Traders in Financial Futures - Futures Only Positions as of September 29, 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   139,431
Positions
    56,573      1,751        578     30,615     31,230        161     16,094     59,789      1,372     11,789      1,645        131     22,118     42,774
 
Changes from:       September 22, 2015                               Total Change is:     3,218
     4,972      1,307         23      2,468        473       -168     -6,830     -1,378        -10      1,158        -71        -25      1,630      3,067
 
Percent of Open Interest Represented by Each Category of Trader
      40.6        1.3        0.4       22.0       22.4        0.1       11.5       42.9        1.0        8.5        1.2        0.1       15.9       30.7
 
Number of Traders in Each Category                                    Total Traders:        86 
         9          .          5          6         11          .         17         29          9         10          .          .
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Traders in Financial Futures - Futures Only Positions as of September 29, 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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    38,229
Positions
    20,089        990        102        816      1,449        420      9,483     16,489        128          0          0          0      7,191     18,651
 
Changes from:       September 22, 2015                               Total Change is:     1,248
     1,540       -491         -5         87         -8          0       -307        383          2          0          0          0        -69      1,367
 
Percent of Open Interest Represented by Each Category of Trader
      52.5        2.6        0.3        2.1        3.8        1.1       24.8       43.1        0.3        0.0        0.0        0.0       18.8       48.8
 
Number of Traders in Each Category                                    Total Traders:        32 
         7          .          .          .          .          .         10         10          .          0          0          0
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Traders in Financial Futures - Futures Only Positions as of September 29, 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   155,821
Positions
    59,425      1,754          4     16,820     79,711        889     52,063     27,383      2,194      2,722     12,815          0     21,704     31,071
 
Changes from:       September 22, 2015                               Total Change is:     9,248
     3,339     -6,801        -76        616      5,898       -118      2,833      3,153        826       -216      1,228        -24      2,068      5,162
 
Percent of Open Interest Represented by Each Category of Trader
      38.1        1.1        0.0       10.8       51.2        0.6       33.4       17.6        1.4        1.7        8.2        0.0       13.9       19.9
 
Number of Traders in Each Category                                    Total Traders:        99 
         9          .          .          4         22          5         27         24          8          4          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   174,697
Positions
    72,439      7,412        172     25,097     58,614      3,436     29,910     64,829      3,422     18,298      4,403         39     21,884     32,370
 
Changes from:       September 22, 2015                               Total Change is:    -2,742
     1,448        819       -101      2,227       -834       -160     -7,334     -4,299       -126      1,225       -697          0         79      2,656
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        4.2        0.1       14.4       33.6        2.0       17.1       37.1        2.0       10.5        2.5        0.0       12.5       18.5
 
Number of Traders in Each Category                                    Total Traders:       124 
        12          4          4         12         23          9         29         32         13          4          8          .
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Traders in Financial Futures - Futures Only Positions as of September 29, 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   322,721
Positions
    97,954      9,529        220     67,099     95,202     16,826     35,818     93,775      3,412     60,371     38,330      1,765     39,256     63,662
 
Changes from:       September 22, 2015                               Total Change is:     7,271
     3,218     -3,165       -312      1,027      2,892       -184      1,800      3,286        499      3,367      3,074        -48     -2,096      1,229
 
Percent of Open Interest Represented by Each Category of Trader
      30.4        3.0        0.1       20.8       29.5        5.2       11.1       29.1        1.1       18.7       11.9        0.5       12.2       19.7
 
Number of Traders in Each Category                                    Total Traders:       228 
        18         10          4         25         35         25         24         52         15         23         40         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   142,869
Positions
    99,597      2,489        457      4,909     24,089        493     17,000     52,580        430      5,673     27,307          0     14,310     35,024
 
Changes from:       September 22, 2015                               Total Change is:    -4,410
    -2,176      2,004        244         97       -925       -554     -1,028     -2,747         -2     -1,513       -527          0        522     -1,903
 
Percent of Open Interest Represented by Each Category of Trader
      69.7        1.7        0.3        3.4       16.9        0.3       11.9       36.8        0.3        4.0       19.1        0.0       10.0       24.5
 
Number of Traders in Each Category                                    Total Traders:        87 
         9          4          .          .         10          .         18         26          .          6         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    34,429
Positions
    29,307     28,881        391      1,501          0          0        880      3,621        592        907        431          0        851        513
 
Changes from:       September 22, 2015                               Total Change is:        76
      -128       -205          0          0          0          0          0        113          0          0        107          0        204         61
 
Percent of Open Interest Represented by Each Category of Trader
      85.1       83.9        1.1        4.4        0.0        0.0        2.6       10.5        1.7        2.6        1.3        0.0        2.5        1.5
 
Number of Traders in Each Category                                    Total Traders:        21 
         5          5          .          .          0          0          .          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   142,517
Positions
    53,651     52,564          1     51,924      5,356        126     25,912     58,617      5,349      1,979     13,684          0      3,575      6,820
 
Changes from:       September 22, 2015                               Total Change is:    15,973
       -20      1,191          1     34,204        536        -17    -16,119     16,344     -1,190     -1,331        181          0        445     -1,073
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       36.9        0.0       36.4        3.8        0.1       18.2       41.1        3.8        1.4        9.6        0.0        2.5        4.8
 
Number of Traders in Each Category                                    Total Traders:       122 
         .         10          .          4          9          .         17         52         11          7         19          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    24,643
Positions
    14,008      3,529          5      2,445          0          0      1,888     13,597      2,644        200        671      2,445      1,008      1,752
 
Changes from:       September 22, 2015                               Total Change is:     2,834
       273          0          0        200          0          0         -6        595         59       -107          0      2,445        -30       -265
 
Percent of Open Interest Represented by Each Category of Trader
      56.8       14.3        0.0        9.9        0.0        0.0        7.7       55.2       10.7        0.8        2.7        9.9        4.1        7.1
 
Number of Traders in Each Category                                    Total Traders:        29 
         5          .          .          .          0          0          4         13          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    34,105
Positions
    22,231      1,025          1      1,369      5,577          1      8,028     19,291        227        678      2,528          0      1,570      5,455
 
Changes from:       September 22, 2015                               Total Change is:    -1,815
       646      1,025          0        359        -69          0     -2,697     -2,360        -15        -98         40          0        -10       -436
 
Percent of Open Interest Represented by Each Category of Trader
      65.2        3.0        0.0        4.0       16.4        0.0       23.5       56.6        0.7        2.0        7.4        0.0        4.6       16.0
 
Number of Traders in Each Category                                    Total Traders:        73 
         9          .          .          .          6          .         12         32          4          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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     7,149
Positions
     2,929          0          0      1,150      3,249         23      2,333      2,207         54        275        200          0        385      1,416
 
Changes from:       September 22, 2015                               Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
      41.0        0.0        0.0       16.1       45.4        0.3       32.6       30.9        0.8        3.8        2.8        0.0        5.4       19.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          4          .          .          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    31,990
Positions
    10,077     10,718      1,114      3,917      2,048        348      9,138      8,468        208      2,102      1,824         11      5,077      7,253
 
Changes from:       September 22, 2015                               Total Change is:     2,602
      -593      2,469         42         67        229         55      3,114      1,311        156       -217       -228          0        -22     -1,432
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       33.5        3.5       12.2        6.4        1.1       28.6       26.5        0.6        6.6        5.7        0.0       15.9       22.7
 
Number of Traders in Each Category                                    Total Traders:        75 
        20          8          .          9          .          .         11         14          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    63,979
Positions
    20,153     21,435      2,227      7,834      4,096        696     18,276     16,936        415      4,203      3,647         21     10,154     14,506
 
Changes from:       September 22, 2015                               Total Change is:     5,203
    -1,185      4,938         83        134        458        110      6,227      2,621        311       -434       -455          0        -43     -2,863
 
Percent of Open Interest Represented by Each Category of Trader
      31.5       33.5        3.5       12.2        6.4        1.1       28.6       26.5        0.6        6.6        5.7        0.0       15.9       22.7
 
Number of Traders in Each Category                                    Total Traders:        75 
        20          8          .          9          .          .         11         14          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   686,659
Positions
   120,305     65,651     17,068    230,109    176,659     63,517     90,654    181,065     20,970     24,589     42,153      5,545    113,901    114,030
 
Changes from:       September 22, 2015                               Total Change is:     6,694
    -5,199      3,678      5,395     -4,487     -2,345     -3,286      9,626      4,690      4,359      1,414     -1,884      1,286     -2,414     -5,200
 
Percent of Open Interest Represented by Each Category of Trader
      17.5        9.6        2.5       33.5       25.7        9.3       13.2       26.4        3.1        3.6        6.1        0.8       16.6       16.6
 
Number of Traders in Each Category                                    Total Traders:       606 
        35         37         24        112         91         77         85        129         68         38         77         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   103,295
Positions
    13,471      4,921      2,499     42,018     20,879      2,778      9,369      7,963        388      3,945      2,622          8     28,819     61,237
 
Changes from:       September 22, 2015                               Total Change is:       461
     2,317      2,822          0     -2,661        203       -359      1,208        753        298        208       -176        -92       -458     -2,988
 
Percent of Open Interest Represented by Each Category of Trader
      13.0        4.8        2.4       40.7       20.2        2.7        9.1        7.7        0.4        3.8        2.5        0.0       27.9       59.3
 
Number of Traders in Each Category                                    Total Traders:        71 
         7          5          .         17          5          8         15         12          .          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,916,818
Positions
   573,435    342,915     33,581    970,069    808,514    274,084    442,754    901,838     66,580    106,424    200,859     24,482    425,409    263,965
 
Changes from:       September 22, 2015                               Total Change is:    31,163
   -13,531     28,329      2,926     -7,330    -10,937    -16,437     50,967     28,560     11,429      6,576     -7,993      6,345     -9,782    -11,059
 
Percent of Open Interest Represented by Each Category of Trader
      19.7       11.8        1.2       33.3       27.7        9.4       15.2       30.9        2.3        3.6        6.9        0.8       14.6        9.0
 
Number of Traders in Each Category                                    Total Traders:       595 
        35         38         18        107         88         73         85        128         63         37         76         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 2015                                                                             
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    88,674
Positions
    22,343      4,635        256     40,858     70,687      1,724     14,130      6,715        301          0        263          0      9,062      4,093
 
Changes from:       September 22, 2015                               Total Change is:     6,656
     4,270        248          0        417      5,954        111      1,122      1,198        -42          0          0          0        778       -813
 
Percent of Open Interest Represented by Each Category of Trader
      25.2        5.2        0.3       46.1       79.7        1.9       15.9        7.6        0.3        0.0        0.3        0.0       10.2        4.6
 
Number of Traders in Each Category                                    Total Traders:        82 
         9          4          .         28         16         10         15          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    52,099
Positions
     5,072     23,488        189     27,903     10,967        890      9,337      8,890        528      3,597      2,674         17      4,567      4,456
 
Changes from:       September 22, 2015                               Total Change is:    -1,201
        82       -291         24       -588      1,455        119       -895     -1,842       -400       -173       -203          8        622        -70
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       45.1        0.4       53.6       21.1        1.7       17.9       17.1        1.0        6.9        5.1        0.0        8.8        8.6
 
Number of Traders in Each Category                                    Total Traders:       209 
        16         17          6         35         21          8         34         43          9         16         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   260,494
Positions
    25,362    117,440        946    139,513     54,834      4,448     46,684     44,448      2,638     17,983     13,372         86     22,834     22,282
 
Changes from:       September 22, 2015                               Total Change is:    -6,006
       411     -1,454        119     -2,941      7,273        593     -4,476     -9,212     -1,998       -863     -1,017         38      3,111       -348
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       45.1        0.4       53.6       21.1        1.7       17.9       17.1        1.0        6.9        5.1        0.0        8.8        8.6
 
Number of Traders in Each Category                                    Total Traders:       209 
        16         17          6         35         21          8         34         43          9         16         27          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   384,709
Positions
   146,573     29,312        160    111,054    193,870     17,631     73,075    108,999      8,472     10,835     11,913         15     16,894     14,337
 
Changes from:       September 22, 2015                               Total Change is:    12,090
     4,625      3,835       -308        758      6,885        544      6,567      5,834     -2,518        720        494          3      1,699     -2,679
 
Percent of Open Interest Represented by Each Category of Trader
      38.1        7.6        0.0       28.9       50.4        4.6       19.0       28.3        2.2        2.8        3.1        0.0        4.4        3.7
 
Number of Traders in Each Category                                    Total Traders:       262 
        18         12          .         53         52         24         30         60         15         14         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    46,703
Positions
       889      3,111          0     25,999        474         53      5,253     20,223         20      5,943     15,335          0      8,546      7,487
 
Changes from:       September 22, 2015                               Total Change is:    -1,476
         0       -240          0     -1,429        219         -7       -122     -1,441         20       -270        105          0        332       -132
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        6.7        0.0       55.7        1.0        0.1       11.2       43.3        0.0       12.7       32.8        0.0       18.3       16.0
 
Number of Traders in Each Category                                    Total Traders:        59 
         .          5          0         16          .          .         10         15          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    85,230
Positions
     8,771     14,654      1,599     14,034      1,229      1,008     41,031      9,220        732      8,908        228          0      9,147     56,560
 
Changes from:       September 22, 2015                               Total Change is:     1,486
       608        594        484     -1,432     -7,965        -98      2,104       -842       -538       -114       -332          0        472     10,183
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       17.2        1.9       16.5        1.4        1.2       48.1       10.8        0.9       10.5        0.3        0.0       10.7       66.4
 
Number of Traders in Each Category                                    Total Traders:        83 
         9         12          4         11          .          .         33          9          6          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   157,198
Positions
     3,250     81,888        257     94,644     51,251      8,032     37,475      6,750      2,754      3,335      1,482          0      7,451      4,784
 
Changes from:       September 22, 2015                               Total Change is:     7,662
       255      4,340       -156      8,123      2,909        -83        808        481       -383     -1,532       -188          0        630        742
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       52.1        0.2       60.2       32.6        5.1       23.8        4.3        1.8        2.1        0.9        0.0        4.7        3.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         4         14          .         37         27         16         13          8          4          6          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   470,532
Positions
    50,350    121,863      2,614    201,240    178,071     79,918    100,305     40,445      6,449     13,775     27,907      2,141     13,740     11,124
 
Changes from:       September 22, 2015                               Total Change is:    -4,883
      -456     -5,156        490     -7,575     13,862     -1,222      2,771     -6,202        505       -230     -4,742          1        833     -2,419
 
Percent of Open Interest Represented by Each Category of Trader
      10.7       25.9        0.6       42.8       37.8       17.0       21.3        8.6        1.4        2.9        5.9        0.5        2.9        2.4
 
Number of Traders in Each Category                                    Total Traders:       250 
        21         22          6         52         49         26         33         30         13         23         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   495,917
Positions
     5,330     55,123      1,015    188,098    151,866     57,689     43,368     49,925      9,357     41,211     34,259      1,258    148,591    135,425
 
Changes from:       September 22, 2015                               Total Change is:      -604
     2,835     -4,177     -1,529     -1,880     -5,731      2,567     -6,847        519     -1,060     -6,485     -1,292        -27     11,822     10,126
 
Percent of Open Interest Represented by Each Category of Trader
       1.1       11.1        0.2       37.9       30.6       11.6        8.7       10.1        1.9        8.3        6.9        0.3       30.0       27.3
 
Number of Traders in Each Category                                    Total Traders:       134 
         .         13          .         36         20         30         22         21         10          7         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   632,244
Positions
     5,898    104,781        178    388,874     99,591     74,052     20,373    245,249     11,836     15,665      8,244        556    114,812     87,757
 
Changes from:       September 22, 2015                               Total Change is:    -3,430
    -5,696     -7,784         39     14,427     13,102    -12,093         81     10,603       -314      1,527      1,750          0     -1,401     -8,733
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       16.6        0.0       61.5       15.8       11.7        3.2       38.8        1.9        2.5        1.3        0.1       18.2       13.9
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          9          .         46         14         35          7         17          9          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 1,129,092
Positions
    44,532    108,003     17,590    259,695    381,838    104,652    390,541    203,346     39,832    141,851    127,513      9,317    121,082    137,001
 
Changes from:       September 22, 2015                               Total Change is:    19,325
    22,327        871      5,035      2,540     -9,454     -1,226    -26,702     41,752     10,753     -1,096    -46,193     -1,177      8,871     18,964
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        9.6        1.6       23.0       33.8        9.3       34.6       18.0        3.5       12.6       11.3        0.8       10.7       12.1
 
Number of Traders in Each Category                                    Total Traders:       266 
        10         28          4         41         50         39         47         33         26         18         39          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,753,639
Positions
   111,794    245,088     15,072  1,187,726    645,555    319,580    454,399    816,000     53,568    234,906    211,778     26,885    349,709    420,113
 
Changes from:       September 22, 2015                               Total Change is:   109,071
    16,854     36,833     -1,810     73,391    -18,402     23,880     42,105     77,369    -25,809    -36,682     14,280        452     16,690      2,278
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        8.9        0.5       43.1       23.4       11.6       16.5       29.6        1.9        8.5        7.7        1.0       12.7       15.3
 
Number of Traders in Each Category                                    Total Traders:       367 
        18         35         10         60         72         72         55         60         38         29         38         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 2,432,541
Positions
    36,504    254,877     17,683  1,180,114    477,629    282,488    370,927    719,671    101,881    110,516    213,640     29,333    303,095    335,339
 
Changes from:       September 22, 2015                               Total Change is:    46,747
   -39,343     19,861      5,913     35,519     -3,732      6,837      9,010     25,065     -3,966     16,230      5,202       -913     17,460     -7,520
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.5        0.7       48.5       19.6       11.6       15.2       29.6        4.2        4.5        8.8        1.2       12.5       13.8
 
Number of Traders in Each Category                                    Total Traders:       286 
         8         28          5         50         48         51         46         51         34         16         39          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   914,433
Positions
   329,458    251,880    258,399          0     21,798      2,870    149,543    114,041    106,176     10,988     55,629     38,301     18,698     65,339
 
Changes from:       September 22, 2015                               Total Change is:    23,914
    35,144     15,238     12,768     -6,385      2,759     -4,335    -15,314      1,651      3,237      1,175     -5,366     -2,629        253        591
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       27.5       28.3        0.0        2.4        0.3       16.4       12.5       11.6        1.2        6.1        4.2        2.0        7.1
 
Number of Traders in Each Category                                    Total Traders:       128 
        11         46         44          0          7          .         19         27         35          .         13          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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 is11,065,176
Positions
 1,957,060  1,566,338  3,139,367    543,767  1,574,038    321,303  1,694,305    640,494  1,732,626    349,193    446,375    521,987    805,568  1,122,648
 
Changes from:       September 22, 2015                               Total Change is:  -106,491
   -35,949     65,766    -24,865     -7,946    -13,956     20,581    -19,496   -126,998     -7,252      9,169     -4,047    -42,979      2,246     27,259
 
Percent of Open Interest Represented by Each Category of Trader
      17.7       14.2       28.4        4.9       14.2        2.9       15.3        5.8       15.7        3.2        4.0        4.7        7.3       10.1
 
Number of Traders in Each Category                                    Total Traders:       297 
        29         62         84         10         27         25         45         63         88         15         31         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    42,925
Positions
    11,221        797          0        560     17,238          0     29,956     17,396          0      1,013      7,340         64        111         90
 
Changes from:       September 22, 2015                               Total Change is:      -290
     1,023        -50          0          0        145          0       -260         33          0       -557       -357         44       -540       -105
 
Percent of Open Interest Represented by Each Category of Trader
      26.1        1.9        0.0        1.3       40.2        0.0       69.8       40.5        0.0        2.4       17.1        0.1        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        43 
         4          .          0          .          8          0          4         11          0          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    39,881
Positions
    17,462        368          0          0     17,819          1     21,473     10,316          0        800     11,300          0        145         77
 
Changes from:       September 22, 2015                               Total Change is:     1,854
     2,204        318          0          0        696          0       -571        340          0        290        559          0        -69        -59
 
Percent of Open Interest Represented by Each Category of Trader
      43.8        0.9        0.0        0.0       44.7        0.0       53.8       25.9        0.0        2.0       28.3        0.0        0.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          0         10          .          5          8          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    71,478
Positions
     2,003     53,524          0     16,204         99        721     17,854      8,923        999     24,399      4,639        135      9,163      2,438
 
Changes from:       September 22, 2015                               Total Change is:     3,145
        59      5,271          0        334       -870         95      5,477     -2,909        185     -2,753        659          0       -252        714
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       74.9        0.0       22.7        0.1        1.0       25.0       12.5        1.4       34.1        6.5        0.2       12.8        3.4
 
Number of Traders in Each Category                                    Total Traders:       133 
         6          .          0         11          .          .         27         16          7         62          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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   304,870
Positions
    41,111     85,345     20,401     22,716     29,618     27,981     98,700     48,037     53,054      5,920      3,707     13,092     21,895     23,635
 
Changes from:       September 22, 2015                               Total Change is:    -8,131
    -6,043     -7,672      3,404       -136       -388     -5,222        829     -1,399       -269       -593      1,121        407       -508      1,887
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       28.0        6.7        7.5        9.7        9.2       32.4       15.8       17.4        1.9        1.2        4.3        7.2        7.8
 
Number of Traders in Each Category                                    Total Traders:       168 
        12         17         21         13         10          6         52         28         48         15         11         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 29, 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    21,185
Positions
       115      3,058          0      4,097      3,615      1,123     14,645     11,289        386        482      1,686          0        337         28
 
Changes from:       September 22, 2015                               Total Change is:       347
         0          0          0       -480       -407          5        434       -258        386          0        620          0          2          1
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       14.4        0.0       19.3       17.1        5.3       69.1       53.3        1.8        2.3        8.0        0.0        1.6        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          6          .          .         11          6          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated October 2, 2015