Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   183,312
Positions
    77,672      2,989      4,124     27,121     35,012      1,019     20,742     64,543     16,337     11,824     10,961      2,091     22,383     46,236
 
Changes from:       July 21, 2015                                    Total Change is:    10,749
    14,409       -120        407      2,371      1,736        -57     -6,862      5,455      1,844        535      2,058        286     -2,184       -860
 
Percent of Open Interest Represented by Each Category of Trader
      42.4        1.6        2.2       14.8       19.1        0.6       11.3       35.2        8.9        6.5        6.0        1.1       12.2       25.2
 
Number of Traders in Each Category                                    Total Traders:       104 
        11          .         10          6         11          .         18         34         16         13          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    34,832
Positions
    11,636      1,760        567      1,783      2,184          0      8,126      8,823      2,411      2,489          0          0      7,820     19,087
 
Changes from:       July 21, 2015                                    Total Change is:     4,060
     3,916       -290        -10          0        282          0       -438      2,976        697        824          0          0       -929        405
 
Percent of Open Interest Represented by Each Category of Trader
      33.4        5.1        1.6        5.1        6.3        0.0       23.3       25.3        6.9        7.1        0.0        0.0       22.5       54.8
 
Number of Traders in Each Category                                    Total Traders:        30 
         5          .          .          .          .          0          7          9          5          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   196,440
Positions
    45,516     40,454      6,820     14,904     62,782      3,110     73,415     28,405     15,793      7,892     14,449      2,751     26,239     21,877
 
Changes from:       July 21, 2015                                    Total Change is:     7,964
        22      8,883        444      4,182      1,523        591       -601     -3,602        502        994        447       -127      1,956       -697
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       20.6        3.5        7.6       32.0        1.6       37.4       14.5        8.0        4.0        7.4        1.4       13.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       116 
         6          9         10          7         21          9         27         27         20          7         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   276,632
Positions
   131,686     34,574      8,972     19,839     49,363      5,112     23,910     92,146     16,628     48,233     11,091      4,185     18,067     54,561
 
Changes from:       July 21, 2015                                    Total Change is:    -2,967
      -832     -2,103      2,006      1,311      4,505       -615     -5,208     -5,240       -158       -129        -93       -242        899     -1,026
 
Percent of Open Interest Represented by Each Category of Trader
      47.6       12.5        3.2        7.2       17.8        1.8        8.6       33.3        6.0       17.4        4.0        1.5        6.5       19.7
 
Number of Traders in Each Category                                    Total Traders:       135 
         9          6          7         12         21         13         22         45         21          5         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   439,231
Positions
   123,681     12,845     20,917     71,435     98,905     21,244     34,683    101,739     47,284     63,628     39,923     13,459     42,901     82,916
 
Changes from:       July 21, 2015                                    Total Change is:   -10,808
   -13,586      1,566       -615        361     -4,246        128       -441     -6,846       -836      4,517      3,453        740     -1,075     -4,153
 
Percent of Open Interest Represented by Each Category of Trader
      28.2        2.9        4.8       16.3       22.5        4.8        7.9       23.2       10.8       14.5        9.1        3.1        9.8       18.9
 
Number of Traders in Each Category                                    Total Traders:       253 
        17         11         11         26         38         27         24         60         39         24         52         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   187,314
Positions
   137,641        734      6,826      2,686     34,811      2,441      7,689     58,662      9,654      1,040     23,326      2,360     16,976     48,500
 
Changes from:       July 21, 2015                                    Total Change is:    10,127
    11,413        466      1,405        355      3,873        832     -4,421        143      1,066     -1,945       -394        173      1,249      2,563
 
Percent of Open Interest Represented by Each Category of Trader
      73.5        0.4        3.6        1.4       18.6        1.3        4.1       31.3        5.2        0.6       12.5        1.3        9.1       25.9
 
Number of Traders in Each Category                                    Total Traders:        96 
        13          .          8          .         13          5         15         37         13          5          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    48,856
Positions
    36,996     39,737      1,274      2,736          0          0      3,441      4,410        738      1,510        113      1,802        359        782
 
Changes from:       July 21, 2015                                    Total Change is:      -208
      -145          0        -23       -143          0          0         98       -401          0        -23          0          0         28        216
 
Percent of Open Interest Represented by Each Category of Trader
      75.7       81.3        2.6        5.6        0.0        0.0        7.0        9.0        1.5        3.1        0.2        3.7        0.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        28 
         8          7          5          .          0          0          .          .          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   196,806
Positions
    74,524     42,657      5,157     50,398      5,132        249     19,957     83,898     40,034      3,066     10,767        459      2,961      8,453
 
Changes from:       July 21, 2015                                    Total Change is:     6,848
     8,829     -1,108          6     -3,480        718        -33        908      6,614        750       -296       -256        396       -232       -240
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       21.7        2.6       25.6        2.6        0.1       10.1       42.6       20.3        1.6        5.5        0.2        1.5        4.3
 
Number of Traders in Each Category                                    Total Traders:       136 
         9          6          .          5          8          .         19         60         15          9         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    20,303
Positions
     5,971      6,244      3,033      1,226        112          0      4,386      3,466      1,966        350        700      2,746        625      2,036
 
Changes from:       July 21, 2015                                    Total Change is:    -2,249
     2,626     -2,259          0        105        112          0     -6,196     -2,536      1,273        150        476          0       -207        685
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       30.8       14.9        6.0        0.6        0.0       21.6       17.1        9.7        1.7        3.4       13.5        3.1       10.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          .          .          0          4          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    37,487
Positions
    25,645      1,687          9      1,850      3,272          1      7,126     22,499        247        135      3,022          0      2,474      6,750
 
Changes from:       July 21, 2015                                    Total Change is:    -1,057
    -1,497      1,553          0        264         93          0       -165     -1,918        -37        135       -684          0        243        -64
 
Percent of Open Interest Represented by Each Category of Trader
      68.4        4.5        0.0        4.9        8.7        0.0       19.0       60.0        0.7        0.4        8.1        0.0        6.6       18.0
 
Number of Traders in Each Category                                    Total Traders:        78 
         9          .          .          4          8          .         12         32          4          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     8,362
Positions
     5,438          0          0        537      2,913        186      1,814      2,245          0          0      1,636          0        387      1,382
 
Changes from:       July 21, 2015                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.0        0.0        0.0        6.4       34.8        2.2       21.7       26.8        0.0        0.0       19.6        0.0        4.6       16.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          0          0          .          .          .          .          6          0          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    47,579
Positions
    18,604     27,607        311      6,630      2,067        351     10,548      9,004      1,124      2,866        583        435      6,709      6,098
 
Changes from:       July 21, 2015                                    Total Change is:    -1,089
       578     -3,665         66        -18        -10        -13     -3,093      3,490        184      1,171       -959        106        -71       -287
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       58.0        0.7       13.9        4.3        0.7       22.2       18.9        2.4        6.0        1.2        0.9       14.1       12.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        16         15          .         12          .          5         19         16          7         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    95,157
Positions
    37,208     55,213        623     13,260      4,133        702     21,097     18,008      2,248      5,731      1,165        870     13,418     12,195
 
Changes from:       July 21, 2015                                    Total Change is:    -2,178
     1,156     -7,331        131        -35        -20        -25     -6,187      6,979        369      2,342     -1,918        212       -141       -575
 
Percent of Open Interest Represented by Each Category of Trader
      39.1       58.0        0.7       13.9        4.3        0.7       22.2       18.9        2.4        6.0        1.2        0.9       14.1       12.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        16         15          .         12          .          5         19         16          7         11          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   804,404
Positions
    49,303    115,625     29,857    270,870    123,813     64,440     93,751    159,229    121,542     21,505     44,613     32,958    120,178    112,327
 
Changes from:       July 21, 2015                                    Total Change is:    12,008
     4,773      2,643        433    -11,201      4,881      5,627      7,608     -2,055      2,510        605      1,467       -403      2,054     -3,097
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       14.4        3.7       33.7       15.4        8.0       11.7       19.8       15.1        2.7        5.5        4.1       14.9       14.0
 
Number of Traders in Each Category                                    Total Traders:       630 
        35         37         36        116         73         85         78        127        108         93         70         85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   159,964
Positions
    15,910     20,230      4,893     41,565     19,411      3,922      4,448      9,594     31,746      4,072      3,335     12,685     40,724     54,148
 
Changes from:       July 21, 2015                                    Total Change is:    -3,652
     1,393        619       -676     -2,148       -179     -1,048         79      1,915     -2,083       -164       -484       -712      1,708     -1,004
 
Percent of Open Interest Represented by Each Category of Trader
       9.9       12.6        3.1       26.0       12.1        2.5        2.8        6.0       19.8        2.5        2.1        7.9       25.5       33.8
 
Number of Traders in Each Category                                    Total Traders:        87 
         6          8          7         14          6          7         13         19         31         11          8         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,222,201
Positions
   247,470    557,475     44,316  1,165,316    540,797    283,801    471,121    772,782    424,376     91,319    210,547     97,210    397,272    290,896
 
Changes from:       July 21, 2015                                    Total Change is:    78,299
    23,644     16,861     -1,197    -37,527     33,042     25,639     39,843    -17,656     20,770      3,081      8,988      2,316      1,731    -10,464
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       17.3        1.4       36.2       16.8        8.8       14.6       24.0       13.2        2.8        6.5        3.0       12.3        9.0
 
Number of Traders in Each Category                                    Total Traders:       602 
        35         36         34        110         71         80         79        120        103         87         64         75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    80,738
Positions
     5,132     19,997      1,189     43,771     43,804      1,958     16,385      8,546      1,070        423        263          0     10,810      3,911
 
Changes from:       July 21, 2015                                    Total Change is:      -104
     1,171     -2,594        -10       -649      1,550        695     -1,396        367       -506        423          0          0        168        394
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       24.8        1.5       54.2       54.3        2.4       20.3       10.6        1.3        0.5        0.3        0.0       13.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          8          .         35         12         14         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    73,727
Positions
     3,514     50,867        296     33,559      5,944        734     23,308      7,597      1,803      3,698      2,441        361      6,453      3,683
 
Changes from:       July 21, 2015                                    Total Change is:     3,219
       129      5,694        -25      1,431        486       -117      1,217     -1,657       -105        243         70         66        380     -1,193
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       69.0        0.4       45.5        8.1        1.0       31.6       10.3        2.4        5.0        3.3        0.5        8.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       240 
        15         23          5         38         17          6         61         36         25         27         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   368,633
Positions
    17,572    254,334      1,479    167,796     29,721      3,672    116,539     37,984      9,017     18,490     12,207      1,804     32,264     18,416
 
Changes from:       July 21, 2015                                    Total Change is:    16,096
       647     28,468       -126      7,154      2,430       -585      6,085     -8,285       -527      1,213        352        332      1,902     -5,964
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       69.0        0.4       45.5        8.1        1.0       31.6       10.3        2.4        5.0        3.3        0.5        8.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       240 
        15         23          5         38         17          6         61         36         25         27         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   350,464
Positions
   114,668     51,227        612    126,041    159,195     14,087     60,805     91,767      5,554      7,994     11,010        461     20,242     16,550
 
Changes from:       July 21, 2015                                    Total Change is:     4,758
     5,369    -14,263         -2        104      8,799        143     -1,879      5,543        895        876        784         38       -785      2,822
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       14.6        0.2       36.0       45.4        4.0       17.3       26.2        1.6        2.3        3.1        0.1        5.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       259 
        21         12          .         57         43         28         42         52         14         12         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    54,091
Positions
     2,030     13,033         87     30,364          0         73      6,488     11,297        243      4,590     25,394          0     10,216      3,964
 
Changes from:       July 21, 2015                                    Total Change is:    -1,666
      -344       -125          0        692          0        -96     -2,332       -106       -157        898       -385          0       -327       -797
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       24.1        0.2       56.1        0.0        0.1       12.0       20.9        0.4        8.5       46.9        0.0       18.9        7.3
 
Number of Traders in Each Category                                    Total Traders:        60 
         .          7          .         20          0          .         11          8          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   116,331
Positions
    23,209      5,549        647     27,152        947        864     36,660     10,837        913     18,554        921          3      8,329     95,650
 
Changes from:       July 21, 2015                                    Total Change is:       972
       529        474       -209       -851         58        118      2,790        117         69       -602        496          3       -875       -154
 
Percent of Open Interest Represented by Each Category of Trader
      20.0        4.8        0.6       23.3        0.8        0.7       31.5        9.3        0.8       15.9        0.8        0.0        7.2       82.2
 
Number of Traders in Each Category                                    Total Traders:        95 
        20         10          4         13          .          .         28         14          7          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   152,605
Positions
     9,210     94,230        407     89,910     37,893      5,381     30,266      3,721      6,099      4,021      1,289          0      7,311      3,585
 
Changes from:       July 21, 2015                                    Total Change is:     3,676
     1,437      4,067         -4        611      2,404       -265      1,846     -2,627       -179        289        194          0        -59         86
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       61.7        0.3       58.9       24.8        3.5       19.8        2.4        4.0        2.6        0.8        0.0        4.8        2.3
 
Number of Traders in Each Category                                    Total Traders:       110 
         6         14          .         40         22         17         14          4          5          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   393,845
Positions
    20,024    164,029      1,223    207,259    101,062     56,895     54,709     33,830     16,352     16,660      7,801      3,637     17,086      9,016
 
Changes from:       July 21, 2015                                    Total Change is:   -14,382
    -2,389    -13,987       -690     -8,443     10,371        863     -4,119    -14,619        398     -2,069      1,821      2,117        -50       -656
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       41.6        0.3       52.6       25.7       14.4       13.9        8.6        4.2        4.2        2.0        0.9        4.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       237 
        14         25          6         60         39         28         34         27         11         22         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   613,523
Positions
       978     81,956     16,776    218,559    119,521     82,309     55,279     61,658     57,327     27,971     16,873     16,880    137,444    160,220
 
Changes from:       July 21, 2015                                    Total Change is:    -8,842
    -1,062      1,943     -9,149    -18,540      1,658      9,387      3,590    -17,626     -1,189      4,794        754         56      3,272      5,325
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       13.4        2.7       35.6       19.5       13.4        9.0       10.0        9.3        4.6        2.8        2.8       22.4       26.1
 
Number of Traders in Each Category                                    Total Traders:       146 
         .         14          9         36         24         36         22         27         34          8         12         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   612,938
Positions
    28,674     95,899        629    369,485     58,839     73,816     17,166    275,020     12,001      3,433      4,459        666    107,068     91,609
 
Changes from:       July 21, 2015                                    Total Change is:     4,049
     3,931      7,328        137      4,610      3,078     -1,877      3,304     -2,081     -1,632     -2,782          0         32     -1,673       -935
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       15.6        0.1       60.3        9.6       12.0        2.8       44.9        2.0        0.6        0.7        0.1       17.5       14.9
 
Number of Traders in Each Category                                    Total Traders:       101 
         4          8          .         48         12         32          5         21         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 1,413,843
Positions
    23,172    119,489     14,227    246,954    448,448    169,091    500,442    215,328     90,370    237,928    191,940     16,824    114,836    148,127
 
Changes from:       July 21, 2015                                    Total Change is:     7,094
    -5,261     -4,898       -778      6,688     -5,496     17,073    -15,328     13,051    -10,797     12,489     -2,028       -156      3,165      1,123
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        8.5        1.0       17.5       31.7       12.0       35.4       15.2        6.4       16.8       13.6        1.2        8.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       288 
         6         33         11         41         50         45         48         39         37         23         48         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 3,233,822
Positions
    63,663    150,101    157,673  1,150,606    799,197    359,382    469,153    737,367    292,074    331,553    169,227     94,887    314,831    473,913
 
Changes from:       July 21, 2015                                    Total Change is:    -6,066
   -30,928        343    -22,151     38,914     11,554      5,857     74,036     42,555    -53,266    -29,164      3,214     -5,890     16,525     11,718
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        4.6        4.9       35.6       24.7       11.1       14.5       22.8        9.0       10.3        5.2        2.9        9.7       14.7
 
Number of Traders in Each Category                                    Total Traders:       390 
        15         33         36         45         85         77         61         69         84         32         50         38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 2,446,339
Positions
    65,719    256,137     59,117    936,550    550,014    300,140    466,325    442,496    179,723    115,960    246,031     60,959    261,845    351,722
 
Changes from:       July 21, 2015                                    Total Change is:    53,157
    -4,566     30,442     -2,933     36,689    -22,093     23,942     17,443     16,349    -10,176    -27,914     15,647     12,750      7,922    -10,771
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       10.5        2.4       38.3       22.5       12.3       19.1       18.1        7.3        4.7       10.1        2.5       10.7       14.4
 
Number of Traders in Each Category                                    Total Traders:       296 
        17         32         24         40         46         53         52         49         55         13         47         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   920,919
Positions
   374,181    219,142    266,376          0     20,064     14,491     39,008    130,140    142,350     40,365     50,029     21,771     22,377     56,555
 
Changes from:       July 21, 2015                                    Total Change is:    15,535
     2,698     19,570      2,048          0     -1,466      5,511      3,836     -7,480      7,383     -1,903     -4,517     -5,193      1,157       -320
 
Percent of Open Interest Represented by Each Category of Trader
      40.6       23.8       28.9        0.0        2.2        1.6        4.2       14.1       15.5        4.4        5.4        2.4        2.4        6.1
 
Number of Traders in Each Category                                    Total Traders:       136 
        16         37         41          0         12          4         19         33         32          .         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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 is18,350,141
Positions
 2,811,213  1,341,726  4,297,140    407,570  2,056,222    624,105  1,640,352    861,154  6,006,346    501,121    664,177  1,156,732    905,562  1,342,538
 
Changes from:       July 21, 2015                                    Total Change is:   516,802
   106,318    102,009     68,066     55,508     72,246      5,757    -40,141    -24,265    234,310     38,923     53,742      8,672     39,387     -3,736
 
Percent of Open Interest Represented by Each Category of Trader
      15.3        7.3       23.4        2.2       11.2        3.4        8.9        4.7       32.7        2.7        3.6        6.3        4.9        7.3
 
Number of Traders in Each Category                                    Total Traders:       313 
        30         56         85         11         32         31         52         72        101         16         41         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    50,735
Positions
    10,362      2,963          0        560     17,483          0     38,015     21,364          0      1,683      8,841         21         94         63
 
Changes from:       July 21, 2015                                    Total Change is:       381
       455      1,902          0         85      1,125          0         30     -2,612          0       -213         47          0         24        -81
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        5.8        0.0        1.1       34.5        0.0       74.9       42.1        0.0        3.3       17.4        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0          .          8          0          .         13          0          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 2015   
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    35,167
Positions
     6,403         85        100          0     14,803          0     27,407      8,788        797        331     10,528          0        129         66
 
Changes from:       July 21, 2015                                    Total Change is:       868
       354         85          0          0        353          0        495        807        -39         26       -334          0         32         -4
 
Percent of Open Interest Represented by Each Category of Trader
      18.2        0.2        0.3        0.0       42.1        0.0       77.9       25.0        2.3        0.9       29.9        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .          0         10          0          7          9          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    96,499
Positions
     3,530     78,219        191     21,721          0        511     16,883     14,008      1,253     36,745        104        263     15,402      1,950
 
Changes from:       July 21, 2015                                    Total Change is:    -2,517
      -222       -353        114     -1,177          0         32        936       -852       -184       -543       -511        -71     -1,402       -693
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       81.1        0.2       22.5        0.0        0.5       17.5       14.5        1.3       38.1        0.1        0.3       16.0        2.0
 
Number of Traders in Each Category                                    Total Traders:       203 
         6          .          .         13          0          .         37         13         10        127          .          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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   317,371
Positions
    74,009     18,853     14,942     55,035     40,958     21,601     67,677    127,354     43,959      6,588      6,474     12,602     20,958     30,628
 
Changes from:       July 21, 2015                                    Total Change is:   -51,424
    -1,294    -24,928     -6,670        342       -200     -3,210    -23,830       -661    -13,329     -1,499     -1,913        -46     -1,888       -467
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        5.9        4.7       17.3       12.9        6.8       21.3       40.1       13.9        2.1        2.0        4.0        6.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       185 
        20         13         19          9         16          8         39         49         47         15         12         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 28, 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    20,094
Positions
       127      2,934          0      4,854      1,908        733     13,296     13,572        323        389        599          0        372         25
 
Changes from:       July 21, 2015                                    Total Change is:       -86
       -39          0          0     -1,919          0        -42      1,933        387          0         27       -433          0        -46          2
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.6        0.0       24.2        9.5        3.6       66.2       67.5        1.6        1.9        3.0        0.0        1.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          6          .          .          9          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated July 31, 2015