Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   196,429
Positions
       358     71,652     37,705     42,201      8,971      3,427     26,886     17,751     28,902      9,363      2,293      2,130     45,456     23,597
 
Changes from:       June 7, 2016                                     Total Change is:    43,972
    -5,114      4,237     30,845     -5,894        367        361      8,310      5,591      5,093       -957        931         84     11,243     -3,537
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       36.5       19.2       21.5        4.6        1.7       13.7        9.0       14.7        4.8        1.2        1.1       23.1       12.0
 
Number of Traders in Each Category                                    Total Traders:        89 
         .         10          8         12          9          7         28         16         21          7          5          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    45,643
Positions
    17,301      1,628      1,127      1,836      2,210        117     15,556     21,720      2,149          0          0          0      7,557     16,692
 
Changes from:       June 7, 2016                                     Total Change is:   -19,208
   -15,300       -754     -2,021        859       -979          0        184    -10,223     -1,448       -994          0          0       -487     -3,783
 
Percent of Open Interest Represented by Each Category of Trader
      37.9        3.6        2.5        4.0        4.8        0.3       34.1       47.6        4.7        0.0        0.0        0.0       16.6       36.6
 
Number of Traders in Each Category                                    Total Traders:        35 
         4          .          .          .          4          .         12         10          6          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   235,712
Positions
   116,273      2,885      6,164      2,125     81,251      9,152     55,710     56,724     22,256      2,133     14,315      3,841     18,058     39,123
 
Changes from:       June 7, 2016                                     Total Change is:   -45,315
   -34,312    -39,161      1,022       -857      1,647     -1,078      2,696     -1,167     -6,204       -427      2,967     -5,730       -426      2,389
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        1.2        2.6        0.9       34.5        3.9       23.6       24.1        9.4        0.9        6.1        1.6        7.7       16.6
 
Number of Traders in Each Category                                    Total Traders:       114 
         8          7         10          .         27          9         25         33         23          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   177,210
Positions
     6,734      1,552      8,171     27,775     43,504     10,349     63,324     18,035     23,229      2,021     37,266      4,042     31,565     31,062
 
Changes from:       June 7, 2016                                     Total Change is:   -34,138
    -9,618    -25,486     -5,508        675       -452        618      3,384    -15,218     -3,140     -2,508     33,396    -17,792       -249       -556
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        0.9        4.6       15.7       24.5        5.8       35.7       10.2       13.1        1.1       21.0        2.3       17.8       17.5
 
Number of Traders in Each Category                                    Total Traders:       112 
         5          4          6         12         21         14         34         25         19          .          8          4
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   399,544
Positions
    81,375     14,993     25,209    123,231     97,806     22,327     33,452    101,906     37,575     20,518     29,583      7,039     48,817     63,106
 
Changes from:       June 7, 2016                                     Total Change is:   -39,696
     6,665    -18,407     -5,685        333       -358      2,672     -5,911     -2,118    -14,618    -13,424      7,867      2,286    -12,014    -11,335
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        3.8        6.3       30.8       24.5        5.6        8.4       25.5        9.4        5.1        7.4        1.8       12.2       15.8
 
Number of Traders in Each Category                                    Total Traders:       225 
        16         11         15         39         36         31         28         46         30         20         27         15
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    98,315
Positions
     8,365      2,583      4,008     25,092      7,532      2,379     18,776     22,274     12,231        956     17,965      3,268     23,240     26,075
 
Changes from:       June 7, 2016                                     Total Change is:   -37,937
   -34,568    -14,790     -1,315      3,325        413        977        670     -1,364     -4,242       -786    -14,427       -825     -1,174     -2,365
 
Percent of Open Interest Represented by Each Category of Trader
       8.5        2.6        4.1       25.5        7.7        2.4       19.1       22.7       12.4        1.0       18.3        3.3       23.6       26.5
 
Number of Traders in Each Category                                    Total Traders:        76 
         4          4          5          7          9          5         23         16         14          .         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    43,050
Positions
    16,147     28,867      5,637      3,910          0          0     14,535      4,892        235        400      1,746        235      1,951      1,438
 
Changes from:       June 7, 2016                                     Total Change is:     8,906
     1,319      6,176        850      1,360          0          0      6,092      2,217       -113          0       -100          0       -602       -124
 
Percent of Open Interest Represented by Each Category of Trader
      37.5       67.1       13.1        9.1        0.0        0.0       33.8       11.4        0.5        0.9        4.1        0.5        4.5        3.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   111,235
Positions
    39,695     27,742         49     48,554      5,832        175     14,902     65,437      1,270      2,508      3,233          3      4,079      7,495
 
Changes from:       June 7, 2016                                     Total Change is:   -31,301
    -9,847    -18,462     -3,546     -2,422        772          0     -4,486      1,158     -8,749       -565     -1,703     -1,174       -512        403
 
Percent of Open Interest Represented by Each Category of Trader
      35.7       24.9        0.0       43.6        5.2        0.2       13.4       58.8        1.1        2.3        2.9        0.0        3.7        6.7
 
Number of Traders in Each Category                                    Total Traders:       116 
         5          .          .         12         10          .         13         57         11          9          7          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    28,373
Positions
         0     21,084        929      6,399        105          0     19,655      3,565        131          0      1,560          0      1,259        999
 
Changes from:       June 7, 2016                                     Total Change is:       664
         0       -823        297        121          0          0        -54        562        -49          0        570          0        349        107
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       74.3        3.3       22.6        0.4        0.0       69.3       12.6        0.5        0.0        5.5        0.0        4.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          .          4          .          0         10          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    41,919
Positions
     1,011      4,338          0      2,616     21,875         24     30,581      8,802      1,129      1,297      2,770          0      5,261      2,981
 
Changes from:       June 7, 2016                                     Total Change is:   -15,831
   -15,794    -12,316     -1,604        223      1,389          0      4,202       -893     -3,212         57      1,380       -157        454       -418
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       10.3        0.0        6.2       52.2        0.1       73.0       21.0        2.7        3.1        6.6        0.0       12.6        7.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          4          0          8          7          .         37         13          .          .          7          0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    75,840
Positions
    12,606     37,213     11,052      6,613        922        208     32,953      9,468      1,802      1,092      4,647        770      8,744      9,759
 
Changes from:       June 7, 2016                                     Total Change is:     9,233
      -567      2,527     10,199     -1,112        139       -151        181     -3,285        512         14       -701         20        136        -28
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       49.1       14.6        8.7        1.2        0.3       43.5       12.5        2.4        1.4        6.1        1.0       11.5       12.9
 
Number of Traders in Each Category                                    Total Traders:       118 
        15         20         16         10          .          4         39         11          8          5         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   151,679
Positions
    25,212     74,427     22,104     13,226      1,843        416     65,905     18,935      3,603      2,185      9,293      1,539     17,489     19,519
 
Changes from:       June 7, 2016                                     Total Change is:    18,466
    -1,135      5,054     20,399     -2,223        278       -302        362     -6,570      1,025         28     -1,401         40        271        -56
 
Percent of Open Interest Represented by Each Category of Trader
      16.6       49.1       14.6        8.7        1.2        0.3       43.5       12.5        2.4        1.4        6.1        1.0       11.5       12.9
 
Number of Traders in Each Category                                    Total Traders:       118 
        15         20         16         10          .          4         39         11          8          5         12          .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,031,548
Positions
    83,097     62,535    102,482    270,024    201,988     86,627     95,364    154,683    193,457     25,559     47,197     53,497    121,442    129,083
 
Changes from:       June 7, 2016                                     Total Change is:    57,920
   -19,650     -3,528     37,852    -11,592     -1,808     10,529        734    -22,221     20,856      1,257      3,717      4,455     13,480      8,068
 
Percent of Open Interest Represented by Each Category of Trader
       8.1        6.1        9.9       26.2       19.6        8.4        9.2       15.0       18.8        2.5        4.6        5.2       11.8       12.5
 
Number of Traders in Each Category                                    Total Traders:       654 
        36         43         58        114         88        105         85        146        133         69         72         73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   205,805
Positions
    29,987     16,810     32,575     14,996     21,846     15,884      9,742     12,588     49,946      3,085      2,224     11,606     37,984     42,327
 
Changes from:       June 7, 2016                                     Total Change is:    -1,863
    -1,281        781      6,793         80     -4,444     -4,626     -1,436      2,377     -3,023        107        629       -519      2,041        167
 
Percent of Open Interest Represented by Each Category of Trader
      14.6        8.2       15.8        7.3       10.6        7.7        4.7        6.1       24.3        1.5        1.1        5.6       18.5       20.6
 
Number of Traders in Each Category                                    Total Traders:        88 
        11         10         11         11          5          5         17         15         30          9          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 4,128,717
Positions
   373,887    336,958    241,199  1,279,228    904,799    349,630    480,696    763,060    664,966    124,622    237,121    197,201    417,289    433,783
 
Changes from:       June 7, 2016                                     Total Change is:   298,915
   -69,391        908    132,838    -58,617     12,924     76,033     13,036   -120,803    117,206      7,363     17,054     23,252     57,196     39,505
 
Percent of Open Interest Represented by Each Category of Trader
       9.1        8.2        5.8       31.0       21.9        8.5       11.6       18.5       16.1        3.0        5.7        4.8       10.1       10.5
 
Number of Traders in Each Category                                    Total Traders:       630 
        34         45         56        112         84        101         83        140        125         65         67         68
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    95,010
Positions
     4,007     29,971      7,734     42,344     48,032      2,696     24,375      2,270        833          0        490          0     13,021      2,984
 
Changes from:       June 7, 2016                                     Total Change is:     6,589
      -206     -1,389      6,348     -4,695      1,911       -129      2,520       -565        718          0       -180          0      2,033       -125
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       31.5        8.1       44.6       50.6        2.8       25.7        2.4        0.9        0.0        0.5        0.0       13.7        3.1
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          6         37         14         17         20          4          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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    60,816
Positions
     5,565     20,623      5,299     14,678      7,507      1,994     20,923     13,079      4,027      2,024      2,472        761      5,545      5,055
 
Changes from:       June 7, 2016                                     Total Change is:     9,076
        11      2,094      4,602     -1,063        858      1,325      2,710     -1,790      1,538       -139        237        141        -49         70
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       33.9        8.7       24.1       12.3        3.3       34.4       21.5        6.6        3.3        4.1        1.3        9.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       248 
        16         21         16         45         22         14         52         49         32         18         24         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   304,082
Positions
    27,825    103,114     26,497     73,388     37,533      9,968    104,614     65,393     20,136     10,122     12,359      3,804     27,727     25,277
 
Changes from:       June 7, 2016                                     Total Change is:    45,381
        54     10,469     23,010     -5,314      4,292      6,626     13,549     -8,949      7,691       -697      1,183        706       -245        351
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       33.9        8.7       24.1       12.3        3.3       34.4       21.5        6.6        3.3        4.1        1.3        9.1        8.3
 
Number of Traders in Each Category                                    Total Traders:       248 
        16         21         16         45         22         14         52         49         32         18         24         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   402,785
Positions
   131,306     40,119     12,452    116,762    179,895     16,790     84,461    111,264     11,165      4,424     10,662      1,994     23,430     18,444
 
Changes from:       June 7, 2016                                     Total Change is:     3,996
   -22,893     -4,964      7,775       -251     -3,069        668      8,870     -2,406      3,252       -530        -84      1,786      5,319      1,039
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       10.0        3.1       29.0       44.7        4.2       21.0       27.6        2.8        1.1        2.6        0.5        5.8        4.6
 
Number of Traders in Each Category                                    Total Traders:       270 
        22         15         16         46         49         31         45         62         29          9         20          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    31,604
Positions
     1,009     10,249          0     15,802        588        142      4,972      3,411          0      3,554     11,457          0      6,125      5,757
 
Changes from:       June 7, 2016                                     Total Change is:    -9,109
       127     -3,003          0     -2,013          0        -10        326        344     -4,491     -1,055      1,498     -1,286       -707     -2,161
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       32.4        0.0       50.0        1.9        0.4       15.7       10.8        0.0       11.2       36.3        0.0       19.4       18.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0         13          .          .          6          8          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    66,665
Positions
    13,567      4,442        403     27,107      2,843        372     11,187      7,396        686      4,275          0          0      9,068     50,523
 
Changes from:       June 7, 2016                                     Total Change is:   -30,791
   -16,514    -11,534     -2,421     -2,801      1,699        295     -5,679     -4,170     -1,545     -2,404          0        -43        321    -13,072
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        6.7        0.6       40.7        4.3        0.6       16.8       11.1        1.0        6.4        0.0        0.0       13.6       75.8
 
Number of Traders in Each Category                                    Total Traders:        72 
        12          7          .         13          5          .         16         13          5          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   209,525
Positions
     4,721     93,121     13,160    119,306     63,191     19,044     35,085      8,148      4,242      4,519      2,221          0      9,448      6,398
 
Changes from:       June 7, 2016                                     Total Change is:    28,527
       130       -601     12,456        179      3,682      8,641      1,900      1,073        649      2,668          6          0      1,904      2,621
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       44.4        6.3       56.9       30.2        9.1       16.7        3.9        2.0        2.2        1.1        0.0        4.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       124 
         7         10         10         46         23         18         14         11          8          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   681,609
Positions
    39,046    350,131     35,250    309,275    104,583     89,500    139,768     41,223     11,941     19,609     19,740      2,004     35,216     27,237
 
Changes from:       June 7, 2016                                     Total Change is:    33,468
       896     15,194      6,970      4,511      7,465       -202      6,351    -15,964        884     -1,740      1,857        247     15,551     17,017
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       51.4        5.2       45.4       15.3       13.1       20.5        6.0        1.8        2.9        2.9        0.3        5.2        4.0
 
Number of Traders in Each Category                                    Total Traders:       288 
        20         25         17         88         36         39         46         25         25         29         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   733,707
Positions
    12,439     60,954     27,623    205,518    170,342     98,754     80,853     77,409    101,372      8,322     26,433     16,214    182,612    154,606
 
Changes from:       June 7, 2016                                     Total Change is:    65,484
     6,048      5,442      7,406     18,871      2,094      3,428     -7,251     14,659     20,616      2,684        467      8,567      5,114      2,803
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        8.3        3.8       28.0       23.2       13.5       11.0       10.6       13.8        1.1        3.6        2.2       24.9       21.1
 
Number of Traders in Each Category                                    Total Traders:       158 
         6         13         11         34         30         35         26         34         39          8          7         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   618,717
Positions
         0     85,088      1,736    330,140    123,855     74,168     48,207    233,072     20,114      5,319      8,533          0    139,033     72,151
 
Changes from:       June 7, 2016                                     Total Change is:    10,852
         0     12,320      1,010     13,144      5,548     -2,831        650      3,284     -1,756          0     -3,314          0        635     -3,409
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.8        0.3       53.4       20.0       12.0        7.8       37.7        3.3        0.9        1.4        0.0       22.5       11.7
 
Number of Traders in Each Category                                    Total Traders:       103 
         0          9          5         45         15         29         13         17         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,044,983
Positions
    21,931    103,610      9,019    373,497    168,325    127,363    278,632    225,092     58,705     55,936    205,121      7,153    112,746    140,595
 
Changes from:       June 7, 2016                                     Total Change is:    48,871
      -485     23,412      2,743     -6,682      7,165      8,264     38,218     16,058      2,845      8,756     -8,360      1,454     -6,242     -4,709
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        9.9        0.9       35.7       16.1       12.2       26.7       21.5        5.6        5.4       19.6        0.7       10.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       242 
        10         32         14         45         40         49         37         37         37         16         25          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,445,145
Positions
   116,510    197,302    199,850    807,546    767,300    535,428    488,036    582,016    425,112    384,576    176,756    108,254    379,833    453,127
 
Changes from:       June 7, 2016                                     Total Change is:   248,014
     5,320    -30,396     52,815      3,628    -15,903     70,611       -957     34,099     49,690        -57     31,912     53,018     13,947      2,168
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        5.7        5.8       23.4       22.3       15.5       14.2       16.9       12.3       11.2        5.1        3.1       11.0       13.2
 
Number of Traders in Each Category                                    Total Traders:       367 
        25         29         41         62         75         77         62         57         85         25         32         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   135,431
Positions
     2,931      4,959         43     21,829     47,074      1,928     40,867      4,298      5,824      4,474      4,614          0     57,534     66,691
 
Changes from:       June 7, 2016                                     Total Change is:    -7,512
    -5,965      1,963     -1,545      6,219        507        219      1,356     -5,693     -1,933     -2,425     -3,263          0     -3,438      2,233
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        3.7        0.0       16.1       34.8        1.4       30.2        3.2        4.3        3.3        3.4        0.0       42.5       49.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          .          4          8          5          7          .          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,843,829
Positions
    40,309    290,188     89,769  1,398,310    531,325    309,281    319,939    832,065    202,326    149,115    202,524     44,915    289,865    341,435
 
Changes from:       June 7, 2016                                     Total Change is:    96,214
   -10,736     11,063     14,756     34,334       -172      2,857    -15,290     57,199     10,410     11,680     -9,268     20,192     28,010    -10,823
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       10.2        3.2       49.2       18.7       10.9       11.3       29.3        7.1        5.2        7.1        1.6       10.2       12.0
 
Number of Traders in Each Category                                    Total Traders:       293 
        10         35         28         52         51         56         41         56         59         11         37         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   987,519
Positions
   383,609    161,837    230,823          0     38,314     24,396     80,899    183,621    199,705     10,301     53,251     35,299     22,488     60,273
 
Changes from:       June 7, 2016                                     Total Change is:    77,831
    35,977      1,898      6,837          0      6,564     -1,155     11,184     17,750     19,681     -6,174     11,535      7,270      4,211      7,452
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       16.4       23.4        0.0        3.9        2.5        8.2       18.6       20.2        1.0        5.4        3.6        2.3        6.1
 
Number of Traders in Each Category                                    Total Traders:       140 
        19         34         42          0         10          9         10         46         30          .         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is17,640,542
Positions
 3,317,844  1,077,896  3,067,303    220,440  1,738,002    591,539    660,965  1,024,030  7,403,375    464,682    438,512  1,072,719    841,676  1,227,166
 
Changes from:       June 7, 2016                                     Total Change is:-1,858,985
  -408,938    -37,979   -453,985     29,292    -64,790    -30,915    136,153   -115,890 -1,010,230   -141,998    -89,639    -35,260     56,898    -20,298
 
Percent of Open Interest Represented by Each Category of Trader
      18.8        6.1       17.4        1.2        9.9        3.4        3.7        5.8       42.0        2.6        2.5        6.1        4.8        7.0
 
Number of Traders in Each Category                                    Total Traders:       315 
        35         52         83         10         30         29         46         90        111         21         27         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    27,063
Positions
     4,288      3,399          0          0     12,929        153     13,516      7,582          0      8,172      2,064        696        238        240
 
Changes from:       June 7, 2016                                     Total Change is:    -5,345
     3,938     -2,087     -4,197          0        842          0     -5,394         54          0        166       -118         28        114        133
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       12.6        0.0        0.0       47.8        0.6       49.9       28.0        0.0       30.2        7.6        2.6        0.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          4          0          0         13          .          5          8          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    26,319
Positions
    10,070      2,049          0        218     11,520        475     14,431      8,040          0      1,004      4,088         57         64         90
 
Changes from:       June 7, 2016                                     Total Change is:    -9,367
     7,621     -3,579     -4,856         -3        -95          3    -11,885       -426          0        -67       -205       -195         15        -14
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        7.8        0.0        0.8       43.8        1.8       54.8       30.5        0.0        3.8       15.5        0.2        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          .          4          .          7          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    50,623
Positions
       149     10,928          0     15,538      1,605      1,153      6,889     30,603      3,601     16,176        343        108      7,009      2,282
 
Changes from:       June 7, 2016                                     Total Change is:   -19,793
       -15    -14,645       -101       -127        433          6    -10,471      1,715     -6,473     -2,024       -310         46       -634       -464
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       21.6        0.0       30.7        3.2        2.3       13.6       60.5        7.1       32.0        0.7        0.2       13.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       127 
         .          5          0          8          5          .         23         31         14         46          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   436,303
Positions
   135,933     15,566     27,669     98,821     48,647     41,399     21,066    179,919     69,690      1,429      9,095     16,572     23,724     27,746
 
Changes from:       June 7, 2016                                     Total Change is:   -64,955
   -17,725        201      9,439    -10,417     -6,688     -4,203    -23,489    -47,020     -9,760     -3,065      2,595     -6,767      1,032     -2,752
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        3.6        6.3       22.6       11.1        9.5        4.8       41.2       16.0        0.3        2.1        3.8        5.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       189 
        19         11         21         14         18         11         29         66         56          5         16         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 14, 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 UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    24,741
Positions
        34      3,696        113     13,846        799        622      7,465     16,705      2,134        260        500          0        267        172
 
Changes from:       June 7, 2016                                     Total Change is:     2,496
       -91        -61        113      1,497        -31       -457         -7        915      1,345          0        500          0         96        172
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       14.9        0.5       56.0        3.2        2.5       30.2       67.5        8.6        1.1        2.0        0.0        1.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          9          .          .         10          7          .          .          .          0
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Updated June 17, 2016