Traders in Financial Futures - Options and Futures Combined 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   132,671
Positions
         3     49,432      4,564     50,732     10,058      2,151     21,234     25,965     12,964      9,438      3,305      1,227     30,357     23,004
 
Changes from:       June 21, 2016                                    Total Change is:    -2,992
      -145      1,379        231      3,356        -23       -418     -3,951     -6,003        588        317        552       -264     -2,706        966
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       37.3        3.4       38.2        7.6        1.6       16.0       19.6        9.8        7.1        2.5        0.9       22.9       17.3
 
Number of Traders in Each Category                                    Total Traders:        85 
         .          9          7         11         10          8         18         21         17         10          5          5
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Traders in Financial Futures - Options and Futures Combined 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    38,225
Positions
    16,169      4,194      1,697      1,884      1,695        117      9,892     12,719      2,174          0          0          0      6,292     15,629
 
Changes from:       June 21, 2016                                    Total Change is:    -2,669
       -63      1,937        577       -403        427          0       -788     -5,744        112          0          0          0     -2,103         22
 
Percent of Open Interest Represented by Each Category of Trader
      42.3       11.0        4.4        4.9        4.4        0.3       25.9       33.3        5.7        0.0        0.0        0.0       16.5       40.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          5          .          .          .          .         10         12          9          0          0          0
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Traders in Financial Futures - Options and Futures Combined 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   255,041
Positions
   129,198      4,857      8,469      4,103     83,923     10,502     35,620     48,726     31,498      2,360     20,894      9,219     24,074     36,954
 
Changes from:       June 21, 2016                                    Total Change is:    29,248
     5,255      1,943      3,380      2,089      3,974      2,815     -5,913     -7,452     10,793        822      7,826      5,505      4,503        464
 
Percent of Open Interest Represented by Each Category of Trader
      50.7        1.9        3.3        1.6       32.9        4.1       14.0       19.1       12.4        0.9        8.2        3.6        9.4       14.5
 
Number of Traders in Each Category                                    Total Traders:       109 
         9          7          9          4         22          8         25         31         26          4          7          4
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Traders in Financial Futures - Options and Futures Combined 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   190,761
Positions
    10,175      2,521      9,963     29,052     44,435      9,086     68,106     20,448     30,504         37     36,606      6,933     26,904     30,264
 
Changes from:       June 21, 2016                                    Total Change is:     5,886
     1,402        520      1,343        283        263        559      5,994     -1,025      3,573     -2,383       -800      1,820     -6,706       -367
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        1.3        5.2       15.2       23.3        4.8       35.7       10.7       16.0        0.0       19.2        3.6       14.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       115 
         6          5          8         12         23         11         31         27         19          .         10          .
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Traders in Financial Futures - Options and Futures Combined 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   428,876
Positions
    87,099     13,585     29,575    117,469     93,231     30,491     45,369    106,370     48,749     14,532     36,405     10,195     45,398     60,275
 
Changes from:       June 21, 2016                                    Total Change is:    39,520
     2,001     -1,434      5,516     -8,507     -1,541      9,213     25,329      9,196      8,308     -2,721      7,626      2,605     -2,225         30
 
Percent of Open Interest Represented by Each Category of Trader
      20.3        3.2        6.9       27.4       21.7        7.1       10.6       24.8       11.4        3.4        8.5        2.4       10.6       14.1
 
Number of Traders in Each Category                                    Total Traders:       232 
        16         12         17         35         38         33         29         54         37         20         26         17
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Traders in Financial Futures - Options and Futures Combined 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
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Traders in Financial Futures - Options and Futures Combined 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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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is    90,622
Positions
     4,771     10,779      4,300     13,663      8,670      1,931     20,617     25,668     13,826      3,845      1,806      3,963     23,705     19,679
 
Changes from:       June 21, 2016                                    Total Change is:    -7,528
    -3,217      5,468        -51    -11,486       -363        191      3,640      2,194      1,230      1,020    -13,995        654        492     -2,855
 
Percent of Open Interest Represented by Each Category of Trader
       5.3       11.9        4.7       15.1        9.6        2.1       22.8       28.3       15.3        4.2        2.0        4.4       26.2       21.7
 
Number of Traders in Each Category                                    Total Traders:        81 
         .          6          6          7          9          6         23         22         15          7          4          6
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Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   109,971
Positions
    41,960     31,341          1     47,292      4,786        338     11,735     61,282      2,443      3,022      3,002          3      3,177      6,775
 
Changes from:       June 21, 2016                                    Total Change is:    -1,531
       726      3,139        -39     -3,059     -1,303        163        347     -2,660        488        111       -341         -2       -266       -975
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       28.5        0.0       43.0        4.4        0.3       10.7       55.7        2.2        2.7        2.7        0.0        2.9        6.2
 
Number of Traders in Each Category                                    Total Traders:       120 
         5          5          .         11          9          .         15         55         11         13          7          .
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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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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
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Traders in Financial Futures - Options and Futures Combined 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    48,379
Positions
    10,937     32,678        271      4,944        972        255     22,132      3,889      1,346        999      2,427        365      7,131      6,177
 
Changes from:       June 21, 2016                                    Total Change is:    -8,911
       343     -1,740        -95     -1,685        -84        126     -7,028     -4,158        572         11     -1,970         17     -1,173     -1,579
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       67.5        0.6       10.2        2.0        0.5       45.7        8.0        2.8        2.1        5.0        0.8       14.7       12.8
 
Number of Traders in Each Category                                    Total Traders:        99 
        15         20          .          7          .          .         29         14          8          4          7          .
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Traders in Financial Futures - Options and Futures Combined 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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DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    96,758
Positions
    21,875     65,356        542      9,887      1,943        509     44,264      7,778      2,693      1,998      4,854        729     14,261     12,354
 
Changes from:       June 21, 2016                                    Total Change is:   -17,821
       687     -3,479       -191     -3,369       -168        252    -14,056     -8,316      1,144         22     -3,940         35     -2,345     -3,157
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       67.5        0.6       10.2        2.0        0.5       45.7        8.0        2.8        2.1        5.0        0.8       14.7       12.8
 
Number of Traders in Each Category                                    Total Traders:        99 
        15         20          .          7          .          .         29         14          8          4          7          .
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Traders in Financial Futures - Options and Futures Combined 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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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   871,185
Positions
   107,969     38,877     27,675    262,094    224,600     77,980     66,643    150,954    152,057     24,446     37,523     42,372    109,950    119,148
 
Changes from:       June 21, 2016                                    Total Change is:    41,076
    35,909    -11,664       -145    -15,632      6,226      3,221     -2,475     11,104     14,264       -305        651     -1,481      7,719     18,900
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        4.5        3.2       30.1       25.8        9.0        7.6       17.3       17.5        2.8        4.3        4.9       12.6       13.7
 
Number of Traders in Each Category                                    Total Traders:       647 
        44         25         33        116         96        100         81        153        122         58         73         65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   143,562
Positions
    27,970     11,862      8,838     15,707     17,322      6,572      5,304     10,558     34,196      3,642      1,538      7,798     33,535     44,878
 
Changes from:       June 21, 2016                                    Total Change is:    -4,949
    13,717        555     -6,844       -400     -2,236     -8,823      2,909      4,864     -2,478        924         26     -2,001     -1,954     11,988
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        8.3        6.2       10.9       12.1        4.6        3.7        7.4       23.8        2.5        1.1        5.4       23.4       31.3
 
Number of Traders in Each Category                                    Total Traders:        81 
         9          5          7         11          4          6         14         20         30         10          7         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,638,117
Positions
   420,822    155,905     73,357  1,238,711  1,043,163    350,264    342,812    738,096    553,188    116,830    192,732    160,060    382,073    371,352
 
Changes from:       June 21, 2016                                    Total Change is:   230,124
   129,749    -42,304     14,706    -79,444     39,023     63,506     -5,015     53,103     61,803     -1,349      7,920     -2,195     48,363     34,562
 
Percent of Open Interest Represented by Each Category of Trader
      11.6        4.3        2.0       34.0       28.7        9.6        9.4       20.3       15.2        3.2        5.3        4.4       10.5       10.2
 
Number of Traders in Each Category                                    Total Traders:       624 
        41         28         30        113         93         95         81        145        114         54         69         60
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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    44,018
Positions
     6,113     13,639        485     14,299     11,915        645     13,317      7,035      2,950      1,721      1,797        599      3,889      4,953
 
Changes from:       June 21, 2016                                    Total Change is:    -1,766
     2,023     -6,672        201       -818      4,745       -199     -3,017     -1,529      1,092       -246       -339        124       -926        811
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       31.0        1.1       32.5       27.1        1.5       30.3       16.0        6.7        3.9        4.1        1.4        8.8       11.3
 
Number of Traders in Each Category                                    Total Traders:       209 
        10         22          4         43         22         12         37         46         22         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   220,090
Positions
    30,567     68,194      2,425     71,497     59,577      3,225     66,583     35,173     14,751      8,605      8,987      2,994     19,443     24,765
 
Changes from:       June 21, 2016                                    Total Change is:    -8,830
    10,115    -33,358      1,004     -4,090     23,724       -996    -15,084     -7,646      5,459     -1,229     -1,694        620     -4,628      4,057
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       31.0        1.1       32.5       27.1        1.5       30.3       16.0        6.7        3.9        4.1        1.4        8.8       11.3
 
Number of Traders in Each Category                                    Total Traders:       209 
        10         22          4         43         22         12         37         46         22         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   344,390
Positions
   125,877     14,448        603    104,482    191,669     21,287     65,045     85,317      6,499      5,428      6,502      1,017     14,152     17,048
 
Changes from:       June 21, 2016                                    Total Change is:    10,657
    29,039     -1,952        249    -14,433      9,580      6,039     -6,573     -3,737       -697      1,080       -815       -518     -3,529      2,509
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        4.2        0.2       30.3       55.7        6.2       18.9       24.8        1.9        1.6        1.9        0.3        4.1        5.0
 
Number of Traders in Each Category                                    Total Traders:       262 
        26         12          .         48         51         29         38         61         18         10         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   666,548
Positions
    10,578     57,552     19,867    201,130    163,811     91,753     78,133     68,381     79,882      6,858     25,163     11,058    167,289    149,081
 
Changes from:       June 21, 2016                                    Total Change is:   -71,272
     3,820    -13,326    -15,309    -12,781     -4,695     -9,625     -7,217        511    -22,764        744        724     -2,328     -5,812     -4,461
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        8.6        3.0       30.2       24.6       13.8       11.7       10.3       12.0        1.0        3.8        1.7       25.1       22.4
 
Number of Traders in Each Category                                    Total Traders:       146 
         5         13         10         33         29         29         27         26         33          6          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   583,890
Positions
     1,969     68,972        975    308,729    122,760     76,298     30,427    218,188     13,192     11,065     10,708        520    140,715     72,277
 
Changes from:       June 21, 2016                                    Total Change is:    -9,988
     1,969     -8,768         69    -10,316     -2,211      4,287     -8,837     -5,745        244      5,746        600        520     -3,670      1,016
 
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       24.1       12.4
 
Number of Traders in Each Category                                    Total Traders:        98 
         .          7          .         46         14         31          8         17         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,005,734
Positions
    24,192     81,808      8,619    343,649    170,291    138,527    263,583    208,172     41,442     63,457    222,620      3,616    118,650    130,639
 
Changes from:       June 21, 2016                                    Total Change is:   -48,988
     9,222     -7,840     -1,267    -19,882     -5,960      5,862    -21,202    -24,273    -11,822      2,717     12,663     -4,173     -8,443    -12,178
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        8.1        0.9       34.2       16.9       13.8       26.2       20.7        4.1        6.3       22.1        0.4       11.8       13.0
 
Number of Traders in Each Category                                    Total Traders:       236 
        11         27         12         48         39         48         32         39         31         17         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,454,366
Positions
   106,182    210,409    206,486    878,860    749,372    547,167    505,383    665,534    382,881    357,781    175,383     77,719    391,906    439,414
 
Changes from:       June 21, 2016                                    Total Change is:   -81,639
    11,655     -6,354    -23,354    -10,150    -62,323     32,449    -11,147     51,391    -46,150    -16,666      2,831    -15,641     -2,636    -14,488
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        6.1        6.0       25.4       21.7       15.8       14.6       19.3       11.1       10.4        5.1        2.2       11.3       12.7
 
Number of Traders in Each Category                                    Total Traders:       362 
        23         32         41         61         72         77         61         58         84         22         32         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   143,518
Positions
     2,478     17,263        293     32,050     51,408      2,164     54,047      2,671      1,546      2,670      2,324          0     48,271     65,849
 
Changes from:       June 21, 2016                                    Total Change is:    -5,763
         0       -535        250      2,304      1,151         15      2,325     -1,561     -2,637          0        114          0     -8,019     -2,560
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       12.0        0.2       22.3       35.8        1.5       37.7        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
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,837,431
Positions
    41,672    283,393     76,098  1,479,031    491,432    289,607    323,317  1,003,762    148,218    162,267    197,490     24,722    292,498    322,709
 
Changes from:       June 21, 2016                                    Total Change is:  -151,928
   -13,189    -15,437    -26,646     40,521    -41,484    -34,668    -80,086     59,331    -62,048     25,241    -11,101     -9,667      8,613    -10,208
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.0        2.7       52.1       17.3       10.2       11.4       35.4        5.2        5.7        7.0        0.9       10.3       11.4
 
Number of Traders in Each Category                                    Total Traders:       281 
         6         36         22         54         49         53         38         55         57         13         30         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   956,940
Positions
   279,925    131,825    276,363          2     47,908     21,385     99,446    154,424    189,552     17,299     34,541     49,271     23,697     51,671
 
Changes from:       June 21, 2016                                    Total Change is:   -66,387
  -106,543    -44,351     47,686          2      7,679        -43     -3,064    -36,504    -23,287     10,321    -20,669      7,429      1,113     -4,327
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       13.8       28.9        0.0        5.0        2.2       10.4       16.1       19.8        1.8        3.6        5.1        2.5        5.4
 
Number of Traders in Each Category                                    Total Traders:       134 
        22         32         40          .         10          5         19         35         29          .         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is17,761,526
Positions
 3,202,019  1,348,129  3,090,741    255,992  1,690,097    520,152    719,919    906,684  7,381,017    497,380    426,222  1,267,494    826,812  1,130,990
 
Changes from:       June 21, 2016                                    Total Change is:   -29,632
   -53,440     72,788      9,141     -4,365    -41,319       -948     -2,855     16,276   -141,137     25,158    -58,241    166,372    -27,558    -52,566
 
Percent of Open Interest Represented by Each Category of Trader
      18.0        7.6       17.4        1.4        9.5        2.9        4.1        5.1       41.6        2.8        2.4        7.1        4.7        6.4
 
Number of Traders in Each Category                                    Total Traders:       310 
        31         53         78         11         29         27         46         91        113         20         24         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    48,326
Positions
       180     10,885          0     16,801         57      1,806      6,946     28,216      3,338     13,153        599         67      6,035      3,359
 
Changes from:       June 21, 2016                                    Total Change is:    -2,682
        10        -29          0      1,271     -2,350        659        -14     -2,314        128     -4,491        316        -55       -190        963
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       22.5        0.0       34.8        0.1        3.7       14.4       58.4        6.9       27.2        1.2        0.1       12.5        7.0
 
Number of Traders in Each Category                                    Total Traders:       112 
         .          5          0         13          .          .         26         24         13         35          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 - Options and Futures Combined 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