Traders in Financial Futures - Futures Only Positions as of August 18, 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   161,743
Positions
    87,394      2,903        579     25,672     32,367        345      9,067     65,078      5,747     11,287     13,788         51     21,601     40,885
 
Changes from:       August 11, 2015                                  Total Change is:   -10,509
    -3,464       -296        -13       -528     -3,208        -11     -6,581     -4,627        378       -553         96          5        258     -2,833
 
Percent of Open Interest Represented by Each Category of Trader
      54.0        1.8        0.4       15.9       20.0        0.2        5.6       40.2        3.6        7.0        8.5        0.0       13.4       25.3
 
Number of Traders in Each Category                                    Total Traders:        95 
        10          .          .          7         11          .         15         29         13          8         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    43,588
Positions
    25,053        969        202      1,685      1,581          0      7,174     17,528        136      2,436          0          0      6,902     23,172
 
Changes from:       August 11, 2015                                  Total Change is:       -89
     1,796         91         22          0       -651          0     -1,473      1,311          5        -78          0          0       -361       -867
 
Percent of Open Interest Represented by Each Category of Trader
      57.5        2.2        0.5        3.9        3.6        0.0       16.5       40.2        0.3        5.6        0.0        0.0       15.8       53.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         8          .          .          .          .          0          8         10          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   172,083
Positions
    47,345     36,405      1,260     16,939     62,240      1,414     67,705     31,009      1,855      7,774     16,529         24     27,767     21,347
 
Changes from:       August 11, 2015                                  Total Change is:    13,836
      -833      7,175          4      6,009        101        545      1,520      3,829        262      2,188      1,896          0      4,141         24
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       21.2        0.7        9.8       36.2        0.8       39.3       18.0        1.1        4.5        9.6        0.0       16.1       12.4
 
Number of Traders in Each Category                                    Total Traders:       114 
         5         11          4          9         19          7         33         20         12          6         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   251,418
Positions
   137,026     11,081        568     20,451     46,443      4,757     22,472    128,838      2,798     46,677      5,175        640     16,029     51,118
 
Changes from:       August 11, 2015                                  Total Change is:   -13,190
   -15,206      7,746         57        161     -9,570      2,067       -435       -270        113       -277     -5,903        321          9     -7,751
 
Percent of Open Interest Represented by Each Category of Trader
      54.5        4.4        0.2        8.1       18.5        1.9        8.9       51.2        1.1       18.6        2.1        0.3        6.4       20.3
 
Number of Traders in Each Category                                    Total Traders:       127 
        13          .          .         12         22         12         20         47          9          4          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   356,952
Positions
   117,159     36,459      2,390     74,602     88,876     15,136     41,471     99,699      2,662     60,333     38,937      2,579     40,620     70,214
 
Changes from:       August 11, 2015                                  Total Change is:    -4,382
    -7,089     19,929        643      1,055     -5,046         51      1,841    -11,499        221     -2,959     -3,017        266      1,589     -5,930
 
Percent of Open Interest Represented by Each Category of Trader
      32.8       10.2        0.7       20.9       24.9        4.2       11.6       27.9        0.7       16.9       10.9        0.7       11.4       19.7
 
Number of Traders in Each Category                                    Total Traders:       240 
        16         16          8         28         35         28         35         46         21         25         37         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   161,344
Positions
   133,525      1,090        150      3,343     26,784        590      8,194     64,306      1,090        450     26,437          0     14,002     40,897
 
Changes from:       August 11, 2015                                  Total Change is:    -3,407
    -1,325        -25          0        478     -3,906         -1     -1,037       -381        260       -600      2,398          0     -1,182     -1,752
 
Percent of Open Interest Represented by Each Category of Trader
      82.8        0.7        0.1        2.1       16.6        0.4        5.1       39.9        0.7        0.3       16.4        0.0        8.7       25.3
 
Number of Traders in Each Category                                    Total Traders:        86 
        13          .          .          .         10          .         12         35         10          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    51,638
Positions
    39,729     42,579      1,260      1,555          0          0      4,197      4,619        737      1,809        113      1,802        549        528
 
Changes from:       August 11, 2015                                  Total Change is:       931
     2,858      2,842     -2,000       -500          0          0        342        228          0        287          0          0        -56       -139
 
Percent of Open Interest Represented by Each Category of Trader
      76.9       82.5        2.4        3.0        0.0        0.0        8.1        8.9        1.4        3.5        0.2        3.5        1.1        1.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         8          8          4          .          0          0          .          .          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   171,467
Positions
    84,546     47,188      5,098      6,998      4,755        554     27,851     53,865     39,374      2,770     12,489        506      3,770      7,638
 
Changes from:       August 11, 2015                                  Total Change is:    -2,314
     6,893        126         32    -22,281        147        -26     10,301     -3,894      2,231       -424         94        112        848     -1,136
 
Percent of Open Interest Represented by Each Category of Trader
      49.3       27.5        3.0        4.1        2.8        0.3       16.2       31.4       23.0        1.6        7.3        0.3        2.2        4.5
 
Number of Traders in Each Category                                    Total Traders:       140 
         7          5          .          5          8          .         22         59         14         10         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    32,298
Positions
    13,556      3,366      3,375      1,531        471          0      9,359     17,702        338        350      2,549      2,746      1,043      1,751
 
Changes from:       August 11, 2015                                  Total Change is:     8,295
     5,839       -400        400        288        165          0      1,763      8,085         39          0         24          0        -34        -18
 
Percent of Open Interest Represented by Each Category of Trader
      42.0       10.4       10.4        4.7        1.5        0.0       29.0       54.8        1.0        1.1        7.9        8.5        3.2        5.4
 
Number of Traders in Each Category                                    Total Traders:        28 
         4          .          .          .          .          0          5          9          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    36,523
Positions
    24,338      3,304         51      2,243      3,065          1      7,237     21,004        499          0      2,721          0      2,154      5,878
 
Changes from:       August 11, 2015                                  Total Change is:      -338
      -523        271         -3        117         22          0        389       -408        137       -153         25          0       -302       -382
 
Percent of Open Interest Represented by Each Category of Trader
      66.6        9.0        0.1        6.1        8.4        0.0       19.8       57.5        1.4        0.0        7.5        0.0        5.9       16.1
 
Number of Traders in Each Category                                    Total Traders:        70 
         9          .          .          4          6          .         11         28          6          0          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 2015                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     9,441
Positions
     6,186          0          0        310      3,240        173      2,258      2,599          0          0      1,732          0        514      1,697
 
Changes from:       August 11, 2015                                  Total Change is:       313
       308          0          0       -160         34         -3        236        128          0          0        -34          0        -68        188
 
Percent of Open Interest Represented by Each Category of Trader
      65.5        0.0        0.0        3.3       34.3        1.8       23.9       27.5        0.0        0.0       18.3        0.0        5.4       18.0
 
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 August 18, 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    46,724
Positions
    22,996     21,217         71      5,693      2,028        408      7,006     12,768      1,188      3,771      1,266         28      5,563      7,751
 
Changes from:       August 11, 2015                                  Total Change is:      -696
     1,406     -3,823         -7       -290         -8        -25     -1,784        245      1,130       -432        522         28       -724      1,242
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       45.4        0.2       12.2        4.3        0.9       15.0       27.3        2.5        8.1        2.7        0.1       11.9       16.6
 
Number of Traders in Each Category                                    Total Traders:        99 
        18         12          .         11          .          4         17         19          .         13          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    93,447
Positions
    45,992     42,433        142     11,386      4,056        816     14,012     25,536      2,376      7,541      2,531         56     11,126     15,501
 
Changes from:       August 11, 2015                                  Total Change is:    -1,391
     2,812     -7,646        -13       -579        -16        -49     -3,568        490      2,260       -863      1,043         56     -1,447      2,484
 
Percent of Open Interest Represented by Each Category of Trader
      49.2       45.4        0.2       12.2        4.3        0.9       15.0       27.3        2.5        8.1        2.7        0.1       11.9       16.6
 
Number of Traders in Each Category                                    Total Traders:        99 
        18         12          .         11          .          4         17         19          .         13          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   688,260
Positions
    61,142    106,017     29,438    269,192    128,543     60,589     92,831    165,115     31,093     20,508     43,379      6,256    117,211    117,829
 
Changes from:       August 11, 2015                                  Total Change is:    16,687
       316       -395      6,028        460      1,509      2,622      7,032     -1,239      2,054       -251       -730        262     -1,836      6,575
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       15.4        4.3       39.1       18.7        8.8       13.5       24.0        4.5        3.0        6.3        0.9       17.0       17.1
 
Number of Traders in Each Category                                    Total Traders:       591 
        33         41         26        122         72         81         77        135         76         42         68         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   119,495
Positions
    22,425     14,668      1,983     45,717     20,230      2,769      7,957      9,096        786      5,144      4,501      1,188     31,526     64,274
 
Changes from:       August 11, 2015                                  Total Change is:     3,839
     2,052     -2,118        -50      3,264        427        194      2,421     -1,207       -129         56       -172          0     -3,969      6,894
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       12.3        1.7       38.3       16.9        2.3        6.7        7.6        0.7        4.3        3.8        1.0       26.4       53.8
 
Number of Traders in Each Category                                    Total Traders:        72 
         8          5          5         16          5          7         14         14          5          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 2,843,824
Positions
   313,974    577,133     16,887  1,144,190    568,381    262,285    464,642    820,367    111,262     85,078    202,652     17,082    428,424    267,775
 
Changes from:       August 11, 2015                                  Total Change is:    64,241
    12,385     29,678      9,325     -9,974      9,457      8,094     18,168     -5,043     15,802     -1,602     -2,855      1,377     10,666     -1,594
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       20.3        0.6       40.2       20.0        9.2       16.3       28.8        3.9        3.0        7.1        0.6       15.1        9.4
 
Number of Traders in Each Category                                    Total Traders:       575 
        33         41         22        114         71         76         76        135         67         40         65         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    80,227
Positions
     3,010     17,283      1,075     46,191     47,072      1,535     17,565      8,682        550        464        263          0      9,837      3,767
 
Changes from:       August 11, 2015                                  Total Change is:      -557
      -997     -2,664         25        768        348        253       -473      1,879       -295         27          0          0        135       -103
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       21.5        1.3       57.6       58.7        1.9       21.9       10.8        0.7        0.6        0.3        0.0       12.3        4.7
 
Number of Traders in Each Category                                    Total Traders:        91 
         6          8          .         38         13         15         14          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    70,143
Positions
     4,983     45,863        190     32,752      6,429        753     19,844      8,926      1,813      4,169      2,439          3      5,636      3,726
 
Changes from:       August 11, 2015                                  Total Change is:     1,240
      -201        820          1        764        205       -465      1,820      1,030       -244        -28         95          0       -406       -201
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       65.4        0.3       46.7        9.2        1.1       28.3       12.7        2.6        5.9        3.5        0.0        8.0        5.3
 
Number of Traders in Each Category                                    Total Traders:       239 
        17         21          4         43         20          9         50         38         11         22         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   350,713
Positions
    24,914    229,315        952    163,758     32,146      3,763     99,220     44,632      9,065     20,844     12,194         15     28,182     18,631
 
Changes from:       August 11, 2015                                  Total Change is:     6,202
    -1,004      4,099          7      3,819      1,025     -2,325      9,100      5,151     -1,222       -142        474          0     -2,031     -1,007
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       65.4        0.3       46.7        9.2        1.1       28.3       12.7        2.6        5.9        3.5        0.0        8.0        5.3
 
Number of Traders in Each Category                                    Total Traders:       239 
        17         21          4         43         20          9         50         38         11         22         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   370,903
Positions
   142,574     35,875        238    124,147    165,794     15,627     55,509    120,614      5,732      8,360     10,891         41     18,675     16,091
 
Changes from:       August 11, 2015                                  Total Change is:    14,884
    14,089     -1,053         19     -4,228      5,303      2,377      2,265      8,199        580       -957       -538          1        738         -4
 
Percent of Open Interest Represented by Each Category of Trader
      38.4        9.7        0.1       33.5       44.7        4.2       15.0       32.5        1.5        2.3        2.9        0.0        5.0        4.3
 
Number of Traders in Each Category                                    Total Traders:       263 
        24         11          .         58         46         30         37         53         10         12         22          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    54,606
Positions
     2,384     13,128         77     30,706          0        133      7,587     10,449        455      3,796     25,888          0      9,468      4,476
 
Changes from:       August 11, 2015                                  Total Change is:    -1,261
      -115         65          0        290          0         -3        334       -606       -241       -470       -559          0     -1,056         83
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       24.0        0.1       56.2        0.0        0.2       13.9       19.1        0.8        7.0       47.4        0.0       17.3        8.2
 
Number of Traders in Each Category                                    Total Traders:        61 
         4          7          .         21          0          .         12          8          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   116,115
Positions
    24,153      6,038        767     26,597      1,474      1,277     37,005      9,015      1,140     17,908        204          0      7,268     96,200
 
Changes from:       August 11, 2015                                  Total Change is:    -4,119
       444        394       -190     -4,362        401        291      1,207       -649        418       -616       -451         -3     -1,308     -4,330
 
Percent of Open Interest Represented by Each Category of Trader
      20.8        5.2        0.7       22.9        1.3        1.1       31.9        7.8        1.0       15.4        0.2        0.0        6.3       82.8
 
Number of Traders in Each Category                                    Total Traders:        92 
        23         11          5         10          4          .         30         10          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   156,519
Positions
     9,536     95,963        396     89,700     36,269      6,558     30,603      5,374      6,963      6,030      1,143          0      6,733      3,853
 
Changes from:       August 11, 2015                                  Total Change is:     1,599
       119       -390        -12      1,142        -65        307       -936        818        287        774         23          0        -82        631
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       61.3        0.3       57.3       23.2        4.2       19.6        3.4        4.4        3.9        0.7        0.0        4.3        2.5
 
Number of Traders in Each Category                                    Total Traders:       109 
         6         13          .         40         20         18         14          4          5          8          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   426,694
Positions
    22,971    169,188      1,589    232,204    111,071     57,275     71,265     49,169      9,389     17,953     14,815      3,121     10,927     11,077
 
Changes from:       August 11, 2015                                  Total Change is:     1,509
     1,218     -6,651       -104    -11,428     15,166      5,081     12,371    -13,236        -99        269      2,489        -66     -5,733     -1,071
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       39.7        0.4       54.4       26.0       13.4       16.7       11.5        2.2        4.2        3.5        0.7        2.6        2.6
 
Number of Traders in Each Category                                    Total Traders:       246 
        19         23          6         61         39         28         34         28         13         25         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   525,938
Positions
       775     64,828        748    209,006    136,472     69,043     53,941     70,118     16,594     47,328     28,919      1,268    127,235    137,948
 
Changes from:       August 11, 2015                                  Total Change is:    -5,341
    -4,049      7,322     -2,742     -4,034    -11,122      5,272     -3,801     10,062        974      2,257     -2,004        -64        846    -13,039
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       12.3        0.1       39.7       25.9       13.1       10.3       13.3        3.2        9.0        5.5        0.2       24.2       26.2
 
Number of Traders in Each Category                                    Total Traders:       152 
         .         18          6         38         25         37         31         21         20          7         10          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   611,141
Positions
    24,380     89,795        170    350,983     66,992     70,230     14,724    264,668     19,840      7,063      4,459        584    123,167     94,403
 
Changes from:       August 11, 2015                                  Total Change is:     1,765
     7,657     -5,818         18     -8,440      8,093       -133        -88        168      3,058      1,863          0        584     -2,754     -4,205
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       14.7        0.0       57.4       11.0       11.5        2.4       43.3        3.2        1.2        0.7        0.1       20.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          9          .         47         10         31          5         17         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 1,381,230
Positions
    36,758    156,453     12,479    271,363    484,153    128,210    512,821    203,872     61,654    241,716    179,996      7,360    108,869    147,053
 
Changes from:       August 11, 2015                                  Total Change is:   -10,992
     9,405    -13,621      2,625      8,524      8,820      2,293    -11,032     -6,860       -748    -20,554     -2,549      2,110     -3,615     -3,062
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       11.3        0.9       19.6       35.1        9.3       37.1       14.8        4.5       17.5       13.0        0.5        7.9       10.6
 
Number of Traders in Each Category                                    Total Traders:       309 
         9         36         10         40         57         45         55         39         37         27         46         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 2,955,775
Positions
    87,244    171,698     47,975  1,235,017    743,294    328,635    444,584    870,928    145,368    323,488    174,535     29,079    314,385    444,263
 
Changes from:       August 11, 2015                                  Total Change is:   -21,390
     9,733    -20,334     21,463    -43,525    -30,864     18,441    -33,791     24,862      4,422      1,225    -11,187       -987      1,629    -27,206
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        5.8        1.6       41.8       25.1       11.1       15.0       29.5        4.9       10.9        5.9        1.0       10.6       15.0
 
Number of Traders in Each Category                                    Total Traders:       379 
        24         27         19         47         84         73         51         68         53         33         45         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 2,350,999
Positions
    69,667    262,373     22,491    921,110    519,589    324,511    501,977    474,201    115,024     99,157    232,078     31,012    266,050    369,720
 
Changes from:       August 11, 2015                                  Total Change is:   -11,322
    19,681    -22,697      8,261    -32,254    -14,145      6,764      2,947      6,813      9,041     -5,999     -3,884        822    -20,585     -2,297
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       11.2        1.0       39.2       22.1       13.8       21.4       20.2        4.9        4.2        9.9        1.3       11.3       15.7
 
Number of Traders in Each Category                                    Total Traders:       286 
        15         30         11         42         49         49         44         53         45         11         42          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   860,904
Positions
   308,102    195,034    295,554          0     17,769      7,515     47,308     98,274    114,857     39,522     54,662     27,222     20,824     50,017
 
Changes from:       August 11, 2015                                  Total Change is:   -16,265
    19,076      1,847      4,812          0      2,132       -876    -19,978    -18,007    -11,639     -5,299      6,987        611     -2,972     -2,132
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       22.7       34.3        0.0        2.1        0.9        5.5       11.4       13.3        4.6        6.3        3.2        2.4        5.8
 
Number of Traders in Each Category                                    Total Traders:       120 
        19         33         42          0          7          .         17         25         27          4         13          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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 is12,089,509
Positions
 2,680,296  1,538,183  3,116,425    551,518  1,930,883    399,174  1,755,990    824,841  1,872,584    449,314    649,144    518,301    745,907  1,239,974
 
Changes from:       August 11, 2015                                  Total Change is:   128,628
   -94,200     85,354     60,358     41,663       -777    -12,077     41,294    -95,938    101,083    -12,639    -10,404     31,105    -27,959    -30,076
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       12.7       25.8        4.6       16.0        3.3       14.5        6.8       15.5        3.7        5.4        4.3        6.2       10.3
 
Number of Traders in Each Category                                    Total Traders:       299 
        36         51         77          8         30         25         37         74         88          8         42         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    54,380
Positions
    12,581      1,827          0        560     19,324          0     39,223     24,557          0      1,908      8,589         21         87         62
 
Changes from:       August 11, 2015                                  Total Change is:       876
       852        151          0          0        721          0       -280        281          0        319       -265          0        -15        -12
 
Percent of Open Interest Represented by Each Category of Trader
      23.1        3.4        0.0        1.0       35.5        0.0       72.1       45.2        0.0        3.5       15.8        0.0        0.2        0.1
 
Number of Traders in Each Category                                    Total Traders:        50 
         4          5          0          .          8          0          5         12          0          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    38,156
Positions
    11,009        446          0          0     15,188          0     24,455     10,036      2,047        405     10,296         52        188         91
 
Changes from:       August 11, 2015                                  Total Change is:     2,015
     2,230        147          0          0        115          0     -1,235        889        945          0       -143         52         23         10
 
Percent of Open Interest Represented by Each Category of Trader
      28.9        1.2        0.0        0.0       39.8        0.0       64.1       26.3        5.4        1.1       27.0        0.1        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          .          0          0         10          0          5         10          .          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   104,952
Positions
     4,024     82,728        394     19,992          0        509     24,402     12,229      6,725     34,572        264        188     14,146      1,915
 
Changes from:       August 11, 2015                                  Total Change is:     3,347
      -197     -1,770        110     -2,895          0         15      5,565      2,027      2,796       -842         98        111     -1,316        -40
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       78.8        0.4       19.0        0.0        0.5       23.3       11.7        6.4       32.9        0.3        0.2       13.5        1.8
 
Number of Traders in Each Category                                    Total Traders:       207 
         7          4          .         13          0          .         40          9         15        123          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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   344,113
Positions
    83,914     16,084     24,645     48,975     41,481     18,227     70,970    138,061     53,293      7,526      9,299     13,418     23,145     29,605
 
Changes from:       August 11, 2015                                  Total Change is:    -6,527
    -1,036      9,472        632    -11,109        503        960      6,049    -16,932     -1,375       -134        420       -238       -276         31
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        4.7        7.2       14.2       12.1        5.3       20.6       40.1       15.5        2.2        2.7        3.9        6.7        8.6
 
Number of Traders in Each Category                                    Total Traders:       221 
        21         12         20         14         18          8         46         55         53         18         25         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 18, 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    21,535
Positions
       101      2,934          0      4,553      2,689        724     15,352     14,271          0        415        865          0        390         52
 
Changes from:       August 11, 2015                                  Total Change is:       513
         0          0          0       -117        781          0      1,458       -208       -323       -500        250          0         -5         13
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       13.6        0.0       21.1       12.5        3.4       71.3       66.3        0.0        1.9        4.0        0.0        1.8        0.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          6          .          .         10          8          0          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated August 21, 2015