Traders in Financial Futures - Futures Only Positions as of November 10, 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   134,360
Positions
    42,090     15,265      1,600     28,541     41,327        774     23,002     35,327      1,123     17,273      1,292        248     19,709     37,404
 
Changes from:       November 3, 2015                                 Total Change is:    14,731
       698     -2,572        581        731     10,717          0     11,890      2,968       -431      2,078       -258         39       -855      3,687
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       11.4        1.2       21.2       30.8        0.6       17.1       26.3        0.8       12.9        1.0        0.2       14.7       27.8
 
Number of Traders in Each Category                                    Total Traders:        79 
         6          5          4          6         10          .         17         21          7         11          .          .
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Traders in Financial Futures - Futures Only Positions as of November 10, 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    60,031
Positions
    34,366      2,098         34        816      1,709        420     16,489     29,291        730          0          0          0      7,176     25,749
 
Changes from:       November 3, 2015                                 Total Change is:     8,078
     7,680        341         30          0       -476          0      1,254      3,981        461     -1,928          0          0        581      3,741
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        3.5        0.1        1.4        2.8        0.7       27.5       48.8        1.2        0.0        0.0        0.0       12.0       42.9
 
Number of Traders in Each Category                                    Total Traders:        43 
         7          .          .          .          .          .         15         15          6          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   172,346
Positions
    77,347      4,499      3,676      8,670     64,365      1,434     48,177     41,212      4,350      9,848     12,835        233     18,611     39,742
 
Changes from:       November 3, 2015                                 Total Change is:    21,152
    19,575    -12,089      3,163     -6,526       -604         52        327     15,908      1,717      4,338      1,286        -77     -1,417     11,796
 
Percent of Open Interest Represented by Each Category of Trader
      44.9        2.6        2.1        5.0       37.3        0.8       28.0       23.9        2.5        5.7        7.4        0.1       10.8       23.1
 
Number of Traders in Each Category                                    Total Traders:       105 
        10          5          4          5         19          5         22         33         17          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   234,202
Positions
   131,078      4,018      2,908     19,347     70,286      4,802     25,156     99,577      2,140     31,963      2,865        176     16,632     47,430
 
Changes from:       November 3, 2015                                 Total Change is:    29,931
    35,059      2,869       -777        -57       -971        120     -3,848     20,580       -170       -160       -942        137       -373      9,085
 
Percent of Open Interest Represented by Each Category of Trader
      56.0        1.7        1.2        8.3       30.0        2.1       10.7       42.5        0.9       13.6        1.2        0.1        7.1       20.3
 
Number of Traders in Each Category                                    Total Traders:       126 
        11          .          4          9         26          8         19         48         10          .          7          .
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Traders in Financial Futures - Futures Only Positions as of November 10, 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   421,967
Positions
   129,759     25,758      1,765     85,157     85,437     14,486     43,341    173,423      4,874     97,380     29,403      3,829     41,376     82,992
 
Changes from:       November 3, 2015                                 Total Change is:    16,505
      -553     -8,616        935     -1,575     -6,158        693      4,521     16,394      2,204      6,655        422      2,071      1,554      8,560
 
Percent of Open Interest Represented by Each Category of Trader
      30.8        6.1        0.4       20.2       20.2        3.4       10.3       41.1        1.2       23.1        7.0        0.9        9.8       19.7
 
Number of Traders in Each Category                                    Total Traders:       255 
        20         12          6         27         34         25         21         76         19         27         37         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   153,590
Positions
   114,530      2,597          8      3,880     34,519        493     20,768     46,648        531      1,142     29,200          0     12,238     39,594
 
Changes from:       November 3, 2015                                 Total Change is:     7,729
    10,465     -8,477       -374       -611      7,820          0       -948      3,241       -215     -1,511     -1,675        -87      1,010      7,496
 
Percent of Open Interest Represented by Each Category of Trader
      74.6        1.7        0.0        2.5       22.5        0.3       13.5       30.4        0.3        0.7       19.0        0.0        8.0       25.8
 
Number of Traders in Each Category                                    Total Traders:        92 
        12          .          .          .         12          .         21         25          8          4         12          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    42,724
Positions
    25,931     29,681      8,982      2,063          0          0      3,268      2,588        592      1,131        382          0        757        499
 
Changes from:       November 3, 2015                                 Total Change is:     3,863
      -331        600      3,500        946          0       -246         50       -147          0        -11        147          0        -45          9
 
Percent of Open Interest Represented by Each Category of Trader
      60.7       69.5       21.0        4.8        0.0        0.0        7.6        6.1        1.4        2.6        0.9        0.0        1.8        1.2
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          6          5          .          0          0          .          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   158,543
Positions
    53,470     58,196     16,100     24,754      4,509        811     41,988     46,448     15,411      2,193     10,333         93      3,723      6,642
 
Changes from:       November 3, 2015                                 Total Change is:     9,699
      -835     -1,604        987     16,281        416        215     -5,341      9,029       -358       -434        200          0       -816        814
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       36.7       10.2       15.6        2.8        0.5       26.5       29.3        9.7        1.4        6.5        0.1        2.3        4.2
 
Number of Traders in Each Category                                    Total Traders:       111 
         .         10          6          .          7          .         15         50         10         10         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    22,705
Positions
    15,405     10,889          5      3,743          0          0      2,491      8,688         80        108      1,710          0        873      1,333
 
Changes from:       November 3, 2015                                 Total Change is:     2,428
      -129      3,180          0        610          0          0      1,705     -1,207         71        108        639          0         63       -255
 
Percent of Open Interest Represented by Each Category of Trader
      67.8       48.0        0.0       16.5        0.0        0.0       11.0       38.3        0.4        0.5        7.5        0.0        3.8        5.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          4          .          .          0          0          .         12          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    33,719
Positions
    19,289     10,059         22      1,566      6,620          1      9,213     10,042        396        943        941          0      2,289      5,638
 
Changes from:       November 3, 2015                                 Total Change is:     1,180
       166       -913          0       -342        338          0        843        952        257        125       -382          0        131        928
 
Percent of Open Interest Represented by Each Category of Trader
      57.2       29.8        0.1        4.6       19.6        0.0       27.3       29.8        1.2        2.8        2.8        0.0        6.8       16.7
 
Number of Traders in Each Category                                    Total Traders:        63 
         6          5          .          .          6          .         15         21          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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     7,754
Positions
     2,929          0          0      1,823      3,345         89      2,412      2,372         63          0        432          0        438      1,453
 
Changes from:       November 3, 2015                                 Total Change is:       401
         0          0          0        -20          0         20        307         83         40          0        101          0         54        157
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        0.0        0.0       23.5       43.1        1.1       31.1       30.6        0.8        0.0        5.6        0.0        5.6       18.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          0          0          .          4          .          4          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    51,867
Positions
    11,028     27,669      2,831      5,543      1,911        409     23,072      6,471        419      1,891      3,033          0      6,676      9,126
 
Changes from:       November 3, 2015                                 Total Change is:     4,077
      -157      7,616        -75       -559         42        -46      4,946     -3,531        239         11       -384          0       -283        215
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       53.3        5.5       10.7        3.7        0.8       44.5       12.5        0.8        3.6        5.8        0.0       12.9       17.6
 
Number of Traders in Each Category                                    Total Traders:       107 
        16         15          .          9          .          4         33         14          6          4         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   103,733
Positions
    22,056     55,337      5,661     11,085      3,822        817     46,144     12,942        837      3,782      6,066          0     13,351     18,251
 
Changes from:       November 3, 2015                                 Total Change is:     8,153
      -314     15,232       -149     -1,117         83        -91      9,891     -7,061        477         22       -768          0       -566        430
 
Percent of Open Interest Represented by Each Category of Trader
      21.3       53.3        5.5       10.7        3.7        0.8       44.5       12.5        0.8        3.6        5.8        0.0       12.9       17.6
 
Number of Traders in Each Category                                    Total Traders:       107 
        16         15          .          9          .          4         33         14          6          4         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   689,592
Positions
   105,198     73,571     42,076    266,540    151,535     53,601     65,791    175,292     40,233     16,972     49,832      7,069     92,112     96,384
 
Changes from:       November 3, 2015                                 Total Change is:    17,714
    13,403     -4,424        556    -14,792        553       -969      5,444      8,553      3,756     -2,217      3,584      2,812      9,722      3,294
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       10.7        6.1       38.7       22.0        7.8        9.5       25.4        5.8        2.5        7.2        1.0       13.4       14.0
 
Number of Traders in Each Category                                    Total Traders:       595 
        36         41         33        118         73         80         80        135         77         42         69         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   104,304
Positions
    18,330     19,107      6,212     29,076     21,578      3,427      9,937     11,588        223      2,666      5,407      1,925     32,508     34,837
 
Changes from:       November 3, 2015                                 Total Change is:     4,482
     5,674     -2,345      1,073     -3,330       -511       -419       -417        332         81         49       -989      1,716         55      5,544
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       18.3        6.0       27.9       20.7        3.3        9.5       11.1        0.2        2.6        5.2        1.8       31.2       33.4
 
Number of Traders in Each Category                                    Total Traders:        68 
         6          7          4         14          5          6         11         17          4          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 2,926,441
Positions
   536,867    374,846     76,794  1,199,281    661,746    238,909    372,148    911,398    107,173     75,179    225,772     22,070    298,020    307,733
 
Changes from:       November 3, 2015                                 Total Change is:    66,162
    42,161     -6,876     -6,102    -63,714     -1,083      3,653     40,615     52,413      7,064    -10,868     23,328      5,016     48,337    -11,251
 
Percent of Open Interest Represented by Each Category of Trader
      18.3       12.8        2.6       41.0       22.6        8.2       12.7       31.1        3.7        2.6        7.7        0.8       10.2       10.5
 
Number of Traders in Each Category                                    Total Traders:       583 
        35         41         28        113         72         77         78        135         64         39         70         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    85,640
Positions
    18,406     15,858        940     38,213     54,088      1,923     14,591      7,305      1,095        245        263          0     10,227      4,168
 
Changes from:       November 3, 2015                                 Total Change is:       342
      -357          6         50      1,064        346        -87        268      1,147       -647          0          0          0         51       -473
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       18.5        1.1       44.6       63.2        2.2       17.0        8.5        1.3        0.3        0.3        0.0       11.9        4.9
 
Number of Traders in Each Category                                    Total Traders:        85 
         6          8          .         30         15         15         12         12          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    72,983
Positions
     5,230     43,931        529     32,159      8,513        904     23,895     11,445        781      2,996      2,219        194      6,296      4,468
 
Changes from:       November 3, 2015                                 Total Change is:     4,645
       150      4,954        197       -572       -299        163      4,184        446        -94       -245       -111         70        793       -679
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       60.2        0.7       44.1       11.7        1.2       32.7       15.7        1.1        4.1        3.0        0.3        8.6        6.1
 
Number of Traders in Each Category                                    Total Traders:       235 
        13         23          9         37         19          9         61         39         11         20         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   364,914
Positions
    26,152    219,654      2,644    160,794     42,563      4,520    119,474     57,223      3,903     14,979     11,096        969     31,479     22,342
 
Changes from:       November 3, 2015                                 Total Change is:    23,227
       749     24,771        983     -2,859     -1,496        814     20,921      2,228       -472     -1,223       -553        349      3,965     -3,397
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       60.2        0.7       44.1       11.7        1.2       32.7       15.7        1.1        4.1        3.0        0.3        8.6        6.1
 
Number of Traders in Each Category                                    Total Traders:       235 
        13         23          9         37         19          9         61         39         11         20         23          .
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Traders in Financial Futures - Futures Only Positions as of November 10, 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   378,369
Positions
   135,955     45,859      2,284    111,098    172,800     17,873     72,628     97,939     10,489      8,709     14,540        745     18,588     15,840
 
Changes from:       November 3, 2015                                 Total Change is:     2,699
        89      3,248      1,170        979     -8,308       -242       -188     -2,219      3,298     -1,015      5,192        638     -2,030        -78
 
Percent of Open Interest Represented by Each Category of Trader
      35.9       12.1        0.6       29.4       45.7        4.7       19.2       25.9        2.8        2.3        3.8        0.2        4.9        4.2
 
Number of Traders in Each Category                                    Total Traders:       266 
        19         15          .         52         50         24         37         55         16         15         22          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    52,595
Positions
     2,506      9,143          0     24,204      1,234        407      8,806     19,904         18      7,879     14,819          8      8,767      7,062
 
Changes from:       November 3, 2015                                 Total Change is:     1,030
      -750      1,064          0        120      1,234        152        602     -1,137       -441        869        222          0        478        -64
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       17.4        0.0       46.0        2.3        0.8       16.7       37.8        0.0       15.0       28.2        0.0       16.7       13.4
 
Number of Traders in Each Category                                    Total Traders:        64 
         4          7          0         19          .          4         12         11          .          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    91,161
Positions
    10,174     21,011      1,334     13,159      4,554      1,341     47,114     11,487        909      7,852      1,603         77      9,201     48,845
 
Changes from:       November 3, 2015                                 Total Change is:    -2,908
    -2,853      4,706     -2,127        139        233        363      3,305     -4,624       -428        189        273          2     -1,498     -1,306
 
Percent of Open Interest Represented by Each Category of Trader
      11.2       23.0        1.5       14.4        5.0        1.5       51.7       12.6        1.0        8.6        1.8        0.1       10.1       53.6
 
Number of Traders in Each Category                                    Total Traders:        89 
        14          9          .         11          .          4         34         12          8          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   161,151
Positions
     7,697     97,287        361     95,657     40,360      8,297     36,399      6,262      3,032      2,917      2,023          0      6,791      3,529
 
Changes from:       November 3, 2015                                 Total Change is:     6,606
     1,369      5,389         65      4,779      1,183       -111      1,736        320       -370          0          0          0       -862        130
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       60.4        0.2       59.4       25.0        5.1       22.6        3.9        1.9        1.8        1.3        0.0        4.2        2.2
 
Number of Traders in Each Category                                    Total Traders:       109 
         5         14          .         40         21         19         13          5          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   461,996
Positions
    48,743    185,407      1,206    193,776    123,410     71,071     91,111     37,738      9,851     28,352     15,460      2,269     15,617     15,584
 
Changes from:       November 3, 2015                                 Total Change is:   -27,796
    -2,747    -10,042        168    -15,280     -3,851     -3,840    -13,570    -14,806      1,842      6,859     -3,202        376     -1,604      5,559
 
Percent of Open Interest Represented by Each Category of Trader
      10.6       40.1        0.3       41.9       26.7       15.4       19.7        8.2        2.1        6.1        3.3        0.5        3.4        3.4
 
Number of Traders in Each Category                                    Total Traders:       255 
        23         21          4         61         41         36         33         32         14         29         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   479,878
Positions
    10,680     35,797      2,900    199,818    126,999     55,811     59,643     57,751     13,377      5,989     49,077      4,238    127,422    133,928
 
Changes from:       November 3, 2015                                 Total Change is:   -13,201
     1,260      4,012     -1,597      1,973     -4,749     -1,566        538     -8,126       -874      1,332      3,165      2,864    -17,131     -6,330
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        7.5        0.6       41.6       26.5       11.6       12.4       12.0        2.8        1.2       10.2        0.9       26.6       27.9
 
Number of Traders in Each Category                                    Total Traders:       143 
         6         12          4         35         22         30         30         20         22          6         12          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   619,242
Positions
     9,276     55,274        731    344,381    110,745     84,679     30,232    239,003     20,464      9,723      9,792        595    119,161     97,959
 
Changes from:       November 3, 2015                                 Total Change is:    -9,946
    -1,558    -10,233        611     -4,264      8,934     -1,515        465    -12,889      2,018     -7,413       -720          0      1,710      3,848
 
Percent of Open Interest Represented by Each Category of Trader
       1.5        8.9        0.1       55.6       17.9       13.7        4.9       38.6        3.3        1.6        1.6        0.1       19.2       15.8
 
Number of Traders in Each Category                                    Total Traders:        90 
         .          6          4         39         14         32          8         14         13          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 1,117,238
Positions
    61,542    107,803      3,926    240,384    318,737    120,735    322,434    225,832     70,121    176,014    114,025      4,930    117,152    151,129
 
Changes from:       November 3, 2015                                 Total Change is:    -2,201
     8,853     15,897     -3,675    -20,033    -28,445      7,297      5,408     12,649     -3,423     12,203     -9,682       -764     -8,067      7,945
 
Percent of Open Interest Represented by Each Category of Trader
       5.5        9.6        0.4       21.5       28.5       10.8       28.9       20.2        6.3       15.8       10.2        0.4       10.5       13.5
 
Number of Traders in Each Category                                    Total Traders:       270 
         9         34          6         45         41         39         48         36         35         21         36         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 2,606,894
Positions
   115,983    186,820     24,178    892,130    790,163    343,957    378,531    543,090    118,229    393,422    130,524     21,044    319,420    448,889
 
Changes from:       November 3, 2015                                 Total Change is:   -91,029
   -34,913     13,765      6,459   -139,923    -32,866     17,096    -14,088   -100,814     51,239     55,801    -61,021     -8,736    -23,964     23,849
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        7.2        0.9       34.2       30.3       13.2       14.5       20.8        4.5       15.1        5.0        0.8       12.3       17.2
 
Number of Traders in Each Category                                    Total Traders:       353 
        18         32         15         49         76         64         48         66         56         31         33         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 2,387,282
Positions
    36,616    253,600     23,933  1,056,846    501,555    279,222    373,970    659,294    140,678    190,830    167,574     17,408    267,779    344,018
 
Changes from:       November 3, 2015                                 Total Change is:     3,016
   -22,989     65,486     -2,588    -10,881     11,641     -5,716    -34,902   -109,893     48,349     28,006    -15,540      2,681      1,056      8,596
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.6        1.0       44.3       21.0       11.7       15.7       27.6        5.9        8.0        7.0        0.7       11.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       281 
         8         35         12         40         51         49         40         55         38         17         35          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   763,010
Positions
   263,843    228,463    235,243        900     32,900        750    125,409     60,010     80,931      3,015     43,656     33,409     19,510     47,648
 
Changes from:       November 3, 2015                                 Total Change is:    36,188
    17,565     15,646     16,483     -6,711     24,725    -13,875     12,236     -8,974      2,753      1,000     -4,866      8,130     -1,393     -3,834
 
Percent of Open Interest Represented by Each Category of Trader
      34.6       29.9       30.8        0.1        4.3        0.1       16.4        7.9       10.6        0.4        5.7        4.4        2.6        6.2
 
Number of Traders in Each Category                                    Total Traders:       120 
        13         36         38          .          5          .         17         24         27          .         15         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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 is11,140,147
Positions
 2,676,833  1,257,631  2,931,395    408,909  1,643,017    277,531  1,543,002  1,252,064  1,793,376    399,432    487,683    404,024    705,645  1,093,426
 
Changes from:       November 3, 2015                                 Total Change is:  -155,262
   228,910   -101,254    -75,664     27,346    -51,879    -28,313   -212,727    210,110     -8,198     12,401    -50,064    -27,517    -71,500    -22,483
 
Percent of Open Interest Represented by Each Category of Trader
      24.0       11.3       26.3        3.7       14.7        2.5       13.9       11.2       16.1        3.6        4.4        3.6        6.3        9.8
 
Number of Traders in Each Category                                    Total Traders:       291 
        34         49         78          9         26         23         44         73         87         14         31         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    38,092
Positions
     8,375        878          0        510     15,851         30     26,123     13,963          0      2,608      6,964        330        116         76
 
Changes from:       November 3, 2015                                 Total Change is:    -3,555
    -3,655          0          0        -50       -737          0         67     -2,725          0         16       -117         46         21        -22
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        2.3        0.0        1.3       41.6        0.1       68.6       36.7        0.0        6.8       18.3        0.9        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        47 
         4          .          0          .          8          .          7          9          0          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 2015                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    34,725
Positions
    11,502        492          0          0     15,551          1     22,106      9,344          0        959      9,256          0        157         81
 
Changes from:       November 3, 2015                                 Total Change is:    -4,632
    -1,607        412        -20          0     -2,621          0     -2,688     -1,211          0       -331     -1,222          0         14         30
 
Percent of Open Interest Represented by Each Category of Trader
      33.1        1.4        0.0        0.0       44.8        0.0       63.7       26.9        0.0        2.8       26.7        0.0        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0          0         10          .          7          6          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    84,478
Positions
     3,232     58,462        161     19,269          0      1,592     19,873     16,713      1,306     27,079      3,810        157     11,809      2,277
 
Changes from:       November 3, 2015                                 Total Change is:     7,662
      -287      2,180         39      1,450          0        472        959      6,332     -1,434      4,213        219         -7      2,257       -139
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       69.2        0.2       22.8        0.0        1.9       23.5       19.8        1.5       32.1        4.5        0.2       14.0        2.7
 
Number of Traders in Each Category                                    Total Traders:       176 
         8          .          .         15          0          .         48         15         11         75          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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   324,542
Positions
    58,657     76,558     14,443     50,984     35,683     40,926     69,591     67,217     46,495     10,969      6,893      9,627     22,850     26,700
 
Changes from:       November 3, 2015                                 Total Change is:     3,411
    11,965      1,239     -2,549      3,347       -182     -3,620     -4,411     11,781       -278      2,380        531     -2,901       -522       -610
 
Percent of Open Interest Represented by Each Category of Trader
      18.1       23.6        4.5       15.7       11.0       12.6       21.4       20.7       14.3        3.4        2.1        3.0        7.0        8.2
 
Number of Traders in Each Category                                    Total Traders:       177 
        15         12         17         13         17          8         36         39         44         14         22         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 10, 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    17,582
Positions
       212      3,058          0      3,182      2,235      1,313     11,416      9,123        386        718      1,440          0        355         27
 
Changes from:       November 3, 2015                                 Total Change is:    -1,010
       -12          0          0       -607        480        -40        438     -2,282          0       -790        850          0          1        -18
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       17.4        0.0       18.1       12.7        7.5       64.9       51.9        2.2        4.1        8.2        0.0        2.0        0.2
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          5          .          .          9          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated November 13, 2015