Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   136,121
Positions
    40,723     18,561      3,867     28,201     35,391      2,744     11,229     28,528      8,954     16,393      1,037        660     23,351     36,379
 
Changes from:       October 20, 2015                                 Total Change is:     2,765
    -1,611      2,931        534        160      1,529      1,516     -1,234     -7,785      1,995      4,767        -97         20     -3,382      2,122
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       13.6        2.8       20.7       26.0        2.0        8.2       21.0        6.6       12.0        0.8        0.5       17.2       26.7
 
Number of Traders in Each Category                                    Total Traders:        80 
         4          7          9          7          7          4         14         25         14         13          .          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    41,742
Positions
    18,080      1,570        261        816      2,212        420     10,523     12,450      2,608        645          0          0      8,390     22,222
 
Changes from:       October 20, 2015                                 Total Change is:     4,174
     1,604     -3,411        -27          0        522          0      2,110        877        638        645          0          0       -795      5,576
 
Percent of Open Interest Represented by Each Category of Trader
      43.3        3.8        0.6        2.0        5.3        1.0       25.2       29.8        6.2        1.5        0.0        0.0       20.1       53.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         5          .          .          .          4          .         13         12          9          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   174,246
Positions
    55,947     19,268      3,880     20,557     66,107      2,948     49,977     21,530     14,727      3,375     11,266      2,932     19,903     31,588
 
Changes from:       October 20, 2015                                 Total Change is:    -5,388
       955     -1,824       -470     -1,876     -1,776       -420        509     -2,551       -121     -1,990       -618       -496     -1,480      2,886
 
Percent of Open Interest Represented by Each Category of Trader
      32.1       11.1        2.2       11.8       37.9        1.7       28.7       12.4        8.5        1.9        6.5        1.7       11.4       18.1
 
Number of Traders in Each Category                                    Total Traders:        98 
         8          5          8          6         17          8         27         22         22          6          7          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   221,528
Positions
    89,066      1,888     12,335     20,613     63,439      7,427     23,336     68,629     18,580     26,545      4,010      3,591     20,035     41,629
 
Changes from:       October 20, 2015                                 Total Change is:     8,631
    17,361    -23,458      4,702     -5,613      7,394      1,989     -8,206      8,709      1,640        981         67        230     -4,453      7,358
 
Percent of Open Interest Represented by Each Category of Trader
      40.2        0.9        5.6        9.3       28.6        3.4       10.5       31.0        8.4       12.0        1.8        1.6        9.0       18.8
 
Number of Traders in Each Category                                    Total Traders:       140 
        10          4          9         12         25         13         26         44         23          4         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   467,662
Positions
   112,789     55,245     19,312     81,499     84,203     22,000     46,747    122,408     44,709     80,065     28,866     12,926     47,615     77,994
 
Changes from:       October 20, 2015                                 Total Change is:    52,621
    23,891    -14,574      7,012     -6,602     -2,802      4,247      4,451     37,067     10,166      7,078     -2,826      3,055       -677     11,275
 
Percent of Open Interest Represented by Each Category of Trader
      24.1       11.8        4.1       17.4       18.0        4.7       10.0       26.2        9.6       17.1        6.2        2.8       10.2       16.7
 
Number of Traders in Each Category                                    Total Traders:       246 
        17         14         12         26         31         27         27         59         41         29         42         26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   157,241
Positions
   103,223     19,348      3,336      3,887     25,670      1,676     17,106     39,178      7,779      1,222     28,274      1,144     17,869     30,836
 
Changes from:       October 20, 2015                                 Total Change is:      -819
       849          0       -428        223      1,285         -8      2,054       -635       -791     -2,755       -643       -441        477        842
 
Percent of Open Interest Represented by Each Category of Trader
      65.6       12.3        2.1        2.5       16.3        1.1       10.9       24.9        4.9        0.8       18.0        0.7       11.4       19.6
 
Number of Traders in Each Category                                    Total Traders:        89 
         8          6          5          4         12          5         17         24         11          5         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    33,440
Positions
    26,266     29,081        225      1,363          0          0      3,156      2,562        592      1,142        298          0        696        682
 
Changes from:       October 20, 2015                                 Total Change is:      -155
        -3          0          0          0          0          0       -369       -326          0        130        -98          0         87        269
 
Percent of Open Interest Represented by Each Category of Trader
      78.5       87.0        0.7        4.1        0.0        0.0        9.4        7.7        1.8        3.4        0.9        0.0        2.1        2.0
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          6          .          .          0          0          .          .          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   136,899
Positions
    54,418     59,961      1,691     11,400      4,249        224     44,234     33,265     18,343      2,488     12,856        236      3,865      6,073
 
Changes from:       October 20, 2015                                 Total Change is:    16,740
      -453        195      1,620        663         97        -32      1,233      1,171     13,370         98        434        103        138       -217
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       43.8        1.2        8.3        3.1        0.2       32.3       24.3       13.4        1.8        9.4        0.2        2.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         4         10          4          5          7          .         19         41         14         11         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    23,282
Positions
    14,207      8,238         64      2,683        177          0      4,848      9,508        613          0      3,296          0        867      1,386
 
Changes from:       October 20, 2015                                 Total Change is:      -352
         0        912          5        267          0          0       -336     -1,120       -286          0        291          0         -2       -154
 
Percent of Open Interest Represented by Each Category of Trader
      61.0       35.4        0.3       11.5        0.8        0.0       20.8       40.8        2.6        0.0       14.2        0.0        3.7        6.0
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          4          .          .          .          0          .         12          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    31,743
Positions
    18,460     10,598          2      2,309      5,702          1      7,706      9,492        132        954      1,077          0      2,179      4,739
 
Changes from:       October 20, 2015                                 Total Change is:     1,601
      -686      2,937          2        570        605          0      1,738     -1,625         46        164       -350          0       -233        -14
 
Percent of Open Interest Represented by Each Category of Trader
      58.2       33.4        0.0        7.3       18.0        0.0       24.3       29.9        0.4        3.0        3.4        0.0        6.9       14.9
 
Number of Traders in Each Category                                    Total Traders:        68 
         .          7          .          4          5          .         15         26          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    41,743
Positions
    11,106     13,324      2,412      5,847      1,855        546     11,274      8,562      1,602      2,379      3,464        706      5,871      9,273
 
Changes from:       October 20, 2015                                 Total Change is:     1,887
    -1,082      4,294        491        556        -27          3      1,192     -2,895        768       -480       -218        136        303       -665
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       31.9        5.8       14.0        4.4        1.3       27.0       20.5        3.8        5.7        8.3        1.7       14.1       22.2
 
Number of Traders in Each Category                                    Total Traders:        97 
        18         11          5         10          .          4         18         20          5          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    83,485
Positions
    22,212     26,648      4,823     11,693      3,709      1,092     22,548     17,125      3,204      4,758      6,927      1,412     11,743     18,546
 
Changes from:       October 20, 2015                                 Total Change is:     3,773
    -2,164      8,588        982      1,112        -54          5      2,384     -5,791      1,535       -960       -435        273        606     -1,330
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       31.9        5.8       14.0        4.4        1.3       27.0       20.5        3.8        5.7        8.3        1.7       14.1       22.2
 
Number of Traders in Each Category                                    Total Traders:        97 
        18         11          5         10          .          4         18         20          5          7         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   856,854
Positions
    89,417     78,340     48,580    277,388    152,811     63,260     64,660    167,322    148,067     24,842     44,238     38,414    102,225    115,821
 
Changes from:       October 20, 2015                                 Total Change is:    -6,414
   -21,950      5,871     10,037      5,641     -7,911     -2,851       -815    -15,481     17,680        196     -2,712      3,488    -17,841    -14,536
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        9.1        5.7       32.4       17.8        7.4        7.5       19.5       17.3        2.9        5.2        4.5       11.9       13.5
 
Number of Traders in Each Category                                    Total Traders:       640 
        34         41         40        121         77         95         83        131        105         69         83         77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   164,047
Positions
    11,078     18,329      9,087     36,854     22,783      5,335     13,751     10,366     35,757      2,735      6,235     11,895     37,555     44,259
 
Changes from:       October 20, 2015                                 Total Change is:     8,312
    -2,082      9,660      2,138     -1,015        531        954       -271      2,423      8,082        -56        490      1,346       -784    -17,312
 
Percent of Open Interest Represented by Each Category of Trader
       6.8       11.2        5.5       22.5       13.9        3.3        8.4        6.3       21.8        1.7        3.8        7.3       22.9       27.0
 
Number of Traders in Each Category                                    Total Traders:        85 
         6          8          8         17          6         10         15         20         32          7          6          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 3,464,035
Positions
   473,735    382,096    115,423  1,227,611    675,076    264,688    347,124    877,362    468,970    114,084    193,559    129,049    323,350    357,812
 
Changes from:       October 20, 2015                                 Total Change is:   -73,630
   -76,972      3,421     17,129     33,041    -42,450    -18,786      6,791    -80,008     38,478      1,448    -15,821     10,526    -85,284     13,882
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       11.0        3.3       35.4       19.5        7.6       10.0       25.3       13.5        3.3        5.6        3.7        9.3       10.3
 
Number of Traders in Each Category                                    Total Traders:       618 
        33         42         39        115         75         90         80        128         97         65         79         72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    84,016
Positions
    19,927     10,299        829     36,708     56,086      1,912     12,402      9,856        748        245        483          0     11,245      3,803
 
Changes from:       October 20, 2015                                 Total Change is:       689
    -2,622      3,549         27        729     -4,637        252       -181      1,012        433        245         16          0      1,806         37
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       12.3        1.0       43.7       66.8        2.3       14.8       11.7        0.9        0.3        0.6        0.0       13.4        4.5
 
Number of Traders in Each Category                                    Total Traders:        83 
         7          7          .         27         16         13          9         14          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    67,842
Positions
     5,306     37,255        419     31,600      9,287        784     17,688      8,869      2,809      3,246      2,322        597      5,393      5,500
 
Changes from:       October 20, 2015                                 Total Change is:     8,423
        89      8,061          5      1,652       -884        -22      4,775       -956      1,441        -69         15        224        328        538
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       54.9        0.6       46.6       13.7        1.2       26.1       13.1        4.1        4.8        3.4        0.9        7.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       226 
        16         21          7         37         20          8         49         38         23         19         26         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   339,209
Positions
    26,530    186,273      2,095    158,000     46,435      3,920     88,441     44,345     14,046     16,228     11,612      2,984     26,965     27,500
 
Changes from:       October 20, 2015                                 Total Change is:    42,116
       445     40,306         26      8,258     -4,419       -109     23,876     -4,778      7,204       -347         74      1,122      1,642      2,691
 
Percent of Open Interest Represented by Each Category of Trader
       7.8       54.9        0.6       46.6       13.7        1.2       26.1       13.1        4.1        4.8        3.4        0.9        7.9        8.1
 
Number of Traders in Each Category                                    Total Traders:       226 
        16         21          7         37         20          8         49         38         23         19         26         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   379,238
Positions
   136,791     35,997        548    112,070    185,806     17,963     78,936    109,181      5,802     11,591      9,878        177     15,360     13,886
 
Changes from:       October 20, 2015                                 Total Change is:     6,716
       979      2,576        220      1,991      1,407      1,111      2,862      3,385       -265      2,566        584         22     -2,770     -2,324
 
Percent of Open Interest Represented by Each Category of Trader
      36.1        9.5        0.1       29.6       49.0        4.7       20.8       28.8        1.5        3.1        2.6        0.0        4.1        3.7
 
Number of Traders in Each Category                                    Total Traders:       270 
        18         13          .         55         51         27         38         60         20         14         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    52,546
Positions
     3,241      5,893          0     26,353          0        288      8,154     23,084        226      6,385     14,794          8      7,891      8,253
 
Changes from:       October 20, 2015                                 Total Change is:     3,060
       559      1,948          0        844          0        -22      1,207      1,624       -100        244        -17          0        328       -373
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       11.2        0.0       50.2        0.0        0.5       15.5       43.9        0.4       12.2       28.2        0.0       15.0       15.7
 
Number of Traders in Each Category                                    Total Traders:        65 
         4          6          0         18          0          5         11         15          .          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    93,269
Positions
    12,634     20,892      1,519     12,874        833      1,067     45,691     14,041        822      7,731      1,125         75     10,856     52,895
 
Changes from:       October 20, 2015                                 Total Change is:     5,471
     2,995      4,620       -423         33     -1,833       -282      3,561      2,268       -289       -175        417         75        -24        918
 
Percent of Open Interest Represented by Each Category of Trader
      13.5       22.4        1.6       13.8        0.9        1.1       49.0       15.1        0.9        8.3        1.2        0.1       11.6       56.7
 
Number of Traders in Each Category                                    Total Traders:        90 
        16          7          4         14          .          4         36          8          6          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   156,113
Positions
     5,078     90,841        301     93,375     41,459      8,505     35,183      6,663      2,961      3,452      1,847          0      7,258      3,536
 
Changes from:       October 20, 2015                                 Total Change is:    -3,984
     1,095     -1,773        -31     -3,123     -1,273         40     -1,056       -428        160          0        -43          0     -1,069       -636
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       58.2        0.2       59.8       26.6        5.4       22.5        4.3        1.9        2.2        1.2        0.0        4.6        2.3
 
Number of Traders in Each Category                                    Total Traders:       111 
         5         14          .         38         22         19         13          6          4          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   502,765
Positions
    67,516    193,360      1,860    203,150    131,685     74,201    110,670     61,512      6,950     20,264     19,714      2,039     16,115     11,444
 
Changes from:       October 20, 2015                                 Total Change is:    -4,842
     7,195     22,250        -63      1,274    -12,644    -12,246     -1,982      1,435       -636      1,366     -3,309        -98        348        469
 
Percent of Open Interest Represented by Each Category of Trader
      13.4       38.5        0.4       40.4       26.2       14.8       22.0       12.2        1.4        4.0        3.9        0.4        3.2        2.3
 
Number of Traders in Each Category                                    Total Traders:       253 
        20         23          4         61         39         36         35         31         13         28         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   556,865
Positions
     3,926     45,088     18,199    199,801    129,868     66,650     43,310     60,035     46,216      3,851     36,508     13,406    161,507    140,895
 
Changes from:       October 20, 2015                                 Total Change is:   -76,408
     3,097     -8,206     -7,453     -8,237    -12,795     -2,428       -339      9,974    -28,607    -19,943      9,250    -20,252      7,754    -15,892
 
Percent of Open Interest Represented by Each Category of Trader
       0.7        8.1        3.3       35.9       23.3       12.0        7.8       10.8        8.3        0.7        6.6        2.4       29.0       25.3
 
Number of Traders in Each Category                                    Total Traders:       140 
         .         13          8         38         20         33         22         25         29          .         16         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   637,120
Positions
    11,885     78,588        231    358,051    100,481     83,897     24,658    253,144     19,271     15,242     10,302        595    123,291     90,611
 
Changes from:       October 20, 2015                                 Total Change is:     1,190
      -309    -11,810        -50    -24,192     -2,129      9,755      7,994       -294      3,800          7          9         -7      4,192      1,916
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       12.3        0.0       56.2       15.8       13.2        3.9       39.7        3.0        2.4        1.6        0.1       19.4       14.2
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          8          .         42         13         31         10         12         10          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,192,968
Positions
    34,307    101,296      9,855    259,174    368,345    114,421    373,011    235,187     94,073    170,776    123,460      9,121    128,231    137,210
 
Changes from:       October 20, 2015                                 Total Change is:    57,856
   -13,839     23,530        573      5,768    -39,202      6,099       -810     40,052     26,992     34,023      1,521     -1,499        549       -210
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        8.5        0.8       21.7       30.9        9.6       31.3       19.7        7.9       14.3       10.3        0.8       10.7       11.5
 
Number of Traders in Each Category                                    Total Traders:       269 
        12         35         14         45         44         39         41         33         37         20         39         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 3,125,712
Positions
   101,592    213,168    133,730  1,080,754    833,753    355,568    460,335    636,116    244,135    282,915    193,378     83,131    383,553    432,734
 
Changes from:       October 20, 2015                                 Total Change is:  -146,103
    13,625     -4,233    -38,192    -89,336     38,027        185     37,532    -50,374    -85,070     12,231      5,421    -19,318     22,241      7,451
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        6.8        4.3       34.6       26.7       11.4       14.7       20.4        7.8        9.1        6.2        2.7       12.3       13.8
 
Number of Traders in Each Category                                    Total Traders:       364 
        17         26         34         53         75         74         66         56         78         28         43         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 2,587,923
Positions
    41,671    242,302     59,271  1,147,738    461,893    292,617    435,152    802,748    144,028    126,227    214,633     31,793    309,427    338,638
 
Changes from:       October 20, 2015                                 Total Change is:    27,477
    -5,752     -3,339      8,385    -29,689    -11,415     -6,779     55,134     66,533    -20,477     27,532      3,893     -7,971      7,095     -1,353
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        9.4        2.3       44.3       17.8       11.3       16.8       31.0        5.6        4.9        8.3        1.2       12.0       13.1
 
Number of Traders in Each Category                                    Total Traders:       291 
        12         30         21         44         44         52         50         52         58         13         46         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   935,808
Positions
   236,086    289,629    253,283     56,737      9,600     22,311    206,495    105,267    105,766      2,235     56,649     28,073     24,822     65,230
 
Changes from:       October 20, 2015                                 Total Change is:    14,722
   -14,774     11,418     -4,932       -136      1,184        138     32,810     -3,256      4,231     -1,850      2,845     -4,302      3,537      7,397
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       30.9       27.1        6.1        1.0        2.4       22.1       11.2       11.3        0.2        6.1        3.0        2.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       131 
        14         42         42          .          4          4         17         32         28          .         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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 is18,770,869
Positions
 2,277,169  1,394,058  4,213,896    419,481  1,825,138    513,417  1,550,387    789,886  7,063,141    493,091    417,190  1,359,777    880,508  1,194,366
 
Changes from:       October 20, 2015                                 Total Change is:   745,629
   222,911     -9,172    -41,000    -69,234     47,411     13,081     74,644    205,541    447,908     14,313     -8,795     79,994      3,011     10,660
 
Percent of Open Interest Represented by Each Category of Trader
      12.1        7.4       22.4        2.2        9.7        2.7        8.3        4.2       37.6        2.6        2.2        7.2        4.7        6.4
 
Number of Traders in Each Category                                    Total Traders:       330 
        35         57         90         10         31         30         57         75        106         22         36         39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    42,975
Positions
    12,384        878          0        560     17,419         30     27,103     17,318          0      2,584      7,052        210        104         68
 
Changes from:       October 20, 2015                                 Total Change is:      -230
      -464          0          0          0        -81          0        -74       -199         -3        247          4         53         11         -4
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        2.0        0.0        1.3       40.5        0.1       63.1       40.3        0.0        6.0       16.4        0.5        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        48 
         4          .          0          .          8          .          4         13          0          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    39,370
Positions
    16,074        165          0          0     17,980          1     22,039     10,662          0      1,083     10,520          0        173         42
 
Changes from:       October 20, 2015                                 Total Change is:    -1,926
    -2,504     -1,518        -20          0        -10          0        344       -169          0        183       -167          0         71        -42
 
Percent of Open Interest Represented by Each Category of Trader
      40.8        0.4        0.0        0.0       45.7        0.0       56.0       27.1        0.0        2.8       26.7        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          0          0         10          .         10          5          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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    75,704
Positions
     3,346     54,683        171     17,405          0      1,185     18,426     13,016      2,207     22,950      2,431        185      9,829      1,825
 
Changes from:       October 20, 2015                                 Total Change is:    -6,031
       953     -1,226         42      1,379     -2,869        300    -13,682     -2,633        -50      4,062        867          9        954       -472
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       72.2        0.2       23.0        0.0        1.6       24.3       17.2        2.9       30.3        3.2        0.2       13.0        2.4
 
Number of Traders in Each Category                                    Total Traders:       150 
         7          .          .         12          0          .         38         14         11         67          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 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   312,340
Positions
    43,784     81,377     17,023     40,621     33,504     44,637     71,101     44,415     46,545     10,793      4,112     11,998     25,838     28,729
 
Changes from:       October 20, 2015                                 Total Change is:   -21,185
     7,532     -9,119    -16,341      3,403      1,887      1,192    -10,325      8,232    -10,232      1,442       -141      2,226        -82      1,111
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       26.1        5.5       13.0       10.7       14.3       22.8       14.2       14.9        3.5        1.3        3.8        8.3        9.2
 
Number of Traders in Each Category                                    Total Traders:       168 
        13         13         18         12         14          6         41         37         47         17         11         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 27, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    18,111
Positions
       311      3,058          0      4,120      1,121      1,319     10,765     11,596        386        867        588          0        343         43
 
Changes from:       October 20, 2015                                 Total Change is:       -98
       112          0          0        412       -153         42       -863          3          0        203          8          0         -4          2
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       16.9        0.0       22.7        6.2        7.3       59.4       64.0        2.1        4.8        3.2        0.0        1.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          5          .          .         11          6          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated October 30, 2015