Traders in Financial Futures - Futures Only Positions as of July 28, 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   162,118
Positions
    75,872      1,282        246     26,624     35,325        157     23,061     64,444      4,927     11,773     11,311         42     19,416     44,384
 
Changes from:       July 21, 2015                                    Total Change is:     8,356
    13,599        -31        -16      1,874      1,489          2     -5,964      5,041        522        558      2,363          0     -2,219     -1,014
 
Percent of Open Interest Represented by Each Category of Trader
      46.8        0.8        0.2       16.4       21.8        0.1       14.2       39.8        3.0        7.3        7.0        0.0       12.0       27.4
 
Number of Traders in Each Category                                    Total Traders:        99 
        11          .          4          6         11          .         16         33         11         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    32,365
Positions
    11,644      1,707        206      1,783      2,184          0      8,773      9,637        116      2,489          0          0      7,354     18,515
 
Changes from:       July 21, 2015                                    Total Change is:     3,941
     3,899       -343        -33          0        282          0         83      3,173          2        824          0          0       -834        860
 
Percent of Open Interest Represented by Each Category of Trader
      36.0        5.3        0.6        5.5        6.7        0.0       27.1       29.8        0.4        7.7        0.0        0.0       22.7       57.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         6          .          .          .          .          0          7          9          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   173,295
Positions
    45,769     42,185      1,335     14,904     62,517      2,133     74,069     27,700      2,250      7,912     14,874         24     24,899     20,277
 
Changes from:       July 21, 2015                                    Total Change is:     8,516
      -295      9,526         94      4,607      1,429        754       -354     -3,399        681      1,022        213          0      2,007       -782
 
Percent of Open Interest Represented by Each Category of Trader
      26.4       24.3        0.8        8.6       36.1        1.2       42.7       16.0        1.3        4.6        8.6        0.0       14.4       11.7
 
Number of Traders in Each Category                                    Total Traders:       114 
         7          8          .          7         21          8         30         24         11          7         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   246,269
Positions
   132,599     34,767         45     19,330     49,695      3,768     23,465     92,829      3,250     47,763     10,172        460     15,589     51,283
 
Changes from:       July 21, 2015                                    Total Change is:    -4,867
      -433     -1,750        -21      1,290      4,115       -487     -5,479     -4,885        -57       -150       -625          0        470     -1,157
 
Percent of Open Interest Represented by Each Category of Trader
      53.8       14.1        0.0        7.8       20.2        1.5        9.5       37.7        1.3       19.4        4.1        0.2        6.3       20.8
 
Number of Traders in Each Category                                    Total Traders:       124 
         9          6          .         10         22         10         18         45         10          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   357,940
Positions
   121,411     10,965      2,004     71,297    101,774     16,100     37,860    104,351      3,249     64,631     41,198      3,415     37,973     74,884
 
Changes from:       July 21, 2015                                    Total Change is:    -8,952
   -13,555      1,825       -589       -267     -4,805        328        791     -4,879       -193      5,092      3,148        575     -1,134     -4,362
 
Percent of Open Interest Represented by Each Category of Trader
      33.9        3.1        0.6       19.9       28.4        4.5       10.6       29.2        0.9       18.1       11.5        1.0       10.6       20.9
 
Number of Traders in Each Category                                    Total Traders:       235 
        17         11          6         23         38         24         28         49         15         26         42         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   165,974
Positions
   139,357        896        150      2,882     35,954        588      6,530     59,072         65      1,364     22,900          0     15,038     46,349
 
Changes from:       July 21, 2015                                    Total Change is:     6,178
    12,153        492        -17        523      4,254          0     -5,350       -208        -11     -2,002       -464        -70        952      2,202
 
Percent of Open Interest Represented by Each Category of Trader
      84.0        0.5        0.1        1.7       21.7        0.4        3.9       35.6        0.0        0.8       13.8        0.0        9.1       27.9
 
Number of Traders in Each Category                                    Total Traders:        91 
        13          .          .          .         12          .         13         38          6          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    48,842
Positions
    37,010     39,737      1,260      2,736          0          0      3,441      4,410        738      1,496        113      1,802        359        782
 
Changes from:       July 21, 2015                                    Total Change is:      -186
      -168          0          0       -143          0          0         98       -401          0          0          0          0         27        215
 
Percent of Open Interest Represented by Each Category of Trader
      75.8       81.4        2.6        5.6        0.0        0.0        7.0        9.0        1.5        3.1        0.2        3.7        0.7        1.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         8          7          4          .          0          0          .          .          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   196,328
Positions
    74,481     42,681      5,111     50,398      5,132        249     19,873     83,829     39,768      3,066     10,767        459      2,923      8,332
 
Changes from:       July 21, 2015                                    Total Change is:     6,666
     8,816     -1,105          0     -3,480        718        -33        908      6,542        600       -297       -256        397       -245       -197
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       21.7        2.6       25.7        2.6        0.1       10.1       42.7       20.3        1.6        5.5        0.2        1.5        4.2
 
Number of Traders in Each Category                                    Total Traders:       136 
         9          6          .          5          8          .         19         60         13          9         18          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    20,303
Positions
     5,971      6,244      3,033      1,226        112          0      4,386      3,466      1,966        350        700      2,746        625      2,036
 
Changes from:       July 21, 2015                                    Total Change is:    -2,249
     2,626     -2,259          0        105        112          0     -6,196     -2,536      1,273        150        476          0       -207        685
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       30.8       14.9        6.0        0.6        0.0       21.6       17.1        9.7        1.7        3.4       13.5        3.1       10.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          .          .          0          4          8          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    37,487
Positions
    25,645      1,687          9      1,850      3,272          1      7,126     22,499        247        135      3,022          0      2,474      6,750
 
Changes from:       July 21, 2015                                    Total Change is:    -1,057
    -1,497      1,553          0        264         93          0       -165     -1,918        -37        135       -684          0        243        -64
 
Percent of Open Interest Represented by Each Category of Trader
      68.4        4.5        0.0        4.9        8.7        0.0       19.0       60.0        0.7        0.4        8.1        0.0        6.6       18.0
 
Number of Traders in Each Category                                    Total Traders:        78 
         9          .          .          4          8          .         12         32          4          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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     8,362
Positions
     5,438          0          0        537      2,913        186      1,814      2,245          0          0      1,636          0        387      1,382
 
Changes from:       July 21, 2015                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      65.0        0.0        0.0        6.4       34.8        2.2       21.7       26.8        0.0        0.0       19.6        0.0        4.6       16.5
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          0          0          .          .          .          .          6          0          0          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    46,258
Positions
    18,623     27,487        125      6,630      2,067        351     10,489      9,004        680      2,775        583          0      6,586      5,963
 
Changes from:       July 21, 2015                                    Total Change is:    -1,175
       597     -3,639         22        -18        -10        -13     -3,086      3,490        187      1,256       -882         -8       -113       -323
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       59.4        0.3       14.3        4.5        0.8       22.7       19.5        1.5        6.0        1.3        0.0       14.2       12.9
 
Number of Traders in Each Category                                    Total Traders:        93 
        17         14          .         12          .          5         18         16          4          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    92,515
Positions
    37,246     54,973        249     13,260      4,133        702     20,978     18,008      1,359      5,549      1,165          0     13,172     11,926
 
Changes from:       July 21, 2015                                    Total Change is:    -2,350
     1,194     -7,278         43        -35        -20        -25     -6,172      6,979        374      2,512     -1,763        -15       -226       -645
 
Percent of Open Interest Represented by Each Category of Trader
      40.3       59.4        0.3       14.3        4.5        0.8       22.7       19.5        1.5        6.0        1.3        0.0       14.2       12.9
 
Number of Traders in Each Category                                    Total Traders:        93 
        17         14          .         12          .          5         18         16          4          9          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   647,180
Positions
    50,897    115,627     19,221    270,625    123,134     59,126     90,300    159,199     23,233     20,442     42,458      5,214    108,121     99,966
 
Changes from:       July 21, 2015                                    Total Change is:    11,888
     5,123      2,083      1,444    -11,852      5,086      5,897      7,869     -1,857      2,438        466        970        305        198     -4,477
 
Percent of Open Interest Represented by Each Category of Trader
       7.9       17.9        3.0       41.8       19.0        9.1       14.0       24.6        3.6        3.2        6.6        0.8       16.7       15.4
 
Number of Traders in Each Category                                    Total Traders:       559 
        36         36         24        117         71         76         72        121         71         41         64         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   106,140
Positions
    15,492     20,464      1,933     41,476     18,935      2,630      3,560      8,746        397      4,293      3,050      1,300     35,059     48,685
 
Changes from:       July 21, 2015                                    Total Change is:     1,240
     1,418        400        215     -2,145        191         -8        612      1,781        192         31         50          0        925     -1,581
 
Percent of Open Interest Represented by Each Category of Trader
      14.6       19.3        1.8       39.1       17.8        2.5        3.4        8.2        0.4        4.0        2.9        1.2       33.0       45.9
 
Number of Traders in Each Category                                    Total Traders:        68 
         6          6          5         14          5          6         10         17          .          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 2,705,198
Positions
   250,568    549,361     12,897  1,164,534    539,786    263,691    459,825    778,391     88,058     86,250    202,544     14,066    365,309    256,404
 
Changes from:       July 21, 2015                                    Total Change is:    53,242
    24,587     14,474         83    -40,798     32,212     21,786     44,302    -10,177      3,215      2,243      4,668      1,460     -3,636    -14,479
 
Percent of Open Interest Represented by Each Category of Trader
       9.3       20.3        0.5       43.0       20.0        9.7       17.0       28.8        3.3        3.2        7.5        0.5       13.5        9.5
 
Number of Traders in Each Category                                    Total Traders:       546 
        35         36         21        111         70         72         74        118         62         41         61         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    80,738
Positions
     5,132     19,997      1,189     43,771     43,804      1,958     16,385      8,546      1,070        423        263          0     10,810      3,911
 
Changes from:       July 21, 2015                                    Total Change is:      -104
     1,171     -2,594        -10       -649      1,550        695     -1,396        367       -506        423          0          0        168        394
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       24.8        1.5       54.2       54.3        2.4       20.3       10.6        1.3        0.5        0.3        0.0       13.4        4.8
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          8          .         35         12         14         12          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    72,305
Positions
     3,514     50,931        125     33,559      5,944        734     23,195      7,441      1,192      3,720      2,443          3      6,261      3,490
 
Changes from:       July 21, 2015                                    Total Change is:     3,330
       129      5,689        -15      1,431        486       -117      1,189     -1,761         82        258        125          0        374     -1,158
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       70.4        0.2       46.4        8.2        1.0       32.1       10.3        1.6        5.1        3.4        0.0        8.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       237 
        15         23          .         38         17          6         59         36         14         25         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   361,523
Positions
    17,572    254,657        625    167,796     29,721      3,672    115,976     37,204      5,961     18,601     12,217         15     31,305     17,451
 
Changes from:       July 21, 2015                                    Total Change is:    16,650
       647     28,443        -77      7,154      2,430       -585      5,945     -8,806        408      1,288        626          0      1,870     -5,789
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       70.4        0.2       46.4        8.2        1.0       32.1       10.3        1.6        5.1        3.4        0.0        8.7        4.8
 
Number of Traders in Each Category                                    Total Traders:       237 
        15         23          .         38         17          6         59         36         14         25         24          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   349,982
Positions
   114,668     51,227        612    126,041    159,195     14,087     60,724     91,720      5,446      7,959     10,963        317     20,128     16,415
 
Changes from:       July 21, 2015                                    Total Change is:     4,670
     5,369    -14,263         -2        104      8,799        143     -1,910      5,504        895        841        726         67       -837      2,801
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       14.6        0.2       36.0       45.5        4.0       17.4       26.2        1.6        2.3        3.1        0.1        5.8        4.7
 
Number of Traders in Each Category                                    Total Traders:       259 
        21         12          .         57         43         28         42         52         12         12         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    54,091
Positions
     2,030     13,033         87     30,364          0         73      6,488     11,297        243      4,590     25,394          0     10,216      3,964
 
Changes from:       July 21, 2015                                    Total Change is:    -1,666
      -344       -125          0        692          0        -96     -2,332       -106       -157        898       -385          0       -327       -797
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       24.1        0.2       56.1        0.0        0.1       12.0       20.9        0.4        8.5       46.9        0.0       18.9        7.3
 
Number of Traders in Each Category                                    Total Traders:        60 
         .          7          .         20          0          .         11          8          .          8          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   116,331
Positions
    23,209      5,549        647     27,152        947        864     36,660     10,837        913     18,554        921          3      8,329     95,650
 
Changes from:       July 21, 2015                                    Total Change is:       972
       529        474       -209       -851         58        118      2,790        117         69       -602        496          3       -875       -154
 
Percent of Open Interest Represented by Each Category of Trader
      20.0        4.8        0.6       23.3        0.8        0.7       31.5        9.3        0.8       15.9        0.8        0.0        7.2       82.2
 
Number of Traders in Each Category                                    Total Traders:        95 
        20         10          4         13          .          .         28         14          7          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   152,605
Positions
     9,210     94,230        407     89,910     37,893      5,381     30,266      3,721      6,099      4,021      1,289          0      7,311      3,585
 
Changes from:       July 21, 2015                                    Total Change is:     3,676
     1,437      4,067         -4        611      2,404       -265      1,846     -2,627       -179        289        194          0        -59         86
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       61.7        0.3       58.9       24.8        3.5       19.8        2.4        4.0        2.6        0.8        0.0        4.8        2.3
 
Number of Traders in Each Category                                    Total Traders:       110 
         6         14          .         40         22         17         14          4          5          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   393,845
Positions
    20,024    164,029      1,223    207,259    101,062     56,895     54,709     33,830     16,352     16,660      7,801      3,637     17,086      9,016
 
Changes from:       July 21, 2015                                    Total Change is:   -14,382
    -2,389    -13,987       -690     -8,443     10,371        863     -4,119    -14,619        398     -2,069      1,821      2,117        -50       -656
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       41.6        0.3       52.6       25.7       14.4       13.9        8.6        4.2        4.2        2.0        0.9        4.3        2.3
 
Number of Traders in Each Category                                    Total Traders:       237 
        14         25          6         60         39         28         34         27         11         22         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   507,926
Positions
     2,046     82,997        659    217,881    118,267     60,685     59,314     63,311     10,664     29,096     21,946      1,465    126,116    147,932
 
Changes from:       July 21, 2015                                    Total Change is:      -254
    -1,671      1,156       -230    -16,323      2,272      5,788      4,746    -17,630       -575      5,013      2,917        401      2,597      5,647
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       16.3        0.1       42.9       23.3       11.9       11.7       12.5        2.1        5.7        4.3        0.3       24.8       29.1
 
Number of Traders in Each Category                                    Total Traders:       139 
         .         15          4         35         22         32         26         22         19          6         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   612,314
Positions
    28,674     95,899        629    369,470     58,839     73,816     17,166    274,981     12,001      3,433      4,459        666    106,459     91,024
 
Changes from:       July 21, 2015                                    Total Change is:     4,349
     3,883      7,328        185      4,644      3,078     -1,877      3,304     -2,102     -1,622     -2,782          0         32     -1,418       -673
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       15.7        0.1       60.3        9.6       12.1        2.8       44.9        2.0        0.6        0.7        0.1       17.4       14.9
 
Number of Traders in Each Category                                    Total Traders:       101 
         4          8          .         48         12         32          5         21         10          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 1,309,009
Positions
    23,380    120,113      4,203    247,212    442,106    126,995    498,615    218,388     49,270    237,928    193,537      7,749    113,657    146,648
 
Changes from:       July 21, 2015                                    Total Change is:    10,219
    -4,625     -5,386       -182      6,654     -4,424     12,194    -18,326      9,883       -661     12,489     -2,022         74      2,602        743
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.2        0.3       18.9       33.8        9.7       38.1       16.7        3.8       18.2       14.8        0.6        8.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       286 
         6         33          4         41         50         44         46         40         27         23         47         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 2,798,316
Positions
    67,315    142,951     28,657  1,133,914    796,546    325,477    485,635    747,004    103,135    336,026    177,677     25,585    292,572    451,284
 
Changes from:       July 21, 2015                                    Total Change is:    65,373
   -22,732     -2,106     -1,516     35,239     18,356     10,097     80,016     29,380    -10,267    -36,431      8,590     -3,380     14,347     16,219
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        5.1        1.0       40.5       28.5       11.6       17.4       26.7        3.7       12.0        6.3        0.9       10.5       16.1
 
Number of Traders in Each Category                                    Total Traders:       378 
        16         32         10         43         86         69         56         68         51         32         45         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 2,297,943
Positions
    67,698    254,332     28,012    932,056    550,263    293,812    474,247    451,599     97,887    117,182    248,143     31,752    255,297    342,143
 
Changes from:       July 21, 2015                                    Total Change is:    69,166
      -918     29,402      2,373     34,512    -19,664     26,454     15,512     17,277      8,892    -22,019     16,559     -1,164      5,524    -10,963
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       11.1        1.2       40.6       23.9       12.8       20.6       19.7        4.3        5.1       10.8        1.4       11.1       14.9
 
Number of Traders in Each Category                                    Total Traders:       293 
        17         31          9         39         47         50         51         49         36         12         47          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   903,332
Positions
   373,402    218,744    264,891          0     20,765     10,483     38,882    129,403    133,184     40,365     50,131     20,205     21,920     55,526
 
Changes from:       July 21, 2015                                    Total Change is:    15,225
     2,367     19,207      2,002          0     -1,366      5,479      3,410     -7,958      7,872     -1,903     -4,553     -5,162      1,160       -296
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       24.2       29.3        0.0        2.3        1.2        4.3       14.3       14.7        4.5        5.5        2.2        2.4        6.1
 
Number of Traders in Each Category                                    Total Traders:       134 
        16         37         41          0         10          .         21         31         28          .         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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 is11,641,185
Positions
 2,665,244  1,358,320  3,016,528    389,209  1,911,905    372,029  1,744,220    882,921  1,793,836    464,969    682,372    356,575    838,575  1,266,699
 
Changes from:       July 21, 2015                                    Total Change is:   189,932
   106,419    101,174     -2,548     61,891     66,131      5,476    -11,197     31,422     -9,058     38,768     37,833    -37,875     38,056     -2,623
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       11.7       25.9        3.3       16.4        3.2       15.0        7.6       15.4        4.0        5.9        3.1        7.2       10.9
 
Number of Traders in Each Category                                    Total Traders:       281 
        33         49         78          9         27         22         32         71         82          8         42         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    50,735
Positions
    10,362      2,963          0        560     17,483          0     38,015     21,364          0      1,683      8,841         21         94         63
 
Changes from:       July 21, 2015                                    Total Change is:       381
       455      1,902          0         85      1,125          0         30     -2,612          0       -213         47          0         24        -81
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        5.8        0.0        1.1       34.5        0.0       74.9       42.1        0.0        3.3       17.4        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0          .          8          0          .         13          0          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    35,167
Positions
     6,403         85        100          0     14,803          0     27,407      8,788        797        331     10,528          0        129         66
 
Changes from:       July 21, 2015                                    Total Change is:       868
       354         85          0          0        353          0        495        807        -39         26       -334          0         32         -4
 
Percent of Open Interest Represented by Each Category of Trader
      18.2        0.2        0.3        0.0       42.1        0.0       77.9       25.0        2.3        0.9       29.9        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          .          0         10          0          7          9          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    96,069
Positions
     3,616     78,084         93     21,721          0        511     16,883     14,052      1,121     36,686        156        144     15,294      1,908
 
Changes from:       July 21, 2015                                    Total Change is:    -2,540
      -136       -306         27     -1,177          0         32        938       -846       -173       -610       -537        -41     -1,400       -696
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       81.3        0.1       22.6        0.0        0.5       17.6       14.6        1.2       38.2        0.2        0.1       15.9        2.0
 
Number of Traders in Each Category                                    Total Traders:       201 
         7          .          .         13          0          .         37         12          9        127          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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   317,371
Positions
    74,009     18,853     14,942     55,035     40,958     21,601     67,677    127,354     43,959      6,588      6,474     12,602     20,958     30,628
 
Changes from:       July 21, 2015                                    Total Change is:   -51,424
    -1,294    -24,928     -6,670        342       -200     -3,210    -23,830       -661    -13,329     -1,499     -1,913        -46     -1,888       -467
 
Percent of Open Interest Represented by Each Category of Trader
      23.3        5.9        4.7       17.3       12.9        6.8       21.3       40.1       13.9        2.1        2.0        4.0        6.6        9.7
 
Number of Traders in Each Category                                    Total Traders:       185 
        20         13         19          9         16          8         39         49         47         15         12         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 28, 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    20,094
Positions
       127      2,934          0      4,854      1,908        733     13,296     13,572        323        389        599          0        372         25
 
Changes from:       July 21, 2015                                    Total Change is:       -86
       -39          0          0     -1,919          0        -42      1,933        387          0         27       -433          0        -46          2
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       14.6        0.0       24.2        9.5        3.6       66.2       67.5        1.6        1.9        3.0        0.0        1.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          6          .          .          9          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated July 31, 2015