Traders in Financial Futures - Futures Only Positions as of November 24, 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   143,742
Positions
    52,589      6,690      2,263     28,971     51,607        810     18,063     39,442      1,753     18,662      2,015        409     20,222     38,753
 
Changes from:       November 17, 2015                                Total Change is:     1,957
     4,843     -2,831        375        333      2,911         12     -6,088      3,611        374      1,275       -244        136        697     -2,387
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        4.7        1.6       20.2       35.9        0.6       12.6       27.4        1.2       13.0        1.4        0.3       14.1       27.0
 
Number of Traders in Each Category                                    Total Traders:        88 
         8          .          5          6         10          .         18         26         10         14          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    72,945
Positions
    48,840      1,948        254        816      2,108        420     16,122     40,825        187          0        401          0      6,306     26,802
 
Changes from:       November 17, 2015                                Total Change is:     5,826
     7,446         58        123          0        431          0       -327      5,416       -569          0        401          0       -847        -34
 
Percent of Open Interest Represented by Each Category of Trader
      67.0        2.7        0.3        1.1        2.9        0.6       22.1       56.0        0.3        0.0        0.5        0.0        8.6       36.7
 
Number of Traders in Each Category                                    Total Traders:        48 
         9          .          .          .          4          .         14         18          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   172,390
Positions
    83,571      6,271      3,818      4,708     62,529      2,064     45,642     41,308      5,711      9,255     13,945        233     17,388     36,511
 
Changes from:       November 17, 2015                                Total Change is:    -2,864
        23      1,035       -100       -520     -6,756        791     -3,512        331      1,180       -960      1,270          0        234       -615
 
Percent of Open Interest Represented by Each Category of Trader
      48.5        3.6        2.2        2.7       36.3        1.2       26.5       24.0        3.3        5.4        8.1        0.1       10.1       21.2
 
Number of Traders in Each Category                                    Total Traders:       111 
        12          5          .          .         19          6         24         37         15          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   247,513
Positions
   147,906      3,209      2,801     18,396     78,812      6,011     19,745    103,870      3,375     32,462      2,021        322     16,495     47,092
 
Changes from:       November 17, 2015                                Total Change is:    -2,833
      -377       -456         31       -901      1,944      1,177     -4,454     -3,535      1,109        594     -1,075        207       -219     -2,235
 
Percent of Open Interest Represented by Each Category of Trader
      59.8        1.3        1.1        7.4       31.8        2.4        8.0       42.0        1.4       13.1        0.8        0.1        6.7       19.0
 
Number of Traders in Each Category                                    Total Traders:       132 
        14          .          .         10         25         10         24         47         11          4          5          .
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Traders in Financial Futures - Futures Only Positions as of November 24, 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   444,626
Positions
   160,535     19,250      3,274     88,118     91,928     12,715     41,300    193,182      6,155     85,834     30,989      4,256     42,439     82,877
 
Changes from:       November 17, 2015                                Total Change is:     7,825
    11,433     -1,465      1,707      1,472     -1,595        322     -2,806      8,014        622     -4,554        128        565       -936       -473
 
Percent of Open Interest Represented by Each Category of Trader
      36.1        4.3        0.7       19.8       20.7        2.9        9.3       43.4        1.4       19.3        7.0        1.0        9.5       18.6
 
Number of Traders in Each Category                                    Total Traders:       257 
        19         12          8         28         33         24         23         71         22         32         39         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   152,585
Positions
   109,891      2,732        781      4,106     38,993      1,629     19,180     43,751        818      1,483     31,302         43     14,654     32,536
 
Changes from:       November 17, 2015                                Total Change is:    -9,498
   -12,800        466        639        235     -3,898      1,027        717     -4,459        434       -885       -324          0      1,135     -3,383
 
Percent of Open Interest Represented by Each Category of Trader
      72.0        1.8        0.5        2.7       25.6        1.1       12.6       28.7        0.5        1.0       20.5        0.0        9.6       21.3
 
Number of Traders in Each Category                                    Total Traders:        91 
        10          .          .          4         11          4         20         29         11          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    41,789
Positions
    28,790     32,223      5,149      2,664          0          0      2,833      3,073        592        921        287          0        840        465
 
Changes from:       November 17, 2015                                Total Change is:     3,445
       -52        277      2,494        151          0          0        809        815          0          0        174          0         43       -315
 
Percent of Open Interest Represented by Each Category of Trader
      68.9       77.1       12.3        6.4        0.0        0.0        6.8        7.4        1.4        2.2        0.7        0.0        2.0        1.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          6          4          .          0          0          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   189,063
Positions
    52,930     74,252     15,731     51,297      5,225        610     47,315     63,798     13,804      2,745     10,091        265      4,366      5,287
 
Changes from:       November 17, 2015                                Total Change is:     7,564
      -439     10,914         61        776        740       -201      7,050     -1,014     -1,301        173       -409        172      1,273     -1,398
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       39.3        8.3       27.1        2.8        0.3       25.0       33.7        7.3        1.5        5.3        0.1        2.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       119 
         .         10          4          6          8          .         23         44         11         13         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    30,543
Positions
    13,696     15,147      2,312      4,292          0          0      9,095     10,321        229          0      1,237          0        919      1,297
 
Changes from:       November 17, 2015                                Total Change is:     3,958
      -883      1,349      2,307        499          0          0      1,923        516        167          0       -346          0        -55        -35
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       49.6        7.6       14.1        0.0        0.0       29.8       33.8        0.7        0.0        4.1        0.0        3.0        4.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          .          0          0          .         13          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    35,099
Positions
    19,982      8,702         18      1,819      5,997          1      9,280     13,792        295      1,764        792          0      1,940      5,502
 
Changes from:       November 17, 2015                                Total Change is:       200
       -24       -504          9        330       -120          0       -545      2,205       -214        694       -341          0        -50       -835
 
Percent of Open Interest Represented by Each Category of Trader
      56.9       24.8        0.1        5.2       17.1        0.0       26.4       39.3        0.8        5.0        2.3        0.0        5.5       15.7
 
Number of Traders in Each Category                                    Total Traders:        70 
         5          5          .          .          5          .         17         28          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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     7,882
Positions
     3,496          0          0      1,752      3,315        102      1,960      2,088          1          0        387          0        571      1,989
 
Changes from:       November 17, 2015                                Total Change is:       100
       295          0          0        -24        -28          8       -291       -214        -22          0         56          0        134        300
 
Percent of Open Interest Represented by Each Category of Trader
      44.4        0.0        0.0       22.2       42.1        1.3       24.9       26.5        0.0        0.0        4.9        0.0        7.2       25.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          4          .          .          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    51,507
Positions
    11,965     27,078      2,949      5,240      1,966        740     21,267      6,781        478      2,174      3,221          0      6,694      8,295
 
Changes from:       November 17, 2015                                Total Change is:     1,776
       -59        188        192       -193       -129        359      2,055         55        -81        259        221          0       -756        972
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       52.6        5.7       10.2        3.8        1.4       41.3       13.2        0.9        4.2        6.3        0.0       13.0       16.1
 
Number of Traders in Each Category                                    Total Traders:       104 
        17         15          5          9          .          5         30         12          .          5         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   103,013
Positions
    23,930     54,155      5,898     10,480      3,931      1,480     42,533     13,562        956      4,348      6,442          0     13,388     16,589
 
Changes from:       November 17, 2015                                Total Change is:     3,551
      -117        376        383       -386       -257        717      4,109        109       -161        517        441          0     -1,511      1,943
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       52.6        5.7       10.2        3.8        1.4       41.3       13.2        0.9        4.2        6.3        0.0       13.0       16.1
 
Number of Traders in Each Category                                    Total Traders:       104 
        17         15          5          9          .          5         30         12          .          5         13          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   678,277
Positions
    96,837     75,617     45,593    244,521    152,601     63,715     72,263    147,687     38,045     17,844     53,218      7,274     92,184     94,526
 
Changes from:       November 17, 2015                                Total Change is:    -2,594
   -11,093      7,759      5,252     -1,112       -420      2,929      6,248    -18,358        735       -339      3,822       -130     -5,083     -4,184
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       11.1        6.7       36.1       22.5        9.4       10.7       21.8        5.6        2.6        7.8        1.1       13.6       13.9
 
Number of Traders in Each Category                                    Total Traders:       579 
        33         35         36        120         71         84         82        127         79         35         74         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   102,886
Positions
    15,896     22,963      5,440     29,385     21,415      2,968      9,578     10,439        267      2,572      5,183      2,370     34,410     31,841
 
Changes from:       November 17, 2015                                Total Change is:    -2,903
    -4,970      4,621        200        295       -820       -321      1,161      1,598       -674        -87        105          0      1,493     -7,612
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       22.3        5.3       28.6       20.8        2.9        9.3       10.1        0.3        2.5        5.0        2.3       33.4       30.9
 
Number of Traders in Each Category                                    Total Traders:        65 
         6          8          .         13          5          6         14         12          5          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 2,876,955
Positions
   513,605    372,170     91,868  1,092,601    672,850    286,815    396,855    769,672    105,459     80,475    244,290     20,408    288,869    313,423
 
Changes from:       November 17, 2015                                Total Change is:     1,545
   -26,447     19,860     21,088     -6,501      2,537     15,715     40,978    -84,233     -8,499       -783     19,064     -1,128    -32,878     17,141
 
Percent of Open Interest Represented by Each Category of Trader
      17.9       12.9        3.2       38.0       23.4       10.0       13.8       26.8        3.7        2.8        8.5        0.7       10.0       10.9
 
Number of Traders in Each Category                                    Total Traders:       569 
        31         37         31        116         69         80         80        127         71         34         74         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    89,860
Positions
    15,228     23,752        891     42,808     52,909      2,230     15,373      4,877        488      2,277        263          0     10,565      4,450
 
Changes from:       November 17, 2015                                Total Change is:     3,374
    -4,712     10,154          5      5,174     -6,106        463        321     -1,282         83      2,032          0          0          8         57
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       26.4        1.0       47.6       58.9        2.5       17.1        5.4        0.5        2.5        0.3        0.0       11.8        5.0
 
Number of Traders in Each Category                                    Total Traders:        89 
         7          8          .         33         16         17         14          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    67,450
Positions
     5,833     38,750        710     31,745      8,305      1,125     17,716     10,294      1,381      2,926      2,516        282      5,731      4,088
 
Changes from:       November 17, 2015                                Total Change is:    -2,505
       170     -4,703        143       -234       -347        308     -3,261      1,566        138        326        380         -1        -95         11
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       57.5        1.1       47.1       12.3        1.7       26.3       15.3        2.0        4.3        3.7        0.4        8.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       238 
        14         25          9         40         19          9         53         40         19         22         23          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   337,248
Positions
    29,167    193,749      3,550    158,726     41,524      5,624     88,582     51,472      6,903     14,632     12,578      1,409     28,655     20,439
 
Changes from:       November 17, 2015                                Total Change is:   -12,527
       850    -23,513        715     -1,169     -1,735      1,541    -16,303      7,828        690      1,629      1,901         -7       -473         53
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       57.5        1.1       47.1       12.3        1.7       26.3       15.3        2.0        4.3        3.7        0.4        8.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       238 
        14         25          9         40         19          9         53         40         19         22         23          .
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Traders in Financial Futures - Futures Only Positions as of November 24, 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   396,081
Positions
   138,174     46,753      3,280    112,883    172,669     18,889     85,659    114,906      9,245      7,367     14,617        891     19,693     14,831
 
Changes from:       November 17, 2015                                Total Change is:     7,636
    -1,790      7,215        657      2,406     -4,606      1,407      3,740      5,440        580       -661       -839        166      1,131     -2,384
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       11.8        0.8       28.5       43.6        4.8       21.6       29.0        2.3        1.9        3.7        0.2        5.0        3.7
 
Number of Traders in Each Category                                    Total Traders:       276 
        18         16          5         52         49         23         43         62         20         15         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    53,522
Positions
     1,323      9,855          0     25,329          0      1,314     10,329     19,501        555      5,836     15,129          0      8,836      7,168
 
Changes from:       November 17, 2015                                Total Change is:       947
    -1,628        553          0        638     -1,234        903      1,414      1,092        129       -459        337          0        -50       -833
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       18.4        0.0       47.3        0.0        2.5       19.3       36.4        1.0       10.9       28.3        0.0       16.5       13.4
 
Number of Traders in Each Category                                    Total Traders:        71 
         4          7          0         20          0          5         14         16          4          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    94,872
Positions
    14,746     16,630      2,188     12,259      4,760      1,106     45,659      7,263      1,358      7,916      3,704         51      9,589     57,812
 
Changes from:       November 17, 2015                                Total Change is:    -3,212
      -132     -1,201        211       -871       -461        -51     -2,319     -3,481         60       -111       -670        -26         27      2,407
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       17.5        2.3       12.9        5.0        1.2       48.1        7.7        1.4        8.3        3.9        0.1       10.1       60.9
 
Number of Traders in Each Category                                    Total Traders:        99 
        18          8          4         11          .          .         41         10          9          6          .          .
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Traders in Financial Futures - Futures Only Positions as of November 24, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   167,917
Positions
     7,198     99,744        931    100,222     42,939      8,618     38,329      7,046      2,901      3,214      1,997          0      6,504      3,741
 
Changes from:       November 17, 2015                                Total Change is:     2,924
      -230      2,355        414      2,211     -1,483        277         35      1,325       -180        297        -46          0        100        262
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       59.4        0.6       59.7       25.6        5.1       22.8        4.2        1.7        1.9        1.2        0.0        3.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       115 
         5         15          .         41         22         19         14          5          .          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   448,159
Positions
    40,297    172,345        920    196,999    123,728     69,734     86,245     40,602      9,274     26,839     20,062      2,157     15,694      9,337
 
Changes from:       November 17, 2015                                Total Change is:     2,821
     2,009      9,676        -62     -2,683     -5,433        506     -2,940        -95        -16      5,158        410       -407      1,256     -1,758
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       38.5        0.2       44.0       27.6       15.6       19.2        9.1        2.1        6.0        4.5        0.5        3.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       256 
        20         20          4         64         42         38         32         33         15         28         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   540,362
Positions
     2,734     46,879      1,190    214,490     93,255     59,981     38,633     68,389     66,745      4,415     43,490      3,339    148,835    157,094
 
Changes from:       November 17, 2015                                Total Change is:    68,406
    -5,391      5,065       -476      4,107    -22,266     13,379     -6,244     15,979     48,271     -2,002     -2,196      2,008     14,754      8,642
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        8.7        0.2       39.7       17.3       11.1        7.1       12.7       12.4        0.8        8.0        0.6       27.5       29.1
 
Number of Traders in Each Category                                    Total Traders:       128 
         .         12          6         33         21         27         18         27         26          .         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   689,379
Positions
     8,477     72,579      2,304    342,851    113,619     79,028     31,931    233,147     81,024      9,536      7,423      1,843    132,385     98,412
 
Changes from:       November 17, 2015                                Total Change is:    66,004
       683      7,217      1,460     -6,028      8,765        804        493    -13,508     59,878        -64     -2,444      1,248      7,530      2,584
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       10.5        0.3       49.7       16.5       11.5        4.6       33.8       11.8        1.4        1.1        0.3       19.2       14.3
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          6          4         39         12         31         10         16         15          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 1,054,858
Positions
    51,836     94,029     13,190    276,304    313,516     98,273    224,403    177,564     68,793    175,298    106,613     11,690    135,071    171,190
 
Changes from:       November 17, 2015                                Total Change is:   -22,095
   -13,201    -10,295      9,464     23,543        113    -17,873    -46,518    -15,915     -1,022      3,603     -8,566      4,657     15,252     17,342
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        8.9        1.3       26.2       29.7        9.3       21.3       16.8        6.5       16.6       10.1        1.1       12.8       16.2
 
Number of Traders in Each Category                                    Total Traders:       271 
        11         33         12         48         42         41         42         38         36         20         34         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 2,762,356
Positions
    90,871    124,178     41,194    995,270    784,957    413,986    366,451    634,003    155,089    384,712    113,423     15,344    299,439    480,182
 
Changes from:       November 17, 2015                                Total Change is:   107,766
   -32,653    -21,340     12,071     38,191    -30,993     78,877     22,755     42,532     30,065    -31,839    -16,945     -8,141     -1,560     21,640
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        4.5        1.5       36.0       28.4       15.0       13.3       23.0        5.6       13.9        4.1        0.6       10.8       17.4
 
Number of Traders in Each Category                                    Total Traders:       330 
        18         22         21         52         73         74         43         68         52         22         31         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 2,782,951
Positions
    54,333    196,679     56,588  1,195,381    575,301    286,690    294,991    643,380    379,202    156,575    178,969     11,505    347,686    454,637
 
Changes from:       November 17, 2015                                Total Change is:   412,312
    19,936     12,064     10,920     99,859     24,772     26,799    -47,594     18,918    224,283     -5,797     13,326     -3,902     87,808     85,132
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        7.1        2.0       43.0       20.7       10.3       10.6       23.1       13.6        5.6        6.4        0.4       12.5       16.3
 
Number of Traders in Each Category                                    Total Traders:       271 
        10         29         14         40         51         47         33         59         39         14         35         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   829,394
Positions
   252,753    233,541    233,757        900     33,549      5,750    127,521     76,776    119,564     27,136     35,964     40,262     21,751     50,231
 
Changes from:       November 17, 2015                                Total Change is:    46,534
    -3,402    -10,083        607          0     -1,036      5,000     -6,983     15,629     33,327     10,686     -4,259      6,796        503        553
 
Percent of Open Interest Represented by Each Category of Trader
      30.5       28.2       28.2        0.1        4.0        0.7       15.4        9.3       14.4        3.3        4.3        4.9        2.6        6.1
 
Number of Traders in Each Category                                    Total Traders:       113 
        11         40         40          .          5          .         14         22         25          6         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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 is11,182,522
Positions
 2,597,387  1,226,117  2,928,279    569,938  1,695,914    299,206  1,698,668  1,423,073  1,695,941    321,645    451,121    406,069    665,389  1,056,802
 
Changes from:       November 17, 2015                                Total Change is:    95,731
   -58,330    -33,835     68,542     38,636    -12,061     24,806    -15,184     45,639     13,836      5,760    -12,351      6,986     10,679     -5,831
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       11.0       26.2        5.1       15.2        2.7       15.2       12.7       15.2        2.9        4.0        3.6        6.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       298 
        33         52         82         11         28         25         48         70         95         12         31         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    35,066
Positions
     6,869        676          0        510     16,159         30     24,577     11,236          0      2,670      6,553        323         87         89
 
Changes from:       November 17, 2015                                Total Change is:    -2,523
    -1,533       -177          0          0        436          0     -1,032     -2,705          0         71        -70         -7        -22          0
 
Percent of Open Interest Represented by Each Category of Trader
      19.6        1.9        0.0        1.5       46.1        0.1       70.1       32.0        0.0        7.6       18.7        0.9        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          .          0          .          9          .          6          9          0          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 2015                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    35,334
Positions
    11,413      2,198          0          0     14,196          1     22,777      9,692          0        974      9,170          0        169         77
 
Changes from:       November 17, 2015                                Total Change is:       742
      -383      1,565         -1          0       -853          0      1,062         78          0         47        -73          0         17         26
 
Percent of Open Interest Represented by Each Category of Trader
      32.3        6.2        0.0        0.0       40.2        0.0       64.5       27.4        0.0        2.8       26.0        0.0        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          5          0          0          9          .          7          6          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    91,193
Positions
     2,896     61,697        135     23,402         50      1,487     18,293     17,693      2,666     28,474      5,584        186     13,654      1,695
 
Changes from:       November 17, 2015                                Total Change is:     1,201
       -77        141         -9      1,414         50          0     -1,218     -1,624      1,383       -238      1,834         15        -69       -589
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       67.7        0.1       25.7        0.1        1.6       20.1       19.4        2.9       31.2        6.1        0.2       15.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       184 
         7          5          .         14          .          .         42         17         13         84         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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   286,132
Positions
    53,114     63,998     13,435     53,702     33,635     37,563     49,773     57,405     44,043      8,703      5,009      6,374     19,425     24,670
 
Changes from:       November 17, 2015                                Total Change is:   -10,893
    -7,748     -2,564     -4,122      2,665      1,477      3,601      1,570    -11,656     -1,666        -18      2,034     -3,828     -1,347      5,831
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       22.4        4.7       18.8       11.8       13.1       17.4       20.1       15.4        3.0        1.8        2.2        6.8        8.6
 
Number of Traders in Each Category                                    Total Traders:       163 
        16         13         16         14         13          8         29         42         39         12         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of November 24, 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    18,776
Positions
       190      3,058          0      3,218        845        695     12,100     13,065        484      1,733        595          0        356         34
 
Changes from:       November 17, 2015                                Total Change is:       290
       -63          0          0      1,537       -944       -985     -1,201      3,319          0      1,000     -1,097          0          2         -3
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       16.3        0.0       17.1        4.5        3.7       64.4       69.6        2.6        9.2        3.2        0.0        1.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          6          .          .          6          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated November 30, 2015