Traders in Financial Futures - Futures Only Positions as of July 7, 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   120,095
Positions
    35,745      1,306        211     24,518     24,694      1,303     24,685     50,175      2,630     11,305      4,893         17     19,681     34,866
 
Changes from:       June 30, 2015                                    Total Change is:    28,298
    17,283     -2,507        131       -157      6,038      1,148     10,514     18,205       -390      2,461        483         -6     -2,686      5,196
 
Percent of Open Interest Represented by Each Category of Trader
      29.8        1.1        0.2       20.4       20.6        1.1       20.6       41.8        2.2        9.4        4.1        0.0       16.4       29.0
 
Number of Traders in Each Category                                    Total Traders:        85 
        11          .          .          6         12          .         13         27          6          8          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    23,740
Positions
     4,762      3,223         11      1,778      1,959          5      8,036      3,104          9          0          0          0      9,139     15,429
 
Changes from:       June 30, 2015                                    Total Change is:     2,268
     2,315     -1,602         -4        191        384          0       -388        400          0          0          0          0        154      3,090
 
Percent of Open Interest Represented by Each Category of Trader
      20.1       13.6        0.0        7.5        8.3        0.0       33.9       13.1        0.0        0.0        0.0        0.0       38.5       65.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          .          .          .          .          .          7          4          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   168,480
Positions
    46,421     28,756      1,160      8,034     60,850      2,364     80,110     35,391      1,503      4,662     16,032          0     24,226     22,424
 
Changes from:       June 30, 2015                                    Total Change is:   -12,933
     2,081    -12,405        486    -13,885       -607      1,297     -1,056     -2,518        475       -529     -1,698       -488     -1,314      2,525
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       17.1        0.7        4.8       36.1        1.4       47.5       21.0        0.9        2.8        9.5        0.0       14.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       112 
         7          9          .          6         19          8         30         25          8          5         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   250,828
Positions
   135,732     35,337        142     18,449     29,614      5,883     24,030    113,880      3,638     45,557      8,101        640     16,757     53,593
 
Changes from:       June 30, 2015                                    Total Change is:    -3,186
    -2,335     14,489       -132     -1,423        691      1,032      1,181    -16,471         95     -1,619     -1,281          0         15     -1,609
 
Percent of Open Interest Represented by Each Category of Trader
      54.1       14.1        0.1        7.4       11.8        2.3        9.6       45.4        1.5       18.2        3.2        0.3        6.7       21.4
 
Number of Traders in Each Category                                    Total Traders:       130 
        10          5          .          9         22         10         17         53         11          6          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   354,885
Positions
   134,726     10,041      1,683     66,965    109,244     16,238     36,754     95,864      2,362     56,252     37,336      2,121     37,784     79,996
 
Changes from:       June 30, 2015                                    Total Change is:     8,770
     5,687        501        395      7,210     -2,303      1,657     -5,560      4,596       -557        189     -2,759         37       -288      7,203
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        2.8        0.5       18.9       30.8        4.6       10.4       27.0        0.7       15.9       10.5        0.6       10.6       22.5
 
Number of Traders in Each Category                                    Total Traders:       225 
        16         12          5         22         35         23         25         49         12         31         34         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   135,648
Positions
    96,243        550         12      2,300     23,348        648     13,848     46,745         44      6,045     22,425          6     16,502     41,870
 
Changes from:       June 30, 2015                                    Total Change is:    17,205
    16,916     -3,295        -16      1,704        270        458     -1,385      8,657         -4     -1,854      1,093          0      1,386     10,042
 
Percent of Open Interest Represented by Each Category of Trader
      71.0        0.4        0.0        1.7       17.2        0.5       10.2       34.5        0.0        4.5       16.5        0.0       12.2       30.9
 
Number of Traders in Each Category                                    Total Traders:        83 
        14          .          .          .         11          .         14         29          4          6          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    48,251
Positions
    35,250     37,125      5,802      1,904          0          0      3,591      2,089        739        388      1,680        235        342        581
 
Changes from:       June 30, 2015                                    Total Change is:     6,507
     2,306      2,285      4,542        769          0          0     -1,073       -257          2        -11          0          0        -28        -65
 
Percent of Open Interest Represented by Each Category of Trader
      73.1       76.9       12.0        3.9        0.0        0.0        7.4        4.3        1.5        0.8        3.5        0.5        0.7        1.2
 
Number of Traders in Each Category                                    Total Traders:        28 
         8          7          5          .          0          0          4          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 2015                    
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   140,418
Positions
    59,281     44,243         68     55,128      4,094          0     19,794     72,913        376      2,278     10,491         45      3,448      8,188
 
Changes from:       June 30, 2015                                    Total Change is:    28,947
    -1,708      1,502       -130     46,090        253          0    -14,130     25,549       -348     -1,193        809         43        323      1,269
 
Percent of Open Interest Represented by Each Category of Trader
      42.2       31.5        0.0       39.3        2.9        0.0       14.1       51.9        0.3        1.6        7.5        0.0        2.5        5.8
 
Number of Traders in Each Category                                    Total Traders:       129 
         6          7          .          5          7          0         20         59          7         10         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    16,983
Positions
     3,461      7,073      3,064        808          0          0      4,991      2,143        443        501        224      2,746        969      1,290
 
Changes from:       June 30, 2015                                    Total Change is:    -2,113
    -1,514     -1,340       -655         60          0          0        -94       -376        -67        144          0          0         13        325
 
Percent of Open Interest Represented by Each Category of Trader
      20.4       41.6       18.0        4.8        0.0        0.0       29.4       12.6        2.6        3.0        1.3       16.2        5.7        7.6
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          4          .          .          0          0          4          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    42,873
Positions
    28,644          0          7      1,522      4,722          1      8,791     24,613        722        240      6,046          0      2,946      6,762
 
Changes from:       June 30, 2015                                    Total Change is:      -383
     2,758       -343          6       -283       -643          0     -2,963       -792         26        -28      1,543          0        101       -180
 
Percent of Open Interest Represented by Each Category of Trader
      66.8        0.0        0.0        3.6       11.0        0.0       20.5       57.4        1.7        0.6       14.1        0.0        6.9       15.8
 
Number of Traders in Each Category                                    Total Traders:        79 
        10          0          .          4          9          .         13         28          4          .         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    43,659
Positions
    18,148     28,439         32      4,830      2,075        379     11,473      5,866        265      2,166        450         16      6,353      6,139
 
Changes from:       June 30, 2015                                    Total Change is:    -1,168
      -705     -1,692        -14       -195       -222        113        550        657       -749         29        -20          0       -197        759
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       65.1        0.1       11.1        4.8        0.9       26.3       13.4        0.6        5.0        1.0        0.0       14.6       14.1
 
Number of Traders in Each Category                                    Total Traders:        86 
        14         14          .         11          .          6         18         12          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    87,318
Positions
    36,296     56,878         63      9,660      4,150        757     22,945     11,732        529      4,331        900         32     12,705     12,277
 
Changes from:       June 30, 2015                                    Total Change is:    -2,336
    -1,410     -3,383        -27       -389       -444        225      1,099      1,313     -1,497         57        -40          0       -394      1,517
 
Percent of Open Interest Represented by Each Category of Trader
      41.6       65.1        0.1       11.1        4.8        0.9       26.3       13.4        0.6        5.0        1.0        0.0       14.6       14.1
 
Number of Traders in Each Category                                    Total Traders:        86 
        14         14          .         11          .          6         18         12          .         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   644,368
Positions
    47,655     93,479     19,638    280,078    120,916     57,418     74,479    167,855     20,372     18,397     43,216      5,802    120,530    115,673
 
Changes from:       June 30, 2015                                    Total Change is:    19,427
     1,698     -7,508      8,427      1,201      2,767     -1,188     -2,722     -1,582     -5,271     -1,073        661        784     17,572     22,336
 
Percent of Open Interest Represented by Each Category of Trader
       7.4       14.5        3.0       43.5       18.8        8.9       11.6       26.0        3.2        2.9        6.7        0.9       18.7       18.0
 
Number of Traders in Each Category                                    Total Traders:       568 
        38         35         22        119         80         77         64        130         72         42         59         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   107,003
Positions
    13,676      9,388      1,749     44,936     17,572      2,435      4,436      7,850         95      4,005      2,811      1,300     34,371     63,803
 
Changes from:       June 30, 2015                                    Total Change is:    10,318
     8,094     -6,227      1,109     -1,776       -189         65        555     -3,454          0        -34          4          0      2,305     19,010
 
Percent of Open Interest Represented by Each Category of Trader
      12.8        8.8        1.6       42.0       16.4        2.3        4.1        7.3        0.1        3.7        2.6        1.2       32.1       59.6
 
Number of Traders in Each Category                                    Total Traders:        64 
         6          .          4         15          5          7         13         12          .          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 2,686,827
Positions
   251,554    502,113      7,783  1,190,322    531,332    260,303    374,412    824,223     77,189     76,374    206,440     18,093    430,797    259,351
 
Changes from:       June 30, 2015                                    Total Change is:    45,546
     4,429     30,006        178     11,616     11,511     -2,997    -34,261     -8,512     -8,479     -5,019      3,463      3,744     76,335     16,632
 
Percent of Open Interest Represented by Each Category of Trader
       9.4       18.7        0.3       44.3       19.8        9.7       13.9       30.7        2.9        2.8        7.7        0.7       16.0        9.7
 
Number of Traders in Each Category                                    Total Traders:       556 
        36         37         18        113         78         73         65        129         67         41         57         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    84,285
Positions
     4,003     23,667      1,148     44,336     43,061      2,313     20,091      9,359      1,287        230        263          0     10,877      3,187
 
Changes from:       June 30, 2015                                    Total Change is:    -6,077
     1,899     -7,324         38     -4,486          3        839     -3,919        580       -116        230          0          0       -562        -97
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       28.1        1.4       52.6       51.1        2.7       23.8       11.1        1.5        0.3        0.3        0.0       12.9        3.8
 
Number of Traders in Each Category                                    Total Traders:        87 
         6          9          .         35         12         14         15          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    59,219
Positions
     4,133     38,699        137     30,199      5,556      1,011     13,521      7,109      1,202      3,584      1,845        112      5,319      3,547
 
Changes from:       June 30, 2015                                    Total Change is:    -2,976
        63     -2,787         34     -1,394       -122       -110     -1,737       -738        314       -269        233          4        119        197
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       65.3        0.2       51.0        9.4        1.7       22.8       12.0        2.0        6.1        3.1        0.2        9.0        6.0
 
Number of Traders in Each Category                                    Total Traders:       212 
        17         22          .         38         18          8         44         38         13         18         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   296,093
Positions
    20,665    193,493        687    150,996     27,780      5,056     67,604     35,546      6,009     17,918      9,225        561     26,597     17,736
 
Changes from:       June 30, 2015                                    Total Change is:   -14,881
       315    -13,937        170     -6,970       -610       -551     -8,686     -3,690      1,568     -1,343      1,165         19        597        985
 
Percent of Open Interest Represented by Each Category of Trader
       7.0       65.3        0.2       51.0        9.4        1.7       22.8       12.0        2.0        6.1        3.1        0.2        9.0        6.0
 
Number of Traders in Each Category                                    Total Traders:       212 
        17         22          .         38         18          8         44         38         13         18         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   347,683
Positions
   109,915     59,115        234    118,674    153,545     16,012     69,093     89,520      4,234      8,438     11,755          0     21,083     13,268
 
Changes from:       June 30, 2015                                    Total Change is:    -7,858
     1,263     -2,433        124     -1,776     -2,713      1,078     -7,133     -3,229       -947        448        -18          0       -915        280
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       17.0        0.1       34.1       44.2        4.6       19.9       25.7        1.2        2.4        3.4        0.0        6.1        3.8
 
Number of Traders in Each Category                                    Total Traders:       258 
        22         10          .         58         44         27         43         48          8         15         18          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    55,030
Positions
     2,323     12,038         17     30,081          0         59      9,316     12,893          0      3,387     24,410          0      9,847      5,613
 
Changes from:       June 30, 2015                                    Total Change is:       167
       -92         25         15       -318          0         -3      2,103        874         -1        -20     -1,024          0     -1,517        281
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       21.9        0.0       54.7        0.0        0.1       16.9       23.4        0.0        6.2       44.4        0.0       17.9       10.2
 
Number of Traders in Each Category                                    Total Traders:        61 
         4          7          .         20          0          .         12         10          0          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   113,284
Positions
    19,059      7,242        848     26,546      2,540      1,036     37,385      8,320      1,373     16,857        492         40     10,140     91,393
 
Changes from:       June 30, 2015                                    Total Change is:    -4,989
       737      1,065       -769     -3,271        530        -63       -636      1,034        483       -334        288          0     -1,136     -7,557
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        6.4        0.7       23.4        2.2        0.9       33.0        7.3        1.2       14.9        0.4        0.0        9.0       80.7
 
Number of Traders in Each Category                                    Total Traders:        90 
        17          8          5         12          4          .         30         11          5          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   146,970
Positions
     5,575     88,741        253     90,467     37,854      5,227     31,482      6,414      3,854      3,853        885          0      6,259      3,742
 
Changes from:       June 30, 2015                                    Total Change is:    -1,362
    -1,117     -1,653         -7      4,692        854       -175     -2,922        420       -708       -666       -223          0       -459        130
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       60.4        0.2       61.6       25.8        3.6       21.4        4.4        2.6        2.6        0.6        0.0        4.3        2.5
 
Number of Traders in Each Category                                    Total Traders:       109 
         6         14          .         38         23         17         15          .          5          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   380,696
Positions
    19,978    164,649      1,856    185,602     94,335     56,795     62,053     23,481     14,061     16,691      9,693      1,602     22,058     14,224
 
Changes from:       June 30, 2015                                    Total Change is:     3,315
      -254     -3,361        589     -1,698      4,797      3,955     -3,248     -9,917        892       -135        332         47      3,167      5,981
 
Percent of Open Interest Represented by Each Category of Trader
       5.2       43.2        0.5       48.8       24.8       14.9       16.3        6.2        3.7        4.4        2.5        0.4        5.8        3.7
 
Number of Traders in Each Category                                    Total Traders:       237 
        15         24          6         62         39         30         36         23         12         22         16          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   496,718
Positions
     2,479     88,030      1,090    245,624     84,531     54,472     57,097     87,542     10,209      4,884     17,939      1,067    119,796    151,838
 
Changes from:       June 30, 2015                                    Total Change is:    18,775
     1,861     14,220     -1,493     10,039    -10,232      3,721       -815        347       -638       -648      1,164        176      6,572     11,510
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       17.7        0.2       49.4       17.0       11.0       11.5       17.6        2.1        1.0        3.6        0.2       24.1       30.6
 
Number of Traders in Each Category                                    Total Traders:       143 
         .         19          4         36         20         28         26         26         17          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   594,592
Positions
    25,394     80,998      1,541    356,723     56,694     72,619     13,825    269,574     12,709      6,295      6,088        554    104,932     93,815
 
Changes from:       June 30, 2015                                    Total Change is:     7,533
     2,169      7,029        742     -1,189     -4,119      2,784      1,334     -2,672        502     -2,372      1,629          0      3,563      1,638
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       13.6        0.3       60.0        9.5       12.2        2.3       45.3        2.1        1.1        1.0        0.1       17.6       15.8
 
Number of Traders in Each Category                                    Total Traders:       103 
         4         10          .         46         12         32          5         21         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 1,224,094
Positions
    30,218    111,051      1,950    240,090    414,538    109,343    513,890    169,185     48,853    154,280    217,180      7,687    117,783    144,307
 
Changes from:       June 30, 2015                                    Total Change is:    33,899
    -2,360     15,192       -626     26,635    -10,407     -5,911     28,167     -7,242    -18,090      2,658     57,677       -324      3,750      3,630
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        9.1        0.2       19.6       33.9        8.9       42.0       13.8        4.0       12.6       17.7        0.6        9.6       11.8
 
Number of Traders in Each Category                                    Total Traders:       273 
         9         29          5         43         44         41         47         37         22         22         42         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 2,725,079
Positions
   126,076    151,104     11,930  1,102,669    793,889    318,285    390,380    735,922     98,460    344,484    167,000     27,934    304,861    420,555
 
Changes from:       June 30, 2015                                    Total Change is:     6,371
    20,305     -3,655     -6,236    -21,558    -52,873     14,223    -10,418     52,348     -1,997    -11,984     -2,168      4,619     19,417      2,110
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        5.5        0.4       40.5       29.1       11.7       14.3       27.0        3.6       12.6        6.1        1.0       11.2       15.4
 
Number of Traders in Each Category                                    Total Traders:       385 
        17         38          8         45         85         75         47         72         39         30         51         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 2,138,549
Positions
   101,159    208,682     27,553    802,354    520,377    281,004    445,286    393,795     83,082     94,929    237,864     34,987    268,195    351,205
 
Changes from:       June 30, 2015                                    Total Change is:    26,824
    -6,636     24,440     -8,812     14,452     -6,475     12,067     15,331      6,211    -10,145    -15,218     13,206        649     25,136     -4,317
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        9.8        1.3       37.5       24.3       13.1       20.8       18.4        3.9        4.4       11.1        1.6       12.5       16.4
 
Number of Traders in Each Category                                    Total Traders:       273 
        15         27          5         36         47         47         45         46         27         14         43          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   866,553
Positions
   368,020    199,956    247,064          0     19,547     11,245     29,746    127,320    127,491     36,324     51,291     26,283     20,380     56,356
 
Changes from:       June 30, 2015                                    Total Change is:   -39,827
   -13,162    -23,541      3,041          0      4,726     -2,552      2,774     -4,202    -12,476     -5,418      2,913     -8,914     -3,120      1,178
 
Percent of Open Interest Represented by Each Category of Trader
      42.5       23.1       28.5        0.0        2.3        1.3        3.4       14.7       14.7        4.2        5.9        3.0        2.4        6.5
 
Number of Traders in Each Category                                    Total Traders:       130 
        18         32         42          0          8          .         15         35         27          .         15          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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 is11,406,523
Positions
 2,450,086  1,297,803  3,059,826    261,999  1,760,416    375,134  1,887,558    874,297  1,743,557    433,101    679,748    378,145    817,117  1,237,597
 
Changes from:       June 30, 2015                                    Total Change is:   310,145
   -81,366      4,241     81,327     42,105    -35,578     20,328    115,199        984     92,295     -7,662    118,385     21,710     26,209      6,453
 
Percent of Open Interest Represented by Each Category of Trader
      21.5       11.4       26.8        2.3       15.4        3.3       16.5        7.7       15.3        3.8        6.0        3.3        7.2       10.8
 
Number of Traders in Each Category                                    Total Traders:       289 
        34         47         76          7         28         22         34         77         85          9         41         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    47,115
Positions
     8,218      1,803          0        475     14,386          0     36,331     22,457          0      1,950      8,354         21        120         94
 
Changes from:       June 30, 2015                                    Total Change is:     1,544
       253         38          0          0        372          0      1,107      1,620          0        206       -518          0        -22         32
 
Percent of Open Interest Represented by Each Category of Trader
      17.4        3.8        0.0        1.0       30.5        0.0       77.1       47.7        0.0        4.1       17.7        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          .          0          .          8          0          4         11          0          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    33,388
Positions
     5,618      1,614          0          0     12,838          0     26,448      7,469        698        508     10,582         31         85        156
 
Changes from:       June 30, 2015                                    Total Change is:       895
       253        575          0          0         15          0         23        -95        502        146       -160          0        -29         58
 
Percent of Open Interest Represented by Each Category of Trader
      16.8        4.8        0.0        0.0       38.5        0.0       79.2       22.4        2.1        1.5       31.7        0.1        0.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          0          8          0          7          6          .          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    89,292
Positions
     2,984     69,631         17     21,952          0        519     14,002     15,340      1,862     33,337        440        161     14,458      1,322
 
Changes from:       June 30, 2015                                    Total Change is:     6,032
       865      6,760          0      3,265       -249        -59        725        738       -755      1,048        116        -40        983       -479
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       78.0        0.0       24.6        0.0        0.6       15.7       17.2        2.1       37.3        0.5        0.2       16.2        1.5
 
Number of Traders in Each Category                                    Total Traders:       212 
         7          4          .         16          0          .         38         14          7        129          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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   316,571
Positions
    70,959     27,015     25,373     49,853     33,962     25,768     57,892    110,185     46,818      3,939      5,098     13,987     21,982     28,365
 
Changes from:       June 30, 2015                                    Total Change is:   -20,385
   -13,383     13,872     -4,836    -19,110     -4,173      7,717     14,823    -26,931       -725       -478       -947     -1,854     -2,539     -2,508
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        8.5        8.0       15.7       10.7        8.1       18.3       34.8       14.8        1.2        1.6        4.4        6.9        9.0
 
Number of Traders in Each Category                                    Total Traders:       180 
        15         17         19         15         15          9         38         41         46         13         11         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 7, 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    20,865
Positions
        98      2,934          0     11,167      1,908        993      7,490     13,665        549        362        787          0        206         29
 
Changes from:       June 30, 2015                                    Total Change is:    -1,813
       -26          0          0       -846        277        -10       -415     -2,323          0       -500        246          0        -16         -3
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       14.1        0.0       53.5        9.1        4.8       35.9       65.5        2.6        1.7        3.8        0.0        1.0        0.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          7          .          .          7          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------


Updated July 10, 2015