Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   198,958
Positions
    70,052      4,558     32,351     26,025     28,858      1,119     16,518     57,661     16,037     12,488     12,225      1,600     22,770     44,550
 
Changes from:       September 8, 2015                                Total Change is:    29,295
      -711         48     26,328        -40      3,649        462      1,536     -6,242      4,823     -2,008       -808        463     -1,558        571
 
Percent of Open Interest Represented by Each Category of Trader
      35.2        2.3       16.3       13.1       14.5        0.6        8.3       29.0        8.1        6.3        6.1        0.8       11.4       22.4
 
Number of Traders in Each Category                                    Total Traders:        85 
        11          .         10          6          9          4         17         25         14          8          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    39,493
Positions
    14,113      1,598        423      1,147      1,457        420     14,957     15,673      1,253          0          0          0      7,180     18,669
 
Changes from:       September 8, 2015                                Total Change is:    -3,544
    -5,614       -694       -437       -118        -28          0      9,629      2,856     -4,142     -1,968          0          0       -894     -1,099
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        4.0        1.1        2.9        3.7        1.1       37.9       39.7        3.2        0.0        0.0        0.0       18.2       47.3
 
Number of Traders in Each Category                                    Total Traders:        34 
         4          .          .          .          .          .         12         10          8          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   167,585
Positions
    57,556      3,679      4,976     11,658     73,505      2,721     51,770     24,266     13,570      2,565     12,412      2,753     20,016     29,702
 
Changes from:       September 8, 2015                                Total Change is:   -39,722
   -27,363     -4,768     -3,688       -157     -1,577        620       -950    -14,559     -8,012        656     -3,687        308     -1,136     -4,360
 
Percent of Open Interest Represented by Each Category of Trader
      34.3        2.2        3.0        7.0       43.9        1.6       30.9       14.5        8.1        1.5        7.4        1.6       11.9       17.7
 
Number of Traders in Each Category                                    Total Traders:       101 
         5          5          5          6         20          8         28         24         17          6          7          4
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   195,063
Positions
    70,448      5,734      6,884     23,458     47,929      4,982     26,507     65,865     18,599     20,658      8,028      2,594     20,934     34,448
 
Changes from:       September 8, 2015                                Total Change is:  -112,079
   -55,204    -95,540       -329     -1,338     -3,366        373    -13,427       -543     -7,079    -31,335       -550        -78     -3,662     -4,966
 
Percent of Open Interest Represented by Each Category of Trader
      36.1        2.9        3.5       12.0       24.6        2.6       13.6       33.8        9.5       10.6        4.1        1.3       10.7       17.7
 
Number of Traders in Each Category                                    Total Traders:       131 
         9          .          8         10         23         10         25         36         20          6         19          7
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   376,033
Positions
    94,809     12,281     16,891     67,490     90,771     21,345     33,167     89,851     33,960     51,596     34,634     12,084     44,690     64,215
 
Changes from:       September 8, 2015                                Total Change is:   -72,951
   -40,005    -43,383     -5,982     -4,894     -3,550      2,300    -14,025     -4,887     -8,176     -2,123        199       -772        725     -8,699
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        3.3        4.5       17.9       24.1        5.7        8.8       23.9        9.0       13.7        9.2        3.2       11.9       17.1
 
Number of Traders in Each Category                                    Total Traders:       231 
        14         13         10         27         34         30         20         54         31         23         45         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   173,944
Positions
    99,481        698      4,251      4,571     31,330      1,294     31,906     59,493      8,391      7,632     26,198      1,862     14,556     40,427
 
Changes from:       September 8, 2015                                Total Change is:   -30,502
   -41,463     -1,009     -1,460       -105      4,027        292     19,758     -3,057     -9,932      6,701     -9,503     -3,071     -1,223     -6,790
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        0.4        2.4        2.6       18.0        0.7       18.3       34.2        4.8        4.4       15.1        1.1        8.4       23.2
 
Number of Traders in Each Category                                    Total Traders:        90 
        10          .          7          .         12          4         17         30         14          7          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    54,238
Positions
    41,903     42,412      3,897      1,501          0          0      4,205      4,319      1,152        672      1,680        235        673        543
 
Changes from:       September 8, 2015                                Total Change is:      -163
      -349       -306         -8          0          0          0         48       -106        160        -19          0          0          5         97
 
Percent of Open Interest Represented by Each Category of Trader
      77.3       78.2        7.2        2.8        0.0        0.0        7.8        8.0        2.1        1.2        3.1        0.4        1.2        1.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         9          6          7          .          0          0          .          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   130,871
Positions
    53,944     38,720         24     53,924      4,779        198     16,517     64,862      1,745      1,732     12,791        213      2,575      7,539
 
Changes from:       September 8, 2015                                Total Change is:   -57,657
   -14,535    -19,251     -5,421       -269       -251          0     -4,162        155    -31,189       -306       -104     -1,505       -270        -91
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       29.6        0.0       41.2        3.7        0.2       12.6       49.6        1.3        1.3        9.8        0.2        2.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       123 
         .          9          .          4          8          .         14         60         11          6         17          .
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Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    22,115
Positions
    13,244      3,529          5      2,245          0          0      3,241     13,571      1,904        452      1,019          0      1,024      2,087
 
Changes from:       September 8, 2015                                Total Change is:     2,898
     2,221          0          0         50       -165          0       -100      1,602        722        102        525          0        -97        214
 
Percent of Open Interest Represented by Each Category of Trader
      59.9       16.0        0.0       10.2        0.0        0.0       14.7       61.4        8.6        2.0        4.6        0.0        4.6        9.4
 
Number of Traders in Each Category                                    Total Traders:        27 
         5          .          .          .          0          0          4         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    33,352
Positions
    17,807        118          0      1,010      5,672          1     11,852     19,565        237        821      2,468          0      1,624      5,291
 
Changes from:       September 8, 2015                                Total Change is:    -4,973
    -7,346     -1,604       -989         17        558          0      6,403        516     -2,693        122        -81          0       -487       -680
 
Percent of Open Interest Represented by Each Category of Trader
      53.4        0.4        0.0        3.0       17.0        0.0       35.5       58.7        0.7        2.5        7.4        0.0        4.9       15.9
 
Number of Traders in Each Category                                    Total Traders:        69 
         5          .          0          .          7          .         14         30          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     7,274
Positions
     2,228          0          0        322      3,168         47      4,199      2,485          1        151        300          0        326      1,273
 
Changes from:       September 8, 2015                                Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      30.6        0.0        0.0        4.4       43.6        0.6       57.7       34.2        0.0        2.1        4.1        0.0        4.5       17.5
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          4          .          4          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    51,548
Positions
    21,235     18,328      6,064      4,226      1,933        816      6,969      8,599      1,834      3,040      2,249      1,960      5,404      9,765
 
Changes from:       September 8, 2015                                Total Change is:     5,175
       882       -260      2,980         -8       -176        573      1,170        660       -533       -130        424        262        -22      1,245
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       35.6       11.8        8.2        3.7        1.6       13.5       16.7        3.6        5.9        4.4        3.8       10.5       18.9
 
Number of Traders in Each Category                                    Total Traders:        96 
        22         11         11          9          .          4         14         19          9          8         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   103,095
Positions
    42,469     36,655     12,127      8,451      3,866      1,632     13,939     17,198      3,669      6,080      4,497      3,921     10,807     19,530
 
Changes from:       September 8, 2015                                Total Change is:    10,349
     1,764       -521      5,960        -16       -351      1,145      2,341      1,319     -1,065       -261        848        524        -43      2,490
 
Percent of Open Interest Represented by Each Category of Trader
      41.2       35.6       11.8        8.2        3.7        1.6       13.5       16.7        3.6        5.9        4.4        3.8       10.5       18.9
 
Number of Traders in Each Category                                    Total Traders:        96 
        22         11         11          9          .          4         14         19          9          8         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,163,566
Positions
   153,704     76,692    111,105    228,351    168,901    111,451     78,130    175,145    210,357     23,512     58,609     57,001    189,957    194,305
 
Changes from:       September 8, 2015                                Total Change is:    66,482
     8,847      9,118     24,283       -738        130     30,872     -4,096        719     14,551     -1,685     -2,138     -3,516     -2,036     -7,537
 
Percent of Open Interest Represented by Each Category of Trader
      13.2        6.6        9.5       19.6       14.5        9.6        6.7       15.1       18.1        2.0        5.0        4.9       16.3       16.7
 
Number of Traders in Each Category                                    Total Traders:       642 
        37         35         52        109         93         96         74        143        130         62         86         78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   290,659
Positions
    83,568     34,945     12,329     40,457     17,980     18,813     18,962     11,958     52,209     10,445      2,732     14,019     39,856    125,674
 
Changes from:       September 8, 2015                                Total Change is:    19,613
     3,293      9,664       -500     -3,159        761     15,417      4,082       -762      2,511     -3,832         16        -68      1,868     -7,425
 
Percent of Open Interest Represented by Each Category of Trader
      28.8       12.0        4.2       13.9        6.2        6.5        6.5        4.1       18.0        3.6        0.9        4.8       13.7       43.2
 
Number of Traders in Each Category                                    Total Traders:        94 
        14          6          9         16          7         12         15         16         31         13          5         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 4,364,534
Positions
   635,742    493,801    208,814  1,026,951    842,091    375,705    378,814    898,914    707,759     96,038    310,090    184,205    750,505    343,154
 
Changes from:       September 8, 2015                                Total Change is:   234,344
    38,808      8,310    112,874     27,941     12,683     61,441    -22,153     26,145     41,462     -6,952    -28,453        444    -19,520       -561
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       11.3        4.8       23.5       19.3        8.6        8.7       20.6       16.2        2.2        7.1        4.2       17.2        7.9
 
Number of Traders in Each Category                                    Total Traders:       619 
        34         38         49        104         90         91         72        140        122         57         83         71
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,719
Positions
    20,530      8,429      2,258     40,626     63,428      1,730     13,427      6,490      1,291          0        480          0      8,857      4,613
 
Changes from:       September 8, 2015                                Total Change is:     1,010
    -2,565       -542      1,294      1,541     -1,447       -290        -54        836        951          0          2          0        133        206
 
Percent of Open Interest Represented by Each Category of Trader
      23.1        9.5        2.5       45.8       71.5        1.9       15.1        7.3        1.5        0.0        0.5        0.0       10.0        5.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          7          6         29         17         11         12         10          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    67,145
Positions
    11,015     24,278      5,045     26,040      8,921      2,521     10,795     13,116      3,240      3,267      4,031        851      4,370      5,141
 
Changes from:       September 8, 2015                                Total Change is:     5,275
      -482      3,317      3,315       -726        -27      1,753        784     -3,432        370        128        -25         69         64        -65
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       36.2        7.5       38.8       13.3        3.8       16.1       19.5        4.8        4.9        6.0        1.3        6.5        7.7
 
Number of Traders in Each Category                                    Total Traders:       218 
        19         15         14         34         20         10         36         50         25         15         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   335,723
Positions
    55,075    121,389     25,225    130,198     44,606     12,606     53,975     65,580     16,201     16,337     20,154      4,255     21,850     25,707
 
Changes from:       September 8, 2015                                Total Change is:    26,373
    -2,411     16,585     16,574     -3,629       -137      8,764      3,921    -17,160      1,848        642       -125        347        318       -323
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       36.2        7.5       38.8       13.3        3.8       16.1       19.5        4.8        4.9        6.0        1.3        6.5        7.7
 
Number of Traders in Each Category                                    Total Traders:       218 
        19         15         14         34         20         10         36         50         25         15         28          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   417,093
Positions
   156,784     30,235     17,886    107,491    185,712     16,224     63,012    114,589     12,205     14,378     11,809        322     28,792     28,111
 
Changes from:       September 8, 2015                                Total Change is:    35,878
    -2,589      1,862     16,871     -2,559      1,247         68      3,450     -1,862      6,757        262        906        -23     13,641     10,053
 
Percent of Open Interest Represented by Each Category of Trader
      37.6        7.2        4.3       25.8       44.5        3.9       15.1       27.5        2.9        3.4        2.8        0.1        6.9        6.7
 
Number of Traders in Each Category                                    Total Traders:       274 
        21         14         15         54         51         25         31         65         24         13         24          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    46,086
Positions
     1,548      2,896          0     25,917        238         42      4,427     19,459        520      5,701     15,225          0      7,931      7,706
 
Changes from:       September 8, 2015                                Total Change is:   -10,880
      -625     -8,268       -309     -2,516        238        -16     -1,273     11,365     -3,707       -676    -12,744       -306     -1,452      2,867
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        6.3        0.0       56.2        0.5        0.1        9.6       42.2        1.1       12.4       33.0        0.0       17.2       16.7
 
Number of Traders in Each Category                                    Total Traders:        54 
         4          4          0         16          .          .          8         14          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    93,114
Positions
    12,143      9,202      3,182     21,431      8,879        813     36,668      8,669      1,094      8,747          0          0      9,036     61,275
 
Changes from:       September 8, 2015                                Total Change is:   -31,923
   -14,356       -948     -1,511     -1,178      2,354     -3,021      1,488     -3,190     -3,798     -8,208       -674       -588       -751    -20,547
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        9.9        3.4       23.0        9.5        0.9       39.4        9.3        1.2        9.4        0.0        0.0        9.7       65.8
 
Number of Traders in Each Category                                    Total Traders:        77 
        14          7          6         10          4          .         30          8          4          4          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   164,969
Positions
     4,957     84,477      8,612     86,420     45,373      8,195     34,798      3,975      7,324      6,754      1,986         43      7,866      4,984
 
Changes from:       September 8, 2015                                Total Change is:     5,038
    -1,705     -3,869      8,320     -4,865     -1,272        168      2,173       -598      1,382     -1,130        174         43        652        690
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       51.2        5.2       52.4       27.5        5.0       21.1        2.4        4.4        4.1        1.2        0.0        4.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         5         14          7         36         25         15         14          5          9          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   523,486
Positions
    41,674    132,282     45,501    205,180    166,720     80,010     91,035     39,901      9,737     14,765     24,668     16,662     18,922      8,005
 
Changes from:       September 8, 2015                                Total Change is:    31,999
    -1,325    -13,050     28,021    -11,576      5,997      4,844     -4,909       -146      2,622        993        678      7,873      5,456     -4,840
 
Percent of Open Interest Represented by Each Category of Trader
       8.0       25.3        8.7       39.2       31.8       15.3       17.4        7.6        1.9        2.8        4.7        3.2        3.6        1.5
 
Number of Traders in Each Category                                    Total Traders:       261 
        20         24         15         56         50         29         29         34         15         23         22         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   642,228
Positions
     1,964     61,956     25,057    208,504    156,786     65,871     40,459     65,891     72,837     50,795     22,288     25,383    151,358    146,159
 
Changes from:       September 8, 2015                                Total Change is:    27,330
       276     10,707     -4,376     23,482      6,025     -1,551     -6,884      4,604      3,551      9,594      1,508      4,050       -811      2,813
 
Percent of Open Interest Represented by Each Category of Trader
       0.3        9.6        3.9       32.5       24.4       10.3        6.3       10.3       11.3        7.9        3.5        4.0       23.6       22.8
 
Number of Traders in Each Category                                    Total Traders:       157 
         .         16         14         39         22         37         22         28         36         14         14         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   626,940
Positions
    14,074    105,174        282    363,586     83,827     90,975     14,277    225,339     12,698     12,373      9,754        541    118,134     98,350
 
Changes from:       September 8, 2015                                Total Change is:    10,122
    -4,865     13,499        157     19,766      3,799     -3,562      1,348      2,542     -1,605          0        800          0     -1,117     -5,508
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       16.8        0.0       58.0       13.4       14.5        2.3       35.9        2.0        2.0        1.6        0.1       18.8       15.7
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          8          .         44         13         34          6         17         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,208,134
Positions
    23,419    110,079     15,649    264,276    423,903    110,795    447,581    153,927     63,768    137,267    176,405     19,281    126,098    134,326
 
Changes from:       September 8, 2015                                Total Change is:    20,245
     7,643    -14,418     -1,495     -7,977     23,078       -917     35,134     -1,265     13,636    -33,780      3,493      5,169      2,832     -7,036
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        9.1        1.3       21.9       35.1        9.2       37.0       12.7        5.3       11.4       14.6        1.6       10.4       11.1
 
Number of Traders in Each Category                                    Total Traders:       277 
         8         30         10         39         56         42         58         29         38         18         39         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,248,981
Positions
    74,649    177,371    175,420  1,219,730    625,010    390,253    322,170    783,379    347,211    273,369    199,322     96,326    349,854    454,689
 
Changes from:       September 8, 2015                                Total Change is:   -42,907
     6,115       -442     -8,137     16,210    -45,963     17,538    -15,427     19,583     -1,459    -46,640    -10,929     -1,710     -9,396    -11,386
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        5.5        5.4       37.5       19.2       12.0        9.9       24.1       10.7        8.4        6.1        3.0       10.8       14.0
 
Number of Traders in Each Category                                    Total Traders:       382 
        19         33         42         60         70         81         56         67         83         30         47         36
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,449,139
Positions
    74,256    186,812     51,418    966,504    487,484    299,046    430,093    593,574    193,963     98,355    211,894     54,298    281,206    370,651
 
Changes from:       September 8, 2015                                Total Change is:   -48,758
       298    -23,872     -5,243     36,613    -51,561      2,673    -46,841     13,797       -906    -11,213     10,976      2,526    -26,664      2,852
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        7.6        2.1       39.5       19.9       12.2       17.6       24.2        7.9        4.0        8.7        2.2       11.5       15.1
 
Number of Traders in Each Category                                    Total Traders:       290 
        14         25         23         48         48         57         47         53         62         10         45          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   954,144
Positions
   265,892    245,200    244,224     61,561     26,479     14,016    163,001    137,610    114,013     12,525     55,921     50,575     28,336     66,106
 
Changes from:       September 8, 2015                                Total Change is:   113,165
   -11,424     52,505     29,013     22,820      3,153      4,776     75,812     11,692     -4,533    -13,379       -536      8,606      1,473      8,487
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       25.7       25.6        6.5        2.8        1.5       17.1       14.4       11.9        1.3        5.9        5.3        3.0        6.9
 
Number of Traders in Each Category                                    Total Traders:       139 
        12         45         41          .          6          .         16         28         33          .         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is17,129,865
Positions
 2,225,976  1,348,557  4,130,297    543,578  1,751,016    572,673  1,597,396    700,899  5,741,236    326,522    582,261  1,082,458    909,729  1,220,468
 
Changes from:       September 8, 2015                                Total Change is:-2,607,324
  -441,660   -179,474   -660,487     -2,909   -124,356     18,056     54,771    -86,273 -1,213,170   -172,548    -30,411   -245,113     55,735    -86,096
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        7.9       24.1        3.2       10.2        3.3        9.3        4.1       33.5        1.9        3.4        6.3        5.3        7.1
 
Number of Traders in Each Category                                    Total Traders:       307 
        31         57         84         12         31         33         50         68         99         15         38         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    44,067
Positions
    10,656        847          0        560     16,782          0     30,473     18,239          6      1,500      8,137         20        852         36
 
Changes from:       September 8, 2015                                Total Change is:   -17,056
       232     -1,405     -6,899          0     -2,478          0     -9,699     -5,694       -780         87        227         -1          4        -26
 
Percent of Open Interest Represented by Each Category of Trader
      24.2        1.9        0.0        1.3       38.1        0.0       69.2       41.4        0.0        3.4       18.5        0.0        1.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          .          0          .          8          0          5         13          .          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    36,463
Positions
    13,627        173          0          0     16,443          1     21,962      9,431          0        622     10,315          0        251        100
 
Changes from:       September 8, 2015                                Total Change is:      -505
     4,515        -84          0          0      1,026          0     -2,421      2,068     -2,652        112       -843        -53         -6         33
 
Percent of Open Interest Represented by Each Category of Trader
      37.4        0.5        0.0        0.0       45.1        0.0       60.2       25.9        0.0        1.7       28.3        0.0        0.7        0.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          0         10          .          5          7          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    65,547
Positions
     1,764     45,481         17     16,726      1,820        609     15,152     14,578        920     22,003        357        259      8,097      1,507
 
Changes from:       September 8, 2015                                Total Change is:   -28,968
        -2    -23,056          1        197         10         32    -17,396      5,165     -8,575     -1,965     -1,043         55     -1,314     -1,557
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       69.4        0.0       25.5        2.8        0.9       23.1       22.2        1.4       33.6        0.5        0.4       12.4        2.3
 
Number of Traders in Each Category                                    Total Traders:       136 
         4          .          .         10          5          .         30         17          9         60          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   358,430
Positions
    48,322    104,676     29,469     20,142     30,806     38,546    107,615     43,862     67,137      8,584      4,396     14,726     23,889     24,812
 
Changes from:       September 8, 2015                                Total Change is:    30,165
      -986     17,412      7,196     -4,402      1,358      6,607      3,796    -17,295     15,926      1,326     -2,251       -127        829      1,339
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       29.2        8.2        5.6        8.6       10.8       30.0       12.2       18.7        2.4        1.2        4.1        6.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       180 
        15         16         23         14         12          6         52         30         57         22         10         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 15, 2015                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    26,882
Positions
       101      3,058          0      5,718      1,816      1,137     16,049     14,014      3,107        387      2,307          0        383      1,443
 
Changes from:       September 8, 2015                                Total Change is:     5,616
       -25        124          0        122          0         -8      2,397       -110      3,107          0      1,111          0         23      1,392
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       11.4        0.0       21.3        6.8        4.2       59.7       52.1       11.6        1.4        8.6        0.0        1.4        5.4
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          7          .          .         10          7          .          .          4          0
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Updated September 18, 2015