Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   189,038
Positions
    84,374      2,097      3,150     31,873     56,826      2,879     16,716     60,325     13,573     12,067      6,017        169     24,236     44,001
 
Changes from:       December 22, 2015                                Total Change is:     8,032
     4,835       -637        -79        303      4,546       -455      3,519      5,027         69        477        620        -13       -624     -1,046
 
Percent of Open Interest Represented by Each Category of Trader
      44.6        1.1        1.7       16.9       30.1        1.5        8.8       31.9        7.2        6.4        3.2        0.1       12.8       23.3
 
Number of Traders in Each Category                                    Total Traders:       105 
         9          5          9          6         12          5         16         35         15         15          7          7
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    51,287
Positions
    25,203      2,362        247      1,236      2,066          0     17,527     23,870      1,827          0          0          0      5,246     20,914
 
Changes from:       December 22, 2015                                Total Change is:    -1,167
        11        -20         -7          0          6          0       -793     -1,707         -1          0          0          0       -377        562
 
Percent of Open Interest Represented by Each Category of Trader
      49.1        4.6        0.5        2.4        4.0        0.0       34.2       46.5        3.6        0.0        0.0        0.0       10.2       40.8
 
Number of Traders in Each Category                                    Total Traders:        39 
         5          4          .          .          4          0         12         13         10          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   229,735
Positions
   117,826      2,997      5,060      7,820     64,684      5,470     50,043     71,897     17,554      2,730     17,859      3,770     19,462     40,445
 
Changes from:       December 22, 2015                                Total Change is:     9,962
     8,151        362        348        441     -1,660        271     -2,578      8,328        889        900      1,133        222      1,317         69
 
Percent of Open Interest Represented by Each Category of Trader
      51.3        1.3        2.2        3.4       28.2        2.4       21.8       31.3        7.6        1.2        7.8        1.6        8.5       17.6
 
Number of Traders in Each Category                                    Total Traders:       109 
        13          4         10          4         19          8         22         33         17          5          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   220,870
Positions
    75,726     10,898      3,483     24,029     65,099      9,094     31,632     75,636     13,797     39,700      1,953      3,583     19,826     37,327
 
Changes from:       December 22, 2015                                Total Change is:       289
   -11,546      5,953         -8        246      1,920        643      6,195     -7,652        159      1,316       -856        114      3,169         16
 
Percent of Open Interest Represented by Each Category of Trader
      34.3        4.9        1.6       10.9       29.5        4.1       14.3       34.2        6.2       18.0        0.9        1.6        9.0       16.9
 
Number of Traders in Each Category                                    Total Traders:       114 
         8          4          9         13         23         13         18         39         20          .          6          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   466,815
Positions
   139,361      9,475     17,390     94,834    106,350     17,365     34,398    157,374     43,129     51,595     26,217      9,136     59,607     80,379
 
Changes from:       December 22, 2015                                Total Change is:    -9,603
    -2,078        821       -371      3,009     -2,850        959     -3,985     -1,297     -2,623     -3,388     -1,657       -211       -914     -2,374
 
Percent of Open Interest Represented by Each Category of Trader
      29.9        2.0        3.7       20.3       22.8        3.7        7.4       33.7        9.2       11.1        5.6        2.0       12.8       17.2
 
Number of Traders in Each Category                                    Total Traders:       246 
        19         12         12         28         37         30         25         59         36         28         38         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   107,942
Positions
    61,797      1,420      1,206      1,686     16,321      2,847     15,301     22,850      5,023      2,252     29,284        890     16,940     28,102
 
Changes from:       December 22, 2015                                Total Change is:    -8,506
    -5,198         -4       -106       -157     -6,373          7     -5,879     -1,501       -159      1,485         86         72      1,428       -529
 
Percent of Open Interest Represented by Each Category of Trader
      57.2        1.3        1.1        1.6       15.1        2.6       14.2       21.2        4.7        2.1       27.1        0.8       15.7       26.0
 
Number of Traders in Each Category                                    Total Traders:        89 
        10          .          5          4         11          4         19         27         14          4         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    29,359
Positions
    20,008     20,714      1,207      3,619        113          0      2,207      3,635        592        768      2,335        235        723        528
 
Changes from:       December 22, 2015                                Total Change is:       177
      -121        128          0        206          0          0        -33        -14          0        232        -14          0       -107         77
 
Percent of Open Interest Represented by Each Category of Trader
      68.1       70.6        4.1       12.3        0.4        0.0        7.5       12.4        2.0        2.6        8.0        0.8        2.5        1.8
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          7          .          .          .          0          5          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   140,189
Positions
    55,049     65,854          0     47,743      6,807        464     29,430     53,124        897      3,425      5,625         35      3,146      7,383
 
Changes from:       December 22, 2015                                Total Change is:     1,942
       717       -596          0         -1        132          0      1,739      3,209       -710        271       -273          1        -76        178
 
Percent of Open Interest Represented by Each Category of Trader
      39.3       47.0        0.0       34.1        4.9        0.3       21.0       37.9        0.6        2.4        4.0        0.0        2.2        5.3
 
Number of Traders in Each Category                                    Total Traders:       119 
         .          7          0          4         10          .         16         54         12         13         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    29,333
Positions
         0     16,864      3,406      4,646          0          0     12,697      1,911        734      3,198      1,307      3,768        884      1,343
 
Changes from:       December 22, 2015                                Total Change is:     8,791
         0      3,577      3,006        429          0          0        832     -1,948        699        -97       -230      3,768        154        -81
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       57.5       11.6       15.8        0.0        0.0       43.3        6.5        2.5       10.9        4.5       12.8        3.0        4.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         0          .          .          .          0          0          8          7          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    24,587
Positions
     6,856      3,268         52      1,184      7,150          1     11,409      8,597        125      1,451      1,175          0      3,509      4,219
 
Changes from:       December 22, 2015                                Total Change is:       530
       -74        525         47       -108          0          0          1       -237       -108        -44        249          0        816         54
 
Percent of Open Interest Represented by Each Category of Trader
      27.9       13.3        0.2        4.8       29.1        0.0       46.4       35.0        0.5        5.9        4.8        0.0       14.3       17.2
 
Number of Traders in Each Category                                    Total Traders:        59 
         5          4          .          .          4          .         19         16          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    42,746
Positions
     9,597     27,052        386      4,629      2,267        447     18,072      3,629      1,262      1,380      1,210        545      6,430      5,951
 
Changes from:       December 22, 2015                                Total Change is:     2,199
       430        512        125        631        -80        -62      1,107        629        137        -77        485        174       -267        278
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       63.3        0.9       10.8        5.3        1.0       42.3        8.5        3.0        3.2        2.8        1.3       15.0       13.9
 
Number of Traders in Each Category                                    Total Traders:        94 
        15         16          4         10          .          5         28          9          6          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    85,492
Positions
    19,193     54,104        771      9,257      4,533        894     36,145      7,257      2,524      2,760      2,419      1,089     12,859     11,901
 
Changes from:       December 22, 2015                                Total Change is:     4,398
       859      1,024        251      1,262       -159       -124      2,215      1,258        275       -153        969        348       -534        556
 
Percent of Open Interest Represented by Each Category of Trader
      22.5       63.3        0.9       10.8        5.3        1.0       42.3        8.5        3.0        3.2        2.8        1.3       15.0       13.9
 
Number of Traders in Each Category                                    Total Traders:        94 
        15         16          4         10          .          5         28          9          6          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   719,012
Positions
    51,149     63,545     21,844    247,463    155,597     67,352     65,032    123,976    107,569     16,984     39,999     33,907    107,712    105,224
 
Changes from:       December 22, 2015                                Total Change is:    -8,598
    -1,291      3,702     -1,434     10,403     -4,706       -911     -8,661     -1,745      1,093     -1,613       -173        324     -6,509     -4,747
 
Percent of Open Interest Represented by Each Category of Trader
       7.1        8.8        3.0       34.4       21.6        9.4        9.0       17.2       15.0        2.4        5.6        4.7       15.0       14.6
 
Number of Traders in Each Category                                    Total Traders:       597 
        32         34         30        121         78         98         69        122        101         62         77         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   122,752
Positions
    14,196      5,848      4,180     27,207     18,423      5,079      3,506      5,760     23,723      2,366      4,707      9,405     33,089     45,626
 
Changes from:       December 22, 2015                                Total Change is:       792
    -1,273      2,369        191        573        312        857     -1,412      2,882         28       -115        646        459      1,485     -6,953
 
Percent of Open Interest Represented by Each Category of Trader
      11.6        4.8        3.4       22.2       15.0        4.1        2.9        4.7       19.3        1.9        3.8        7.7       27.0       37.2
 
Number of Traders in Each Category                                    Total Traders:        83 
         7          5          7         15          6         10         13         21         31          5          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,981,301
Positions
   221,813    325,529     51,276  1,112,717    697,310    299,924    327,264    610,713    399,596     89,903    193,272    105,693    373,115    297,988
 
Changes from:       December 22, 2015                                Total Change is:   -46,952
    -4,265      2,488     -3,948     46,361    -27,882     -6,046    -33,250    -20,146      2,330     -6,281     -2,893     -1,883    -39,970     11,028
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       10.9        1.7       37.3       23.4       10.1       11.0       20.5       13.4        3.0        6.5        3.5       12.5       10.0
 
Number of Traders in Each Category                                    Total Traders:       570 
        31         35         28        115         76         94         67        116         93         61         69         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    83,331
Positions
    11,473     10,982        142     43,691     61,367      1,914     16,012      3,504        804          0        225          0      9,295      4,393
 
Changes from:       December 22, 2015                                Total Change is:    -3,053
      -818        207          1        533     -3,759        188     -2,440        -24         58          0        -38          0       -575        314
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       13.2        0.2       52.4       73.6        2.3       19.2        4.2        1.0        0.0        0.3        0.0       11.2        5.3
 
Number of Traders in Each Category                                    Total Traders:        84 
         8          5          .         34         17         16         14          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    65,102
Positions
     2,209     39,647        341     32,819      9,052        618     18,581      7,989      1,677      2,934      1,759        258      5,664      3,760
 
Changes from:       December 22, 2015                                Total Change is:     2,158
       534      2,191        147        553       -518       -211      1,185       -342        262       -135        261          4       -181        362
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       60.9        0.5       50.4       13.9        0.9       28.5       12.3        2.6        4.5        2.7        0.4        8.7        5.8
 
Number of Traders in Each Category                                    Total Traders:       218 
        13         21          5         40         18          5         52         34         18         23         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   325,509
Positions
    11,047    198,236      1,705    164,097     45,260      3,089     92,907     39,946      8,386     14,670      8,795      1,290     28,319     18,802
 
Changes from:       December 22, 2015                                Total Change is:    10,789
     2,669     10,957        734      2,767     -2,590     -1,053      5,923     -1,708      1,312       -675      1,307         18       -906      1,812
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       60.9        0.5       50.4       13.9        0.9       28.5       12.3        2.6        4.5        2.7        0.4        8.7        5.8
 
Number of Traders in Each Category                                    Total Traders:       218 
        13         21          5         40         18          5         52         34         18         23         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   365,339
Positions
   133,129     34,319        287    110,062    165,999     23,782     68,257    110,560      5,986      7,062      9,436         77     16,696     14,892
 
Changes from:       December 22, 2015                                Total Change is:    -7,687
       748     -2,509       -487       -309     -3,184       -562     -7,009       -122       -237       -257       -378        -12        438       -196
 
Percent of Open Interest Represented by Each Category of Trader
      36.4        9.4        0.1       30.1       45.4        6.5       18.7       30.3        1.6        1.9        2.6        0.0        4.6        4.1
 
Number of Traders in Each Category                                    Total Traders:       256 
        17         12          .         51         51         26         36         56         14         16         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    48,082
Positions
       510     16,462          0     23,639        573        162      9,244      6,133          0      6,377     21,467          0      8,150      3,285
 
Changes from:       December 22, 2015                                Total Change is:      -473
         0        211          0      2,291          0        -37       -547       -605          0          0         22          0     -2,180        -64
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       34.2        0.0       49.2        1.2        0.3       19.2       12.8        0.0       13.3       44.6        0.0       17.0        6.8
 
Number of Traders in Each Category                                    Total Traders:        53 
         .          9          0         20          .          .          8          6          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    70,567
Positions
    17,186      7,451      1,856     16,585      3,789        506     18,527      6,313      1,373      6,617        359          0      7,917     48,920
 
Changes from:       December 22, 2015                                Total Change is:     2,461
       396         72        531      2,079         10        143          9       -138       -432        391       -182          0       -656      2,457
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       10.6        2.6       23.5        5.4        0.7       26.3        8.9        1.9        9.4        0.5        0.0       11.2       69.3
 
Number of Traders in Each Category                                    Total Traders:        78 
        14          7          .         12          .          .         24         12          6          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   167,544
Positions
     8,631     90,348        258    105,385     54,170      7,785     32,987      4,966      3,122      3,220      3,141          0      6,156      3,754
 
Changes from:       December 22, 2015                                Total Change is:    -1,955
       384        244         -2        494     -3,418        129     -3,479        911        120         96       -209          0        303        270
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       53.9        0.2       62.9       32.3        4.6       19.7        3.0        1.9        1.9        1.9        0.0        3.7        2.2
 
Number of Traders in Each Category                                    Total Traders:       117 
         8         10          .         39         25         16         13          9          4          6          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   451,239
Positions
    28,213    131,434        999    217,067    145,457     72,155     81,755     65,383     10,380     20,582     13,808      1,643     18,445      9,980
 
Changes from:       December 22, 2015                                Total Change is:     3,671
      -577     -4,885         24      4,650     -4,870       -657     -1,227     13,109         90        520        433         -9        857        436
 
Percent of Open Interest Represented by Each Category of Trader
       6.3       29.1        0.2       48.1       32.2       16.0       18.1       14.5        2.3        4.6        3.1        0.4        4.1        2.2
 
Number of Traders in Each Category                                    Total Traders:       254 
        18         19          4         61         45         40         28         38         15         27         18          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   583,575
Positions
     3,178     56,526     13,332    216,515    121,192     86,820     49,154     50,677     57,645      8,751     50,519     10,241    137,939    136,623
 
Changes from:       December 22, 2015                                Total Change is:   -34,862
       165     -3,270     -7,214    -11,442     -5,386     -3,788      1,061     -6,346     -6,020      2,650         26     -4,916     -5,358      2,051
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        9.7        2.3       37.1       20.8       14.9        8.4        8.7        9.9        1.5        8.7        1.8       23.6       23.4
 
Number of Traders in Each Category                                    Total Traders:       144 
         .         15         12         35         24         31         21         28         29          9         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   614,488
Positions
     2,475     64,034        702    383,110    116,535     64,039     25,048    262,386     14,278      9,919      9,600        556    114,361     82,358
 
Changes from:       December 22, 2015                                Total Change is:    -2,430
      -173     -7,536        565      2,777       -533     -1,722        409      4,068        165         41          0          0     -4,492      2,563
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       10.4        0.1       62.3       19.0       10.4        4.1       42.7        2.3        1.6        1.6        0.1       18.6       13.4
 
Number of Traders in Each Category                                    Total Traders:        99 
         .          8          .         49         13         33          7         14         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 1,032,135
Positions
    40,054     92,308      5,834    318,356    297,235     99,281    227,225    216,985     53,992    184,664    118,293      2,895     99,833    145,312
 
Changes from:       December 22, 2015                                Total Change is:    18,031
   -11,305     -2,890        156     33,636      7,894     -2,030      3,433     14,191     -3,794      5,793        900     -2,625     -5,233      6,228
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        8.9        0.6       30.8       28.8        9.6       22.0       21.0        5.2       17.9       11.5        0.3        9.7       14.1
 
Number of Traders in Each Category                                    Total Traders:       255 
        10         29          7         44         41         40         38         37         30         20         36          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,778,486
Positions
    71,548    152,405     93,246    978,917    750,294    371,660    331,513    541,447    240,887    340,766    125,489     50,427    299,520    452,631
 
Changes from:       December 22, 2015                                Total Change is:   -95,860
    -5,241     17,263    -40,433      5,835    -31,841     -8,798      8,562      7,831    -39,108     -3,425     -6,128     -7,594     -5,657     12,949
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        5.5        3.4       35.2       27.0       13.4       11.9       19.5        8.7       12.3        4.5        1.8       10.8       16.3
 
Number of Traders in Each Category                                    Total Traders:       336 
        12         30         27         54         75         71         53         59         71         21         32         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 2,457,598
Positions
    31,490    248,585     62,559  1,231,215    479,483    328,230    213,585    648,744    137,560    177,786    180,121     15,354    259,819    356,961
 
Changes from:       December 22, 2015                                Total Change is:   -42,974
    -9,185     10,385     -5,956     10,963    -10,068         85     -4,371      3,124    -31,549     -7,304     -7,993     -6,494     10,836      5,491
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       10.1        2.5       50.1       19.5       13.4        8.7       26.4        5.6        7.2        7.3        0.6       10.6       14.5
 
Number of Traders in Each Category                                    Total Traders:       262 
         7         31         19         47         45         54         30         50         48         14         38         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   790,048
Positions
   294,599    215,468    193,891      7,741     10,540     12,695     51,162     89,419    152,483     18,761     36,430     38,587     20,129     40,534
 
Changes from:       December 22, 2015                                Total Change is:    19,117
     4,469       -530       -652        -61        789          0      4,806     11,955     13,296       -899     -1,337       -178     -1,664     -4,226
 
Percent of Open Interest Represented by Each Category of Trader
      37.3       27.3       24.5        1.0        1.3        1.6        6.5       11.3       19.3        2.4        4.6        4.9        2.5        5.1
 
Number of Traders in Each Category                                    Total Traders:       106 
        12         33         35          .          5          .         14         21         29          4         10          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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 is17,219,474
Positions
 2,703,565  1,520,594  3,508,130  1,009,718  1,412,118    672,074    632,061    911,765  6,613,805    351,763    433,694  1,031,759    696,599  1,115,535
 
Changes from:       December 22, 2015                                Total Change is:   521,136
    65,223    -13,804     30,642     -4,578    -10,866     52,324    -25,678     97,309    399,080     29,346    -17,057     -5,369    -19,853    -11,123
 
Percent of Open Interest Represented by Each Category of Trader
      15.7        8.8       20.4        5.9        8.2        3.9        3.7        5.3       38.4        2.0        2.5        6.0        4.0        6.5
 
Number of Traders in Each Category                                    Total Traders:       293 
        31         49         77         14         28         30         47         75        100         13         30         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    29,415
Positions
     4,963        607          0        410     15,754          0     19,454      8,609          0      4,174      4,041        327         87         77
 
Changes from:       December 22, 2015                                Total Change is:       -78
      -267          0          0          0        121          0         69         24          0        122       -219          0         -2         -4
 
Percent of Open Interest Represented by Each Category of Trader
      16.9        2.1        0.0        1.4       53.6        0.0       66.1       29.3        0.0       14.2       13.7        1.1        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          .          0          .          8          0          5          7          0          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    31,843
Positions
     2,498      2,279         48          0     15,281          1     27,983      9,029         11      1,232      5,129          0         70         65
 
Changes from:       December 22, 2015                                Total Change is:       732
       219        407         32          0          0          0        342        289         11        127          0          0          1         -7
 
Percent of Open Interest Represented by Each Category of Trader
       7.8        7.2        0.2        0.0       48.0        0.0       87.9       28.4        0.0        3.9       16.1        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          .          0          9          .          5          6          .          4          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    64,695
Positions
     1,934     44,393         53     18,473          0      1,564     10,968      8,415      1,677     20,838      7,224         42      9,145      1,327
 
Changes from:       December 22, 2015                                Total Change is:      -659
         0        -36         -1       -523       -305       -222         69        285        215         83       -280         22       -302       -338
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       68.6        0.1       28.6        0.0        2.4       17.0       13.0        2.6       32.2       11.2        0.1       14.1        2.1
 
Number of Traders in Each Category                                    Total Traders:       150 
         6          4          .         14          0          4         37         15          9         61         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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   265,867
Positions
    64,222     68,611     11,192     49,040     26,754     41,762     38,746     55,398     31,289      8,708      3,868      4,688     16,220     22,305
 
Changes from:       December 22, 2015                                Total Change is:    16,074
    -2,367       -428      3,961     28,165      1,592     -4,900     -7,469     13,946     -1,169        381      1,324        296       -824      1,452
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       25.8        4.2       18.4       10.1       15.7       14.6       20.8       11.8        3.3        1.5        1.8        6.1        8.4
 
Number of Traders in Each Category                                    Total Traders:       161 
        15         11         16         14          9          8         40         37         44         15         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 29, 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    19,623
Positions
        80      3,089          0      1,191        609      2,263     13,937     13,090        509      1,355          0          0        288         63
 
Changes from:       December 22, 2015                                Total Change is:        67
      -121          0          0        -78          0         -5       -740        496         32        905       -500          0         74         44
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       15.7        0.0        6.1        3.1       11.5       71.0       66.7        2.6        6.9        0.0        0.0        1.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0          6          .          .          6          7          .          5          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated January 1, 2016