Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   155,964
Positions
    55,099      6,779      4,362     28,904     51,673      1,500     15,878     39,489      8,583     18,658      2,026        734     22,247     40,818
 
Changes from:       November 17, 2015                                Total Change is:     1,723
     4,554     -2,857        443        354      3,088       -191     -5,602      3,788        189      1,318       -244         76        582     -2,570
 
Percent of Open Interest Represented by Each Category of Trader
      35.3        4.3        2.8       18.5       33.1        1.0       10.2       25.3        5.5       12.0        1.3        0.5       14.3       26.2
 
Number of Traders in Each Category                                    Total Traders:        92 
         8          .          9          6         10          4         17         29         15         14          5          8
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    79,972
Positions
    50,303      1,948        817        816      2,108        420     14,790     40,862      5,962          0        401          0      6,863     27,454
 
Changes from:       November 17, 2015                                Total Change is:     6,621
     7,533         58        243          0        431          0       -464      5,301         95          0        401          0       -787         91
 
Percent of Open Interest Represented by Each Category of Trader
      62.9        2.4        1.0        1.0        2.6        0.5       18.5       51.1        7.5        0.0        0.5        0.0        8.6       34.3
 
Number of Traders in Each Category                                    Total Traders:        50 
         9          .          .          .          4          .         13         21         12          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   198,063
Positions
    83,531      8,312      8,343      4,855     60,147      5,031     45,321     42,522     19,786      9,277     13,028      2,966     18,952     37,927
 
Changes from:       November 17, 2015                                Total Change is:       462
      -227      1,962        644        -45     -8,593      1,553     -3,396      2,769      1,400       -922        391        948        506       -613
 
Percent of Open Interest Represented by Each Category of Trader
      42.2        4.2        4.2        2.5       30.4        2.5       22.9       21.5       10.0        4.7        6.6        1.5        9.6       19.1
 
Number of Traders in Each Category                                    Total Traders:       115 
        11          7         13          4         18          8         23         38         21          6          8          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   275,522
Positions
   149,370      3,341      8,670     19,059     78,657      7,711     19,302    104,165     17,612     32,717      3,052      3,242     17,839     49,073
 
Changes from:       November 17, 2015                                Total Change is:    -5,898
      -981       -586       -860       -916      2,715        891     -4,169     -4,491        183        265     -1,109         28       -339     -2,670
 
Percent of Open Interest Represented by Each Category of Trader
      54.2        1.2        3.1        6.9       28.5        2.8        7.0       37.8        6.4       11.9        1.1        1.2        6.5       17.8
 
Number of Traders in Each Category                                    Total Traders:       143 
        13          4          9         10         27         14         26         49         26          4         10          6
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   557,979
Positions
   156,167     25,698     34,686     88,500     85,949     23,870     44,399    184,992     60,633     83,458     32,147     16,416     49,850     93,588
 
Changes from:       November 17, 2015                                Total Change is:     8,750
    11,237     -1,106      1,948      1,018     -1,123        523     -2,501      5,972      1,017     -4,945        191      1,415       -961        -87
 
Percent of Open Interest Represented by Each Category of Trader
      28.0        4.6        6.2       15.9       15.4        4.3        8.0       33.2       10.9       15.0        5.8        2.9        8.9       16.8
 
Number of Traders in Each Category                                    Total Traders:       271 
        19         12         14         29         33         28         28         71         42         31         48         28
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   167,926
Positions
   111,034      3,227      2,744      3,051     39,862      2,832     19,831     43,854      7,667      2,618     31,401        980     17,170     35,359
 
Changes from:       November 17, 2015                                Total Change is:    -8,021
   -12,177        725        594       -689     -3,380      1,481      1,205     -4,945        756       -120       -203       -115      1,044     -2,935
 
Percent of Open Interest Represented by Each Category of Trader
      66.1        1.9        1.6        1.8       23.7        1.7       11.8       26.1        4.6        1.6       18.7        0.6       10.2       21.1
 
Number of Traders in Each Category                                    Total Traders:        97 
         9          .          6          .         12          4         19         33         19          5         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    41,789
Positions
    28,790     32,223      5,149      2,664          0          0      2,833      3,073        592        921        287          0        840        465
 
Changes from:       November 17, 2015                                Total Change is:     3,445
       -52        277      2,494        151          0          0        809        815          0          0        174          0         43       -315
 
Percent of Open Interest Represented by Each Category of Trader
      68.9       77.1       12.3        6.4        0.0        0.0        6.8        7.4        1.4        2.2        0.7        0.0        2.0        1.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          6          4          .          0          0          5          4          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   189,370
Positions
    52,930     74,252     15,731     51,297      5,225        610     47,315     63,751     14,044      2,721     10,091        337      4,385      5,328
 
Changes from:       November 17, 2015                                Total Change is:     7,575
      -439     10,914         61        776        740       -201      7,050     -1,053     -1,282        116       -409        225      1,270     -1,419
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       39.2        8.3       27.1        2.8        0.3       25.0       33.7        7.4        1.4        5.3        0.2        2.3        2.8
 
Number of Traders in Each Category                                    Total Traders:       119 
         .         10          4          6          8          .         23         44         12         13         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    30,543
Positions
    13,696     15,147      2,312      4,292          0          0      9,095     10,321        229          0      1,237          0        919      1,297
 
Changes from:       November 17, 2015                                Total Change is:     3,958
      -883      1,349      2,307        499          0          0      1,923        516        167          0       -346          0        -55        -35
 
Percent of Open Interest Represented by Each Category of Trader
      44.8       49.6        7.6       14.1        0.0        0.0       29.8       33.8        0.7        0.0        4.1        0.0        3.0        4.2
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          4          .          .          0          0          .         13          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    35,099
Positions
    19,982      8,702         18      1,819      5,997          1      9,280     13,792        295      1,764        792          0      1,940      5,502
 
Changes from:       November 17, 2015                                Total Change is:       200
       -24       -504          9        330       -120          0       -545      2,205       -214        694       -341          0        -50       -835
 
Percent of Open Interest Represented by Each Category of Trader
      56.9       24.8        0.1        5.2       17.1        0.0       26.4       39.3        0.8        5.0        2.3        0.0        5.5       15.7
 
Number of Traders in Each Category                                    Total Traders:        70 
         5          5          .          .          5          .         17         28          5          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     7,882
Positions
     3,496          0          0      1,752      3,315        102      1,960      2,088          1          0        387          0        571      1,989
 
Changes from:       November 17, 2015                                Total Change is:       100
       295          0          0        -24        -28          8       -291       -214        -22          0         56          0        134        300
 
Percent of Open Interest Represented by Each Category of Trader
      44.4        0.0        0.0       22.2       42.1        1.3       24.9       26.5        0.0        0.0        4.9        0.0        7.2       25.2
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          0          0          .          4          .          .          8          .          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,328
Positions
    11,857     27,074      3,221      5,240      1,966        740     21,036      6,666      1,430      2,481      3,201        547      6,777      8,483
 
Changes from:       November 17, 2015                                Total Change is:       203
       354        188       -236       -193       -129        359      1,835        113     -1,147        159        201       -120       -806        975
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       50.8        6.0        9.8        3.7        1.4       39.4       12.5        2.7        4.7        6.0        1.0       12.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       107 
        17         15          7          9          .          5         30         12          6          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,655
Positions
    23,713     54,149      6,442     10,480      3,931      1,480     42,071     13,333      2,860      4,962      6,402      1,093     13,553     16,965
 
Changes from:       November 17, 2015                                Total Change is:       406
       707        376       -471       -386       -257        717      3,669        226     -2,295        318        401       -241     -1,612      1,949
 
Percent of Open Interest Represented by Each Category of Trader
      22.2       50.8        6.0        9.8        3.7        1.4       39.4       12.5        2.7        4.7        6.0        1.0       12.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       107 
        17         15          7          9          .          5         30         12          6          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   853,368
Positions
    95,187     75,676     58,085    244,448    154,059     72,561     77,479    149,126    141,741     18,319     52,506     41,933    103,615    107,681
 
Changes from:       November 17, 2015                                Total Change is:   -40,565
   -10,223      7,053      1,417         40       -954      1,874      8,223    -12,560    -28,498        -96      2,646     -3,999     -9,302     -7,544
 
Percent of Open Interest Represented by Each Category of Trader
      11.2        8.9        6.8       28.6       18.1        8.5        9.1       17.5       16.6        2.1        6.2        4.9       12.1       12.6
 
Number of Traders in Each Category                                    Total Traders:       630 
        33         35         44        119         76         99         84        134        113         64         83         81
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   166,095
Positions
    15,731     22,913     10,181     29,390     22,348      6,268     11,808     11,388     36,253      2,617      4,910     14,277     39,570     37,557
 
Changes from:       November 17, 2015                                Total Change is:   -10,836
    -4,565      4,321       -766        500       -662        298        228      1,441     -4,758          6       -383       -355     -1,424     -9,972
 
Percent of Open Interest Represented by Each Category of Trader
       9.5       13.8        6.1       17.7       13.5        3.8        7.1        6.9       21.8        1.6        3.0        8.6       23.8       22.6
 
Number of Traders in Each Category                                    Total Traders:        80 
         6         10          5         13          6          7         16         15         31          7          5          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,436,366
Positions
   510,505    377,035    126,294  1,092,213    675,476    314,544    424,296    784,633    431,498     82,502    241,974    134,289    320,225    350,622
 
Changes from:       November 17, 2015                                Total Change is:  -148,645
   -19,748     22,200      2,370     -1,763       -921      7,344     48,022    -61,956   -126,750        -41     15,613    -18,688    -39,390     12,144
 
Percent of Open Interest Represented by Each Category of Trader
      14.9       11.0        3.7       31.8       19.7        9.2       12.3       22.8       12.6        2.4        7.0        3.9        9.3       10.2
 
Number of Traders in Each Category                                    Total Traders:       610 
        32         36         42        115         73         94         81        132        105         61         80         76
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    89,860
Positions
    15,228     23,752        891     42,808     52,909      2,230     15,373      4,877        488      2,277        263          0     10,565      4,450
 
Changes from:       November 17, 2015                                Total Change is:     3,372
    -4,712     10,154          5      5,174     -6,106        463        321     -1,282         83      2,032          0          0          6         55
 
Percent of Open Interest Represented by Each Category of Trader
      16.9       26.4        1.0       47.6       58.9        2.5       17.1        5.4        0.5        2.5        0.3        0.0       11.8        5.0
 
Number of Traders in Each Category                                    Total Traders:        89 
         7          8          .         33         16         17         14          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    69,943
Positions
     5,842     38,837        917     31,745      8,312      1,127     17,859     10,471      2,671      2,935      2,372        913      5,933      4,322
 
Changes from:       November 17, 2015                                Total Change is:    -3,815
       178     -4,715        147       -234       -352        305     -3,238      1,604       -921        261        344       -144       -170        -82
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       55.5        1.3       45.4       11.9        1.6       25.5       15.0        3.8        4.2        3.4        1.3        8.5        6.2
 
Number of Traders in Each Category                                    Total Traders:       243 
        15         24         12         40         20         10         53         40         27         24         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   349,714
Positions
    29,208    194,187      4,585    158,726     41,561      5,633     89,297     52,353     13,356     14,677     11,861      4,565     29,666     21,612
 
Changes from:       November 17, 2015                                Total Change is:   -19,074
       891    -23,577        733     -1,169     -1,759      1,527    -16,190      8,018     -4,604      1,306      1,718       -721       -848       -410
 
Percent of Open Interest Represented by Each Category of Trader
       8.4       55.5        1.3       45.4       11.9        1.6       25.5       15.0        3.8        4.2        3.4        1.3        8.5        6.2
 
Number of Traders in Each Category                                    Total Traders:       243 
        15         24         12         40         20         10         53         40         27         24         25          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   396,465
Positions
   138,174     46,753      3,280    112,883    172,669     18,889     85,663    114,829      9,336      7,367     14,609        992     19,881     15,109
 
Changes from:       November 17, 2015                                Total Change is:     7,534
    -1,790      7,215        657      2,406     -4,606      1,407      3,752      5,425        426       -661       -908        187      1,150     -2,270
 
Percent of Open Interest Represented by Each Category of Trader
      34.9       11.8        0.8       28.5       43.6        4.8       21.6       29.0        2.4        1.9        3.7        0.3        5.0        3.8
 
Number of Traders in Each Category                                    Total Traders:       276 
        18         16          5         52         49         23         43         62         20         15         20          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    53,522
Positions
     1,323      9,855          0     25,329          0      1,314     10,329     19,501        555      5,836     15,129          0      8,836      7,168
 
Changes from:       November 17, 2015                                Total Change is:       947
    -1,628        553          0        638     -1,234        903      1,414      1,092        129       -459        337          0        -50       -833
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       18.4        0.0       47.3        0.0        2.5       19.3       36.4        1.0       10.9       28.3        0.0       16.5       13.4
 
Number of Traders in Each Category                                    Total Traders:        71 
         4          7          0         20          0          5         14         16          4          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    94,872
Positions
    14,746     16,630      2,188     12,259      4,760      1,106     45,659      7,263      1,358      7,916      3,704         51      9,589     57,812
 
Changes from:       November 17, 2015                                Total Change is:    -3,212
      -132     -1,201        211       -871       -461        -51     -2,319     -3,481         60       -111       -670        -26         27      2,407
 
Percent of Open Interest Represented by Each Category of Trader
      15.5       17.5        2.3       12.9        5.0        1.2       48.1        7.7        1.4        8.3        3.9        0.1       10.1       60.9
 
Number of Traders in Each Category                                    Total Traders:        99 
        18          8          4         11          .          .         41         10          9          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   167,917
Positions
     7,198     99,744        931    100,222     42,939      8,618     38,329      7,046      2,901      3,214      1,997          0      6,504      3,741
 
Changes from:       November 17, 2015                                Total Change is:     2,924
      -230      2,355        414      2,211     -1,483        277         35      1,325       -180        297        -46          0        100        262
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       59.4        0.6       59.7       25.6        5.1       22.8        4.2        1.7        1.9        1.2        0.0        3.9        2.2
 
Number of Traders in Each Category                                    Total Traders:       115 
         5         15          .         41         22         19         14          5          .          7          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   448,159
Positions
    40,297    172,345        920    196,999    123,728     69,734     86,245     40,602      9,274     26,839     20,062      2,157     15,694      9,337
 
Changes from:       November 17, 2015                                Total Change is:     2,821
     2,009      9,676        -62     -2,683     -5,433        506     -2,940        -95        -16      5,158        410       -407      1,256     -1,758
 
Percent of Open Interest Represented by Each Category of Trader
       9.0       38.5        0.2       44.0       27.6       15.6       19.2        9.1        2.1        6.0        4.5        0.5        3.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       256 
        20         20          4         64         42         38         32         33         15         28         17          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   608,220
Positions
     3,027     44,377     12,411    206,422     94,088     75,319     38,634     66,410     99,103      5,559     39,803     10,599    157,146    166,109
 
Changes from:       November 17, 2015                                Total Change is:    31,840
      -598      3,648    -10,027    -12,710    -21,164     21,190      8,120     15,228     30,964       -982        601    -14,957     10,841      6,358
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        7.3        2.0       33.9       15.5       12.4        6.4       10.9       16.3        0.9        6.5        1.7       25.8       27.3
 
Number of Traders in Each Category                                    Total Traders:       132 
         .         12         11         31         24         29         27         20         35          5          9          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   689,500
Positions
     8,477     72,579      2,304    342,851    113,619     79,028     31,931    233,147     81,026      9,536      7,423      1,843    132,504     98,531
 
Changes from:       November 17, 2015                                Total Change is:    65,111
       683      7,217      1,460     -6,070      8,765        804        667    -13,508     59,654        -64     -2,444      1,248      6,730      1,915
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       10.5        0.3       49.7       16.5       11.5        4.6       33.8       11.8        1.4        1.1        0.3       19.2       14.3
 
Number of Traders in Each Category                                    Total Traders:        92 
         .          6          4         39         12         31         10         16         16          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,071,654
Positions
    51,836     95,907     14,626    277,755    315,789     99,294    224,613    175,471     77,791    174,439    105,837     14,575    136,725    172,363
 
Changes from:       November 17, 2015                                Total Change is:   -38,262
   -13,659     -6,303      4,622     24,991       -278    -16,862    -40,328    -13,293    -17,648      4,212     -7,325      3,136     13,274     15,688
 
Percent of Open Interest Represented by Each Category of Trader
       4.8        8.9        1.4       25.9       29.5        9.3       21.0       16.4        7.3       16.3        9.9        1.4       12.8       16.1
 
Number of Traders in Each Category                                    Total Traders:       272 
        11         34         14         48         42         41         44         36         38         20         34         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,121,927
Positions
    81,940    132,040    135,250  1,014,798    785,364    445,110    350,538    616,447    347,962    385,718    118,928     42,179    318,431    498,647
 
Changes from:       November 17, 2015                                Total Change is:  -101,815
    -7,551    -11,699    -61,956     50,015    -30,958     14,447     24,312     77,293    -51,248    -21,224    -11,318    -37,158    -11,451     10,782
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        4.2        4.3       32.5       25.2       14.3       11.2       19.7       11.1       12.4        3.8        1.4       10.2       16.0
 
Number of Traders in Each Category                                    Total Traders:       332 
        19         21         33         51         74         80         43         70         76         23         31         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,938,556
Positions
    47,954    202,279     92,006  1,208,851    574,963    310,980    289,962    643,797    445,421    160,965    177,909     24,936    357,481    466,265
 
Changes from:       November 17, 2015                                Total Change is:   299,318
    -2,692     27,019    -14,563     95,912     23,732     20,410    -27,180      5,027    159,572     -3,758     12,546    -11,602     83,218     77,177
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        6.9        3.1       41.1       19.6       10.6        9.9       21.9       15.2        5.5        6.1        0.8       12.2       15.9
 
Number of Traders in Each Category                                    Total Traders:       275 
         9         30         22         41         51         52         33         59         56         15         37         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   862,318
Positions
   252,753    233,762    235,847        900     33,549      5,750    129,851     78,173    145,317     27,110     36,634     43,028     21,761     50,258
 
Changes from:       November 17, 2015                                Total Change is:    51,560
    -3,402     -9,978        979          0     -1,036      5,000     -5,696     16,695     36,218     10,668     -4,164      7,291        501        553
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       27.1       27.4        0.1        3.9        0.7       15.1        9.1       16.9        3.1        4.2        5.0        2.5        5.8
 
Number of Traders in Each Category                                    Total Traders:       114 
        11         40         40          .          5          .         14         22         25          6         11          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is19,354,777
Positions
 2,859,884  1,290,869  4,148,370    577,968  1,806,029    517,327  1,202,611  1,087,330  7,671,781    368,990    426,679  1,294,400    713,445  1,111,992
 
Changes from:       November 17, 2015                                Total Change is:   480,584
   -47,028     17,482     86,041     12,150     -3,944     48,474    -59,858    -56,127    356,932      9,172    -27,439     61,988     12,713     -2,823
 
Percent of Open Interest Represented by Each Category of Trader
      14.8        6.7       21.4        3.0        9.3        2.7        6.2        5.6       39.6        1.9        2.2        6.7        3.7        5.7
 
Number of Traders in Each Category                                    Total Traders:       324 
        32         55         85         14         29         30         55         77        110         16         39         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    35,066
Positions
     6,869        676          0        510     16,159         30     24,577     11,236          0      2,670      6,553        323         87         89
 
Changes from:       November 17, 2015                                Total Change is:    -2,523
    -1,533       -177          0          0        436          0     -1,032     -2,705          0         71        -70         -7        -22          0
 
Percent of Open Interest Represented by Each Category of Trader
      19.6        1.9        0.0        1.5       46.1        0.1       70.1       32.0        0.0        7.6       18.7        0.9        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        46 
         4          .          0          .          9          .          6          9          0          4         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    35,334
Positions
    11,413      2,198          0          0     14,196          1     22,777      9,692          0        974      9,170          0        169         77
 
Changes from:       November 17, 2015                                Total Change is:       742
      -383      1,565         -1          0       -853          0      1,062         78          0         47        -73          0         17         26
 
Percent of Open Interest Represented by Each Category of Trader
      32.3        6.2        0.0        0.0       40.2        0.0       64.5       27.4        0.0        2.8       26.0        0.0        0.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          5          0          0          9          .          7          6          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    91,490
Positions
     2,896     61,745        169     23,402         50      1,487     18,293     17,680      2,827     28,475      5,593        216     13,724      1,723
 
Changes from:       November 17, 2015                                Total Change is:     1,184
       -77        129         -9      1,414         50          0     -1,218     -1,623      1,381       -237      1,831          8        -79       -583
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       67.5        0.2       25.6        0.1        1.6       20.0       19.3        3.1       31.1        6.1        0.2       15.0        1.9
 
Number of Traders in Each Category                                    Total Traders:       185 
         7          5          .         14          .          .         42         17         14         85         11          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   286,132
Positions
    53,114     63,998     13,435     53,702     33,635     37,563     49,773     57,405     44,043      8,703      5,009      6,374     19,425     24,670
 
Changes from:       November 17, 2015                                Total Change is:   -10,893
    -7,748     -2,564     -4,122      2,665      1,477      3,601      1,570    -11,656     -1,666        -18      2,034     -3,828     -1,347      5,831
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       22.4        4.7       18.8       11.8       13.1       17.4       20.1       15.4        3.0        1.8        2.2        6.8        8.6
 
Number of Traders in Each Category                                    Total Traders:       163 
        16         13         16         14         13          8         29         42         39         12         17         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of November 24, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    18,776
Positions
       190      3,058          0      3,218        845        695     12,100     13,065        484      1,733        595          0        356         34
 
Changes from:       November 17, 2015                                Total Change is:       290
       -63          0          0      1,537       -944       -985     -1,201      3,319          0      1,000     -1,097          0          2         -3
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       16.3        0.0       17.1        4.5        3.7       64.4       69.6        2.6        9.2        3.2        0.0        1.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          .          0          6          .          .          6          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated November 30, 2015