Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   154,241
Positions
    50,545      9,636      3,919     28,550     48,584      1,691     21,480     35,702      8,394     17,341      2,270        658     21,664     43,388
 
Changes from:       November 10, 2015                                Total Change is:     8,858
     7,080     -4,990       -319        162      7,211        300        601        977        843         57        971         22        112      3,841
 
Percent of Open Interest Represented by Each Category of Trader
      32.8        6.2        2.5       18.5       31.5        1.1       13.9       23.1        5.4       11.2        1.5        0.4       14.0       28.1
 
Number of Traders in Each Category                                    Total Traders:        86 
         8          .          9          6         10          4         17         25         13         13          4          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    73,351
Positions
    42,770      1,890        574        816      1,677        420     15,254     35,560      5,867          0          0          0      7,650     27,363
 
Changes from:       November 10, 2015                                Total Change is:     8,427
     7,731          3        -33          0        -32          0       -481      6,230      1,157          0          0          0         52      1,102
 
Percent of Open Interest Represented by Each Category of Trader
      58.3        2.6        0.8        1.1        2.3        0.6       20.8       48.5        8.0        0.0        0.0        0.0       10.4       37.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         8          .          .          .          .          .         14         19         11          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   197,601
Positions
    83,758      6,350      7,699      4,900     68,740      3,477     48,717     39,753     18,386     10,199     12,637      2,018     18,446     38,540
 
Changes from:       November 10, 2015                                Total Change is:     1,978
     7,105        197       -354     -3,699      5,180        609       -507     -1,718        723        361        447       -633     -1,627     -2,474
 
Percent of Open Interest Represented by Each Category of Trader
      42.4        3.2        3.9        2.5       34.8        1.8       24.7       20.1        9.3        5.2        6.4        1.0        9.3       19.5
 
Number of Traders in Each Category                                    Total Traders:       111 
        10          7         13          .         20          7         30         28         20          5          8          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   281,420
Positions
   150,350      3,927      9,530     19,975     75,941      6,820     23,471    108,656     17,429     32,452      4,161      3,213     18,179     51,742
 
Changes from:       November 10, 2015                                Total Change is:    16,944
    15,262     -2,325      2,284        462      6,579        245     -2,031      7,378        778        -86        -34         -1         31      2,040
 
Percent of Open Interest Represented by Each Category of Trader
      53.4        1.4        3.4        7.1       27.0        2.4        8.3       38.6        6.2       11.5        1.5        1.1        6.5       18.4
 
Number of Traders in Each Category                                    Total Traders:       143 
        12          5          8         12         25         12         21         48         22          6         14          7
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   549,229
Positions
   144,930     26,804     32,738     87,482     87,071     23,347     46,900    179,020     59,616     88,403     31,956     15,001     50,811     93,675
 
Changes from:       November 10, 2015                                Total Change is:    24,174
    17,550     -3,512      3,102      1,418      6,748       -859         -1      7,162      7,006     -7,411      3,063        971      2,397        493
 
Percent of Open Interest Represented by Each Category of Trader
      26.4        4.9        6.0       15.9       15.9        4.3        8.5       32.6       10.9       16.1        5.8        2.7        9.3       17.1
 
Number of Traders in Each Category                                    Total Traders:       269 
        20         12         13         30         32         29         25         70         39         32         46         26
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   175,947
Positions
   123,211      2,502      2,150      3,739     43,242      1,351     18,625     48,798      6,912      2,738     31,604      1,095     16,126     38,294
 
Changes from:       November 10, 2015                                Total Change is:     5,782
     7,723       -434       -903        -64      8,865        280     -2,220      1,257     -1,835      1,269      2,056         51      1,481     -3,554
 
Percent of Open Interest Represented by Each Category of Trader
      70.0        1.4        1.2        2.1       24.6        0.8       10.6       27.7        3.9        1.6       18.0        0.6        9.2       21.8
 
Number of Traders in Each Category                                    Total Traders:       103 
        13          .          7          .         12          4         21         34         16          8         10          5
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Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    38,344
Positions
    28,842     31,946      2,655      2,513          0          0      2,024      2,258        592        921        113          0        797        780
 
Changes from:       November 10, 2015                                Total Change is:    -4,380
     2,911      2,265     -6,327        450          0          0     -1,244       -330          0       -210       -269          0         40        281
 
Percent of Open Interest Represented by Each Category of Trader
      75.2       83.3        6.9        6.6        0.0        0.0        5.3        5.9        1.5        2.4        0.3        0.0        2.1        2.0
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          6          .          .          0          0          5          .          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   181,795
Positions
    53,369     63,338     15,670     50,521      4,485        811     40,265     64,804     15,326      2,605     10,500        112      3,115      6,748
 
Changes from:       November 10, 2015                                Total Change is:    22,962
      -101      5,142       -430     25,767        -24          0     -1,723     18,337       -290        395        167         19       -675         41
 
Percent of Open Interest Represented by Each Category of Trader
      29.4       34.8        8.6       27.8        2.5        0.4       22.1       35.6        8.4        1.4        5.8        0.1        1.7        3.7
 
Number of Traders in Each Category                                    Total Traders:       115 
         .          9          4          .          7          .         16         51         14         12         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    26,585
Positions
    14,579     13,798          5      3,793          0          0      7,172      9,805         62          0      1,583          0        974      1,332
 
Changes from:       November 10, 2015                                Total Change is:     3,880
      -826      2,909          0         50          0          0      4,681      1,117        -18       -108       -127          0        101         -1
 
Percent of Open Interest Represented by Each Category of Trader
      54.8       51.9        0.0       14.3        0.0        0.0       27.0       36.9        0.2        0.0        6.0        0.0        3.7        5.0
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          4          .          .          0          0          .         15          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    34,899
Positions
    20,006      9,206          9      1,489      6,117          1      9,825     11,587        509      1,070      1,133          0      1,990      6,337
 
Changes from:       November 10, 2015                                Total Change is:     1,180
       717       -853        -13        -77       -503          0        612      1,545        113        127        192          0       -299        699
 
Percent of Open Interest Represented by Each Category of Trader
      57.3       26.4        0.0        4.3       17.5        0.0       28.2       33.2        1.5        3.1        3.2        0.0        5.7       18.2
 
Number of Traders in Each Category                                    Total Traders:        69 
         6          5          .          .          6          .         17         25          8          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     7,782
Positions
     3,201          0          0      1,776      3,343         94      2,251      2,302         23          0        331          0        437      1,689
 
Changes from:       November 10, 2015                                Total Change is:        28
       272          0          0        -47         -2          5       -161        -70        -40          0       -101          0         -1        236
 
Percent of Open Interest Represented by Each Category of Trader
      41.1        0.0        0.0       22.8       43.0        1.2       28.9       29.6        0.3        0.0        4.3        0.0        5.6       21.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          0          0          .          4          .          .          9          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,125
Positions
    11,503     26,886      3,457      5,433      2,094        382     19,201      6,553      2,577      2,322      3,001        667      7,583      7,508
 
Changes from:       November 10, 2015                                Total Change is:    -2,309
     1,227       -783       -345       -110        183        -27     -3,896        530        -26         32        -30         21        815     -1,832
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       50.6        6.5       10.2        3.9        0.7       36.1       12.3        4.9        4.4        5.6        1.3       14.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       105 
        17         14          6          9          .          4         28         15          9          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,249
Positions
    23,006     53,773      6,913     10,866      4,188        763     38,402     13,106      5,155      4,644      6,001      1,334     15,165     15,016
 
Changes from:       November 10, 2015                                Total Change is:    -4,617
     2,454     -1,565       -690       -219        366        -54     -7,792      1,059        -51         64        -60         42      1,630     -3,663
 
Percent of Open Interest Represented by Each Category of Trader
      21.7       50.6        6.5       10.2        3.9        0.7       36.1       12.3        4.9        4.4        5.6        1.3       14.3       14.1
 
Number of Traders in Each Category                                    Total Traders:       105 
        17         14          6          9          .          4         28         15          9          7         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   893,933
Positions
   105,410     68,623     56,668    244,408    155,013     70,687     69,256    161,687    170,239     18,415     49,860     45,932    112,918    115,225
 
Changes from:       November 10, 2015                                Total Change is:     1,980
     1,852     -5,139       -545    -19,790      1,480      6,641     -3,581    -11,803      6,799      1,166       -724      2,359      7,079      2,912
 
Percent of Open Interest Represented by Each Category of Trader
      11.8        7.7        6.3       27.3       17.3        7.9        7.7       18.1       19.0        2.1        5.6        5.1       12.6       12.9
 
Number of Traders in Each Category                                    Total Traders:       638 
        36         37         42        120         75         95         81        134        107         75         79         86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   176,931
Positions
    20,295     18,592     10,947     28,890     23,010      5,970     11,580      9,948     41,011      2,611      5,292     14,632     40,995     47,529
 
Changes from:       November 10, 2015                                Total Change is:     1,906
     1,708       -467       -429        -33        428       -619     -1,065     -3,368        550         80         36        328      1,387      5,447
 
Percent of Open Interest Represented by Each Category of Trader
      11.5       10.5        6.2       16.3       13.0        3.4        6.5        5.6       23.2        1.5        3.0        8.3       23.2       26.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         8          7          6         14          6          8         19         14         33          7          7         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 3,585,011
Positions
   530,253    354,835    123,924  1,093,976    676,397    307,200    376,274    846,589    558,249     82,543    226,361    152,977    359,615    338,478
 
Changes from:       November 10, 2015                                Total Change is:       372
       939    -23,143       -796    -94,365      9,678     31,876    -35,081    -64,676     53,749      5,852     -3,382      9,741     28,457    -12,675
 
Percent of Open Interest Represented by Each Category of Trader
      14.8        9.9        3.5       30.5       18.9        8.6       10.5       23.6       15.6        2.3        6.3        4.3       10.0        9.4
 
Number of Traders in Each Category                                    Total Traders:       617 
        34         38         41        115         73         90         78        132        101         72         75         79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    86,488
Positions
    19,940     13,598        886     37,634     59,015      1,767     15,052      6,159        405        245        263          0     10,559      4,395
 
Changes from:       November 10, 2015                                Total Change is:       846
     1,534     -2,260        -54       -579      4,927       -156        461     -1,146       -690          0          0          0        330        225
 
Percent of Open Interest Represented by Each Category of Trader
      23.1       15.7        1.0       43.5       68.2        2.0       17.4        7.1        0.5        0.3        0.3        0.0       12.2        5.1
 
Number of Traders in Each Category                                    Total Traders:        85 
         7          8          .         31         16         17         12          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    73,758
Positions
     5,663     43,553        770     31,979      8,664        821     21,097      8,867      3,592      2,674      2,029      1,057      6,103      4,404
 
Changes from:       November 10, 2015                                Total Change is:    -2,930
       433       -458          3       -180        143        -83     -2,883     -2,672        426       -511       -208        287       -423       -369
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       59.0        1.0       43.4       11.7        1.1       28.6       12.0        4.9        3.6        2.8        1.4        8.3        6.0
 
Number of Traders in Each Category                                    Total Traders:       235 
        15         22         10         39         20          8         57         34         26         21         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   368,788
Positions
    28,317    217,765      3,852    159,895     43,319      4,106    105,487     44,335     17,960     13,370     10,143      5,287     30,514     22,022
 
Changes from:       November 10, 2015                                Total Change is:   -14,650
     2,165     -2,290         17       -899        716       -414    -14,415    -13,359      2,132     -2,553     -1,039      1,433     -2,116     -1,845
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       59.0        1.0       43.4       11.7        1.1       28.6       12.0        4.9        3.6        2.8        1.4        8.3        6.0
 
Number of Traders in Each Category                                    Total Traders:       235 
        15         22         10         39         20          8         57         34         26         21         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   388,931
Positions
   139,964     39,538      2,623    110,477    177,275     17,482     81,911    109,403      8,910      8,028     15,516        805     18,731     17,378
 
Changes from:       November 10, 2015                                Total Change is:    10,126
     4,009     -6,321        339       -621      4,475       -391      9,271     11,561     -1,832       -681        887         20         12      1,388
 
Percent of Open Interest Represented by Each Category of Trader
      36.0       10.2        0.7       28.4       45.6        4.5       21.1       28.1        2.3        2.1        4.0        0.2        4.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       271 
        21         11          .         52         51         23         36         64         19         12         23          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    52,575
Positions
     2,951      9,302          0     24,691      1,234        411      8,915     18,409        426      6,295     14,792          0      8,886      8,001
 
Changes from:       November 10, 2015                                Total Change is:       -20
       445        159          0        487          0          4        109     -1,495        408     -1,584        -27         -8        119        939
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       17.7        0.0       47.0        2.3        0.8       17.0       35.0        0.8       12.0       28.1        0.0       16.9       15.2
 
Number of Traders in Each Category                                    Total Traders:        66 
         5          7          0         20          .          5         14         11          .          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    98,084
Positions
    14,878     17,831      1,977     13,130      5,221      1,157     47,978     10,744      1,298      8,027      4,374         77      9,562     55,405
 
Changes from:       November 10, 2015                                Total Change is:     6,923
     4,704     -3,180        643        -29        667       -184        864       -743        389        175      2,771          0        361      6,560
 
Percent of Open Interest Represented by Each Category of Trader
      15.2       18.2        2.0       13.4        5.3        1.2       48.9       11.0        1.3        8.2        4.5        0.1        9.7       56.5
 
Number of Traders in Each Category                                    Total Traders:        99 
        18          7          4         11          4          4         37         12         10          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   164,993
Positions
     7,428     97,389        517     98,011     44,422      8,341     38,294      5,721      3,081      2,917      2,043          0      6,404      3,479
 
Changes from:       November 10, 2015                                Total Change is:     3,842
      -269        102        156      2,354      4,062         44      1,895       -541         49          0         20          0       -387        -50
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       59.0        0.3       59.4       26.9        5.1       23.2        3.5        1.9        1.8        1.2        0.0        3.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       111 
         5         15          .         42         21         19         13          4          4          5          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   445,338
Positions
    38,288    162,669        982    199,682    129,161     69,228     89,185     40,697      9,290     21,681     19,652      2,564     14,438     11,095
 
Changes from:       November 10, 2015                                Total Change is:   -16,658
   -10,455    -22,738       -224      5,906      5,751     -1,843     -1,926      2,959       -561     -6,671      4,192        295     -1,179     -4,489
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       36.5        0.2       44.8       29.0       15.5       20.0        9.1        2.1        4.9        4.4        0.6        3.2        2.5
 
Number of Traders in Each Category                                    Total Traders:       251 
        22         20          4         63         40         33         34         31         15         25         16          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   576,380
Positions
     3,625     40,729     22,439    219,131    115,252     54,129     30,514     51,182     68,139      6,541     39,203     25,556    146,305    159,751
 
Changes from:       November 10, 2015                                Total Change is:    -6,848
       544      5,991     -3,132     10,630     -8,024    -12,807    -13,154     -5,461      6,263        873     -2,497     -1,541      5,477     14,360
 
Percent of Open Interest Represented by Each Category of Trader
       0.6        7.1        3.9       38.0       20.0        9.4        5.3        8.9       11.8        1.1        6.8        4.4       25.4       27.7
 
Number of Traders in Each Category                                    Total Traders:       138 
         5         12         11         36         23         33         17         27         29          6         12         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   624,389
Positions
     7,794     65,362        844    348,921    104,854     78,224     31,264    246,655     21,372      9,600      9,867        595    125,774     96,616
 
Changes from:       November 10, 2015                                Total Change is:     3,998
    -1,482     10,088        113      4,455     -5,891     -6,455      1,032      7,652        908       -123         75          0      5,549     -2,492
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       10.5        0.1       55.9       16.8       12.5        5.0       39.5        3.4        1.5        1.6        0.1       20.1       15.5
 
Number of Traders in Each Category                                    Total Traders:        95 
         .          7          4         41         13         32          9         16         14          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 1,109,916
Positions
    65,495    102,210     10,004    252,763    316,067    116,155    264,941    188,764     95,440    170,227    113,162     11,440    123,451    156,675
 
Changes from:       November 10, 2015                                Total Change is:   -41,592
     2,911     -3,840       -539     12,405     -6,269     -4,931    -54,348    -33,568      2,158     -4,347        429      2,509      2,590      2,459
 
Percent of Open Interest Represented by Each Category of Trader
       5.9        9.2        0.9       22.8       28.5       10.5       23.9       17.0        8.6       15.3       10.2        1.0       11.1       14.1
 
Number of Traders in Each Category                                    Total Traders:       268 
        11         31         14         47         42         39         40         39         40         20         38         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 3,223,742
Positions
    89,491    143,739    197,206    964,783    816,322    430,663    326,226    539,154    399,210    406,942    130,246     79,337    329,882    487,865
 
Changes from:       November 10, 2015                                Total Change is:    18,622
    12,092    -23,352     -9,181     66,774     29,486    -15,787    -36,522     36,709        823     22,665     -2,868     -3,133    -19,110      5,923
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        4.5        6.1       29.9       25.3       13.4       10.1       16.7       12.4       12.6        4.0        2.5       10.2       15.1
 
Number of Traders in Each Category                                    Total Traders:       362 
        20         28         35         50         76         76         52         69         79         33         34         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 2,639,238
Positions
    50,646    175,260    106,569  1,112,940    551,231    290,569    317,142    638,771    285,849    164,723    165,363     36,538    274,263    389,088
 
Changes from:       November 10, 2015                                Total Change is:    10,445
     3,467    -58,006     20,191     40,004     51,177    -14,233    -22,733    -27,406     13,989    -26,473     -5,421      4,781     -8,547     25,373
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        6.6        4.0       42.2       20.9       11.0       12.0       24.2       10.8        6.2        6.3        1.4       10.4       14.7
 
Number of Traders in Each Category                                    Total Traders:       286 
        12         29         28         42         50         53         32         67         58         14         40         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   810,758
Positions
   256,155    243,739    234,868        900     34,585        750    135,546     61,478    109,099     16,442     40,798     35,737     21,261     49,705
 
Changes from:       November 10, 2015                                Total Change is:    19,732
    -7,672     15,202     -2,139          0      1,685          0      9,081      1,137      5,266     13,474     -3,430        -14      1,735      2,024
 
Percent of Open Interest Represented by Each Category of Trader
      31.6       30.1       29.0        0.1        4.3        0.1       16.7        7.6       13.5        2.0        5.0        4.4        2.6        6.1
 
Number of Traders in Each Category                                    Total Traders:       115 
        11         38         39          .          5          .         16         23         27          .         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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 is18,874,193
Positions
 2,906,913  1,273,387  4,062,329    565,818  1,809,973    468,853  1,262,468  1,143,457  7,314,850    359,818    454,118  1,232,412    700,732  1,114,815
 
Changes from:       November 10, 2015                                Total Change is:  -474,350
    29,289     36,976   -134,163    110,349     63,081     -7,378    -61,115   -105,323   -257,224    -75,145    -10,231    -18,508    -60,455    -41,580
 
Percent of Open Interest Represented by Each Category of Trader
      15.4        6.7       21.5        3.0        9.6        2.5        6.7        6.1       38.8        1.9        2.4        6.5        3.7        5.9
 
Number of Traders in Each Category                                    Total Traders:       325 
        32         54         84         11         30         28         52         84        109         19         37         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    37,589
Positions
     8,402        853          0        510     15,723         30     25,609     13,941          0      2,599      6,623        330        109         89
 
Changes from:       November 10, 2015                                Total Change is:      -503
        27        -25          0          0       -128          0       -514        -22          0         -9       -341          0         -7         13
 
Percent of Open Interest Represented by Each Category of Trader
      22.4        2.3        0.0        1.4       41.8        0.1       68.1       37.1        0.0        6.9       17.6        0.9        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          .          0          .          8          .          7          9          0          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    34,592
Positions
    11,796        633          1          0     15,049          1     21,715      9,614          0        927      9,243          0        152         51
 
Changes from:       November 10, 2015                                Total Change is:      -133
       294        141          1          0       -502          0       -391        270          0        -32        -13          0         -5        -30
 
Percent of Open Interest Represented by Each Category of Trader
      34.1        1.8        0.0        0.0       43.5        0.0       62.8       27.8        0.0        2.7       26.7        0.0        0.4        0.1
 
Number of Traders in Each Category                                    Total Traders:        45 
         .          4          .          0         10          .          8          6          0          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    90,306
Positions
     2,973     61,616        178     21,988          0      1,487     19,511     19,303      1,446     28,712      3,762        208     13,802      2,305
 
Changes from:       November 10, 2015                                Total Change is:     5,525
      -199      3,154        -77      2,719          0       -105       -362      2,599         -9      1,631        -57         13      1,914          7
 
Percent of Open Interest Represented by Each Category of Trader
       3.3       68.2        0.2       24.3        0.0        1.6       21.6       21.4        1.6       31.8        4.2        0.2       15.3        2.6
 
Number of Traders in Each Category                                    Total Traders:       186 
         7          5          .         14          0          .         45         19         10         85         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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   297,025
Positions
    60,862     66,562     17,557     51,037     32,158     33,962     48,203     69,061     45,709      8,721      2,975     10,202     20,772     18,839
 
Changes from:       November 10, 2015                                Total Change is:   -27,517
     2,205     -9,996      3,114         53     -3,525     -6,964    -21,388      1,844       -786     -2,248     -3,918        575     -2,078     -7,861
 
Percent of Open Interest Represented by Each Category of Trader
      20.5       22.4        5.9       17.2       10.8       11.4       16.2       23.3       15.4        2.9        1.0        3.4        7.0        6.3
 
Number of Traders in Each Category                                    Total Traders:       175 
        17         14         20         13         14          8         35         44         50         17         10         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 17, 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    18,486
Positions
       253      3,058          0      1,681      1,789      1,680     13,301      9,746        484        733      1,692          0        354         37
 
Changes from:       November 10, 2015                                Total Change is:       904
        41          0          0     -1,501       -446        367      1,885        623         98         15        252          0         -1         10
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       16.5        0.0        9.1        9.7        9.1       72.0       52.7        2.6        4.0        9.2        0.0        1.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          5          .          .          6          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated November 20, 2015