Traders in Financial Futures - Futures Only Positions as of December 1, 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   145,547
Positions
    55,054      6,312      2,693     28,701     49,547        809     15,207     39,503      2,215     18,707      2,434        409     21,752     41,625
 
Changes from:       November 24, 2015                                Total Change is:     1,805
     2,465       -378        430       -270     -2,060         -1     -2,856         61        462         45        419          0      1,530      2,872
 
Percent of Open Interest Represented by Each Category of Trader
      37.8        4.3        1.9       19.7       34.0        0.6       10.4       27.1        1.5       12.9        1.7        0.3       14.9       28.6
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          .          4          6         10          .         15         27          7         14          .          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    78,546
Positions
    55,049      2,124        256        816      2,239        420     15,166     43,298        368          0        412          0      6,471     29,429
 
Changes from:       November 24, 2015                                Total Change is:     5,601
     6,209        176          2          0        131          0       -956      2,473        181          0         11          0        165      2,627
 
Percent of Open Interest Represented by Each Category of Trader
      70.1        2.7        0.3        1.0        2.9        0.5       19.3       55.1        0.5        0.0        0.5        0.0        8.2       37.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         9          .          .          .          4          .         13         18          7          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   187,628
Positions
    91,853      7,578      4,342      5,102     60,565      2,483     50,925     53,629      6,327      9,374     14,700        233     16,989     37,771
 
Changes from:       November 24, 2015                                Total Change is:    15,238
     8,282      1,307        524        394     -1,964        419      5,283     12,321        616        119        755          0       -399      1,260
 
Percent of Open Interest Represented by Each Category of Trader
      49.0        4.0        2.3        2.7       32.3        1.3       27.1       28.6        3.4        5.0        7.8        0.1        9.1       20.1
 
Number of Traders in Each Category                                    Total Traders:       114 
        12          5          4          4         19          6         25         38         16          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   253,505
Positions
   142,906      3,270      5,445     20,485     78,195      6,492     21,448    101,731      8,665     31,546      3,169        295     16,223     46,243
 
Changes from:       November 24, 2015                                Total Change is:     5,992
    -5,000         61      2,644      2,089       -617        481      1,703     -2,139      5,290       -916      1,148        -27       -272       -849
 
Percent of Open Interest Represented by Each Category of Trader
      56.4        1.3        2.1        8.1       30.8        2.6        8.5       40.1        3.4       12.4        1.3        0.1        6.4       18.2
 
Number of Traders in Each Category                                    Total Traders:       136 
        14          .          5         11         24         10         27         48         15          .          6          .
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Traders in Financial Futures - Futures Only Positions as of December 1, 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   462,447
Positions
   162,540     19,082      4,045     98,687     97,276     13,598     40,995    197,721      7,525     86,830     33,296      4,345     43,882     85,559
 
Changes from:       November 24, 2015                                Total Change is:    17,821
     2,005       -168        771     10,569      5,348        883       -305      4,539      1,370        996      2,307         89      1,443      2,682
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        4.1        0.9       21.3       21.0        2.9        8.9       42.8        1.6       18.8        7.2        0.9        9.5       18.5
 
Number of Traders in Each Category                                    Total Traders:       259 
        19         12          9         29         33         27         21         70         20         35         39         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   154,800
Positions
   104,567     14,882      1,166      5,555     39,212      1,629     20,082     32,980      1,500      1,945     32,229         43     18,313     31,159
 
Changes from:       November 24, 2015                                Total Change is:     2,215
    -5,324     12,150        385      1,449        219          0        902    -10,771        682        462        927          0      3,659     -1,377
 
Percent of Open Interest Represented by Each Category of Trader
      67.5        9.6        0.8        3.6       25.3        1.1       13.0       21.3        1.0        1.3       20.8        0.0       11.8       20.1
 
Number of Traders in Each Category                                    Total Traders:        92 
         9          5          4          5         11          4         22         24         13          .         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    41,692
Positions
    28,783     31,837      5,535      2,737          0          0      2,205      3,008        593      1,025        113          0        814        606
 
Changes from:       November 24, 2015                                Total Change is:       -97
        -7       -386        386         73          0          0       -628        -65          1        104       -174          0        -26        141
 
Percent of Open Interest Represented by Each Category of Trader
      69.0       76.4       13.3        6.6        0.0        0.0        5.3        7.2        1.4        2.5        0.3        0.0        2.0        1.5
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          6          4          .          0          0          5          4          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   186,826
Positions
    53,130     77,773     15,732     51,447      5,231        610     45,561     59,300     13,391      2,847      9,615        291      3,817      4,883
 
Changes from:       November 24, 2015                                Total Change is:    -2,237
       200      3,521          1        150          6          0     -1,754     -4,498       -413        102       -476         26       -549       -404
 
Percent of Open Interest Represented by Each Category of Trader
      28.4       41.6        8.4       27.5        2.8        0.3       24.4       31.7        7.2        1.5        5.1        0.2        2.0        2.6
 
Number of Traders in Each Category                                    Total Traders:       122 
         .         10          4          6          8          .         25         46         13         15          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    44,265
Positions
    13,296     14,232     10,433      5,088          0          0      9,728     11,879      4,561          0      1,368          6      1,153      1,786
 
Changes from:       November 24, 2015                                Total Change is:    13,722
      -400       -915      8,121        796          0          0        633      1,558      4,332          0        131          6        234        489
 
Percent of Open Interest Represented by Each Category of Trader
      30.0       32.2       23.6       11.5        0.0        0.0       22.0       26.8       10.3        0.0        3.1        0.0        2.6        4.0
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          .          0          0          .         12          .          0          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    36,623
Positions
    20,326     10,594         18      2,060      5,983          1      9,223     13,226        434      1,880        722          0      2,681      5,645
 
Changes from:       November 24, 2015                                Total Change is:     1,524
       344      1,892          0        241        -14          0        -57       -566        139        116        -70          0        741        143
 
Percent of Open Interest Represented by Each Category of Trader
      55.5       28.9        0.0        5.6       16.3        0.0       25.2       36.1        1.2        5.1        2.0        0.0        7.3       15.4
 
Number of Traders in Each Category                                    Total Traders:        68 
         5          6          .          .          5          .         18         24          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     8,965
Positions
     3,995          0          0      1,695      4,316         91      2,692      2,273         23          0        387          0        469      1,875
 
Changes from:       November 24, 2015                                Total Change is:     1,083
       499          0          0        -57      1,001        -11        732        185         22          0          0          0       -102       -114
 
Percent of Open Interest Represented by Each Category of Trader
      44.6        0.0        0.0       18.9       48.1        1.0       30.0       25.4        0.3        0.0        4.3        0.0        5.2       20.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          0          0          .          5          .          4          7          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    53,404
Positions
    12,122     28,965      2,931      5,639      1,883        742     21,911      7,020        562      2,398      3,401          0      7,100      7,901
 
Changes from:       November 24, 2015                                Total Change is:     1,897
       157      1,888        -19        399        -83          2        645        239         84        224        180          0        406       -394
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       54.2        5.5       10.6        3.5        1.4       41.0       13.1        1.1        4.5        6.4        0.0       13.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       110 
        17         16          5         10          .          5         32         13          .          6         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   106,807
Positions
    24,244     57,930      5,861     11,278      3,765      1,483     43,822     14,040      1,124      4,796      6,802          0     14,199     15,802
 
Changes from:       November 24, 2015                                Total Change is:     3,794
       314      3,775        -37        798       -166          3      1,289        478        168        448        360          0        811       -787
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       54.2        5.5       10.6        3.5        1.4       41.0       13.1        1.1        4.5        6.4        0.0       13.3       14.8
 
Number of Traders in Each Category                                    Total Traders:       110 
        17         16          5         10          .          5         32         13          .          6         14          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   685,208
Positions
    90,454     80,957     51,000    242,649    147,479     66,153     76,721    144,596     43,504     17,840     53,014      8,580     88,307     89,926
 
Changes from:       November 24, 2015                                Total Change is:     6,931
    -6,383      5,339      5,406     -1,872     -5,122      2,439      4,458     -3,091      5,459         -4       -205      1,306     -3,877     -4,600
 
Percent of Open Interest Represented by Each Category of Trader
      13.2       11.8        7.4       35.4       21.5        9.7       11.2       21.1        6.3        2.6        7.7        1.3       12.9       13.1
 
Number of Traders in Each Category                                    Total Traders:       564 
        32         36         36        120         69         83         88        118         73         37         63         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   103,937
Positions
    13,294     26,263      5,645     32,410     21,693      2,910     11,497     11,345        608      2,586      5,421      2,370     32,617     27,682
 
Changes from:       November 24, 2015                                Total Change is:     1,051
    -2,602      3,300        205      3,025        278        -58      1,919        906        341         14        238          0     -1,793     -4,159
 
Percent of Open Interest Represented by Each Category of Trader
      12.8       25.3        5.4       31.2       20.9        2.8       11.1       10.9        0.6        2.5        5.2        2.3       31.4       26.6
 
Number of Traders in Each Category                                    Total Traders:        70 
         6          9          4         14          5          7         16         13          6          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,906,354
Positions
   503,778    391,444    108,797  1,080,511    658,243    286,903    417,509    757,646    123,088     80,325    242,018     26,995    278,448    311,220
 
Changes from:       November 24, 2015                                Total Change is:    29,399
    -9,827     19,274     16,929    -12,090    -14,607         88     20,654    -12,026     17,629       -150     -2,272      6,587    -10,421     -2,203
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       13.5        3.7       37.2       22.6        9.9       14.4       26.1        4.2        2.8        8.3        0.9        9.6       10.7
 
Number of Traders in Each Category                                    Total Traders:       553 
        29         39         31        114         69         79         84        120         62         35         63         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    90,314
Positions
    13,297     26,496        907     42,929     50,638      2,313     19,245      5,606        395        245        263          0     10,983      3,696
 
Changes from:       November 24, 2015                                Total Change is:       454
    -1,931      2,744         16        121     -2,271         83      3,872        729        -93     -2,032          0          0        418       -754
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       29.3        1.0       47.5       56.1        2.6       21.3        6.2        0.4        0.3        0.3        0.0       12.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        90 
         6          9          .         32         14         15         18          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    69,314
Positions
     6,324     38,033        697     32,323     10,197      1,032     18,169     10,922      1,355      2,982      2,293        271      6,161      4,513
 
Changes from:       November 24, 2015                                Total Change is:     1,865
       490       -717        -13        578      1,892        -92        453        628        -25         56       -223        -11        430        425
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       54.9        1.0       46.6       14.7        1.5       26.2       15.8        2.0        4.3        3.3        0.4        8.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       234 
        15         25          9         40         19          8         53         38         20         23         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   346,572
Positions
    31,618    190,166      3,487    161,615     50,984      5,162     90,845     54,612      6,777     14,911     11,465      1,353     30,804     22,566
 
Changes from:       November 24, 2015                                Total Change is:     9,324
     2,451     -3,583        -63      2,889      9,460       -462      2,263      3,140       -126        279     -1,113        -56      2,149      2,127
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       54.9        1.0       46.6       14.7        1.5       26.2       15.8        2.0        4.3        3.3        0.4        8.9        6.5
 
Number of Traders in Each Category                                    Total Traders:       234 
        15         25          9         40         19          8         53         38         20         23         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   397,933
Positions
   130,906     49,969      4,460    110,861    170,383     21,315     90,920    112,030     11,056      7,967     13,679        695     19,753     14,346
 
Changes from:       November 24, 2015                                Total Change is:     1,852
    -7,268      3,216      1,180     -2,022     -2,286      2,426      5,261     -2,876      1,811        600       -938       -196         60       -485
 
Percent of Open Interest Represented by Each Category of Trader
      32.9       12.6        1.1       27.9       42.8        5.4       22.8       28.2        2.8        2.0        3.4        0.2        5.0        3.6
 
Number of Traders in Each Category                                    Total Traders:       278 
        17         16          6         53         50         24         46         60         18         18         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    51,941
Positions
     1,488     10,201          0     24,594        573        161      9,835     18,426        546      6,587     14,694          0      8,730      7,340
 
Changes from:       November 24, 2015                                Total Change is:    -1,581
       165        346          0       -735        573     -1,153       -494     -1,075         -9        751       -435          0       -106        172
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       19.6        0.0       47.3        1.1        0.3       18.9       35.5        1.1       12.7       28.3        0.0       16.8       14.1
 
Number of Traders in Each Category                                    Total Traders:        66 
         4          7          0         19          .          .         12         14          .          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    97,519
Positions
    17,201     17,878      2,115     11,994      5,087      1,086     46,076     10,440      1,561      7,956      2,439         51      9,479     56,862
 
Changes from:       November 24, 2015                                Total Change is:     2,647
     2,455      1,248        -73       -265        327        -20        417      3,177        203         40     -1,265          0       -110       -950
 
Percent of Open Interest Represented by Each Category of Trader
      17.6       18.3        2.2       12.3        5.2        1.1       47.2       10.7        1.6        8.2        2.5        0.1        9.7       58.3
 
Number of Traders in Each Category                                    Total Traders:        97 
        19          9          4         10          .          .         38         11          8          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   169,266
Positions
     7,379    103,307        804    101,261     42,106      8,865     38,285      5,966      2,949      3,260      1,819          0      6,463      3,450
 
Changes from:       November 24, 2015                                Total Change is:     1,349
       181      3,563       -127      1,039       -833        247        -44     -1,080         48         46       -178          0        -41       -291
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       61.0        0.5       59.8       24.9        5.2       22.6        3.5        1.7        1.9        1.1        0.0        3.8        2.0
 
Number of Traders in Each Category                                    Total Traders:       114 
         5         15          .         41         22         19         14          5          .          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   442,707
Positions
    39,773    166,132      3,364    190,495    119,004     81,384     79,116     34,281      9,929     22,170     15,508      2,616     13,860     10,489
 
Changes from:       November 24, 2015                                Total Change is:    -5,452
      -524     -6,213      2,444     -6,504     -4,724     11,650     -7,129     -6,321        655     -4,669     -4,554        459     -1,834      1,152
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       37.5        0.8       43.0       26.9       18.4       17.9        7.7        2.2        5.0        3.5        0.6        3.1        2.4
 
Number of Traders in Each Category                                    Total Traders:       247 
        22         20          5         60         45         39         29         29         15         25         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   524,811
Positions
     4,375     55,273      2,105    235,135    102,566     68,234     34,029     74,089     28,498      3,113     51,128        336    148,986    142,582
 
Changes from:       November 24, 2015                                Total Change is:   -15,551
     1,641      8,394        915     20,645      9,311      8,253     -4,604      5,700    -38,247     -1,302      7,638     -3,003        151    -14,512
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       10.5        0.4       44.8       19.5       13.0        6.5       14.1        5.4        0.6        9.7        0.1       28.4       27.2
 
Number of Traders in Each Category                                    Total Traders:       135 
         .         16          6         36         21         28         13         33         15          .         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   653,061
Positions
     5,745     85,970        398    359,697    112,059     80,016     35,521    223,075     46,495     10,476     13,526      1,275    113,438     90,247
 
Changes from:       November 24, 2015                                Total Change is:   -36,318
    -2,732     13,391     -1,906     16,846     -1,560        988      3,590    -10,072    -34,529        940      6,103       -568    -18,947     -8,165
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       13.2        0.1       55.1       17.2       12.3        5.4       34.2        7.1        1.6        2.1        0.2       17.4       13.8
 
Number of Traders in Each Category                                    Total Traders:        96 
         .          7          .         41         13         32         10         15         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   983,589
Positions
    39,991     75,317      8,781    275,479    310,412     97,495    231,114    171,420     53,828    153,135    110,508      5,474    118,292    150,354
 
Changes from:       November 24, 2015                                Total Change is:   -71,269
   -11,845    -18,712     -4,409       -825     -3,104       -778      6,711     -6,144    -14,965    -22,163      3,895     -6,216    -16,779    -20,836
 
Percent of Open Interest Represented by Each Category of Trader
       4.1        7.7        0.9       28.0       31.6        9.9       23.5       17.4        5.5       15.6       11.2        0.6       12.0       15.3
 
Number of Traders in Each Category                                    Total Traders:       253 
        12         24         12         48         39         38         42         35         33         17         35          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,780,808
Positions
    72,678    155,150     23,283  1,066,464    781,739    344,876    405,788    686,121    178,027    372,009    138,462     19,714    297,969    453,436
 
Changes from:       November 24, 2015                                Total Change is:    18,452
   -18,193     30,972    -17,911     71,194     -3,218    -69,110     39,337     52,118     22,938    -12,703     25,039      4,370     -1,470    -26,746
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        5.6        0.8       38.4       28.1       12.4       14.6       24.7        6.4       13.4        5.0        0.7       10.7       16.3
 
Number of Traders in Each Category                                    Total Traders:       344 
        15         27         17         53         75         66         48         67         43         22         37         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 2,508,295
Positions
    46,603    213,993     35,114  1,261,039    583,331    263,761    275,006    688,645    170,130    173,941    193,924      6,808    275,893    352,589
 
Changes from:       November 24, 2015                                Total Change is:  -274,656
    -7,730     17,314    -21,474     65,658      8,030    -22,929    -19,985     45,265   -209,072     17,366     14,955     -4,697    -71,793   -102,048
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        8.5        1.4       50.3       23.3       10.5       11.0       27.5        6.8        6.9        7.7        0.3       11.0       14.1
 
Number of Traders in Each Category                                    Total Traders:       281 
         9         34         13         41         52         45         31         61         32         14         39          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   662,350
Positions
   207,253    127,364    200,661          0     28,305      9,750     64,795     90,889     99,228     34,387     36,283     24,547     21,729     45,323
 
Changes from:       November 24, 2015                                Total Change is:  -167,044
   -45,500   -106,177    -33,096       -900     -5,244      4,000    -62,726     14,113    -20,336      7,251        319    -15,715        -22     -4,908
 
Percent of Open Interest Represented by Each Category of Trader
      31.3       19.2       30.3        0.0        4.3        1.5        9.8       13.7       15.0        5.2        5.5        3.7        3.3        6.8
 
Number of Traders in Each Category                                    Total Traders:        98 
        11         31         35          0          4          .         16         21         29          4          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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 is11,377,628
Positions
 2,625,506  1,288,965  2,907,090    601,024  1,699,984    305,418  1,770,753  1,490,850  1,667,533    317,956    472,075    442,663    739,685  1,103,050
 
Changes from:       November 24, 2015                                Total Change is:   195,106
    28,119     62,848    -21,189     31,086      4,070      6,212     72,085     67,777    -28,408     -3,689     20,954     36,594     74,296     46,248
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       11.3       25.6        5.3       14.9        2.7       15.6       13.1       14.7        2.8        4.1        3.9        6.5        9.7
 
Number of Traders in Each Category                                    Total Traders:       302 
        30         55         80         10         29         26         42         77         95         10         34         30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    34,585
Positions
     6,659        576          0        510     16,088         30     24,422     11,294          0      2,520      6,177        328        116         92
 
Changes from:       November 24, 2015                                Total Change is:      -481
      -210       -100          0          0        -71          0       -155         58          0       -150       -376          5         29          3
 
Percent of Open Interest Represented by Each Category of Trader
      19.3        1.7        0.0        1.5       46.5        0.1       70.6       32.7        0.0        7.3       17.9        0.9        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0          .          9          .          6          9          0          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    33,290
Positions
    11,151      1,501          0          0     14,105          1     21,142      8,970          0        844      8,615          0        152         98
 
Changes from:       November 24, 2015                                Total Change is:    -2,044
      -262       -697          0          0        -91          0     -1,635       -722          0       -130       -555          0        -17         21
 
Percent of Open Interest Represented by Each Category of Trader
      33.5        4.5        0.0        0.0       42.4        0.0       63.5       26.9        0.0        2.5       25.9        0.0        0.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          0          9          .          6          6          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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    95,037
Positions
     2,844     62,011        145     23,772         50      1,527     18,612     19,496      3,930     29,470      4,941        177     14,560      2,760
 
Changes from:       November 24, 2015                                Total Change is:     3,844
       -52        314         10        370          0         40        319      1,803      1,264        996       -643         -9        906      1,065
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       65.2        0.2       25.0        0.1        1.6       19.6       20.5        4.1       31.0        5.2        0.2       15.3        2.9
 
Number of Traders in Each Category                                    Total Traders:       200 
         7          6          .         14          .          .         46         18         16         94         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 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   312,156
Positions
    62,527     66,601     14,732     52,516     35,776     42,670     51,355     67,815     47,053     11,889      4,855      6,674     22,740     25,980
 
Changes from:       November 24, 2015                                Total Change is:    26,024
     9,413      2,603      1,297     -1,186      2,141      5,107      1,582     10,410      3,010      3,186       -154        300      3,315      1,310
 
Percent of Open Interest Represented by Each Category of Trader
      20.0       21.3        4.7       16.8       11.5       13.7       16.5       21.7       15.1        3.8        1.6        2.1        7.3        8.3
 
Number of Traders in Each Category                                    Total Traders:       176 
        16         10         13         14         15          9         34         42         45         18         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 1, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    20,942
Positions
       265      3,058          0      2,385      1,254      1,719     13,731     13,804        484      1,983        595          0        375         28
 
Changes from:       November 24, 2015                                Total Change is:     2,166
        75          0          0       -833        409      1,024      1,631        739          0        250          0          0         19         -6
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       14.6        0.0       11.4        6.0        8.2       65.6       65.9        2.3        9.5        2.8        0.0        1.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          5          .          .          7          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 4, 2015