Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   175,527
Positions
    60,238      6,970      4,643     30,763     54,013      1,498     23,709     46,130     12,684     17,143      3,089        523     24,325     45,977
 
Changes from:       December 1, 2015                                 Total Change is:    17,510
     3,466        504       -881      1,975      4,976        -70     10,482      6,456      3,692     -1,603        643       -221        670      2,410
 
Percent of Open Interest Represented by Each Category of Trader
      34.3        4.0        2.6       17.5       30.8        0.9       13.5       26.3        7.2        9.8        1.8        0.3       13.9       26.2
 
Number of Traders in Each Category                                    Total Traders:        94 
         8          5          9          7          9          .         16         32         16         13          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    80,416
Positions
    50,634      1,335      2,882        816      2,236        420      7,824     37,857     11,721          0          0          0      6,120     23,965
 
Changes from:       December 1, 2015                                 Total Change is:    -5,933
    -5,985       -740      1,894          0         -3          0     -5,957     -5,671      5,139          0       -412          0     -1,023     -6,140
 
Percent of Open Interest Represented by Each Category of Trader
      63.0        1.7        3.6        1.0        2.8        0.5        9.7       47.1       14.6        0.0        0.0        0.0        7.6       29.8
 
Number of Traders in Each Category                                    Total Traders:        45 
         8          .          5          .          4          .          9         20         16          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   217,584
Positions
    90,872      7,421     12,587     10,220     60,779      2,988     45,733     60,098     20,674     14,583     12,768      2,735     17,193     37,534
 
Changes from:       December 1, 2015                                 Total Change is:     6,601
      -130     -2,383      4,192      5,118      2,497     -2,117     -5,170      6,035      1,171      5,196       -895       -272     -1,388     -1,628
 
Percent of Open Interest Represented by Each Category of Trader
      41.8        3.4        5.8        4.7       27.9        1.4       21.0       27.6        9.5        6.7        5.9        1.3        7.9       17.3
 
Number of Traders in Each Category                                    Total Traders:       117 
         9          7         11          5         19          8         23         40         27          6          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   264,926
Positions
   136,719      5,200      5,987     21,402     67,729      6,876     16,980    100,724     23,745     32,334      2,847      2,974     17,911     48,845
 
Changes from:       December 1, 2015                                 Total Change is:   -14,713
    -8,038      1,428     -4,637        743     -9,862     -1,057     -4,690     -1,995      2,092        251     -1,452        148        476        622
 
Percent of Open Interest Represented by Each Category of Trader
      51.6        2.0        2.3        8.1       25.6        2.6        6.4       38.0        9.0       12.2        1.1        1.1        6.8       18.4
 
Number of Traders in Each Category                                    Total Traders:       128 
        12          4          8         11         24         13         22         46         30          .          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   541,941
Positions
   147,843     20,716     24,924     93,812    102,250     15,757     43,853    175,611     62,786     77,231     36,714     11,838     63,898     91,344
 
Changes from:       December 1, 2015                                 Total Change is:   -40,312
    -8,776     -5,374    -11,779     -4,941     11,563     -9,739        328    -11,154     -5,076     -6,575      2,788     -6,187     12,434     -5,355
 
Percent of Open Interest Represented by Each Category of Trader
      27.3        3.8        4.6       17.3       18.9        2.9        8.1       32.4       11.6       14.3        6.8        2.2       11.8       16.9
 
Number of Traders in Each Category                                    Total Traders:       255 
        21         12         18         25         33         28         24         63         42         31         43         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   172,006
Positions
   104,782     29,230      6,810      3,587     32,512      1,929     20,701     25,681     12,449      1,300     32,181        634     19,814     30,580
 
Changes from:       December 1, 2015                                 Total Change is:       171
    -1,899     13,970      3,797        130     -7,573     -1,806        224     -7,741      3,535     -2,563        149       -328       -918     -3,831
 
Percent of Open Interest Represented by Each Category of Trader
      60.9       17.0        4.0        2.1       18.9        1.1       12.0       14.9        7.2        0.8       18.7        0.4       11.5       17.8
 
Number of Traders in Each Category                                    Total Traders:        99 
         9          9          9          4         11          4         20         28         23          .         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    43,941
Positions
    28,675     31,103      6,019      3,360          0          0      2,034      3,876        592        771        113      1,608        882        630
 
Changes from:       December 1, 2015                                 Total Change is:     2,249
      -108       -734        484        623          0          0       -171        868         -1       -254          0      1,608         68         24
 
Percent of Open Interest Represented by Each Category of Trader
      65.3       70.8       13.7        7.6        0.0        0.0        4.6        8.8        1.3        1.8        0.3        3.7        2.0        1.4
 
Number of Traders in Each Category                                    Total Traders:        25 
         5          6          4          .          0          0          4          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   200,227
Positions
    53,584     78,034     26,852     49,650      6,309        614     43,543     52,888     17,969      2,898      8,967      1,969      3,149      6,626
 
Changes from:       December 1, 2015                                 Total Change is:    13,091
       454        261     11,120     -1,797      1,078          4     -2,018     -6,400      4,338         72       -648      1,615       -698      1,722
 
Percent of Open Interest Represented by Each Category of Trader
      26.8       39.0       13.4       24.8        3.2        0.3       21.7       26.4        9.0        1.4        4.5        1.0        1.6        3.3
 
Number of Traders in Each Category                                    Total Traders:       121 
         .         10          5          .          9          .         19         49         19         13         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    21,369
Positions
     1,806     12,416        404      4,635          0          0     13,346      6,061          5        318      1,071          0        855      1,412
 
Changes from:       December 1, 2015                                 Total Change is:   -22,896
   -11,490     -1,816    -10,029       -453          0          0      3,618     -5,818     -4,556        318       -297         -6       -298       -374
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       58.1        1.9       21.7        0.0        0.0       62.5       28.4        0.0        1.5        5.0        0.0        4.0        6.6
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          .          .          0          0          5          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    38,425
Positions
    18,659     14,034      1,280      2,053      5,170          1      9,959     11,457      1,129      2,625        860          0      2,719      4,494
 
Changes from:       December 1, 2015                                 Total Change is:     1,802
    -1,667      3,440      1,262         -7       -813          0        736     -1,769        695        745        138          0         38     -1,151
 
Percent of Open Interest Represented by Each Category of Trader
      48.6       36.5        3.3        5.3       13.5        0.0       25.9       29.8        2.9        6.8        2.2        0.0        7.1       11.7
 
Number of Traders in Each Category                                    Total Traders:        64 
         5          6          4          .          4          .         16         21          9          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF ZAR 500,000)                       
CFTC Code #122741                                                    Open Interest is     8,473
Positions
     3,794          0          3      1,690      3,260         74      1,867      2,473        605          0        380          0        440      1,678
 
Changes from:       December 1, 2015                                 Total Change is:      -492
      -201          0          3         -5     -1,056        -17       -825        200        582          0         -7          0        -29       -197
 
Percent of Open Interest Represented by Each Category of Trader
      44.8        0.0        0.0       19.9       38.5        0.9       22.0       29.2        7.1        0.0        4.5        0.0        5.2       19.8
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          0          .          .          4          .          .          8          4          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    53,264
Positions
    11,867     27,415      5,655      5,239      2,326        528     17,847      6,068      2,245      2,643      1,336        625      6,616      7,067
 
Changes from:       December 1, 2015                                 Total Change is:    -1,995
      -157     -1,547      2,459       -401        443       -214     -3,827       -839        710        -57     -2,045         65       -573     -1,027
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       51.5       10.6        9.8        4.4        1.0       33.5       11.4        4.2        5.0        2.5        1.2       12.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       107 
        18         17          9          9          4          5         30         14          8         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   106,528
Positions
    23,734     54,830     11,310     10,477      4,651      1,055     35,695     12,136      4,489      5,286      2,672      1,249     13,232     14,135
 
Changes from:       December 1, 2015                                 Total Change is:    -3,989
      -314     -3,094      4,917       -801        886       -428     -7,655     -1,677      1,420       -113     -4,091        131     -1,146     -2,053
 
Percent of Open Interest Represented by Each Category of Trader
      22.3       51.5       10.6        9.8        4.4        1.0       33.5       11.4        4.2        5.0        2.5        1.2       12.4       13.3
 
Number of Traders in Each Category                                    Total Traders:       107 
        18         17          9          9          4          5         30         14          8         11          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   863,566
Positions
    73,625     88,075     82,710    235,430    145,947     77,545     86,820    138,850    151,442     19,305     47,907     41,552     95,138     89,539
 
Changes from:       December 1, 2015                                 Total Change is:     9,641
   -16,118      6,835     20,060     -6,632     -2,447      1,431      4,588     -8,050      8,806      1,163     -3,925        219     -3,875    -13,286
 
Percent of Open Interest Represented by Each Category of Trader
       8.5       10.2        9.6       27.3       16.9        9.0       10.1       16.1       17.5        2.2        5.5        4.8       11.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       613 
        34         37         47        117         76         97         86        121        108         77         63         73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   162,035
Positions
    14,367     37,234      9,409     30,815     22,157      8,282     12,523      6,631     35,398      2,714      5,550     13,631     34,896     23,744
 
Changes from:       December 1, 2015                                 Total Change is:    -4,090
       692     11,124       -568     -1,599       -244      1,835     -1,721     -6,565       -230        159        256       -273     -2,385     -9,426
 
Percent of Open Interest Represented by Each Category of Trader
       8.9       23.0        5.8       19.0       13.7        5.1        7.7        4.1       21.8        1.7        3.4        8.4       21.5       14.7
 
Number of Traders in Each Category                                    Total Traders:        83 
         5         10          8         14          6          9         18         14         32         10          4         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,507,655
Positions
   445,315    403,228    217,480  1,051,650    647,525    317,739    446,079    735,693    505,623     85,536    214,368    137,024    301,209    328,976
 
Changes from:       December 1, 2015                                 Total Change is:    68,656
   -55,965      6,642     75,053    -25,900    -11,757     -1,284      3,583    -35,390     73,145      3,719    -22,208      3,757     -7,452    -19,301
 
Percent of Open Interest Represented by Each Category of Trader
      12.7       11.5        6.2       30.0       18.5        9.1       12.7       21.0       14.4        2.4        6.1        3.9        8.6        9.4
 
Number of Traders in Each Category                                    Total Traders:       590 
        32         39         45        113         73         91         84        117         99         70         62         67
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    87,492
Positions
    11,912     20,544        849     42,433     55,064      1,698     19,184      5,059        460        266        263          0     10,690      3,555
 
Changes from:       December 1, 2015                                 Total Change is:    -2,822
    -1,385     -5,952        -58       -496      4,426       -615        -61       -547         65         21          0          0       -293       -141
 
Percent of Open Interest Represented by Each Category of Trader
      13.6       23.5        1.0       48.5       62.9        1.9       21.9        5.8        0.5        0.3        0.3        0.0       12.2        4.1
 
Number of Traders in Each Category                                    Total Traders:        86 
         5          8          .         30         16         15         17          8          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    70,186
Positions
     6,442     35,226      1,318     31,643     10,538        789     17,196     12,014      3,107      2,843      2,067        913      5,937      4,215
 
Changes from:       December 1, 2015                                 Total Change is:    -1,424
       118     -2,848        415       -680        337       -245       -973      1,194        282       -148       -256        248       -442       -550
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       50.2        1.9       45.1       15.0        1.1       24.5       17.1        4.4        4.1        2.9        1.3        8.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       242 
        16         22         10         41         21          9         58         39         24         22         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   350,929
Positions
    32,209    176,130      6,588    158,216     52,689      3,943     85,979     60,072     15,533     14,215     10,334      4,563     29,683     21,077
 
Changes from:       December 1, 2015                                 Total Change is:    -7,118
       591    -14,242      2,077     -3,399      1,684     -1,223     -4,867      5,968      1,410       -738     -1,281      1,241     -2,211     -2,752
 
Percent of Open Interest Represented by Each Category of Trader
       9.2       50.2        1.9       45.1       15.0        1.1       24.5       17.1        4.4        4.1        2.9        1.3        8.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       242 
        16         22         10         41         21          9         58         39         24         22         22          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   384,270
Positions
   117,590     48,954      4,818    108,996    158,121     21,815     95,091    108,595     10,649      5,668     13,895        543     19,100     16,880
 
Changes from:       December 1, 2015                                 Total Change is:   -14,111
   -13,316     -1,015        358     -1,865    -12,262        500      4,149     -3,422       -567     -2,299        250       -258       -814      2,305
 
Percent of Open Interest Represented by Each Category of Trader
      30.6       12.7        1.3       28.4       41.1        5.7       24.7       28.3        2.8        1.5        3.6        0.1        5.0        4.4
 
Number of Traders in Each Category                                    Total Traders:       270 
        19         14          6         52         51         24         43         57         19         14         19          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    65,715
Positions
     1,192     10,617      7,295     21,523        573        241     10,150     17,480      2,047      6,355     14,762      4,210     12,702      8,490
 
Changes from:       December 1, 2015                                 Total Change is:    13,774
      -296        416      7,295     -3,071          0         80        315       -946      1,501       -232         68      4,210      3,972      1,150
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       16.2       11.1       32.8        0.9        0.4       15.4       26.6        3.1        9.7       22.5        6.4       19.3       12.9
 
Number of Traders in Each Category                                    Total Traders:        70 
         4          8          4         18          .          .         14         15          6          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   106,729
Positions
    20,593     18,719      4,029      9,520      5,158      1,571     41,424     10,183      3,443      7,059      2,157        251     18,839     61,218
 
Changes from:       December 1, 2015                                 Total Change is:     9,210
     3,392        841      1,914     -2,474         71        485     -4,652       -257      1,882       -897       -282        200      9,360      4,356
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       17.5        3.8        8.9        4.8        1.5       38.8        9.5        3.2        6.6        2.0        0.2       17.7       57.4
 
Number of Traders in Each Category                                    Total Traders:        97 
        20         11          9          9          .          .         36         12         13          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   176,912
Positions
     7,527    107,898        847    102,336     47,572      8,478     45,053      3,606      3,127      3,218      1,836          0      6,326      3,548
 
Changes from:       December 1, 2015                                 Total Change is:     7,646
       148      4,591         43      1,075      5,466       -387      6,768     -2,360        178        -42         17          0       -137         98
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       61.0        0.5       57.8       26.9        4.8       25.5        2.0        1.8        1.8        1.0        0.0        3.6        2.0
 
Number of Traders in Each Category                                    Total Traders:       118 
         5         14          .         39         24         19         19          5          4          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   454,859
Positions
    38,919    161,596      6,460    196,596    127,593     78,718     81,919     38,923     11,675     18,002     16,042      2,599     19,971     11,253
 
Changes from:       December 1, 2015                                 Total Change is:    12,152
      -854     -4,536      3,096      6,101      8,589     -2,666      2,803      4,642      1,746     -4,168        534        -17      6,111        764
 
Percent of Open Interest Represented by Each Category of Trader
       8.6       35.5        1.4       43.2       28.1       17.3       18.0        8.6        2.6        4.0        3.5        0.6        4.4        2.5
 
Number of Traders in Each Category                                    Total Traders:       252 
        21         22          8         61         45         38         30         32         18         22         17         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   623,919
Positions
     5,995     45,890     25,000    244,791    123,513     85,846     41,252     70,561     63,111      4,602     48,031     11,148    142,174    150,819
 
Changes from:       December 1, 2015                                 Total Change is:    12,818
     1,827     -3,756      5,015     24,093     20,731     -3,600      5,973         53     -7,912       -591        775      3,607    -15,594     -2,096
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        7.4        4.0       39.2       19.8       13.8        6.6       11.3       10.1        0.7        7.7        1.8       22.8       24.2
 
Number of Traders in Each Category                                    Total Traders:       140 
         5         12         14         35         24         32         25         23         31          5         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   636,072
Positions
     5,530     77,319      1,999    369,942    112,627     69,422     31,479    235,810     35,441     10,129     13,557        594    111,537     89,303
 
Changes from:       December 1, 2015                                 Total Change is:   -17,136
      -215     -8,651      1,601     10,245        568    -10,594     -4,048     12,735    -11,057       -347         31       -681     -2,041     -1,088
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       12.2        0.3       58.2       17.7       10.9        4.9       37.1        5.6        1.6        2.1        0.1       17.5       14.0
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          8          .         45         12         33          9         14         13          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   992,768
Positions
    53,406     82,948      6,720    284,082    303,287    104,260    223,698    165,430     61,764    147,066    113,690      7,572    104,199    147,096
 
Changes from:       December 1, 2015                                 Total Change is:    -9,780
    14,443      6,867     -5,636      7,116     -9,450      5,857     -7,864     -3,948     -1,332     -5,248      4,104       -909    -16,208     -5,335
 
Percent of Open Interest Represented by Each Category of Trader
       5.4        8.4        0.7       28.6       30.5       10.5       22.5       16.7        6.2       14.8       11.5        0.8       10.5       14.8
 
Number of Traders in Each Category                                    Total Traders:       256 
        11         31          9         48         37         39         44         31         34         18         36         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 3,083,916
Positions
    58,098    149,554    132,835  1,043,993    792,644    414,858    389,207    603,208    341,564    359,455    138,695     44,168    299,739    466,390
 
Changes from:       December 1, 2015                                 Total Change is:   -88,347
   -10,341    -24,172     17,470    -41,363      3,150     35,594      1,387    -57,821    -47,007    -12,745      2,731    -12,866    -18,476     -5,427
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        4.8        4.3       33.9       25.7       13.5       12.6       19.6       11.1       11.7        4.5        1.4        9.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       355 
        10         35         36         52         79         77         50         69         83         26         34         21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,585,807
Positions
    26,108    231,001     77,006  1,313,435    557,853    289,127    252,204    685,652    166,231    191,298    189,124     19,499    250,900    370,314
 
Changes from:       December 1, 2015                                 Total Change is:   -86,034
   -16,630     10,727      6,754     43,281    -25,912     -5,894    -18,745       -848    -70,208     11,866     -5,045     -1,656    -34,802      6,048
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        8.9        3.0       50.8       21.6       11.2        9.8       26.5        6.4        7.4        7.3        0.8        9.7       14.3
 
Number of Traders in Each Category                                    Total Traders:       288 
         8         34         27         44         50         53         31         64         54         16         41         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   712,038
Positions
   260,516    161,057    170,955          0     30,162      9,751     47,966     83,287    141,330     31,688     42,323     25,461     24,371     47,713
 
Changes from:       December 1, 2015                                 Total Change is:    19,098
    53,263     33,708    -31,691          0      1,857          1    -17,732     -7,670     16,898     -2,686      5,325     -1,596      2,641      2,265
 
Percent of Open Interest Represented by Each Category of Trader
      36.6       22.6       24.0        0.0        4.2        1.4        6.7       11.7       19.8        4.5        5.9        3.6        3.4        6.7
 
Number of Traders in Each Category                                    Total Traders:       101 
        14         30         34          0          5          .         14         21         28          .          8          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is19,829,580
Positions
 2,821,308  1,542,419  4,156,008    721,329  1,787,601    575,861  1,366,463  1,103,922  7,801,869    380,872    419,412  1,314,960    690,909  1,127,527
 
Changes from:       December 1, 2015                                 Total Change is:   290,737
   -42,219    210,208      9,941    112,326    -23,619     69,697    165,244     39,128     65,616      9,881    -50,916      5,821   -105,570    -35,138
 
Percent of Open Interest Represented by Each Category of Trader
      14.2        7.8       21.0        3.6        9.0        2.9        6.9        5.6       39.3        1.9        2.1        6.6        3.5        5.7
 
Number of Traders in Each Category                                    Total Traders:       326 
        34         52         84         14         31         29         51         81        107         19         37         42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    41,985
Positions
     5,206        387          0        510     16,199          0     22,297      8,310     11,178      2,370      5,500        327         97         84
 
Changes from:       December 1, 2015                                 Total Change is:     7,400
    -1,453       -189          0          0        111        -30     -2,125     -2,984     11,178       -150       -677         -1        -19         -8
 
Percent of Open Interest Represented by Each Category of Trader
      12.4        0.9        0.0        1.2       38.6        0.0       53.1       19.8       26.6        5.6       13.1        0.8        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        45 
         4          .          0          .          9          0          7          9          .          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    45,245
Positions
    11,301      1,486          0          0     14,857          1     18,772      7,983     13,707      1,347      7,111          0        117        100
 
Changes from:       December 1, 2015                                 Total Change is:    11,955
       150        -15          0          0        752          0     -2,370       -987     13,707        503     -1,504          0        -35          2
 
Percent of Open Interest Represented by Each Category of Trader
      25.0        3.3        0.0        0.0       32.8        0.0       41.5       17.6       30.3        3.0       15.7        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          0          9          .          6          4          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    97,011
Positions
     2,556     62,838         98     22,551          0      1,542     21,418     18,613      6,341     29,543      5,382        932     12,029      1,265
 
Changes from:       December 1, 2015                                 Total Change is:     1,590
      -288        755        -84     -1,221        -50         15      2,831       -799      2,144         72        405        718     -2,597     -1,514
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       64.8        0.1       23.2        0.0        1.6       22.1       19.2        6.5       30.5        5.5        1.0       12.4        1.3
 
Number of Traders in Each Category                                    Total Traders:       173 
         7          4          .         13          0          .         39         15         18         80         11          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   295,272
Positions
    62,634     56,335     17,231     60,866     34,737     37,095     40,888     77,306     38,993     10,669      3,509      6,511     20,385     23,555
 
Changes from:       December 1, 2015                                 Total Change is:   -16,884
       107    -10,266      2,499      8,350     -1,039     -5,575    -10,467      9,491     -8,060     -1,220     -1,346       -163     -2,355     -2,425
 
Percent of Open Interest Represented by Each Category of Trader
      21.2       19.1        5.8       20.6       11.8       12.6       13.8       26.2       13.2        3.6        1.2        2.2        6.9        8.0
 
Number of Traders in Each Category                                    Total Traders:       163 
        14         14         16         15         11         10         29         47         46         14          9         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 8, 2015                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    20,936
Positions
       108      3,130          0      1,548        981      1,969     15,576     13,625        543        763        406        236        193         46
 
Changes from:       December 1, 2015                                 Total Change is:        -6
      -157         72          0       -837       -273        250      1,845       -179         59     -1,220       -189        236       -182         18
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       15.0        0.0        7.4        4.7        9.4       74.4       65.1        2.6        3.6        1.9        1.1        0.9        0.2
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          5          .          .          6          8          .          4          .          .
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Updated December 11, 2015