Traders in Financial Futures - Futures Only Positions as of September 15, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   188,043
Positions
    69,066      4,588     30,853     26,192     28,845        150     17,541     57,762     10,105     12,714     12,069        753     20,669     42,918
 
Changes from:       September 8, 2015                                Total Change is:    28,551
    -1,001         70     26,535        -64      3,673         -7      1,969     -6,224      4,356     -1,897       -821        357     -1,697        612
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        2.4       16.4       13.9       15.3        0.1        9.3       30.7        5.4        6.8        6.4        0.4       11.0       22.8
 
Number of Traders in Each Category                                    Total Traders:        83 
        11          .          7          6          9          .         17         24          8          8          5          4
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Traders in Financial Futures - Futures Only Positions as of September 15, 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    37,846
Positions
    13,899      1,558         44      1,147      1,457        420     15,124     15,765        148          0          0          0      7,064     18,454
 
Changes from:       September 8, 2015                                Total Change is:    -3,091
    -5,209       -611       -521       -118        -28          0      9,658      3,116     -4,173     -1,968          0          0       -760       -874
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        4.1        0.1        3.0        3.8        1.1       40.0       41.7        0.4        0.0        0.0        0.0       18.7       48.8
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          .          .          .          .         11         11          5          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   145,704
Positions
    57,707      3,100          0     11,238     74,071      1,002     52,745     24,957      1,378      3,091     12,573         24     18,519     28,599
 
Changes from:       September 8, 2015                                Total Change is:   -41,290
   -26,600     -5,396     -4,736       -577     -1,167       -185       -977    -14,489     -8,431        931     -2,981          0       -715     -3,905
 
Percent of Open Interest Represented by Each Category of Trader
      39.6        2.1        0.0        7.7       50.8        0.7       36.2       17.1        0.9        2.1        8.6        0.0       12.7       19.6
 
Number of Traders in Each Category                                    Total Traders:        99 
         6          4          0          5         21          6         28         24          6          5          6          .
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Traders in Financial Futures - Futures Only Positions as of September 15, 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   166,081
Positions
    70,040      5,636          0     22,991     48,191      3,530     27,074     67,344      3,586     20,174      6,363         39     18,647     31,392
 
Changes from:       September 8, 2015                                Total Change is:  -113,631
   -54,590    -94,688     -1,155     -1,480     -3,197       -359    -13,234       -841     -7,117    -31,527       -500        -68     -4,101     -5,706
 
Percent of Open Interest Represented by Each Category of Trader
      42.2        3.4        0.0       13.8       29.0        2.1       16.3       40.5        2.2       12.1        3.8        0.0       11.2       18.9
 
Number of Traders in Each Category                                    Total Traders:       117 
         8          .          0          9         23          8         25         32         10          5         12          .
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Traders in Financial Futures - Futures Only Positions as of September 15, 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   311,366
Positions
    95,738      8,397        800     66,916     92,205     17,225     33,665     93,306      3,182     52,348     36,551      1,762     39,730     57,938
 
Changes from:       September 8, 2015                                Total Change is:   -71,821
   -41,517    -45,782     -3,520     -4,748     -3,177      1,045    -14,713     -5,036     -6,220     -2,136       -123       -307        295     -8,701
 
Percent of Open Interest Represented by Each Category of Trader
      30.7        2.7        0.3       21.5       29.6        5.5       10.8       30.0        1.0       16.8       11.7        0.6       12.8       18.6
 
Number of Traders in Each Category                                    Total Traders:       218 
        14         12          .         26         34         28         21         51         14         23         36         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   156,879
Positions
    99,182        564        329      4,824     30,894        750     31,535     59,443        375      7,297     26,198          0     12,587     38,326
 
Changes from:       September 8, 2015                                Total Change is:   -33,882
   -42,317       -988     -2,193          6      3,594        149     19,108     -3,976    -10,669      6,736     -9,468     -3,435     -1,267     -6,896
 
Percent of Open Interest Represented by Each Category of Trader
      63.2        0.4        0.2        3.1       19.7        0.5       20.1       37.9        0.2        4.7       16.7        0.0        8.0       24.4
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          .          .          .         12          .         18         28          5          7          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    54,238
Positions
    41,903     42,412      3,897      1,501          0          0      4,205      4,319      1,152        672      1,680        235        673        543
 
Changes from:       September 8, 2015                                Total Change is:      -163
      -349       -306         -8          0          0          0         48       -106        160        -19          0          0          5         97
 
Percent of Open Interest Represented by Each Category of Trader
      77.3       78.2        7.2        2.8        0.0        0.0        7.8        8.0        2.1        1.2        3.1        0.4        1.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         9          6          7          .          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   130,555
Positions
    53,944     38,744          0     53,924      4,779        198     16,524     64,951      1,461      1,815     12,791        124      2,565      7,507
 
Changes from:       September 8, 2015                                Total Change is:   -57,682
   -14,511    -19,227     -5,445       -269       -251          0     -4,182        131    -31,190       -303       -100     -1,508       -274        -92
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       29.7        0.0       41.3        3.7        0.2       12.7       49.7        1.1        1.4        9.8        0.1        2.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       123 
         .          9          0          4          8          .         15         59         10          6         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    22,115
Positions
    13,244      3,529          5      2,245          0          0      3,241     13,571      1,904        452      1,019          0      1,024      2,087
 
Changes from:       September 8, 2015                                Total Change is:     2,898
     2,221          0          0         50       -165          0       -100      1,602        722        102        525          0        -97        214
 
Percent of Open Interest Represented by Each Category of Trader
      59.9       16.0        0.0       10.2        0.0        0.0       14.7       61.4        8.6        2.0        4.6        0.0        4.6        9.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         5          .          .          .          0          0          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    33,352
Positions
    17,807        118          0      1,010      5,672          1     11,852     19,565        237        821      2,468          0      1,624      5,291
 
Changes from:       September 8, 2015                                Total Change is:    -4,973
    -7,346     -1,604       -989         17        558          0      6,403        516     -2,693        122        -81          0       -487       -680
 
Percent of Open Interest Represented by Each Category of Trader
      53.4        0.4        0.0        3.0       17.0        0.0       35.5       58.7        0.7        2.5        7.4        0.0        4.9       15.9
 
Number of Traders in Each Category                                    Total Traders:        69 
         5          .          0          .          7          .         14         30          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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     7,274
Positions
     2,228          0          0        322      3,168         47      4,199      2,485          1        151        300          0        326      1,273
 
Changes from:       September 8, 2015                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        0.0        0.0        4.4       43.6        0.6       57.7       34.2        0.0        2.1        4.1        0.0        4.5       17.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          4          .          4          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    48,589
Positions
    21,235     17,921      5,778      4,226      1,933        816      6,645      8,599        795      2,910      2,274        947      5,239      9,528
 
Changes from:       September 8, 2015                                Total Change is:     4,969
       884       -377      2,975         -8       -176        573      1,072        660       -607       -129        449        211         -1      1,262
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       36.9       11.9        8.7        4.0        1.7       13.7       17.7        1.6        6.0        4.7        1.9       10.8       19.6
 
Number of Traders in Each Category                                    Total Traders:        93 
        22         11         11          9          .          4         14         19          7          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    97,178
Positions
    42,469     35,841     11,555      8,451      3,866      1,632     13,290     17,198      1,590      5,820      4,547      1,894     10,477     19,055
 
Changes from:       September 8, 2015                                Total Change is:     9,938
     1,768       -753      5,950        -16       -351      1,145      2,143      1,319     -1,214       -258        898        421         -1      2,523
 
Percent of Open Interest Represented by Each Category of Trader
      43.7       36.9       11.9        8.7        4.0        1.7       13.7       17.7        1.6        6.0        4.7        1.9       10.8       19.6
 
Number of Traders in Each Category                                    Total Traders:        93 
        22         11         11          9          .          4         14         19          7          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   921,243
Positions
   154,012     77,925     93,603    228,415    168,216    105,253     78,523    177,016     50,111     22,781     56,626     13,251    175,294    179,242
 
Changes from:       September 8, 2015                                Total Change is:    73,074
     8,197      9,767     25,377       -234       -376     30,945     -4,247      1,296     15,251     -2,100     -3,496       -948        833     -4,742
 
Percent of Open Interest Represented by Each Category of Trader
      16.7        8.5       10.2       24.8       18.3       11.4        8.5       19.2        5.4        2.5        6.1        1.4       19.0       19.5
 
Number of Traders in Each Category                                    Total Traders:       595 
        35         36         44        110         91         84         72        136         98         42         71         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   213,617
Positions
    83,453     35,073      5,865     40,635     17,821     17,570     19,493     12,832      1,844     10,531      2,769        179     34,047    119,664
 
Changes from:       September 8, 2015                                Total Change is:    21,937
     2,436      9,474      1,125     -2,970        891     15,417      4,211     -1,531      1,404     -3,883         86         81      4,116     -5,010
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       16.4        2.7       19.0        8.3        8.2        9.1        6.0        0.9        4.9        1.3        0.1       15.9       56.0
 
Number of Traders in Each Category                                    Total Traders:        79 
        14          5          6         17          5         10         15         11         13          7          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 3,538,131
Positions
   637,896    499,361    153,589  1,026,253    839,326    351,064    365,093    890,865    171,393     93,169    301,203     33,441    706,233    297,889
 
Changes from:       September 8, 2015                                Total Change is:   255,683
    36,298      8,957    113,765     29,386      9,371     61,934    -36,333     20,095     63,275     -6,932    -33,760     10,704    -16,414      1,342
 
Percent of Open Interest Represented by Each Category of Trader
      18.0       14.1        4.3       29.0       23.7        9.9       10.3       25.2        4.8        2.6        8.5        0.9       20.0        8.4
 
Number of Traders in Each Category                                    Total Traders:       584 
        32         39         38        105         89         80         71        136         93         41         69         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    88,719
Positions
    20,530      8,429      2,258     40,626     63,428      1,730     13,427      6,490      1,291          0        480          0      8,857      4,613
 
Changes from:       September 8, 2015                                Total Change is:     1,010
    -2,565       -542      1,294      1,541     -1,447       -290        -54        836        951          0          2          0        133        206
 
Percent of Open Interest Represented by Each Category of Trader
      23.1        9.5        2.5       45.8       71.5        1.9       15.1        7.3        1.5        0.0        0.5        0.0       10.0        5.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          7          6         29         17         11         12         10          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    64,703
Positions
    11,037     24,259      4,720     26,040      8,921      2,521     10,766     13,163      1,881      3,102      3,989        433      4,203      4,815
 
Changes from:       September 8, 2015                                Total Change is:     5,482
      -461      3,283      3,337       -726        -27      1,753        714     -3,331        521        115        -53         88        141        -90
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       37.5        7.3       40.2       13.8        3.9       16.6       20.3        2.9        4.8        6.2        0.7        6.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       216 
        19         15         13         34         20         10         35         51         20         14         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   323,515
Positions
    55,183    121,295     23,600    130,198     44,606     12,606     53,829     65,817      9,405     15,511     19,944      2,166     21,017     24,076
 
Changes from:       September 8, 2015                                Total Change is:    27,408
    -2,307     16,413     16,687     -3,629       -137      8,764      3,569    -16,654      2,606        574       -264        441        703       -448
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       37.5        7.3       40.2       13.8        3.9       16.6       20.3        2.9        4.8        6.2        0.7        6.5        7.4
 
Number of Traders in Each Category                                    Total Traders:       216 
        19         15         13         34         20         10         35         51         20         14         27          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   416,297
Positions
   156,784     30,235     17,886    107,491    185,712     16,224     62,823    114,503     12,000     14,348     11,793        114     28,627     27,830
 
Changes from:       September 8, 2015                                Total Change is:    35,943
    -2,589      1,862     16,871     -2,559      1,247         68      3,482     -1,831      6,750        255        905          6     13,659     10,065
 
Percent of Open Interest Represented by Each Category of Trader
      37.7        7.3        4.3       25.8       44.6        3.9       15.1       27.5        2.9        3.4        2.8        0.0        6.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       274 
        21         14         15         54         51         25         31         65         23         13         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    46,086
Positions
     1,548      2,896          0     25,917        238         42      4,427     19,459        520      5,701     15,225          0      7,931      7,706
 
Changes from:       September 8, 2015                                Total Change is:   -10,880
      -625     -8,268       -309     -2,516        238        -16     -1,273     11,365     -3,707       -676    -12,744       -306     -1,452      2,867
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        6.3        0.0       56.2        0.5        0.1        9.6       42.2        1.1       12.4       33.0        0.0       17.2       16.7
 
Number of Traders in Each Category                                    Total Traders:        54 
         4          4          0         16          .          .          8         14          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    93,114
Positions
    12,143      9,202      3,182     21,431      8,879        813     36,668      8,669      1,094      8,747          0          0      9,036     61,275
 
Changes from:       September 8, 2015                                Total Change is:   -31,923
   -14,356       -948     -1,511     -1,178      2,354     -3,021      1,488     -3,190     -3,798     -8,208       -674       -588       -751    -20,547
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        9.9        3.4       23.0        9.5        0.9       39.4        9.3        1.2        9.4        0.0        0.0        9.7       65.8
 
Number of Traders in Each Category                                    Total Traders:        77 
        14          7          6         10          4          .         30          8          4          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   164,969
Positions
     4,957     84,477      8,612     86,420     45,373      8,195     34,798      3,975      7,324      6,754      1,986         43      7,866      4,984
 
Changes from:       September 8, 2015                                Total Change is:     5,038
    -1,705     -3,869      8,320     -4,865     -1,272        168      2,173       -598      1,382     -1,130        174         43        652        690
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       51.2        5.2       52.4       27.5        5.0       21.1        2.4        4.4        4.1        1.2        0.0        4.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         5         14          7         36         25         15         14          5          9          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   523,486
Positions
    41,674    132,282     45,501    205,180    166,720     80,010     91,035     39,901      9,737     14,765     24,668     16,662     18,922      8,005
 
Changes from:       September 8, 2015                                Total Change is:    31,999
    -1,325    -13,050     28,021    -11,576      5,997      4,844     -4,909       -146      2,622        993        678      7,873      5,456     -4,840
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       25.3        8.7       39.2       31.8       15.3       17.4        7.6        1.9        2.8        4.7        3.2        3.6        1.5
 
Number of Traders in Each Category                                    Total Traders:       261 
        20         24         15         56         50         29         29         34         15         23         22         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   519,524
Positions
     3,642     63,298      1,463    193,700    154,811     58,146     56,863     62,236     14,431     51,019     30,564      1,139    139,121    133,436
 
Changes from:       September 8, 2015                                Total Change is:    10,146
     2,388     12,562     -8,558     17,922      2,140        778     -5,410      3,789     -3,781      7,468         -6       -119       -542      3,341
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       12.2        0.3       37.3       29.8       11.2       10.9       12.0        2.8        9.8        5.9        0.2       26.8       25.7
 
Number of Traders in Each Category                                    Total Traders:       150 
         5         13          6         38         22         35         25         21         16         12         14          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   625,599
Positions
    14,206    105,174        150    363,586     83,827     90,975     14,277    225,408     12,629     12,373      9,754        541    116,862     97,141
 
Changes from:       September 8, 2015                                Total Change is:    10,291
    -4,733     13,499         25     19,766      3,799     -3,562      1,348      2,563     -1,626          0        800          0       -927     -5,207
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       16.8        0.0       58.1       13.4       14.5        2.3       36.0        2.0        2.0        1.6        0.1       18.7       15.5
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          8          .         44         13         34          6         17         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 1,148,345
Positions
    22,668    111,923      9,172    264,316    414,401    104,431    443,303    157,059     32,227    138,791    178,689     10,165    123,272    130,278
 
Changes from:       September 8, 2015                                Total Change is:      -617
     8,223    -12,662     -4,741     -8,030     17,114        389     31,342        369       -472    -33,043      4,828      2,617      3,098     -8,059
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        9.7        0.8       23.0       36.1        9.1       38.6       13.7        2.8       12.1       15.6        0.9       10.7       11.3
 
Number of Traders in Each Category                                    Total Traders:       275 
         6         32          4         39         56         41         54         32         23         17         39         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 2,731,653
Positions
    79,029    194,050     18,534  1,204,915    637,987    319,501    359,622    775,051    121,810    273,199    210,824     26,173    328,870    427,723
 
Changes from:       September 8, 2015                                Total Change is:   -44,899
     5,516     10,611     -8,888     36,997    -25,190      3,144     -8,913      9,957     -7,553    -56,952    -13,442      1,904    -10,154    -15,442
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        7.1        0.7       44.1       23.4       11.7       13.2       28.4        4.5       10.0        7.7        1.0       12.0       15.7
 
Number of Traders in Each Category                                    Total Traders:       368 
        21         30         16         57         73         71         67         51         45         31         38         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 2,251,548
Positions
    70,167    192,293     12,818    958,571    487,103    286,587    437,491    599,655     80,932    101,314    205,026     32,225    271,443    354,909
 
Changes from:       September 8, 2015                                Total Change is:   -71,727
     1,103    -20,859    -14,882     32,209    -49,861      1,575    -43,936     14,557    -13,714     -7,867      8,872      2,292    -28,507        293
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        8.5        0.6       42.6       21.6       12.7       19.4       26.6        3.6        4.5        9.1        1.4       12.1       15.8
 
Number of Traders in Each Category                                    Total Traders:       283 
        12         26          8         47         48         49         44         52         40         11         43          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   944,844
Positions
   265,379    244,696    241,088     61,524     25,824     14,012    162,076    138,378    110,448     12,525     55,214     49,786     28,006     65,398
 
Changes from:       September 8, 2015                                Total Change is:   110,303
   -12,126     51,548     28,869     22,337      2,461      5,260     75,640     12,189     -5,973    -13,379       -520      8,295      1,380      8,174
 
Percent of Open Interest Represented by Each Category of Trader
      28.1       25.9       25.5        6.5        2.7        1.5       17.2       14.6       11.7        1.3        5.8        5.3        3.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       134 
        12         45         41          .          5          .         14         28         32          .         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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 is11,112,223
Positions
 2,074,589  1,381,220  3,062,875    537,387  1,651,072    309,100  1,784,226    797,354  1,689,943    285,485    547,558    531,034    837,584  1,142,067
 
Changes from:       September 8, 2015                                Total Change is:-1,094,055
  -438,816   -176,264   -241,339     -8,984    -92,245    -52,227    -64,669   -127,930   -159,672   -162,612   -145,157     -8,166     42,430    -91,055
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       12.4       27.6        4.8       14.9        2.8       16.1        7.2       15.2        2.6        4.9        4.8        7.5       10.3
 
Number of Traders in Each Category                                    Total Traders:       286 
        30         56         80          8         29         26         47         59         84         14         33         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    44,067
Positions
    10,656        847          0        560     16,782          0     30,473     18,239          6      1,500      8,137         20        852         36
 
Changes from:       September 8, 2015                                Total Change is:   -17,056
       232     -1,405     -6,899          0     -2,478          0     -9,699     -5,694       -780         87        227         -1          4        -26
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        1.9        0.0        1.3       38.1        0.0       69.2       41.4        0.0        3.4       18.5        0.0        1.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          .          0          .          8          0          5         13          .          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    36,463
Positions
    13,627        173          0          0     16,443          1     21,962      9,431          0        622     10,315          0        251        100
 
Changes from:       September 8, 2015                                Total Change is:      -505
     4,515        -84          0          0      1,026          0     -2,421      2,068     -2,652        112       -843        -53         -6         33
 
Percent of Open Interest Represented by Each Category of Trader
      37.4        0.5        0.0        0.0       45.1        0.0       60.2       25.9        0.0        1.7       28.3        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          0         10          .          5          7          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 2015                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    65,291
Positions
     1,764     45,410          0     16,726      1,820        609     15,152     14,646        777     22,012        340        219      8,032      1,470
 
Changes from:       September 8, 2015                                Total Change is:   -28,993
        -2    -23,049          0        197         10         32    -17,396      5,161     -8,592     -1,963     -1,047         52     -1,321     -1,560
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       69.6        0.0       25.6        2.8        0.9       23.2       22.4        1.2       33.7        0.5        0.3       12.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       135 
         4          .          0         10          5          .         30         17          8         61          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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   358,430
Positions
    48,322    104,676     29,469     20,142     30,806     38,546    107,615     43,862     67,137      8,584      4,396     14,726     23,889     24,812
 
Changes from:       September 8, 2015                                Total Change is:    30,165
      -986     17,412      7,196     -4,402      1,358      6,607      3,796    -17,295     15,926      1,326     -2,251       -127        829      1,339
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       29.2        8.2        5.6        8.6       10.8       30.0       12.2       18.7        2.4        1.2        4.1        6.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       180 
        15         16         23         14         12          6         52         30         57         22         10         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 15, 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    26,882
Positions
       101      3,058          0      5,718      1,816      1,137     16,049     14,014      3,107        387      2,307          0        383      1,443
 
Changes from:       September 8, 2015                                Total Change is:     5,616
       -25        124          0        122          0         -8      2,397       -110      3,107          0      1,111          0         23      1,392
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.4        0.0       21.3        6.8        4.2       59.7       52.1       11.6        1.4        8.6        0.0        1.4        5.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          7          .          .         10          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 18, 2015