Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   118,799
Positions
    43,102     36,448      2,524     21,313      6,543         13     10,101     30,587      7,218     11,402      3,407        141     22,985     31,918
 
Changes from:       June 2, 2015                                     Total Change is:    -4,328
     3,798     -8,199        516        334     -2,189         10     -7,657      6,942       -467     -2,418       -121        117      1,439       -937
 
Percent of Open Interest Represented by Each Category of Trader
      36.3       30.7        2.1       17.9        5.5        0.0        8.5       25.7        6.1        9.6        2.9        0.1       19.3       26.9
 
Number of Traders in Each Category                                    Total Traders:        77
         6          7          6          6          7          .         11         24         12          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    33,813
Positions
    10,222     11,238      1,948      1,144      1,806          5      8,908      3,386      2,322        400          0          0      8,864     13,108
 
Changes from:       June 2, 2015                                     Total Change is:     1,364
    -2,234       -933      1,531          0         -1          0        601     -1,057      1,614        400          0          0       -548        210
 
Percent of Open Interest Represented by Each Category of Trader
      30.2       33.2        5.8        3.4        5.3        0.0       26.3       10.0        6.9        1.2        0.0        0.0       26.2       38.8
 
Number of Traders in Each Category                                    Total Traders:        27
         6          .          5          .          .          .         10          4          7          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   181,049
Positions
    76,298     31,921      6,052     12,053     62,980        870     53,491     29,644      6,055      3,990     19,124        142     22,098     24,261
 
Changes from:       June 2, 2015                                     Total Change is:     5,758
     2,186     -1,071      4,827        747     -1,072        -32     -3,370      4,580      2,677       -615     -2,796       -406       -256       -949
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       17.6        3.3        6.7       34.8        0.5       29.5       16.4        3.3        2.2       10.6        0.1       12.2       13.4
 
Number of Traders in Each Category                                    Total Traders:       112
        10          8          6          9         16          5         29         20         17          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   306,449
Positions
   158,583        994      8,575     21,985     49,480      3,791     23,733    140,716     15,535     58,479     13,399        236     15,532     73,723
 
Changes from:       June 2, 2015                                     Total Change is:    46,345
    31,667     -2,238      7,643       -791      7,719        483     -3,828     14,900     11,761          1      3,630        197       -788      2,250
 
Percent of Open Interest Represented by Each Category of Trader
      51.7        0.3        2.8        7.2       16.1        1.2        7.7       45.9        5.1       19.1        4.4        0.1        5.1       24.1
 
Number of Traders in Each Category                                    Total Traders:       147
        15          .          5         11         22          8         17         60         13          6         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   436,540
Positions
   130,051     40,482      2,433     49,814    121,484     13,379     33,597    106,766     21,903    140,026     46,015      3,990     41,347     80,088
 
Changes from:       June 2, 2015                                     Total Change is:     8,137
   -10,445     16,067      1,016       -853        501       -113        455    -12,712     14,398      2,670     -9,146       -944      1,953       -930
 
Percent of Open Interest Represented by Each Category of Trader
      29.8        9.3        0.6       11.4       27.8        3.1        7.7       24.5        5.0       32.1       10.5        0.9        9.5       18.3
 
Number of Traders in Each Category                                    Total Traders:       241
        19         12         14         21         31         19         29         53         29         32         39         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   165,681
Positions
   108,506     17,850        945      1,337     31,273        475     18,756     43,169     10,554      6,019     22,343      4,484     14,605     34,588
 
Changes from:       June 2, 2015                                     Total Change is:     9,207
    -4,380     -5,584        659        -22       -306         -7       -449      3,665      8,651      1,309     -1,045      4,392       -946     -1,218
 
Percent of Open Interest Represented by Each Category of Trader
      65.5       10.8        0.6        0.8       18.9        0.3       11.3       26.1        6.4        3.6       13.5        2.7        8.8       20.9
 
Number of Traders in Each Category                                    Total Traders:        86
        11          .          .          .         13          .         18         24         12          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    61,729
Positions
    43,495     49,093      5,132      1,136          0          0      7,688      3,756        737      1,317        113      1,802        422      1,096
 
Changes from:       June 2, 2015                                     Total Change is:     2,820
       576       -677      3,412         61          0          0     -1,569       -118         -3        253          0          0         90        206
 
Percent of Open Interest Represented by Each Category of Trader
      70.5       79.5        8.3        1.8        0.0        0.0       12.5        6.1        1.2        2.1        0.2        2.9        0.7        1.8
 
Number of Traders in Each Category                                    Total Traders:        29
         8          8          7          .          0          0          4          .          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   179,026
Positions
    54,188     49,306      7,068     53,685      2,990         17     24,280     66,460     33,465      2,734     11,290        590      2,999      7,840
 
Changes from:       June 2, 2015                                     Total Change is:    26,217
     1,806     13,672      1,150     18,407        389         17     -4,228      1,281      8,683        472       -614        387       -477      1,252
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       27.5        3.9       30.0        1.7        0.0       13.6       37.1       18.7        1.5        6.3        0.3        1.7        4.4
 
Number of Traders in Each Category                                    Total Traders:       127
         7          8          .          5          6          .         18         56         15         12         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    17,631
Positions
     6,974      3,809      2,975        726          0          0      2,928      6,907          3        200        224      2,746      1,079        967
 
Changes from:       June 2, 2015                                     Total Change is:       861
     1,628       -216          0        -66          0          0       -931      1,140         -3          0          0          0        233        -60
 
Percent of Open Interest Represented by Each Category of Trader
      39.6       21.6       16.9        4.1        0.0        0.0       16.6       39.2        0.0        1.1        1.3       15.6        6.1        5.5
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          .          .          0          0          4          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    36,911
Positions
    20,408      2,641      1,192      1,209      3,564          1      9,176     19,614      2,470          0      1,737          0      2,455      5,692
 
Changes from:       June 2, 2015                                     Total Change is:     3,906
     1,439     -1,190      1,126        -23        315          1      1,387      3,441        399          0       -352          0       -423        166
 
Percent of Open Interest Represented by Each Category of Trader
      55.3        7.2        3.2        3.3        9.7        0.0       24.9       53.1        6.7        0.0        4.7        0.0        6.7       15.4
 
Number of Traders in Each Category                                    Total Traders:        76
         9          .          .          .          7          .         16         30         10          0          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     9,805
Positions
     4,266          0        870          0      3,134         48      2,905      2,476      1,204          0        600          0        512      1,473
 
Changes from:       June 2, 2015                                     Total Change is:     3,175
     1,022          0        870       -347      1,957       -399        841       -711      1,197       -157       -244          0        148        505
 
Percent of Open Interest Represented by Each Category of Trader
      43.5        0.0        8.9        0.0       32.0        0.5       29.6       25.3       12.3        0.0        6.1        0.0        5.2       15.0
 
Number of Traders in Each Category                                    Total Traders:        20
         4          0          .          0          .          .          .          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,066
Positions
    22,222     32,470      5,475      5,351      2,662        264     12,567      8,640      1,910      1,766      1,254          4      8,508      5,389
 
Changes from:       June 2, 2015                                     Total Change is:       550
     3,889     -1,789      3,075       -894       -372        -21     -6,281        630        841         29       -770         -4        -85     -1,041
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       55.9        9.4        9.2        4.6        0.5       21.6       14.9        3.3        3.0        2.2        0.0       14.7        9.3
 
Number of Traders in Each Category                                    Total Traders:        93
        13         16          6         11          4          4         20         15          4          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   116,132
Positions
    44,443     64,939     10,950     10,702      5,323        528     25,134     17,279      3,820      3,532      2,508          8     17,015     10,777
 
Changes from:       June 2, 2015                                     Total Change is:     1,100
     7,777     -3,577      6,150     -1,787       -744        -41    -12,561      1,260      1,681         58     -1,539         -8       -169     -2,082
 
Percent of Open Interest Represented by Each Category of Trader
      38.3       55.9        9.4        9.2        4.6        0.5       21.6       14.9        3.3        3.0        2.2        0.0       14.7        9.3
 
Number of Traders in Each Category                                    Total Traders:        93
        13         16          6         11          4          4         20         15          4          9          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   744,892
Positions
    52,809    129,130     55,901    288,479    121,631     65,600     87,028    162,674     37,426     20,775     49,897      4,704    132,171    117,930
 
Changes from:       June 2, 2015                                     Total Change is:    45,456
    15,168     -9,343     19,409    -13,091      1,486      8,606     -1,294     12,408      2,211     -1,426     -3,428      1,106     14,766     13,001
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       17.3        7.5       38.7       16.3        8.8       11.7       21.8        5.0        2.8        6.7        0.6       17.7       15.8
 
Number of Traders in Each Category                                    Total Traders:       585
        37         37         35        120         80         81         79        127         78         47         56         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   150,584
Positions
    34,646     36,706      2,996     59,739     22,026      2,671      8,058     12,528        808      2,504      5,232        148     39,014     67,469
 
Changes from:       June 2, 2015                                     Total Change is:    20,992
    17,638      3,800      2,396       -295       -639        -13        603      2,781         82       -918       -962          2      1,497     13,545
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       24.4        2.0       39.7       14.6        1.8        5.4        8.3        0.5        1.7        3.5        0.1       25.9       44.8
 
Number of Traders in Each Category                                    Total Traders:        72
         5         10          .         17          5          7         11         17          6          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,971,541
Positions
   225,204    596,508    130,134  1,209,468    563,794    248,874    451,318    807,197    126,624     94,734    226,706     19,400    465,785    252,304
 
Changes from:       June 2, 2015                                     Total Change is:   122,321
    18,543    -34,823     54,173    -49,379     25,228     28,493      8,301     65,917     -7,138     -1,783    -11,575      4,764     66,347     -2,718
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       20.1        4.4       40.7       19.0        8.4       15.2       27.2        4.3        3.2        7.6        0.7       15.7        8.5
 
Number of Traders in Each Category                                    Total Traders:       571
        37         37         33        111         79         76         79        125         71         47         54         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,544
Positions
     2,460     25,771        949     48,598     42,685      1,356     22,306     11,253        696        288        265          0     11,891      5,569
 
Changes from:       June 2, 2015                                     Total Change is:    -2,728
       -81     -1,661          1     -1,412     -1,469        -15     -1,293        161       -671          0          0          0        743        926
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       29.1        1.1       54.9       48.2        1.5       25.2       12.7        0.8        0.3        0.3        0.0       13.4        6.3
 
Number of Traders in Each Category                                    Total Traders:        90
         5         12          .         34         12         15         14         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    72,917
Positions
     5,332     39,926      4,260     29,593      5,711        831     16,727     10,798      3,535      3,934      1,981        785      7,919      5,089
 
Changes from:       June 2, 2015                                     Total Change is:    -2,592
     1,362     -5,146        624     -1,951        380        174     -2,575      1,359        193        175        108        139       -733       -423
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       54.8        5.8       40.6        7.8        1.1       22.9       14.8        4.8        5.4        2.7        1.1       10.9        7.0
 
Number of Traders in Each Category                                    Total Traders:       221
        19         17          9         32         15          6         62         38         17         23         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is     9,046
Positions
     5,364      6,612          0        604          0          0        993      1,150          0          0      1,033          0      2,085        251
 
Changes from:       June 2, 2015                                     Total Change is:      -311
       954     -1,109          0          0          0          0       -751        806          0          0        110          0       -514       -118
 
Percent of Open Interest Represented by Each Category of Trader
      59.3       73.1        0.0        6.7        0.0        0.0       11.0       12.7        0.0        0.0       11.4        0.0       23.0        2.8
 
Number of Traders in Each Category                                    Total Traders:        21
         5          8          0          .          0          0          .          .          0          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   319,357
Positions
    16,288    183,018      4,854    144,944     28,553      4,156     89,304     58,871      7,045     23,168      8,241        427     29,171     24,192
 
Changes from:       June 2, 2015                                     Total Change is:   -11,407
     1,034    -21,188      4,127     -9,756      1,899        870     -8,696      3,187        540      1,373        488        197     -1,096     -1,527
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       57.3        1.5       45.4        8.9        1.3       28.0       18.4        2.2        7.3        2.6        0.1        9.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       219
        18         17          4         32         15          6         63         37         16         23         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   364,178
Positions
   106,351     29,097      2,076    118,323    163,485     17,261     66,130    118,198      5,049     28,055     13,580         36     20,897     15,396
 
Changes from:       June 2, 2015                                     Total Change is:    -2,087
   -22,004      1,049        842        747      1,533     -1,142     -1,635     -6,723        -30     21,862      1,767        -53       -674        670
 
Percent of Open Interest Represented by Each Category of Trader
      29.2        8.0        0.6       32.5       44.9        4.7       18.2       32.5        1.4        7.7        3.7        0.0        5.7        4.2
 
Number of Traders in Each Category                                    Total Traders:       275
        20         12          5         53         45         26         43         62         12         18         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    70,461
Positions
     2,751     18,487        252     29,493          0        102     11,164      6,110      8,099      4,380     27,481      1,500     12,720      8,430
 
Changes from:       June 2, 2015                                     Total Change is:     8,923
        68          4          0      1,007          0        -56     -2,313       -200      7,739         36        444      1,498        944       -506
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       26.2        0.4       41.9        0.0        0.1       15.8        8.7       11.5        6.2       39.0        2.1       18.1       12.0
 
Number of Traders in Each Category                                    Total Traders:        72
         4          9          .         20          0          .         14         10         10          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   143,522
Positions
    28,964      8,893     10,097     26,210      1,263      1,363     27,246     17,670      8,707     15,629        693        485     24,821     94,351
 
Changes from:       June 2, 2015                                     Total Change is:    20,961
    -3,856      1,229      6,181        157         93        -42     -1,857      2,863      6,106        -92        693          0     14,364      3,838
 
Percent of Open Interest Represented by Each Category of Trader
      20.2        6.2        7.0       18.3        0.9        0.9       19.0       12.3        6.1       10.9        0.5        0.3       17.3       65.7
 
Number of Traders in Each Category                                    Total Traders:       102
        19         11         12         12          .          4         30         16         15          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   147,542
Positions
     5,532     86,512      1,722     91,277     34,597      5,858     29,096      6,277      3,811      1,425      3,857      1,322      7,499      3,586
 
Changes from:       June 2, 2015                                     Total Change is:    -4,617
    -3,105     -5,018      1,283     -3,151     -8,267       -186         25      3,305         91       -464      2,277      1,322       -432        576
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       58.6        1.2       61.9       23.4        4.0       19.7        4.3        2.6        1.0        2.6        0.9        5.1        2.4
 
Number of Traders in Each Category                                    Total Traders:       106
         6         10          4         40         18         18         18          4          5          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   395,748
Positions
    42,449    174,770      5,724    160,352     86,936     53,165     80,867     21,892     14,396     17,447     27,965      2,874     18,474      8,026
 
Changes from:       June 2, 2015                                     Total Change is:    12,598
     1,847    -22,833      1,548    -14,415      3,476      8,781     11,150     -5,790      3,512     -1,843     20,670      1,409        609      1,825
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       44.2        1.4       40.5       22.0       13.4       20.4        5.5        3.6        4.4        7.1        0.7        4.7        2.0
 
Number of Traders in Each Category                                    Total Traders:       230
        18         20          6         58         33         28         41         19         16         24         17          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   491,842
Positions
     5,434     62,690      8,120    209,274     94,947     55,905     73,843     83,712     12,505      6,174     18,024        746    119,841    155,193
 
Changes from:       June 2, 2015                                     Total Change is:     9,309
       656      4,768      2,207      3,994      7,619      1,188      4,156     -9,012      3,410     -1,192      4,673         15     -5,125     -5,559
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       12.7        1.7       42.5       19.3       11.4       15.0       17.0        2.5        1.3        3.7        0.2       24.4       31.6
 
Number of Traders in Each Category                                    Total Traders:       133
         4         12          6         28         26         29         31         20         17          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   616,244
Positions
    24,219     94,315     20,216    343,381     59,586     70,489     18,070    260,341     11,741     14,198      4,459          0    113,930     95,097
 
Changes from:       June 2, 2015                                     Total Change is:    -9,543
     1,060      7,139    -16,034      4,801      5,291      2,421     -6,605      2,182     -3,155      6,482          0          0      1,487     -7,387
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       15.3        3.3       55.7        9.7       11.4        2.9       42.2        1.9        2.3        0.7        0.0       18.5       15.4
 
Number of Traders in Each Category                                    Total Traders:        98
         .          9          4         41         13         28          6         20         10          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,152,271
Positions
    34,673     85,124      3,199    211,822    415,184    113,081    508,512    185,855     69,455     94,914    131,905      5,180    111,435    143,288
 
Changes from:       June 2, 2015                                     Total Change is:   -23,251
    12,977    -16,783     -5,168     -8,012      5,759     -7,198     20,418      9,214     -1,103    -28,712     -1,985       -616     -5,837     -5,371
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        7.4        0.3       18.4       36.0        9.8       44.1       16.1        6.0        8.2       11.4        0.4        9.7       12.4
 
Number of Traders in Each Category                                    Total Traders:       269
         8         28          7         37         49         39         49         35         25         19         43         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,777,578
Positions
   145,951    187,460     18,249  1,081,966    931,660    281,722    434,649    574,322    149,140    385,332    164,602     13,636    266,933    456,787
 
Changes from:       June 2, 2015                                     Total Change is:   -42,294
     5,031     65,368    -25,360     13,016     56,548      4,150     50,560    -99,834    -57,765     -4,256     21,471     -1,627    -26,043     -5,245
 
Percent of Open Interest Represented by Each Category of Trader
       5.3        6.7        0.7       39.0       33.5       10.1       15.6       20.7        5.4       13.9        5.9        0.5        9.6       16.4
 
Number of Traders in Each Category                                    Total Traders:       385
        17         34         12         46         86         71         60         72         52         31         39          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,077,449
Positions
    93,181    195,979     52,838    776,929    516,924    259,782    382,919    352,021    104,404    149,264    196,209     34,976    223,156    364,316
 
Changes from:       June 2, 2015                                     Total Change is:   -16,112
     9,028     32,284     12,109     32,676     -2,705    -14,971    -82,103    -47,491     20,448     27,599    -10,194        182    -21,080     -5,774
 
Percent of Open Interest Represented by Each Category of Trader
       4.5        9.4        2.5       37.4       24.9       12.5       18.4       16.9        5.0        7.2        9.4        1.7       10.7       17.5
 
Number of Traders in Each Category                                    Total Traders:       269
        15         26          7         36         48         46         38         51         30         16         39          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   817,282
Positions
   346,174    149,014    214,315          0     11,634     16,103     16,577    156,498    130,168     29,637     42,489     42,157     22,151     54,904
 
Changes from:       June 2, 2015                                     Total Change is:    36,262
     7,966      1,361     17,809          0        551      5,227      3,095     12,863       -519      6,363      1,368       -429     -3,250     -1,969
 
Percent of Open Interest Represented by Each Category of Trader
      42.4       18.2       26.2        0.0        1.4        2.0        2.0       19.1       15.9        3.6        5.2        5.2        2.7        6.7
 
Number of Traders in Each Category                                    Total Traders:       130
        20         31         41          0          5          4         12         37         28          4         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is11,757,297
Positions
 2,471,257  1,243,533  3,161,425    212,464  1,860,630    398,857  2,219,592  1,138,883  1,710,221    424,336    587,844    391,464    767,681  1,264,440
 
Changes from:       June 2, 2015                                     Total Change is:    62,388
   110,826    -18,270      7,417     11,138    109,031     -7,288      6,776     25,613    -52,252    -12,750    -40,001      2,211     -3,690     35,927
 
Percent of Open Interest Represented by Each Category of Trader
      21.0       10.6       26.9        1.8       15.8        3.4       18.9        9.7       14.5        3.6        5.0        3.3        6.5       10.8
 
Number of Traders in Each Category                                    Total Traders:       297
        36         50         77          7         29         23         39         75         89         12         37         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    55,724
Positions
     8,384      2,726        699        475     21,451         61     40,458     19,086      3,313      2,203      8,310         21        110         57
 
Changes from:       June 2, 2015                                     Total Change is:     6,332
     1,629        354        699          0        806          0        319        647      3,313        363        568          0          9        -55
 
Percent of Open Interest Represented by Each Category of Trader
      15.0        4.9        1.3        0.9       38.5        0.1       72.6       34.3        5.9        4.0       14.9        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        48
         .          7          .          .          9          .          5          9          .          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    36,824
Positions
     5,840      3,638        338          0     14,417         12     29,417      7,751        550        567     10,003         31         69         84
 
Changes from:       June 2, 2015                                     Total Change is:      -915
     1,047        712        300          0     -2,690          0     -2,794       -161        303        258        673          0        -29        -52
 
Percent of Open Interest Represented by Each Category of Trader
      15.9        9.9        0.9        0.0       39.2        0.0       79.9       21.0        1.5        1.5       27.2        0.1        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        40
         4          4          .          0         10          .          6          5          .          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is   105,463
Positions
     1,871     72,160        115     22,838        484        485     22,728     24,641      4,695     37,747      1,057        125     14,859      1,701
 
Changes from:       June 2, 2015                                     Total Change is:     3,289
    -3,474       -157         50      1,196       -352         12      6,390      1,051      1,792     -3,138        124         45        416        724
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       68.4        0.1       21.7        0.5        0.5       21.6       23.4        4.5       35.8        1.0        0.1       14.1        1.6
 
Number of Traders in Each Category                                    Total Traders:       195
         4          .          .         15          .          .         31         14         15        116          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   365,614
Positions
   117,736     16,192     19,325     67,843     38,515     24,388     41,385    166,978     52,404      6,334      6,770     12,688     23,511     28,354
 
Changes from:       June 2, 2015                                     Total Change is:   -13,447
     1,386      2,803        342     -6,916        439      1,003     -1,720     -9,172    -10,738      2,239      1,280       -601      1,558      1,197
 
Percent of Open Interest Represented by Each Category of Trader
      32.2        4.4        5.3       18.6       10.5        6.7       11.3       45.7       14.3        1.7        1.9        3.5        6.4        7.8
 
Number of Traders in Each Category                                    Total Traders:       198
        20         10         18         13         15         10         40         57         56         15         17         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 9, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    16,216
Positions
        49      2,934          0      6,928        433        903      6,043     10,606        771      1,436        539          0         86         30
 
Changes from:       June 2, 2015                                     Total Change is:      -325
       -30          0          0       -470        -11          0        -65       -546        207         24          0          0          9         25
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       18.1        0.0       42.7        2.7        5.6       37.3       65.4        4.8        8.9        3.3        0.0        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        29
         .          .          0          5          .          .          5         10          .          5          .          0
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Updated June 12, 2015