Traders in Financial Futures - Futures Only Positions as of December 8, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   162,857
Positions
    57,892      6,508      2,212     30,731     54,401        825     25,925     45,545      5,121     16,834      3,089        509     22,808     44,647
 
Changes from:       December 1, 2015                                 Total Change is:    17,310
     2,838        196       -481      2,030      4,854         16     10,718      6,042      2,906     -1,873        655        100      1,056      3,022
 
Percent of Open Interest Represented by Each Category of Trader
      35.5        4.0        1.4       18.9       33.4        0.5       15.9       28.0        3.1       10.3        1.9        0.3       14.0       27.4
 
Number of Traders in Each Category                                    Total Traders:        91 
         8          5          4          6         10          .         17         30          9         11          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    77,258
Positions
    49,680      1,413      2,575        816      2,236        420      8,507     37,641      9,323          0          0          0      5,937     23,650
 
Changes from:       December 1, 2015                                 Total Change is:    -1,288
    -5,369       -711      2,319          0         -3          0     -6,659     -5,657      8,955          0       -412          0       -534     -5,779
 
Percent of Open Interest Represented by Each Category of Trader
      64.3        1.8        3.3        1.1        2.9        0.5       11.0       48.7       12.1        0.0        0.0        0.0        7.7       30.6
 
Number of Traders in Each Category                                    Total Traders:        44 
         8          .          5          .          4          .         11         17         12          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   200,245
Positions
    90,930      7,169     10,428     10,064     60,904      1,902     45,881     59,125     10,204     14,535     13,524        233     16,068     36,756
 
Changes from:       December 1, 2015                                 Total Change is:    12,617
      -923       -409      6,086      4,962        339       -581     -5,044      5,496      3,877      5,161     -1,176          0       -921     -1,015
 
Percent of Open Interest Represented by Each Category of Trader
      45.4        3.6        5.2        5.0       30.4        0.9       22.9       29.5        5.1        7.3        6.8        0.1        8.0       18.4
 
Number of Traders in Each Category                                    Total Traders:       115 
         8          8          6          4         20          6         25         38         21          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   246,055
Positions
   135,238      5,253      3,183     21,077     67,145      5,939     16,710     99,741     14,861     32,098      2,477        350     16,599     47,106
 
Changes from:       December 1, 2015                                 Total Change is:    -7,450
    -7,668      1,983     -2,262        592    -11,050       -553     -4,738     -1,990      6,196        552       -692         55        376        863
 
Percent of Open Interest Represented by Each Category of Trader
      55.0        2.1        1.3        8.6       27.3        2.4        6.8       40.5        6.0       13.0        1.0        0.1        6.7       19.1
 
Number of Traders in Each Category                                    Total Traders:       124 
        11          5          4          9         25          9         19         47         24          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   474,921
Positions
   146,745     19,646     10,880     93,784     99,646     13,453     42,876    182,251     25,454     78,585     35,670      4,164     58,980     83,757
 
Changes from:       December 1, 2015                                 Total Change is:    12,474
   -15,795        564      6,835     -4,903      2,370       -145      1,881    -15,470     17,929     -8,245      2,374       -181     15,098     -1,802
 
Percent of Open Interest Represented by Each Category of Trader
      30.9        4.1        2.3       19.7       21.0        2.8        9.0       38.4        5.4       16.5        7.5        0.9       12.4       17.6
 
Number of Traders in Each Category                                    Total Traders:       244 
        19         13         14         25         33         26         26         58         28         30         37         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   162,139
Positions
   104,494     29,065      5,925      3,587     32,821      1,026     19,485     24,724      8,262      1,153     31,570          0     18,207     28,746
 
Changes from:       December 1, 2015                                 Total Change is:     7,339
       -73     14,183      4,759     -1,968     -6,391       -603       -597     -8,256      6,762       -792       -659        -43       -106     -2,413
 
Percent of Open Interest Represented by Each Category of Trader
      64.4       17.9        3.7        2.2       20.2        0.6       12.0       15.2        5.1        0.7       19.5        0.0       11.2       17.7
 
Number of Traders in Each Category                                    Total Traders:        96 
         9          9          6          4         11          4         20         27         18          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    43,941
Positions
    28,675     31,103      6,019      3,360          0          0      2,034      3,876        592        771        113      1,608        882        630
 
Changes from:       December 1, 2015                                 Total Change is:     2,249
      -108       -734        484        623          0          0       -171        868         -1       -254          0      1,608         68         24
 
Percent of Open Interest Represented by Each Category of Trader
      65.3       70.8       13.7        7.6        0.0        0.0        4.6        8.8        1.3        1.8        0.3        3.7        2.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          6          4          .          0          0          4          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   199,890
Positions
    53,584     78,034     26,852     49,650      6,309        614     43,543     52,897     17,687      2,883      8,967      1,964      3,113      6,566
 
Changes from:       December 1, 2015                                 Total Change is:    13,064
       454        261     11,120     -1,797      1,078          4     -2,018     -6,403      4,296         36       -648      1,673       -704      1,683
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       39.0       13.4       24.8        3.2        0.3       21.8       26.5        8.8        1.4        4.5        1.0        1.6        3.3
 
Number of Traders in Each Category                                    Total Traders:       121 
         .         10          5          .          9          .         19         49         18         13         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    21,369
Positions
     1,806     12,416        404      4,635          0          0     13,346      6,061          5        318      1,071          0        855      1,412
 
Changes from:       December 1, 2015                                 Total Change is:   -22,896
   -11,490     -1,816    -10,029       -453          0          0      3,618     -5,818     -4,556        318       -297         -6       -298       -374
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       58.1        1.9       21.7        0.0        0.0       62.5       28.4        0.0        1.5        5.0        0.0        4.0        6.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          .          0          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    38,425
Positions
    18,659     14,034      1,280      2,053      5,170          1      9,959     11,457      1,129      2,625        860          0      2,719      4,494
 
Changes from:       December 1, 2015                                 Total Change is:     1,802
    -1,667      3,440      1,262         -7       -813          0        736     -1,769        695        745        138          0         38     -1,151
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       36.5        3.3        5.3       13.5        0.0       25.9       29.8        2.9        6.8        2.2        0.0        7.1       11.7
 
Number of Traders in Each Category                                    Total Traders:        64 
         5          6          4          .          4          .         16         21          9          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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     8,473
Positions
     3,794          0          3      1,690      3,260         74      1,867      2,473        605          0        380          0        440      1,678
 
Changes from:       December 1, 2015                                 Total Change is:      -492
      -201          0          3         -5     -1,056        -17       -825        200        582          0         -7          0        -29       -197
 
Percent of Open Interest Represented by Each Category of Trader
      44.8        0.0        0.0       19.9       38.5        0.9       22.0       29.2        7.1        0.0        4.5        0.0        5.2       19.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          0          .          .          4          .          .          8          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    51,296
Positions
    11,875     27,309      5,497      5,239      2,326        528     18,175      6,243      1,152      2,335      1,374          0      6,497      6,869
 
Changes from:       December 1, 2015                                 Total Change is:    -2,108
      -248     -1,657      2,567       -401        443       -214     -3,736       -777        590        -63     -2,027          0       -603     -1,033
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       53.2       10.7       10.2        4.5        1.0       35.4       12.2        2.2        4.6        2.7        0.0       12.7       13.4
 
Number of Traders in Each Category                                    Total Traders:       104 
        19         16          8          9          4          5         29         15          5          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   102,591
Positions
    23,749     54,617     10,994     10,477      4,651      1,055     36,350     12,486      2,303      4,670      2,748          0     12,993     13,737
 
Changes from:       December 1, 2015                                 Total Change is:    -4,216
      -495     -3,313      5,133       -801        886       -428     -7,472     -1,554      1,179       -126     -4,054          0     -1,206     -2,065
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       53.2       10.7       10.2        4.5        1.0       35.4       12.2        2.2        4.6        2.7        0.0       12.7       13.4
 
Number of Traders in Each Category                                    Total Traders:       104 
        19         16          8          9          4          5         29         15          5          6          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   689,577
Positions
    75,738     88,377     70,398    234,893    144,602     69,869     86,774    139,008     43,030     18,439     49,423      8,035     82,401     76,834
 
Changes from:       December 1, 2015                                 Total Change is:     4,370
   -14,716      7,420     19,398     -7,757     -2,877      3,715     10,053     -5,588       -473        598     -3,590       -544     -5,905    -13,092
 
Percent of Open Interest Represented by Each Category of Trader
      11.0       12.8       10.2       34.1       21.0       10.1       12.6       20.2        6.2        2.7        7.2        1.2       11.9       11.1
 
Number of Traders in Each Category                                    Total Traders:       558 
        34         37         39        117         72         85         87        109         76         38         62         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   102,931
Positions
    14,766     37,005      5,114     30,814     21,879      5,895     10,910      6,345        367      2,611      5,461      2,346     30,108     18,519
 
Changes from:       December 1, 2015                                 Total Change is:    -1,006
     1,472     10,742       -531     -1,596        186      2,985       -587     -5,000       -241         25         40        -24     -2,509     -9,163
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       36.0        5.0       29.9       21.3        5.7       10.6        6.2        0.4        2.5        5.3        2.3       29.3       18.0
 
Number of Traders in Each Category                                    Total Traders:        68 
         5         10          5         14          5          8         14         12          5          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,933,232
Positions
   449,584    401,582    181,698  1,048,969    642,192    291,293    452,484    736,480    140,152     81,755    222,429     25,830    261,467    291,576
 
Changes from:       December 1, 2015                                 Total Change is:    26,878
   -54,194     10,138     72,901    -31,542    -16,051      4,390     34,975    -21,166     17,064      1,430    -19,589     -1,165    -16,981    -19,644
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       13.7        6.2       35.8       21.9        9.9       15.4       25.1        4.8        2.8        7.6        0.9        8.9        9.9
 
Number of Traders in Each Category                                    Total Traders:       547 
        32         39         34        113         70         80         83        111         65         36         62         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    87,492
Positions
    11,912     20,544        849     42,433     55,064      1,698     19,184      5,059        460        266        263          0     10,690      3,555
 
Changes from:       December 1, 2015                                 Total Change is:    -2,822
    -1,385     -5,952        -58       -496      4,426       -615        -61       -547         65         21          0          0       -293       -141
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       23.5        1.0       48.5       62.9        1.9       21.9        5.8        0.5        0.3        0.3        0.0       12.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          8          .         30         16         15         17          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    67,445
Positions
     6,442     35,165      1,107     31,643     10,533        788     17,180     11,962      1,356      2,831      2,171        352      5,747      4,011
 
Changes from:       December 1, 2015                                 Total Change is:    -1,870
       118     -2,868        410       -680        336       -244       -989      1,039          0       -152       -122         81       -414       -502
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       52.1        1.6       46.9       15.6        1.2       25.5       17.7        2.0        4.2        3.2        0.5        8.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        16         22          9         41         20          8         57         38         18         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   337,224
Positions
    32,209    175,827      5,536    158,216     52,666      3,940     85,899     59,808      6,779     14,153     10,856      1,758     28,734     20,054
 
Changes from:       December 1, 2015                                 Total Change is:    -9,348
       591    -14,339      2,049     -3,399      1,682     -1,222     -4,946      5,196          2       -758       -609        405     -2,070     -2,512
 
Percent of Open Interest Represented by Each Category of Trader
       9.6       52.1        1.6       46.9       15.6        1.2       25.5       17.7        2.0        4.2        3.2        0.5        8.5        5.9
 
Number of Traders in Each Category                                    Total Traders:       234 
        16         22          9         41         20          8         57         38         18         20         19          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   383,714
Positions
   117,590     48,954      4,818    108,996    158,121     21,815     95,204    108,718     10,289      5,668     13,867        437     18,897     16,695
 
Changes from:       December 1, 2015                                 Total Change is:   -14,219
   -13,316     -1,015        358     -1,865    -12,262        500      4,284     -3,312       -767     -2,299        188       -258       -856      2,349
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       12.8        1.3       28.4       41.2        5.7       24.8       28.3        2.7        1.5        3.6        0.1        4.9        4.4
 
Number of Traders in Each Category                                    Total Traders:       270 
        19         14          6         52         51         24         43         57         19         14         19          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    65,715
Positions
     1,192     10,617      7,295     21,523        573        241     10,150     17,480      2,047      6,355     14,762      4,210     12,702      8,490
 
Changes from:       December 1, 2015                                 Total Change is:    13,774
      -296        416      7,295     -3,071          0         80        315       -946      1,501       -232         68      4,210      3,972      1,150
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       16.2       11.1       32.8        0.9        0.4       15.4       26.6        3.1        9.7       22.5        6.4       19.3       12.9
 
Number of Traders in Each Category                                    Total Traders:        70 
         4          8          4         18          .          .         14         15          6          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   106,729
Positions
    20,593     18,719      4,029      9,520      5,158      1,571     41,424     10,183      3,443      7,059      2,157        251     18,839     61,218
 
Changes from:       December 1, 2015                                 Total Change is:     9,210
     3,392        841      1,914     -2,474         71        485     -4,652       -257      1,882       -897       -282        200      9,360      4,356
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       17.5        3.8        8.9        4.8        1.5       38.8        9.5        3.2        6.6        2.0        0.2       17.7       57.4
 
Number of Traders in Each Category                                    Total Traders:        97 
        20         11          9          9          .          .         36         12         13          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   176,912
Positions
     7,527    107,898        847    102,336     47,572      8,478     45,053      3,606      3,127      3,218      1,836          0      6,326      3,548
 
Changes from:       December 1, 2015                                 Total Change is:     7,646
       148      4,591         43      1,075      5,466       -387      6,768     -2,360        178        -42         17          0       -137         98
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       61.0        0.5       57.8       26.9        4.8       25.5        2.0        1.8        1.8        1.0        0.0        3.6        2.0
 
Number of Traders in Each Category                                    Total Traders:       118 
         5         14          .         39         24         19         19          5          4          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   454,859
Positions
    38,919    161,596      6,460    196,596    127,593     78,718     81,919     38,923     11,675     18,002     16,042      2,599     19,971     11,253
 
Changes from:       December 1, 2015                                 Total Change is:    12,152
      -854     -4,536      3,096      6,101      8,589     -2,666      2,803      4,642      1,746     -4,168        534        -17      6,111        764
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       35.5        1.4       43.2       28.1       17.3       18.0        8.6        2.6        4.0        3.5        0.6        4.4        2.5
 
Number of Traders in Each Category                                    Total Traders:       252 
        21         22          8         61         45         38         30         32         18         22         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   528,173
Positions
     6,898     52,210      4,815    255,539    123,452     66,981     40,082     68,134     18,480      3,240     54,649      1,149    130,989    138,303
 
Changes from:       December 1, 2015                                 Total Change is:     3,362
     2,523     -3,063      2,710     20,404     20,886     -1,253      6,053     -5,955    -10,018        127      3,521        813    -17,997     -4,279
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        9.9        0.9       48.4       23.4       12.7        7.6       12.9        3.5        0.6       10.3        0.2       24.8       26.2
 
Number of Traders in Each Category                                    Total Traders:       133 
         4         12          5         36         22         30         17         28         13          .         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   635,543
Positions
     5,530     77,319      1,999    369,942    112,627     69,422     31,477    235,810     35,407     10,129     13,557        594    111,043     88,808
 
Changes from:       December 1, 2015                                 Total Change is:   -17,518
      -215     -8,651      1,601     10,245        568    -10,594     -4,044     12,735    -11,088       -347         31       -681     -2,395     -1,439
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       12.2        0.3       58.2       17.7       10.9        5.0       37.1        5.6        1.6        2.1        0.1       17.5       14.0
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          8          .         45         12         33          9         14         12          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   970,634
Positions
    54,013     82,842      1,605    282,642    300,638    103,719    223,389    167,943     50,398    148,362    114,481      3,849    102,657    145,159
 
Changes from:       December 1, 2015                                 Total Change is:   -12,955
    14,022      7,525     -7,176      7,163     -9,774      6,224     -7,725     -3,477     -3,430     -4,773      3,973     -1,625    -15,635     -5,195
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        8.5        0.2       29.1       31.0       10.7       23.0       17.3        5.2       15.3       11.8        0.4       10.6       15.0
 
Number of Traders in Each Category                                    Total Traders:       255 
        12         30          5         48         37         39         39         35         28         18         36         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,686,036
Positions
    68,053    147,954     29,966  1,025,306    783,292    376,748    406,246    628,267    125,891    361,014    136,388     14,156    278,656    443,374
 
Changes from:       December 1, 2015                                 Total Change is:   -94,772
    -4,625     -7,196      6,683    -41,158      1,553     31,872        458    -57,854    -52,136    -10,995     -2,074     -5,558    -19,313    -10,062
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        5.5        1.1       38.2       29.2       14.0       15.1       23.4        4.7       13.4        5.1        0.5       10.4       16.5
 
Number of Traders in Each Category                                    Total Traders:       352 
        12         33         19         52         79         69         49         68         45         21         38         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 2,399,794
Positions
    31,173    222,852     38,501  1,292,449    555,898    261,759    259,359    685,328     80,182    186,653    188,464      7,453    242,265    359,357
 
Changes from:       December 1, 2015                                 Total Change is:  -108,501
   -15,430      8,859      3,387     31,410    -27,433     -2,002    -15,647     -3,317    -89,948     12,712     -5,460        645    -33,628      6,768
 
Percent of Open Interest Represented by Each Category of Trader
       1.3        9.3        1.6       53.9       23.2       10.9       10.8       28.6        3.3        7.8        7.9        0.3       10.1       15.0
 
Number of Traders in Each Category                                    Total Traders:       279 
         9         32         11         43         50         48         32         59         29         14         40          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   676,945
Positions
   260,516    161,114    168,586          0     30,162      9,751     47,348     83,724    112,258     31,795     41,495     22,325     24,366     47,530
 
Changes from:       December 1, 2015                                 Total Change is:    14,595
    53,263     33,750    -32,075          0      1,857          1    -17,447     -7,165     13,030     -2,592      5,212     -2,222      2,637      2,207
 
Percent of Open Interest Represented by Each Category of Trader
      38.5       23.8       24.9        0.0        4.5        1.4        7.0       12.4       16.6        4.7        6.1        3.3        3.6        7.0
 
Number of Traders in Each Category                                    Total Traders:       100 
        14         30         34          0          5          .         14         21         27          .          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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 is11,395,081
Positions
 2,622,988  1,372,655  2,895,057    696,730  1,634,306    331,827  1,679,186  1,480,554  1,737,995    353,170    450,192    445,640    632,488  1,046,855
 
Changes from:       December 1, 2015                                 Total Change is:    17,453
    -2,518     83,690    -12,033     95,706    -65,678     26,409    -91,567    -10,296     70,462     35,214    -21,883      2,977   -107,197    -56,195
 
Percent of Open Interest Represented by Each Category of Trader
      23.0       12.0       25.4        6.1       14.3        2.9       14.7       13.0       15.3        3.1        4.0        3.9        5.6        9.2
 
Number of Traders in Each Category                                    Total Traders:       301 
        32         52         78         12         28         26         46         75         91         13         29         34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    41,985
Positions
     5,206        387          0        510     16,199          0     22,297      8,310     11,178      2,370      5,500        327         97         84
 
Changes from:       December 1, 2015                                 Total Change is:     7,400
    -1,453       -189          0          0        111        -30     -2,125     -2,984     11,178       -150       -677         -1        -19         -8
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        0.9        0.0        1.2       38.6        0.0       53.1       19.8       26.6        5.6       13.1        0.8        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0          .          9          0          7          9          .          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    45,245
Positions
    11,301      1,486          0          0     14,857          1     18,772      7,983     13,707      1,347      7,111          0        117        100
 
Changes from:       December 1, 2015                                 Total Change is:    11,955
       150        -15          0          0        752          0     -2,370       -987     13,707        503     -1,504          0        -35          2
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        3.3        0.0        0.0       32.8        0.0       41.5       17.6       30.3        3.0       15.7        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          0          9          .          6          4          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 2015                                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    96,798
Positions
     2,556     62,847         46     22,551          0      1,542     21,418     18,615      6,245     29,547      5,366        914     11,979      1,223
 
Changes from:       December 1, 2015                                 Total Change is:     1,761
      -288        836        -99     -1,221        -50         15      2,806       -881      2,315         77        425        737     -2,581     -1,537
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       64.9        0.0       23.3        0.0        1.6       22.1       19.2        6.5       30.5        5.5        0.9       12.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       173 
         7          4          .         13          0          .         39         15         16         80         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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   295,272
Positions
    62,634     56,335     17,231     60,866     34,737     37,095     40,888     77,306     38,993     10,669      3,509      6,511     20,385     23,555
 
Changes from:       December 1, 2015                                 Total Change is:   -16,884
       107    -10,266      2,499      8,350     -1,039     -5,575    -10,467      9,491     -8,060     -1,220     -1,346       -163     -2,355     -2,425
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       19.1        5.8       20.6       11.8       12.6       13.8       26.2       13.2        3.6        1.2        2.2        6.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       163 
        14         14         16         15         11         10         29         47         46         14          9         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 8, 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    20,936
Positions
       108      3,130          0      1,548        981      1,969     15,576     13,625        543        763        406        236        193         46
 
Changes from:       December 1, 2015                                 Total Change is:        -6
      -157         72          0       -837       -273        250      1,845       -179         59     -1,220       -189        236       -182         18
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       15.0        0.0        7.4        4.7        9.4       74.4       65.1        2.6        3.6        1.9        1.1        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          5          .          .          6          8          .          4          .          .
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Updated December 11, 2015