       11.6       16.1
 
Number of Traders in Each Category                                    Total Traders:       286 
        13         31          8         40         45         48         41         56         41         15         44          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   796,935
Positions
   283,137    176,783    259,825          0     17,835      8,391     41,471     98,721    124,972     39,097     42,799     20,368     19,674     47,241
 
Changes from:       July 28, 2015                                    Total Change is:  -106,397
   -90,265    -41,961     -5,066          0     -2,930     -2,092      2,589    -30,682     -8,212     -1,268     -7,332        163     -2,246     -8,285
 
Percent of Open Interest Represented by Each Category of Trader
      35.5       22.2       32.6        0.0        2.2        1.1        5.2       12.4       15.7        4.9        5.4        2.6        2.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       124 
        15         35         42          0          9          .         20         25         29          5         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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 is11,910,531
Positions
 2,752,313  1,437,681  3,067,420    449,929  1,942,410    397,382  1,739,394    942,164  1,744,104    461,241    659,357    452,672    846,076  1,267,341
 
Changes from:       July 28, 2015                                    Total Change is:   269,346
    87,069     79,361     50,892     60,720     30,505     25,353     -4,826     59,243    -49,732     -3,728    -23,015     96,097      7,501        642
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       12.1       25.8        3.8       16.3        3.3       14.6        7.9       14.6        3.9        5.5        3.8        7.1       10.6
 
Number of Traders in Each Category                                    Total Traders:       285 
        37         47         77          7         28         24         29         77         87         10         39         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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    51,242
Positions
    10,514      2,259          0        588     18,060          0     38,476     22,151          0      1,558      8,672         21         85         79
 
Changes from:       July 28, 2015                                    Total Change is:       507
       152       -704          0         28        577          0        461        787          0       -125       -169          0         -9         16
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        4.4        0.0        1.1       35.2        0.0       75.1       43.2        0.0        3.0       16.9        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        47 
         .          5          0          .          8          0          4         11          0          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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    35,660
Positions
     6,618        101          0          0     15,005          0     26,825      8,225      1,754        305     10,482          0        158         93
 
Changes from:       July 28, 2015                                    Total Change is:       493
       215         16       -100          0        202          0       -582       -563        957        -26        -46          0         29         27
 
Percent of Open Interest Represented by Each Category of Trader
      18.6        0.3        0.0        0.0       42.1        0.0       75.2       23.1        4.9        0.9       29.4        0.0        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          0         10          0          5          8          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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   100,515
Positions
     3,727     81,774        180     23,302          0        487     15,768     14,605      1,683     39,717        169         71     15,580      1,546
 
Changes from:       July 28, 2015                                    Total Change is:     4,446
       111      3,690         87      1,581          0        -24     -1,115        553        562      3,031         13        -73        286       -362
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       81.4        0.2       23.2        0.0        0.5       15.7       14.5        1.7       39.5        0.2        0.1       15.5        1.5
 
Number of Traders in Each Category                                    Total Traders:       220 
         7          .          .         14          0          .         42         14         10        136          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   332,508
Positions
    74,105     17,688     17,576     58,560     42,595     19,494     71,919    132,475     50,523      6,816      9,257     12,421     21,094     30,479
 
Changes from:       July 28, 2015                                    Total Change is:    15,137
        96     -1,165      2,634      3,525      1,637     -2,107      4,242      5,121      6,564        228      2,783       -181        136       -149
 
Percent of Open Interest Represented by Each Category of Trader
      22.3        5.3        5.3       17.6       12.8        5.9       21.6       39.8       15.2        2.0        2.8        3.7        6.3        9.2
 
Number of Traders in Each Category                                    Total Traders:       192 
        19         11         17          9         18          9         40         49         46         16         22         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 4, 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    20,647
Positions
       127      2,934          0      4,857      1,908        729     13,836     14,098        323        390        605          0        385         50
 
Changes from:       July 28, 2015                                    Total Change is:       553
         0          0          0          3          0         -4        540        526          0          1          6          0         13         25
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.2        0.0       23.5        9.2        3.5       67.0       68.3        1.6        1.9        2.9        0.0        1.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          6          .          .          9          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated August 7, 2015