Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   114,425
Positions
         0     48,511        143     50,570      9,942      1,501     21,287     27,837      2,560      9,280      2,337        152     28,932     21,442
 
Changes from:       June 21, 2016                                    Total Change is:    -3,732
         0      1,330        128      2,011       -139        437     -3,780     -6,146        -97        277       -586         32     -2,740      1,309
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       42.4        0.1       44.2        8.7        1.3       18.6       24.3        2.2        8.1        2.0        0.1       25.3       18.7
 
Number of Traders in Each Category                                    Total Traders:        81 
         0         10          .         10         10          6         14         23         11          9          5          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    35,507
Positions
    16,169      5,147          4      1,884      1,695        117     10,534     12,519        641          0          0          0      6,158     15,384
 
Changes from:       June 21, 2016                                    Total Change is:    -3,028
       157      2,563         -1       -403        427          0       -669     -5,967         -7          0          0          0     -2,105        -43
 
Percent of Open Interest Represented by Each Category of Trader
      45.5       14.5        0.0        5.3        4.8        0.3       29.7       35.3        1.8        0.0        0.0        0.0       17.3       43.3
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          .          .          .          .         12         10          5          0          0          0
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   206,551
Positions
   131,463      3,867      1,064      3,789     84,325      6,077     35,904     50,178      6,941      2,195     20,652          0     19,118     33,447
 
Changes from:       June 21, 2016                                    Total Change is:     7,362
     6,759        957        346      1,775      4,649       -424     -4,461     -6,666        218        914      7,989         -2      2,237        295
 
Percent of Open Interest Represented by Each Category of Trader
      63.6        1.9        0.5        1.8       40.8        2.9       17.4       24.3        3.4        1.1       10.0        0.0        9.3       16.2
 
Number of Traders in Each Category                                    Total Traders:       108 
         9          7          .          .         22          6         25         31         16          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   143,117
Positions
     3,543      3,995         93     32,304     43,792      5,563     73,531     22,201      2,370        264     37,971        443     25,006     26,689
 
Changes from:       June 21, 2016                                    Total Change is:    -1,593
       413      1,002       -306      1,382        608        -91      6,706       -399       -338     -2,582     -1,221        228     -7,005     -1,076
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        2.8        0.1       22.6       30.6        3.9       51.4       15.5        1.7        0.2       26.5        0.3       17.5       18.6
 
Number of Traders in Each Category                                    Total Traders:       109 
         4          7          .         12         20          7         35         23          8          .          7          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   337,273
Positions
    84,085      8,870      2,015    120,432    101,241     17,986     49,126    107,937      4,895     15,747     36,623      1,898     41,089     55,808
 
Changes from:       June 21, 2016                                    Total Change is:    19,873
     1,669     -2,111       -684     -7,404      3,301      3,596     28,355      8,545     -1,128     -2,296      7,922        722     -2,957       -290
 
Percent of Open Interest Represented by Each Category of Trader
      24.9        2.6        0.6       35.7       30.0        5.3       14.6       32.0        1.5        4.7       10.9        0.6       12.2       16.5
 
Number of Traders in Each Category                                    Total Traders:       225 
        20          8         10         34         39         28         30         49         13         20         23         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    28,264
Positions
       883     19,769        191     14,257        695      1,301        519      2,642          6      1,133          0          0      9,974      3,660
 
Changes from:       June 21, 2016                                    Total Change is:     1,868
        13      3,146         -1      2,032       -308       -117       -710         61          6        702          0          0        -57       -919
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       69.9        0.7       50.4        2.5        4.6        1.8        9.3        0.0        4.0        0.0        0.0       35.3       12.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          4          .         10          .          6          .          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    70,276
Positions
     5,046     11,341        466     13,674      7,900      1,180     21,846     26,930      1,843      3,886      2,148          0     22,335     18,468
 
Changes from:       June 21, 2016                                    Total Change is:    -8,649
    -2,528      5,885       -339    -11,491       -643       -253      3,409      2,615        141      1,548    -13,952         -1        865     -2,102
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       16.1        0.7       19.5       11.2        1.7       31.1       38.3        2.6        5.5        3.1        0.0       31.8       26.3
 
Number of Traders in Each Category                                    Total Traders:        78 
         .          6          .          7          8          4         22         23          7          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    35,343
Positions
    13,025     29,248        350      3,910          0          0     16,702      5,153          0        400          0          0        956        592
 
Changes from:       June 21, 2016                                    Total Change is:      -464
      -362        148          0          0          0          0        -83       -602          0          0       -129          0        -19        119
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       82.8        1.0       11.1        0.0        0.0       47.3       14.6        0.0        1.1        0.0        0.0        2.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          8          .          .          0          0          6          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   109,440
Positions
    41,960     31,341          1     47,292      4,786        338     11,683     61,225      2,034      3,025      2,982          0      3,107      6,733
 
Changes from:       June 21, 2016                                    Total Change is:    -1,703
       726      3,139        -39     -3,059     -1,303        163        365     -2,613        295        109       -361          0       -263       -984
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       28.6        0.0       43.2        4.4        0.3       10.7       55.9        1.9        2.8        2.7        0.0        2.8        6.2
 
Number of Traders in Each Category                                    Total Traders:       120 
         5          5          .         11          9          .         16         54         10         13          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    30,326
Positions
         0     20,607      1,184      6,470        105         24     19,461      4,205      1,524        230      1,526          0      1,433      1,151
 
Changes from:       June 21, 2016                                    Total Change is:     2,241
         0       -477        252         65          0         24         59        692      1,404        230        -14          0        207        360
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       68.0        3.9       21.3        0.3        0.1       64.2       13.9        5.0        0.8        5.0        0.0        4.7        3.8
 
Number of Traders in Each Category                                    Total Traders:        31 
         0          .          .          4          .          .         11          7          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    43,462
Positions
     2,089      7,581          0      1,736     21,878         24     31,930      8,291      1,090      1,547      2,100          0      5,046      2,498
 
Changes from:       June 21, 2016                                    Total Change is:      -100
       525      1,063         -9       -383          3          0        -89       -137       -104        113       -446          0       -153       -470
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       17.4        0.0        4.0       50.3        0.1       73.5       19.1        2.5        3.6        4.8        0.0       11.6        5.7
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          5          0          7          7          .         37         12          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    47,108
Positions
    10,951     32,679         99      4,944        972        255     22,161      3,899        776        909      2,450          0      7,016      5,980
 
Changes from:       June 21, 2016                                    Total Change is:    -9,085
       357     -1,856        -32     -1,685        -84        126     -7,045     -4,040        408         -6     -2,009          0     -1,209     -1,599
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       69.4        0.2       10.5        2.1        0.5       47.0        8.3        1.6        1.9        5.2        0.0       14.9       12.7
 
Number of Traders in Each Category                                    Total Traders:        96 
        15         20          .          7          .          .         28         14          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    94,216
Positions
    21,901     65,358        198      9,887      1,943        509     44,321      7,797      1,552      1,817      4,899          0     14,031     11,960
 
Changes from:       June 21, 2016                                    Total Change is:   -18,169
       713     -3,712        -63     -3,369       -168        252    -14,089     -8,079        816        -12     -4,017          0     -2,417     -3,198
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       69.4        0.2       10.5        2.1        0.5       47.0        8.3        1.6        1.9        5.2        0.0       14.9       12.7
 
Number of Traders in Each Category                                    Total Traders:        96 
        15         20          .          7          .          .         28         14          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   673,460
Positions
   110,385     37,967     12,837    262,785    223,952     68,568     67,538    155,860     24,590     24,544     38,207      3,905     98,309    107,575
 
Changes from:       June 21, 2016                                    Total Change is:    52,462
    38,399    -11,466      6,251    -15,309      8,145     10,300     -3,301     11,142      8,060        -32       -893       -529      8,622     21,450
 
Percent of Open Interest Represented by Each Category of Trader
      16.4        5.6        1.9       39.0       33.3       10.2       10.0       23.1        3.7        3.6        5.7        0.6       14.6       16.0
 
Number of Traders in Each Category                                    Total Traders:       572 
        45         23         20        113         95         85         72        137         67         35         52         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    83,283
Positions
    28,929     11,834        530     15,707     16,950      1,723      4,333     10,025        375      2,642      1,057          0     29,044     40,789
 
Changes from:       June 21, 2016                                    Total Change is:    18,527
    14,701       -659        430       -400     -1,132        -78      3,312      6,015         50        498       -471        -50         64     14,422
 
Percent of Open Interest Represented by Each Category of Trader
      34.7       14.2        0.6       18.9       20.4        2.1        5.2       12.0        0.5        3.2        1.3        0.0       34.9       49.0
 
Number of Traders in Each Category                                    Total Traders:        60 
         8          5          .         11          .          5         12         13          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,950,885
Positions
   426,185    149,569     42,629  1,242,141  1,041,762    327,473    356,011    769,161     81,088    116,505    192,744     12,529    346,324    333,930
 
Changes from:       June 21, 2016                                    Total Change is:   169,673
   129,858    -42,667     17,737    -77,839     43,094     55,183      3,016     61,716      3,971       -963       -424     -4,079     42,789     35,142
 
Percent of Open Interest Represented by Each Category of Trader
      14.4        5.1        1.4       42.1       35.3       11.1       12.1       26.1        2.7        3.9        6.5        0.4       11.7       11.3
 
Number of Traders in Each Category                                    Total Traders:       563 
        44         24         17        110         93         81         73        135         61         33         51         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    79,650
Positions
     2,505     16,036        426     40,448     52,328      4,761     20,665      2,469        105          0        529          0     10,740      2,996
 
Changes from:       June 21, 2016                                    Total Change is:    -3,676
     1,881    -10,030       -582     -4,033      6,262      1,350     -1,487       -672       -202          0        -14          0       -603        212
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       20.1        0.5       50.8       65.7        6.0       25.9        3.1        0.1        0.0        0.7        0.0       13.5        3.8
 
Number of Traders in Each Category                                    Total Traders:        86 
         .          9          .         35         15         16         17          5          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,211
Positions
     6,113     13,655        311     14,299     11,915        645     13,669      7,047        742      1,713      2,055         16      3,702      4,825
 
Changes from:       June 21, 2016                                    Total Change is:    -2,456
     2,023     -6,642        156       -818      4,745       -199     -2,826     -1,413        393       -233       -309         -8       -944        822
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       33.1        0.8       34.7       28.9        1.6       33.2       17.1        1.8        4.2        5.0        0.0        9.0       11.7
 
Number of Traders in Each Category                                    Total Traders:       206 
        10         22          .         43         22         12         39         44         12         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   206,056
Positions
    30,567     68,276      1,556     71,497     59,577      3,225     68,346     35,234      3,711      8,566     10,276         78     18,510     24,123
 
Changes from:       June 21, 2016                                    Total Change is:   -12,281
    10,115    -33,210        778     -4,090     23,724       -996    -14,128     -7,063      1,965     -1,166     -1,547        -41     -4,718      4,109
 
Percent of Open Interest Represented by Each Category of Trader
      14.8       33.1        0.8       34.7       28.9        1.6       33.2       17.1        1.8        4.2        5.0        0.0        9.0       11.7
 
Number of Traders in Each Category                                    Total Traders:       206 
        10         22          .         43         22         12         39         44         12         10         16          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   343,338
Positions
   125,877     14,448        603    104,482    191,669     21,287     64,516     84,861      6,226      5,428      6,410        928     13,991     16,906
 
Changes from:       June 21, 2016                                    Total Change is:    10,395
    29,039     -1,952        249    -14,433      9,580      6,039     -6,835     -3,928       -663      1,080       -898       -463     -3,618      2,431
 
Percent of Open Interest Represented by Each Category of Trader
      36.7        4.2        0.2       30.4       55.8        6.2       18.8       24.7        1.8        1.6        1.9        0.3        4.1        4.9
 
Number of Traders in Each Category                                    Total Traders:       262 
        26         12          .         48         51         29         38         61         15         10         16          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    34,020
Positions
     3,095     10,842          0     15,915        588        140      5,006      4,634          0      3,721     11,345          0      6,143      6,471
 
Changes from:       June 21, 2016                                    Total Change is:     1,541
       696        593          0        552          0         40        111        627          0          3          0          0        139        281
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       31.9        0.0       46.8        1.7        0.4       14.7       13.6        0.0       10.9       33.3        0.0       18.1       19.0
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0         14          .          .          7          7          0          4          .          0
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    75,447
Positions
    12,264      4,969      1,418     27,395      2,051        382     17,873     13,123        375      3,191          0          0     12,549     53,129
 
Changes from:       June 21, 2016                                    Total Change is:    10,379
      -813      1,837        627        866     -2,923       -291      5,611      7,421       -159       -196          0          0      4,734      3,867
 
Percent of Open Interest Represented by Each Category of Trader
      16.3        6.6        1.9       36.3        2.7        0.5       23.7       17.4        0.5        4.2        0.0        0.0       16.6       70.4
 
Number of Traders in Each Category                                    Total Traders:        76 
        12         10          5         14          4          .         21         12          5          .          0          0
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   206,636
Positions
    15,740    102,738        865    124,231     72,724     14,662     37,956      7,626      2,595      3,931      1,681          0      6,656      3,745
 
Changes from:       June 21, 2016                                    Total Change is:    10,168
     1,776      5,972        172      5,677      6,545      1,874      1,647     -3,054     -1,121       -788        243          0        931       -463
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       49.7        0.4       60.1       35.2        7.1       18.4        3.7        1.3        1.9        0.8        0.0        3.2        1.8
 
Number of Traders in Each Category                                    Total Traders:       123 
        10          8          .         44         26         21         14          9          6          7          5          0
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   643,701
Positions
    46,855    353,750      1,286    332,487    129,590     78,770    139,193     44,928      6,045     19,380     17,334      1,313     18,372     10,685
 
Changes from:       June 21, 2016                                    Total Change is:    26,878
     6,792     17,760       -329     24,130     17,825     -5,389      2,548     -3,010       -748        -86      1,144       -283        243        -92
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       55.0        0.2       51.7       20.1       12.2       21.6        7.0        0.9        3.0        2.7        0.2        2.9        1.7
 
Number of Traders in Each Category                                    Total Traders:       281 
        21         23          6         89         42         36         43         23         15         28         12          6
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   553,179
Positions
    10,035     62,474        350    199,129    159,440     82,317     83,474     73,575     16,065      6,701     24,726         23    155,085    134,209
 
Changes from:       June 21, 2016                                    Total Change is:   -31,109
     2,047    -17,707         44    -15,501        737     -4,466    -10,471     -5,752     -1,180        280     -1,002       -339     -1,523     -1,444
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       11.3        0.1       36.0       28.8       14.9       15.1       13.3        2.9        1.2        4.5        0.0       28.0       24.3
 
Number of Traders in Each Category                                    Total Traders:       143 
         5         13          .         33         27         26         29         24         10          7          5          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   583,188
Positions
     1,969     68,972        975    308,702    122,760     76,298     30,427    218,166     13,129     11,065     10,708        520    140,103     71,660
 
Changes from:       June 21, 2016                                    Total Change is:    -9,632
     1,969     -8,768         69    -10,327     -2,211      4,287     -8,837     -5,804        271      5,746        600        520     -3,330      1,404
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       11.8        0.2       52.9       21.0       13.1        5.2       37.4        2.3        1.9        1.8        0.1       24.0       12.3
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          7          .         46         14         31          8         17         11          .          .          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   987,060
Positions
    24,192     82,938      6,922    344,713    167,564    137,160    265,266    210,571     26,666     63,441    223,921      1,133    117,567    130,185
 
Changes from:       June 21, 2016                                    Total Change is:   -30,510
     7,715     -6,722      2,390    -18,670       -652      4,498    -19,874    -27,651       -486      2,802      9,671       -201     -8,684    -11,357
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.4        0.7       34.9       17.0       13.9       26.9       21.3        2.7        6.4       22.7        0.1       11.9       13.2
 
Number of Traders in Each Category                                    Total Traders:       236 
        11         27         10         49         38         48         32         39         24         16         24          4
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,819,694
Positions
   119,697    194,150     56,848    862,818    838,983    407,758    572,561    652,695     64,758    357,576    176,509     15,430    362,248    412,563
 
Changes from:       June 21, 2016                                    Total Change is:     6,732
    12,861    -51,993     21,076    -61,084     16,591     37,352     26,449      5,619       -436    -17,675     -5,495     -3,908     -7,903    -12,074
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        6.9        2.0       30.6       29.8       14.5       20.3       23.1        2.3       12.7        6.3        0.5       12.8       14.6
 
Number of Traders in Each Category                                    Total Traders:       353 
        25         30         11         62         71         69         76         41         44         20         28         15
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   143,448
Positions
     2,478     17,263        293     32,050     51,408      2,164     53,996      2,671      1,536      2,670      2,324          0     48,261     65,789
 
Changes from:       June 21, 2016                                    Total Change is:    -5,633
         0       -535        250      2,304      1,151         15      2,370     -1,561     -2,628          0        114          0     -7,944     -2,439
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       12.0        0.2       22.3       35.8        1.5       37.6        1.9        1.1        1.9        1.6        0.0       33.6       45.9
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          5          .          5          9          5         10          .          .          .          .          0
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,666,596
Positions
    41,186    279,404     24,958  1,473,128    490,231    282,116    329,541  1,005,166     68,049    160,608    200,469      4,197    282,813    312,006
 
Changes from:       June 21, 2016                                    Total Change is:   -61,872
   -22,219    -21,587      5,525     47,298    -41,551    -27,992    -81,422     57,291    -14,879     28,496     -8,679     -2,730      6,051     -7,270
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.5        0.9       55.2       18.4       10.6       12.4       37.7        2.6        6.0        7.5        0.2       10.6       11.7
 
Number of Traders in Each Category                                    Total Traders:       278 
         8         34          9         54         48         46         43         50         32         12         29          6
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   954,018
Positions
   279,974    130,748    276,258          2     47,908     21,385     98,979    155,002    187,852     17,299     34,522     49,271     22,998     51,072
 
Changes from:       June 21, 2016                                    Total Change is:   -66,320
  -106,599    -44,028     47,855          2      7,679        -43     -3,144    -37,141    -22,980     10,321    -20,669      7,429        839     -4,422
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       13.7       29.0        0.0        5.0        2.2       10.4       16.2       19.7        1.8        3.6        5.2        2.4        5.4
 
Number of Traders in Each Category                                    Total Traders:       132 
        22         32         40          .         10          5         19         34         28          .          9          9
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,982,134
Positions
 2,913,756  1,293,512  2,119,609    250,139  1,632,841    329,283  1,089,670    890,904  1,811,327    382,370    509,751    292,357    793,623  1,102,550
 
Changes from:       June 21, 2016                                    Total Change is:   -27,383
  -106,022    118,163     43,142     -6,304    -60,893     16,473     33,756   -133,409        747    -37,811    -32,195     36,484     -7,848    -15,895
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       13.0       21.2        2.5       16.4        3.3       10.9        8.9       18.1        3.8        5.1        2.9        8.0       11.0
 
Number of Traders in Each Category                                    Total Traders:       265 
        30         53         75          8         22         23         42         73         86          8         20         20
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    25,709
Positions
     4,208      3,024          0          0     11,470        153     12,340      8,437          0      8,250      1,845        682         76         98
 
Changes from:       June 21, 2016                                    Total Change is:    -1,043
        84       -529          0          0     -1,470          0     -1,259        916          0        131          7         30        -29          3
 
Percent of Open Interest Represented by Each Category of Trader
      16.4       11.8        0.0        0.0       44.6        0.6       48.0       32.8        0.0       32.1        7.2        2.7        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          5          0          0         13          .          4         10          0          5          6          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    24,868
Positions
     8,816      1,524          0        218     10,272        475     14,569      8,368          0        692      4,088         49         49         92
 
Changes from:       June 21, 2016                                    Total Change is:    -1,288
      -763       -480          0          0     -1,053          0       -140        336          0       -328       -102         -6        -51         17
 
Percent of Open Interest Represented by Each Category of Trader
      35.5        6.1        0.0        0.9       41.3        1.9       58.6       33.6        0.0        2.8       16.4        0.2        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        31 
         4          .          0          .          4          .          7          7          0          .          .          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    47,703
Positions
       180     10,862          0     16,801         57      1,806      6,706     27,951      3,088     13,122        599         50      5,950      3,290
 
Changes from:       June 21, 2016                                    Total Change is:    -2,946
        10        -14          0      1,271     -2,350        659       -293     -2,613        116     -4,485        317          3       -227        936
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       22.8        0.0       35.2        0.1        3.8       14.1       58.6        6.5       27.5        1.3        0.1       12.5        6.9
 
Number of Traders in Each Category                                    Total Traders:       111 
         .          5          0         13          .          .         25         24         12         35          4          .
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   373,156
Positions
   101,785     39,159     20,505     62,784     28,294     58,285     36,989    123,994     50,700      4,236      8,795     10,876     26,996     32,548
 
Changes from:       June 21, 2016                                    Total Change is:    -9,372
    -2,956     13,061      2,445    -39,945    -11,689     12,510     14,689    -21,896     -8,368      2,887       -781       -162      9,528      5,508
 
Percent of Open Interest Represented by Each Category of Trader
      27.3       10.5        5.5       16.8        7.6       15.6        9.9       33.2       13.6        1.1        2.4        2.9        7.2        8.7
 
Number of Traders in Each Category                                    Total Traders:       164 
        12         16         16         18         12         14         35         45         55          8          7         10
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Traders in Financial Futures - Futures Only Positions as of June 28, 2016                                                                                  
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              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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,233
Positions
       966      2,874          0     11,073      1,799        506      2,765     10,622        390        345          0          0        188         42
 
Changes from:       June 21, 2016                                    Total Change is:    -3,573
      -133          0          0      1,104          0         71     -4,680     -3,170          0         85       -500          0        -20         26
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       17.7        0.0       68.2       11.1        3.1       17.0       65.4        2.4        2.1        0.0        0.0        1.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          9          .          .         10          4          .          .          0          0
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Updated July 1, 2016