Traders in Financial Futures - Futures Only Positions as of September 22, 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   136,213
Positions
    51,601        444        555     28,147     30,757        329     22,924     61,167      1,382     10,631      1,716        156     20,488     39,707
 
Changes from:       September 15, 2015                               Total Change is:   -51,830
   -17,465     -4,144    -30,298      1,955      1,912        179      5,383      3,405     -8,723     -2,083    -10,353       -597       -181     -3,211
 
Percent of Open Interest Represented by Each Category of Trader
      37.9        0.3        0.4       20.7       22.6        0.2       16.8       44.9        1.0        7.8        1.3        0.1       15.0       29.2
 
Number of Traders in Each Category                                    Total Traders:        82 
        10          .          .          6         10          .         19         24          7          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    36,981
Positions
    18,549      1,481        107        729      1,457        420      9,790     16,106        126          0          0          0      7,260     17,284
 
Changes from:       September 15, 2015                               Total Change is:      -865
     4,650        -77         63       -418          0          0     -5,334        341        -22          0          0          0        196     -1,170
 
Percent of Open Interest Represented by Each Category of Trader
      50.2        4.0        0.3        2.0        3.9        1.1       26.5       43.6        0.3        0.0        0.0        0.0       19.6       46.7
 
Number of Traders in Each Category                                    Total Traders:        32 
         5          .          .          .          .          .         10         10          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   146,573
Positions
    56,086      8,555         80     16,204     73,813      1,007     49,230     24,230      1,368      2,938     11,587         24     19,636     25,909
 
Changes from:       September 15, 2015                               Total Change is:       869
    -1,621      5,455         80      4,966       -258          5     -3,515       -727        -10       -153       -986          0      1,117     -2,690
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        5.8        0.1       11.1       50.4        0.7       33.6       16.5        0.9        2.0        7.9        0.0       13.4       17.7
 
Number of Traders in Each Category                                    Total Traders:        94 
         4          6          .          5         21          5         26         24          7          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   177,439
Positions
    70,991      6,593        273     22,870     59,448      3,596     37,244     69,128      3,548     17,073      5,100         39     21,805     29,714
 
Changes from:       September 15, 2015                               Total Change is:    11,358
       951        957        273       -121     11,257         66     10,170      1,784        -38     -3,101     -1,263          0      3,158     -1,678
 
Percent of Open Interest Represented by Each Category of Trader
      40.0        3.7        0.2       12.9       33.5        2.0       21.0       39.0        2.0        9.6        2.9        0.0       12.3       16.7
 
Number of Traders in Each Category                                    Total Traders:       129 
        10          4          .         10         23          9         34         30         12          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   315,450
Positions
    94,736     12,694        532     66,072     92,310     17,010     34,018     90,489      2,913     57,004     35,256      1,813     41,352     62,433
 
Changes from:       September 15, 2015                               Total Change is:     4,084
    -1,002      4,297       -268       -844        105       -215        353     -2,817       -269      4,656     -1,295         51      1,622      4,495
 
Percent of Open Interest Represented by Each Category of Trader
      30.0        4.0        0.2       20.9       29.3        5.4       10.8       28.7        0.9       18.1       11.2        0.6       13.1       19.8
 
Number of Traders in Each Category                                    Total Traders:       219 
        17         10          5         27         32         26         21         50         12         26         35         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   147,279
Positions
   101,773        485        213      4,812     25,014      1,047     18,028     55,327        432      7,186     27,834          0     13,788     36,927
 
Changes from:       September 15, 2015                               Total Change is:    -9,600
     2,591        -79       -116        -12     -5,880        297    -13,507     -4,116         57       -111      1,636          0      1,201     -1,399
 
Percent of Open Interest Represented by Each Category of Trader
      69.1        0.3        0.1        3.3       17.0        0.7       12.2       37.6        0.3        4.9       18.9        0.0        9.4       25.1
 
Number of Traders in Each Category                                    Total Traders:        86 
        11          .          .          .         11          .         17         27          .          5         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    34,353
Positions
    29,435     29,086        391      1,501          0          0        880      3,508        592        907        324          0        647        452
 
Changes from:       September 15, 2015                               Total Change is:   -19,885
   -12,468    -13,326     -3,506          0          0          0     -3,325       -811       -560        235     -1,356       -235        -26        -91
 
Percent of Open Interest Represented by Each Category of Trader
      85.7       84.7        1.1        4.4        0.0        0.0        2.6       10.2        1.7        2.6        0.9        0.0        1.9        1.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          7          .          .          0          0          .          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   126,544
Positions
    53,671     51,373          0     17,720      4,820        143     42,031     42,273      6,539      3,310     13,503          0      3,130      7,893
 
Changes from:       September 15, 2015                               Total Change is:    -4,011
      -273     12,629          0    -36,204         41        -55     25,507    -22,678      5,078      1,495        712       -124        565        386
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       40.6        0.0       14.0        3.8        0.1       33.2       33.4        5.2        2.6       10.7        0.0        2.5        6.2
 
Number of Traders in Each Category                                    Total Traders:       113 
         .         10          0          4          7          .         21         44         12          7         16          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    21,809
Positions
    13,735      3,529          5      2,245          0          0      1,894     13,002      2,585        307        671          0      1,038      2,017
 
Changes from:       September 15, 2015                               Total Change is:      -306
       491          0          0          0          0          0     -1,347       -569        681       -145       -348          0         14        -70
 
Percent of Open Interest Represented by Each Category of Trader
      63.0       16.2        0.0       10.3        0.0        0.0        8.7       59.6       11.9        1.4        3.1        0.0        4.8        9.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         5          .          .          .          0          0          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    35,920
Positions
    21,585          0          1      1,010      5,646          1     10,725     21,651        242        776      2,488          0      1,580      5,891
 
Changes from:       September 15, 2015                               Total Change is:     2,568
     3,778       -118          1          0        -26          0     -1,127      2,086          5        -45         20          0        -44        600
 
Percent of Open Interest Represented by Each Category of Trader
      60.1        0.0        0.0        2.8       15.7        0.0       29.9       60.3        0.7        2.2        6.9        0.0        4.4       16.4
 
Number of Traders in Each Category                                    Total Traders:        73 
         9          0          .          .          7          .         12         32          4          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    29,388
Positions
    10,669      8,249      1,072      3,850      1,819        293      6,025      7,158         52      2,319      2,051         11      5,099      8,685
 
Changes from:       September 15, 2015                               Total Change is:   -19,201
   -10,566     -9,672     -4,706       -376       -114       -523       -621     -1,442       -743       -592       -223       -937       -140       -843
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       28.1        3.6       13.1        6.2        1.0       20.5       24.4        0.2        7.9        7.0        0.0       17.3       29.6
 
Number of Traders in Each Category                                    Total Traders:        73 
        20          8          .          9          .          .          6         16          .          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    58,776
Positions
    21,338     16,497      2,144      7,700      3,638        586     12,049     14,315        104      4,637      4,102         21     10,197     17,369
 
Changes from:       September 15, 2015                               Total Change is:   -38,402
   -21,131    -19,344     -9,411       -751       -228     -1,046     -1,241     -2,883     -1,486     -1,183       -445     -1,873       -280     -1,686
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       28.1        3.6       13.1        6.2        1.0       20.5       24.4        0.2        7.9        7.0        0.0       17.3       29.6
 
Number of Traders in Each Category                                    Total Traders:        73 
        20          8          .          9          .          .          6         16          .          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   679,965
Positions
   125,504     61,973     11,673    234,596    179,004     66,804     81,027    176,375     16,611     23,175     44,037      4,259    116,315    119,230
 
Changes from:       September 15, 2015                               Total Change is:  -241,278
   -28,508    -15,952    -81,930      6,181     10,788    -38,450      2,505       -642    -33,500        394    -12,589     -8,992    -58,978    -60,012
 
Percent of Open Interest Represented by Each Category of Trader
      18.5        9.1        1.7       34.5       26.3        9.8       11.9       25.9        2.4        3.4        6.5        0.6       17.1       17.5
 
Number of Traders in Each Category                                    Total Traders:       588 
        41         34         19        109         92         80         77        123         68         37         74         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   102,834
Positions
    11,154      2,099      2,499     44,679     20,676      3,137      8,161      7,210         90      3,737      2,798        100     29,277     64,225
 
Changes from:       September 15, 2015                               Total Change is:  -110,783
   -72,299    -32,974     -3,366      4,044      2,855    -14,433    -11,332     -5,622     -1,754     -6,794         29        -79     -4,770    -55,439
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        2.0        2.4       43.4       20.1        3.1        7.9        7.0        0.1        3.6        2.7        0.1       28.5       62.5
 
Number of Traders in Each Category                                    Total Traders:        66 
         6          .          .         17          6          8         10         16          .          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,885,655
Positions
   586,966    314,586     30,655    977,399    819,451    290,521    391,787    873,278     55,151     99,848    208,852     18,137    435,191    275,024
 
Changes from:       September 15, 2015                               Total Change is:  -652,476
   -50,930   -184,775   -122,934    -48,854    -19,875    -60,543     26,694    -17,587   -116,242      6,679    -92,351    -15,304   -271,042    -22,865
 
Percent of Open Interest Represented by Each Category of Trader
      20.3       10.9        1.1       33.9       28.4       10.1       13.6       30.3        1.9        3.5        7.2        0.6       15.1        9.5
 
Number of Traders in Each Category                                    Total Traders:       576 
        41         35         15        104         88         76         75        123         55         37         73         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    82,018
Positions
    18,073      4,387        256     40,441     64,733      1,613     13,008      5,517        343          0        263          0      8,284      4,906
 
Changes from:       September 15, 2015                               Total Change is:    -6,701
    -2,457     -4,042     -2,002       -185      1,305       -117       -419       -973       -948          0       -217          0       -573        293
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        5.3        0.3       49.3       78.9        2.0       15.9        6.7        0.4        0.0        0.3        0.0       10.1        6.0
 
Number of Traders in Each Category                                    Total Traders:        80 
         8          4          .         29         16         11         14          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    53,300
Positions
     4,990     23,779        165     28,491      9,512        771     10,232     10,732        927      3,769      2,878         10      3,945      4,526
 
Changes from:       September 15, 2015                               Total Change is:   -11,403
    -6,046       -480     -4,555      2,451        591     -1,750       -534     -2,431       -954        667     -1,111       -424       -259       -289
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       44.6        0.3       53.5       17.8        1.4       19.2       20.1        1.7        7.1        5.4        0.0        7.4        8.5
 
Number of Traders in Each Category                                    Total Traders:       220 
        15         19          5         35         21          8         35         48         12         17         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   266,500
Positions
    24,951    118,894        827    142,454     47,561      3,855     51,160     53,660      4,636     18,846     14,389         48     19,723     22,630
 
Changes from:       September 15, 2015                               Total Change is:   -57,015
   -30,232     -2,401    -22,773     12,256      2,955     -8,751     -2,669    -12,157     -4,769      3,335     -5,555     -2,118     -1,294     -1,446
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       44.6        0.3       53.5       17.8        1.4       19.2       20.1        1.7        7.1        5.4        0.0        7.4        8.5
 
Number of Traders in Each Category                                    Total Traders:       220 
        15         19          5         35         21          8         35         48         12         17         30          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   372,619
Positions
   141,948     25,477        468    110,296    186,985     17,087     66,508    103,165     10,990     10,115     11,419         12     15,195     17,016
 
Changes from:       September 15, 2015                               Total Change is:   -43,678
   -14,836     -4,758    -17,418      2,805      1,273        863      3,685    -11,338     -1,010     -4,233       -374       -102    -13,432    -10,814
 
Percent of Open Interest Represented by Each Category of Trader
      38.1        6.8        0.1       29.6       50.2        4.6       17.8       27.7        2.9        2.7        3.1        0.0        4.1        4.6
 
Number of Traders in Each Category                                    Total Traders:       269 
        17         12          .         56         51         24         29         68         14         13         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    48,179
Positions
       889      3,351          0     27,428        255         60      5,375     21,664          0      6,213     15,230          0      8,214      7,619
 
Changes from:       September 15, 2015                               Total Change is:     2,093
      -659        455          0      1,511         17         18        948      2,205       -520        512          5          0        283        -87
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        7.0        0.0       56.9        0.5        0.1       11.2       45.0        0.0       12.9       31.6        0.0       17.0       15.8
 
Number of Traders in Each Category                                    Total Traders:        63 
         .          6          0         18          .          .         11         17          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    83,744
Positions
     8,163     14,060      1,115     15,466      9,194      1,106     38,927     10,062      1,270      9,022        560          0      8,675     46,377
 
Changes from:       September 15, 2015                               Total Change is:    -9,370
    -3,980      4,858     -2,067     -5,965        315        293      2,259      1,393        176        275        560          0       -361    -14,898
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       16.8        1.3       18.5       11.0        1.3       46.5       12.0        1.5       10.8        0.7        0.0       10.4       55.4
 
Number of Traders in Each Category                                    Total Traders:        91 
         9         11          .         11          4          4         35         13          6          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   149,536
Positions
     2,995     77,548        413     86,521     48,342      8,115     36,667      6,269      3,137      4,867      1,670          0      6,821      4,042
 
Changes from:       September 15, 2015                               Total Change is:   -15,433
    -1,962     -6,929     -8,199        101      2,969        -80      1,869      2,294     -4,187     -1,887       -316        -43     -1,045       -942
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       51.9        0.3       57.9       32.3        5.4       24.5        4.2        2.1        3.3        1.1        0.0        4.6        2.7
 
Number of Traders in Each Category                                    Total Traders:       112 
         5         11          .         38         26         16         13          6          5          8          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   475,415
Positions
    50,806    127,019      2,124    208,815    164,209     81,140     97,534     46,647      5,944     14,005     32,649      2,140     12,907     13,543
 
Changes from:       September 15, 2015                               Total Change is:   -48,071
     9,132     -5,263    -43,377      3,635     -2,511      1,130      6,499      6,746     -3,793       -760      7,981    -14,522     -6,015      5,538
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       26.7        0.4       43.9       34.5       17.1       20.5        9.8        1.3        2.9        6.9        0.5        2.7        2.8
 
Number of Traders in Each Category                                    Total Traders:       252 
        22         22          6         57         47         26         28         32         14         23         21          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   496,521
Positions
     2,495     59,300      2,544    189,978    157,597     55,122     50,215     49,406     10,417     47,696     35,551      1,285    136,769    125,299
 
Changes from:       September 15, 2015                               Total Change is:   -23,003
    -1,147     -3,998      1,081     -3,722      2,786     -3,024     -6,648    -12,830     -4,014     -3,323      4,987        146     -2,352     -8,137
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       11.9        0.5       38.3       31.7       11.1       10.1       10.0        2.1        9.6        7.2        0.3       27.5       25.2
 
Number of Traders in Each Category                                    Total Traders:       147 
         5         14          4         36         24         31         22         21         11          9         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   635,674
Positions
    11,594    112,565        139    374,447     86,489     86,145     20,292    234,646     12,150     14,138      6,494        556    116,213     96,490
 
Changes from:       September 15, 2015                               Total Change is:    10,075
    -2,612      7,391        -11     10,861      2,662     -4,830      6,015      9,238       -479      1,765     -3,260         15       -649       -651
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       17.7        0.0       58.9       13.6       13.6        3.2       36.9        1.9        2.2        1.0        0.1       18.3       15.2
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          9          .         44         13         35          8         17         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 1,109,767
Positions
    22,205    107,132     12,555    257,155    391,292    105,878    417,243    161,594     29,079    142,947    173,706     10,494    112,211    118,037
 
Changes from:       September 15, 2015                               Total Change is:   -38,578
      -463     -4,791      3,383     -7,161    -23,109      1,447    -26,060      4,535     -3,148      4,156     -4,983        329    -11,061    -12,241
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        9.7        1.1       23.2       35.3        9.5       37.6       14.6        2.6       12.9       15.7        0.9       10.1       10.6
 
Number of Traders in Each Category                                    Total Traders:       272 
         9         29          4         39         54         38         49         34         24         19         38         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 2,644,568
Positions
    94,940    208,255     16,882  1,114,335    663,957    295,700    412,294    738,631     79,377    271,588    197,498     26,433    333,019    417,835
 
Changes from:       September 15, 2015                               Total Change is:   -87,085
    15,911     14,205     -1,652    -90,580     25,970    -23,801     52,672    -36,420    -42,433     -1,611    -13,326        260      4,149     -9,888
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        7.9        0.6       42.1       25.1       11.2       15.6       27.9        3.0       10.3        7.5        1.0       12.6       15.8
 
Number of Traders in Each Category                                    Total Traders:       373 
        26         34          9         55         76         71         60         58         34         31         33         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 2,385,794
Positions
    75,847    235,016     11,770  1,144,595    481,361    275,651    361,917    694,606    105,847     94,286    208,438     30,246    285,635    342,859
 
Changes from:       September 15, 2015                               Total Change is:   134,246
     5,680     42,723     -1,048    186,024     -5,742    -10,936    -75,574     94,951     24,915     -7,028      3,412     -1,979     14,192    -12,050
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        9.9        0.5       48.0       20.2       11.6       15.2       29.1        4.4        4.0        8.7        1.3       12.0       14.4
 
Number of Traders in Each Category                                    Total Traders:       290 
        14         28          7         48         49         49         38         60         35         11         42          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   890,519
Positions
   294,314    236,642    245,631      6,385     19,039      7,205    164,857    112,390    102,939      9,813     60,995     40,930     18,445     64,748
 
Changes from:       September 15, 2015                               Total Change is:   -54,325
    28,935     -8,054      4,543    -55,139     -6,785     -6,807      2,781    -25,988     -7,509     -2,712      5,781     -8,856     -9,561       -650
 
Percent of Open Interest Represented by Each Category of Trader
      33.0       26.6       27.6        0.7        2.1        0.8       18.5       12.6       11.6        1.1        6.8        4.6        2.1        7.3
 
Number of Traders in Each Category                                    Total Traders:       132 
        13         42         42          .          6          .         14         33         37          .         15          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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 is11,171,667
Positions
 1,993,009  1,500,572  3,164,232    551,713  1,587,994    300,722  1,713,801    767,492  1,739,878    340,024    450,422    564,966    803,322  1,095,389
 
Changes from:       September 15, 2015                               Total Change is:    59,444
   -81,580    119,352    101,357     14,326    -63,078     -8,378    -70,425    -29,862     49,935     54,539    -97,136     33,932    -34,262    -46,678
 
Percent of Open Interest Represented by Each Category of Trader
      17.8       13.4       28.3        4.9       14.2        2.7       15.3        6.9       15.6        3.0        4.0        5.1        7.2        9.8
 
Number of Traders in Each Category                                    Total Traders:       291 
        27         58         77         10         27         24         44         64         87         14         33         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    43,215
Positions
    10,198        847          0        560     17,093          0     30,216     17,363          0      1,570      7,697         20        651        195
 
Changes from:       September 15, 2015                               Total Change is:      -852
      -458          0          0          0        311          0       -257       -876         -6         70       -440          0       -201        159
 
Percent of Open Interest Represented by Each Category of Trader
      23.6        2.0        0.0        1.3       39.6        0.0       69.9       40.2        0.0        3.6       17.8        0.0        1.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          0          .          8          0          5         11          0          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    38,027
Positions
    15,258         50          0          0     17,123          1     22,044      9,976          0        510     10,741          0        214        136
 
Changes from:       September 15, 2015                               Total Change is:     1,564
     1,631       -123          0          0        680          0         82        545          0       -112        426          0        -37         36
 
Percent of Open Interest Represented by Each Category of Trader
      40.1        0.1        0.0        0.0       45.0        0.0       58.0       26.2        0.0        1.3       28.2        0.0        0.6        0.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          0         10          .          5          9          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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    68,333
Positions
     1,944     48,253          0     15,870        969        626     12,377     11,832        814     27,152      3,980        135      9,415      1,724
 
Changes from:       September 15, 2015                               Total Change is:     3,042
       180      2,843          0       -856       -851         17     -2,775     -2,814         37      5,140      3,640        -84      1,383        254
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       70.6        0.0       23.2        1.4        0.9       18.1       17.3        1.2       39.7        5.8        0.2       13.8        2.5
 
Number of Traders in Each Category                                    Total Traders:       152 
         5          .          0         11          4          .         29         17          7         73          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 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   313,001
Positions
    47,154     93,017     16,997     22,852     30,006     33,203     97,871     49,436     53,323      6,513      2,586     12,685     22,403     21,748
 
Changes from:       September 15, 2015                               Total Change is:   -45,429
    -1,168    -11,659    -12,472      2,710       -800     -5,343     -9,744      5,574    -13,814     -2,071     -1,810     -2,041     -1,486     -3,064
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       29.7        5.4        7.3        9.6       10.6       31.3       15.8       17.0        2.1        0.8        4.1        7.2        6.9
 
Number of Traders in Each Category                                    Total Traders:       156 
        13         15         19         11         11          6         42         30         41         18          8         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 22, 2015                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    20,838
Positions
       115      3,058          0      4,577      4,022      1,118     14,211     11,547          0        482      1,066          0        335         27
 
Changes from:       September 15, 2015                               Total Change is:    -6,044
        14          0          0     -1,141      2,206        -19     -1,838     -2,467     -3,107         95     -1,241          0        -48     -1,416
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.7        0.0       22.0       19.3        5.4       68.2       55.4        0.0        2.3        5.1        0.0        1.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          7          .          .         12          6          0          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated September 25, 2015