Traders in Financial Futures - Futures Only Positions as of September 8, 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   159,492
Positions
    70,067      4,518      4,318     26,256     25,172        157     15,572     63,986      5,749     14,611     12,890        396     22,366     42,306
 
Changes from:       September 1, 2015                                Total Change is:    -2,401
    -6,247      1,424      1,551       -575      2,448         27        977     -7,864        897        232       -106        348        389     -1,126
 
Percent of Open Interest Represented by Each Category of Trader
      43.9        2.8        2.7       16.5       15.8        0.1        9.8       40.1        3.6        9.2        8.1        0.2       14.0       26.5
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          .          .          6         10          .         14         29         11          9          6          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 2015                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    40,937
Positions
    19,108      2,169        565      1,265      1,485        420      5,466     12,649      4,321      1,968          0          0      7,824     19,328
 
Changes from:       September 1, 2015                                Total Change is:     4,734
       904         -7        174          0         -7          0        191     -1,328      3,044        146          0          0        275      2,858
 
Percent of Open Interest Represented by Each Category of Trader
      46.7        5.3        1.4        3.1        3.6        1.0       13.4       30.9       10.6        4.8        0.0        0.0       19.1       47.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         6          .          .          .          .          .          8         11         10          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   186,994
Positions
    84,307      8,496      4,736     11,815     75,238      1,187     53,722     39,446      9,809      2,160     15,554         24     19,234     32,504
 
Changes from:       September 1, 2015                                Total Change is:    16,962
    21,291     -1,028      2,597      3,157     -1,085        -15    -14,569      7,718      6,765       -357     -3,920       -509     -1,398      6,439
 
Percent of Open Interest Represented by Each Category of Trader
      45.1        4.5        2.5        6.3       40.2        0.6       28.7       21.1        5.2        1.2        8.3        0.0       10.3       17.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         9          8          5          6         22          6         25         26         23          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   279,712
Positions
   124,630    100,324      1,155     24,471     51,388      3,889     40,308     68,185     10,703     51,701      6,863        107     22,748     37,098
 
Changes from:       September 1, 2015                                Total Change is:     6,507
     1,036      8,632        796     -3,116      4,469        306      4,374    -18,200      5,596     -3,560      2,431       -389      1,464      2,866
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       35.9        0.4        8.7       18.4        1.4       14.4       24.4        3.8       18.5        2.5        0.0        8.1       13.3
 
Number of Traders in Each Category                                    Total Traders:       128 
         9          8          .         10         26          8         29         28         15          4         13          .
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Traders in Financial Futures - Futures Only Positions as of September 8, 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   383,187
Positions
   137,255     54,179      4,320     71,664     95,382     16,180     48,378     98,342      9,402     54,484     36,674      2,069     39,435     66,639
 
Changes from:       September 1, 2015                                Total Change is:    19,207
    12,598     -5,590      1,506     -4,896      3,052        127      1,498     11,176      5,356      5,582       -574       -136     -2,428      4,290
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       14.1        1.1       18.7       24.9        4.2       12.6       25.7        2.5       14.2        9.6        0.5       10.3       17.4
 
Number of Traders in Each Category                                    Total Traders:       235 
        17         13         12         27         34         27         30         50         26         24         37         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   190,761
Positions
   141,499      1,552      2,522      4,818     27,300        601     12,427     63,419     11,044        561     35,666      3,435     13,854     45,222
 
Changes from:       September 1, 2015                                Total Change is:    16,814
       929        242      2,372        -52        364         32      1,166     -3,722      9,312       -327        527      3,435        -53      4,252
 
Percent of Open Interest Represented by Each Category of Trader
      74.2        0.8        1.3        2.5       14.3        0.3        6.5       33.2        5.8        0.3       18.7        1.8        7.3       23.7
 
Number of Traders in Each Category                                    Total Traders:        93 
        14          .          6          .          9          .         14         36         13          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    54,401
Positions
    42,252     42,718      3,905      1,501          0          0      4,157      4,425        992        691      1,680        235        668        446
 
Changes from:       September 1, 2015                                Total Change is:      -439
      -190         54      1,913        -50          0          0        166     -2,423         89       -841      1,567     -1,567         41        -72
 
Percent of Open Interest Represented by Each Category of Trader
      77.7       78.5        7.2        2.8        0.0        0.0        7.6        8.1        1.8        1.3        3.1        0.4        1.2        0.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         9          8          6          .          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   188,237
Positions
    68,455     57,971      5,445     54,193      5,030        198     20,706     64,820     32,651      2,118     12,891      1,632      2,839      7,599
 
Changes from:       September 1, 2015                                Total Change is:    -2,782
    -5,229        322        331     -1,691        -16          0      1,762     -4,978        186        299        719      1,435        125       -781
 
Percent of Open Interest Represented by Each Category of Trader
      36.4       30.8        2.9       28.8        2.7        0.1       11.0       34.4       17.3        1.1        6.8        0.9        1.5        4.0
 
Number of Traders in Each Category                                    Total Traders:       133 
         8          6          4          4          8          .         18         59         15          9         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    19,217
Positions
    11,023      3,529          5      2,195        165          0      3,341     11,969      1,182        350        494          0      1,121      1,873
 
Changes from:       September 1, 2015                                Total Change is:   -14,716
    -2,562       -275     -7,645        464       -630          0     -1,857     -1,500       -213          0     -1,504     -2,745       -158       -204
 
Percent of Open Interest Represented by Each Category of Trader
      57.4       18.4        0.0       11.4        0.9        0.0       17.4       62.3        6.2        1.8        2.6        0.0        5.8        9.7
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          .          .          .          .          0          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    38,325
Positions
    25,153      1,722        989        993      5,114          1      5,449     19,049      2,930        699      2,549          0      2,111      5,971
 
Changes from:       September 1, 2015                                Total Change is:     3,986
     2,909     -1,053        907       -675      2,088          0     -1,773       -387      2,351        324        263          0        -57       -183
 
Percent of Open Interest Represented by Each Category of Trader
      65.6        4.5        2.6        2.6       13.3        0.0       14.2       49.7        7.6        1.8        6.7        0.0        5.5       15.6
 
Number of Traders in Each Category                                    Total Traders:        77 
        10          .          .          .          7          .         12         31          9          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    43,620
Positions
    20,351     18,297      2,803      4,234      2,109        244      5,574      7,940      1,402      3,039      1,825        737      5,239      8,266
 
Changes from:       September 1, 2015                                Total Change is:     1,276
    -3,011        227      2,264         53       -449       -200        792     -1,911        693         95          3        550         42         99
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       41.9        6.4        9.7        4.8        0.6       12.8       18.2        3.2        7.0        4.2        1.7       12.0       19.0
 
Number of Traders in Each Category                                    Total Traders:        94 
        22         12          7          9          .          .         18         15          5          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    87,240
Positions
    40,701     36,594      5,605      8,467      4,217        487     11,147     15,879      2,804      6,078      3,649      1,473     10,478     16,532
 
Changes from:       September 1, 2015                                Total Change is:     2,552
    -6,022        454      4,527        106       -897       -399      1,583     -3,821      1,386        189          5      1,099         83        198
 
Percent of Open Interest Represented by Each Category of Trader
      46.7       41.9        6.4        9.7        4.8        0.6       12.8       18.2        3.2        7.0        4.2        1.7       12.0       19.0
 
Number of Traders in Each Category                                    Total Traders:        94 
        22         12          7          9          .          .         18         15          5          5          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   848,170
Positions
   145,815     68,158     68,226    228,649    168,591     74,309     82,770    175,720     34,861     24,881     60,122     14,199    174,460    183,983
 
Changes from:       September 1, 2015                                Total Change is:    31,542
    17,020    -19,817      8,278     -1,592      6,625      2,358     -7,638      6,676     -6,194      2,193      9,368      6,844     10,273     17,403
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        8.0        8.0       27.0       19.9        8.8        9.8       20.7        4.1        2.9        7.1        1.7       20.6       21.7
 
Number of Traders in Each Category                                    Total Traders:       593 
        35         39         34        113         91         84         75        131         79         41         68         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   191,680
Positions
    81,017     25,599      4,740     43,605     16,930      2,153     15,282     14,363        440     14,414      2,683         98     29,931    124,674
 
Changes from:       September 1, 2015                                Total Change is:    19,245
    13,099      3,749      1,276         78     -1,217        -37        994     -1,601         52      6,896        -18          7     -3,120     17,034
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       13.4        2.5       22.7        8.8        1.1        8.0        7.5        0.2        7.5        1.4        0.1       15.6       65.0
 
Number of Traders in Each Category                                    Total Traders:        77 
        15          4          5         16          5          8         15         10          6          8          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 3,282,448
Positions
   601,598    490,404     39,824    996,867    829,955    289,130    401,426    870,770    108,118    100,101    334,963     22,737    722,647    296,547
 
Changes from:       September 1, 2015                                Total Change is:    61,485
    49,543    -87,890      5,071     -4,911     42,648      8,536    -59,196     25,351    -15,195      3,822     74,266      6,852     66,963      1,846
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       14.9        1.2       30.4       25.3        8.8       12.2       26.5        3.3        3.0       10.2        0.7       22.0        9.0
 
Number of Traders in Each Category                                    Total Traders:       582 
        32         42         27        107         89         79         77        129         72         39         67         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    87,709
Positions
    23,095      8,971        964     39,085     64,875      2,020     13,481      5,654        340          0        478          0      8,724      4,407
 
Changes from:       September 1, 2015                                Total Change is:      -251
     1,991       -157         90       -120       -666        -73     -1,396        153          9          0       -198          0       -752        591
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       10.2        1.1       44.6       74.0        2.3       15.4        6.4        0.4        0.0        0.5        0.0        9.9        5.0
 
Number of Traders in Each Category                                    Total Traders:        83 
         8          7          .         29         17         10         11          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    59,221
Positions
    11,498     20,976      1,383     26,765      8,949        768     10,052     16,494      1,360      2,987      4,042        345      4,063      4,905
 
Changes from:       September 1, 2015                                Total Change is:       213
       995     -1,565        704       -177       -248       -509       -608         10       -183        -15      1,080        329       -323        596
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       35.4        2.3       45.2       15.1        1.3       17.0       27.9        2.3        5.0        6.8        0.6        6.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       217 
        20         14         12         35         19         10         39         50         14         12         25          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   296,107
Positions
    57,490    104,882      6,913    133,827     44,743      3,842     50,260     82,471      6,799     14,937     20,208      1,725     20,314     24,524
 
Changes from:       September 1, 2015                                Total Change is:     1,067
     4,976     -7,825      3,522       -886     -1,242     -2,545     -3,041         50       -915        -74      5,399      1,645     -1,615      2,978
 
Percent of Open Interest Represented by Each Category of Trader
      19.4       35.4        2.3       45.2       15.1        1.3       17.0       27.9        2.3        5.0        6.8        0.6        6.9        8.3
 
Number of Traders in Each Category                                    Total Traders:       217 
        20         14         12         35         19         10         39         50         14         12         25          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   380,354
Positions
   159,373     28,373      1,015    110,050    184,465     16,156     59,341    116,334      5,250     14,093     10,888        108     14,968     17,765
 
Changes from:       September 1, 2015                                Total Change is:    -4,525
    -3,783       -959        495     -2,747      1,599       -446     -5,668     -3,588        198      6,823       -928         57        546       -953
 
Percent of Open Interest Represented by Each Category of Trader
      41.9        7.5        0.3       28.9       48.5        4.2       15.6       30.6        1.4        3.7        2.9        0.0        3.9        4.7
 
Number of Traders in Each Category                                    Total Traders:       269 
        24         10          5         54         52         28         29         65         16         13         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    56,966
Positions
     2,173     11,164        309     28,433          0         58      5,700      8,094      4,227      6,377     27,969        306      9,383      4,839
 
Changes from:       September 1, 2015                                Total Change is:     5,130
       845     -2,161        227       -946       -241        -73        621        710      3,769      1,121      3,081        306       -740       -488
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       19.6        0.5       49.9        0.0        0.1       10.0       14.2        7.4       11.2       49.1        0.5       16.5        8.5
 
Number of Traders in Each Category                                    Total Traders:        61 
         5          6          .         18          0          .         10         11         10          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   125,037
Positions
    26,499     10,150      4,693     22,609      6,525      3,834     35,180     11,859      4,892     16,955        674        588      9,787     81,822
 
Changes from:       September 1, 2015                                Total Change is:     1,631
    -4,181      5,112      1,730        567        206      2,595        694      1,653        295      1,064        448        493     -1,626    -10,901
 
Percent of Open Interest Represented by Each Category of Trader
      21.2        8.1        3.8       18.1        5.2        3.1       28.1        9.5        3.9       13.6        0.5        0.5        7.8       65.4
 
Number of Traders in Each Category                                    Total Traders:        96 
        19          9         10         11          4          5         29         15         13          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   159,931
Positions
     6,662     88,346        292     91,285     46,645      8,027     32,625      4,573      5,942      7,884      1,812          0      7,214      4,294
 
Changes from:       September 1, 2015                                Total Change is:     1,166
    -2,672        220         64      1,138        600        619     -1,276        464     -1,197      4,486         50          0          4        346
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       55.2        0.2       57.1       29.2        5.0       20.4        2.9        3.7        4.9        1.1        0.0        4.5        2.7
 
Number of Traders in Each Category                                    Total Traders:       111 
         5         13          4         37         25         15         13          4          6          8          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   491,487
Positions
    42,999    145,332     17,480    216,756    160,723     75,166     95,944     40,047      7,115     13,772     23,990      8,789     13,466     12,845
 
Changes from:       September 1, 2015                                Total Change is:    29,660
     5,199    -10,071     12,881     -5,983      6,601     10,727      4,041      1,100      1,951     -1,587      3,599      5,493     -3,062     -2,621
 
Percent of Open Interest Represented by Each Category of Trader
       8.7       29.6        3.6       44.1       32.7       15.3       19.5        8.1        1.4        2.8        4.9        1.8        2.7        2.6
 
Number of Traders in Each Category                                    Total Traders:       256 
        23         24         11         54         47         27         33         31         14         24         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   509,378
Positions
     1,254     50,736     10,021    175,778    152,671     57,368     62,273     58,447     18,212     43,551     30,570      1,258    139,663    130,095
 
Changes from:       September 1, 2015                                Total Change is:   -23,198
      -678     -2,787      1,553     -4,660      2,755     -4,591     -1,558     -1,685    -16,828     -1,776     -1,190       -129      5,469       -296
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       10.0        2.0       34.5       30.0       11.3       12.2       11.5        3.6        8.5        6.0        0.2       27.4       25.5
 
Number of Traders in Each Category                                    Total Traders:       141 
         .         15          4         35         22         33         28         17         16          9         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   615,308
Positions
    18,939     91,675        125    343,820     80,028     94,537     12,929    222,845     14,255     12,373      8,954        541    117,789    102,348
 
Changes from:       September 1, 2015                                Total Change is:    -5,335
    -1,490      3,169       -281      1,974      6,171     -6,371     -1,276     -8,000      1,625        112       -555          0        372     -1,093
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       14.9        0.0       55.9       13.0       15.4        2.1       36.2        2.3        2.0        1.5        0.1       19.1       16.6
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          7          .         44         13         34          5         17         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 1,148,962
Positions
    14,445    124,585     13,913    272,346    397,287    104,042    411,961    156,690     32,699    171,834    173,861      7,548    120,174    138,337
 
Changes from:       September 1, 2015                                Total Change is:   -70,760
    -4,763      1,596     -7,084    -22,721    -17,642      2,522     -4,075    -39,186    -16,085    -14,688      6,519      3,167     -7,033     -4,567
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       10.8        1.2       23.7       34.6        9.1       35.9       13.6        2.8       15.0       15.1        0.7       10.5       12.0
 
Number of Traders in Each Category                                    Total Traders:       269 
         8         34         11         40         54         42         44         34         28         14         41          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 2,776,552
Positions
    73,513    183,439     27,422  1,167,918    663,177    316,357    368,535    765,094    129,363    330,151    224,266     24,269    339,024    443,165
 
Changes from:       September 1, 2015                                Total Change is:   -27,878
     9,340      1,267     -5,903       -544    -11,319    -13,495    -26,954      6,174     -3,583     13,909     -2,120       -390       -258      1,491
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        6.6        1.0       42.1       23.9       11.4       13.3       27.6        4.7       11.9        8.1        0.9       12.2       16.0
 
Number of Traders in Each Category                                    Total Traders:       364 
        19         34         24         56         75         71         62         47         44         29         42         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 2,323,275
Positions
    69,064    213,152     27,700    926,362    536,964    285,012    481,427    585,098     94,646    109,181    196,154     29,933    299,950    354,616
 
Changes from:       September 1, 2015                                Total Change is:   -50,548
      -988      1,785        365    -28,608      8,957    -16,050     36,550     15,770    -62,272     -8,644     -7,575      1,995     27,104      6,477
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        9.2        1.2       39.9       23.1       12.3       20.7       25.2        4.1        4.7        8.4        1.3       12.9       15.3
 
Number of Traders in Each Category                                    Total Traders:       278 
        11         30         13         45         48         48         41         51         38         11         41          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   834,541
Positions
   277,505    193,148    212,219     39,187     23,363      8,752     86,436    126,189    116,421     25,904     55,734     41,491     26,626     57,224
 
Changes from:       September 1, 2015                                Total Change is:    14,019
   -20,159     16,465    -18,804     33,910      1,642       -395     19,938      6,110     -6,483     -5,403      2,298      7,933      3,482      5,253
 
Percent of Open Interest Represented by Each Category of Trader
      33.3       23.1       25.4        4.7        2.8        1.0       10.4       15.1       14.0        3.1        6.7        5.0        3.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       129 
        13         38         40          4          6          .         14         27         32          4         14          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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 is12,206,278
Positions
 2,513,405  1,557,484  3,304,214    546,371  1,743,317    361,327  1,848,895    925,284  1,849,615    448,097    692,715    539,200    795,154  1,233,122
 
Changes from:       September 1, 2015                                Total Change is:    13,643
    56,354     45,709     19,067       -726    -94,391     -6,973    -42,588     31,012     21,795    -10,676     38,177    -32,370      9,760     -8,383
 
Percent of Open Interest Represented by Each Category of Trader
      20.6       12.8       27.1        4.5       14.3        3.0       15.1        7.6       15.2        3.7        5.7        4.4        6.5       10.1
 
Number of Traders in Each Category                                    Total Traders:       301 
        32         58         84          9         29         24         43         71         84         15         32         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    61,123
Positions
    10,424      2,252      6,899        560     19,260          0     40,172     23,933        786      1,413      7,910         21        848         62
 
Changes from:       September 1, 2015                                Total Change is:     6,322
    -1,152        390      6,899          0       -482          0        702       -259        -34        -55       -197          0        -38          5
 
Percent of Open Interest Represented by Each Category of Trader
      17.1        3.7       11.3        0.9       31.5        0.0       65.7       39.2        1.3        2.3       12.9        0.0        1.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          6          .          .          8          0          6         11          .          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    36,968
Positions
     9,112        257          0          0     15,417          1     24,383      7,363      2,652        510     11,158         53        257         67
 
Changes from:       September 1, 2015                                Total Change is:     1,496
      -846        -15         -1          0        241          0        946        -71      1,270         65         73          0         62         -1
 
Percent of Open Interest Represented by Each Category of Trader
      24.6        0.7        0.0        0.0       41.7        0.0       66.0       19.9        7.2        1.4       30.2        0.1        0.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          0          9          .          7          5          .          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    94,284
Positions
     1,766     68,459          0     16,529      1,810        577     32,548      9,485      9,369     23,975      1,387        167      9,353      3,030
 
Changes from:       September 1, 2015                                Total Change is:    -5,947
    -1,499      1,691       -771        -23        107          3      3,973        379       -316       -494       -141       -135     -6,685     -6,764
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       72.6        0.0       17.5        1.9        0.6       34.5       10.1        9.9       25.4        1.5        0.2        9.9        3.2
 
Number of Traders in Each Category                                    Total Traders:       140 
         4          .          0          8          4          .         29         19         15         64          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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   328,265
Positions
    49,308     87,264     22,273     24,544     29,448     31,939    103,819     61,157     51,211      7,258      6,647     14,853     23,060     23,473
 
Changes from:       September 1, 2015                                Total Change is:    -1,854
    -4,897     17,200       -585     -2,033      5,722      8,850       -107    -27,036      5,992     -1,285     -2,997        -82     -7,707     -8,918
 
Percent of Open Interest Represented by Each Category of Trader
      15.0       26.6        6.8        7.5        9.0        9.7       31.6       18.6       15.6        2.2        2.0        4.5        7.0        7.2
 
Number of Traders in Each Category                                    Total Traders:       184 
        13         20         20         14         12          9         49         35         51         19         10         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 8, 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    21,266
Positions
       126      2,934          0      5,596      1,816      1,145     13,652     14,124          0        387      1,196          0        360         51
 
Changes from:       September 1, 2015                                Total Change is:       425
         8          0          0      1,128          0         12       -695         25          0          0        388          0        -28          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       13.8        0.0       26.3        8.5        5.4       64.2       66.4        0.0        1.8        5.6        0.0        1.7        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          8          .          .         11          7          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 11, 2015