Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   205,413
Positions
    66,615      2,179     33,492     31,112     52,052      2,387     18,208     54,714     12,036     17,063      3,164        356     24,144     45,033
 
Changes from:       December 8, 2015                                 Total Change is:    29,886
     6,378     -4,790     28,849        349     -1,961        888     -5,501      8,583       -648        -81         75       -167       -181       -944
 
Percent of Open Interest Represented by Each Category of Trader
      32.4        1.1       16.3       15.1       25.3        1.2        8.9       26.6        5.9        8.3        1.5        0.2       11.8       21.9
 
Number of Traders in Each Category                                    Total Traders:        98 
         9          5         11          6         10          .         16         35         14         13          4          5
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    54,979
Positions
    21,508      1,974        287      1,236      2,524          0     23,563     27,952      2,213          0          0          0      6,173     20,031
 
Changes from:       December 8, 2015                                 Total Change is:   -25,437
   -29,126        639     -2,595        420        288       -420     15,739     -9,906     -9,508          0          0          0         53     -3,934
 
Percent of Open Interest Represented by Each Category of Trader
      39.1        3.6        0.5        2.2        4.6        0.0       42.9       50.8        4.0        0.0        0.0        0.0       11.2       36.4
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          .          .          5          0         11         14         11          0          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   184,858
Positions
    87,194      2,942      2,952     10,526     67,215      3,206     47,278     47,266     13,261        886     11,733      2,422     17,133     33,861
 
Changes from:       December 8, 2015                                 Total Change is:   -32,726
    -3,677     -4,480     -9,636        306      6,436        218      1,545    -12,832     -7,412    -13,697     -1,035       -312        -60     -3,673
 
Percent of Open Interest Represented by Each Category of Trader
      47.2        1.6        1.6        5.7       36.4        1.7       25.6       25.6        7.2        0.5        6.3        1.3        9.3       18.3
 
Number of Traders in Each Category                                    Total Traders:        99 
         8          7          8          5         18          8         22         31         15          .          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   218,594
Positions
    79,755      6,294      4,846     22,782     60,075      8,095     26,652     83,024     14,182     38,589      2,084      3,241     20,452     36,752
 
Changes from:       December 8, 2015                                 Total Change is:   -46,332
   -56,963      1,094     -1,141      1,380     -7,654      1,220      9,672    -17,700     -9,563      6,255       -762        267      2,541    -12,093
 
Percent of Open Interest Represented by Each Category of Trader
      36.5        2.9        2.2       10.4       27.5        3.7       12.2       38.0        6.5       17.7        1.0        1.5        9.4       16.8
 
Number of Traders in Each Category                                    Total Traders:       119 
         7          5          6         13         24         13         21         41         21          .          5          4
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 2015                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   474,039
Positions
   142,939      6,997     17,004     91,454    109,500     17,694     39,066    156,906     41,981     54,842     28,568      9,468     59,591     85,921
 
Changes from:       December 8, 2015                                 Total Change is:   -67,902
    -4,904    -13,719     -7,921     -2,357      7,250      1,937     -4,787    -18,705    -20,804    -22,389     -8,146     -2,370     -4,307     -5,424
 
Percent of Open Interest Represented by Each Category of Trader
      30.2        1.5        3.6       19.3       23.1        3.7        8.2       33.1        8.9       11.6        6.0        2.0       12.6       18.1
 
Number of Traders in Each Category                                    Total Traders:       242 
        17         12         12         27         36         30         25         58         35         32         35         23
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Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   122,320
Positions
    55,898      1,859      1,841      1,948     27,545      2,992     33,876     22,584      5,569      1,017     29,521        850     18,329     29,559
 
Changes from:       December 8, 2015                                 Total Change is:   -49,686
   -48,884    -27,371     -4,969     -1,639     -4,967      1,062     13,175     -3,096     -6,880       -283     -2,660        216     -1,484     -1,021
 
Percent of Open Interest Represented by Each Category of Trader
      45.7        1.5        1.5        1.6       22.5        2.4       27.7       18.5        4.6        0.8       24.1        0.7       15.0       24.2
 
Number of Traders in Each Category                                    Total Traders:        86 
         9          .          7          4         11          4         19         26         14          .         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    45,112
Positions
    26,735     30,600      5,440      3,413          0          0      3,006      3,428      2,541        771        113      2,447        759        543
 
Changes from:       December 8, 2015                                 Total Change is:     1,171
    -1,940       -503       -579         53          0          0        972       -448      1,949          0          0        839       -123        -87
 
Percent of Open Interest Represented by Each Category of Trader
      59.3       67.8       12.1        7.6        0.0        0.0        6.7        7.6        5.6        1.7        0.3        5.4        1.7        1.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         5          5          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   144,872
Positions
    54,402     63,082         27     47,794      6,648        464     34,871     60,325        656      3,234      6,150          4      3,419      7,515
 
Changes from:       December 8, 2015                                 Total Change is:   -55,355
       818    -14,952    -26,825     -1,856        339       -150     -8,672      7,437    -17,312        336     -2,817     -1,964        271        889
 
Percent of Open Interest Represented by Each Category of Trader
      37.6       43.5        0.0       33.0        4.6        0.3       24.1       41.6        0.5        2.2        4.2        0.0        2.4        5.2
 
Number of Traders in Each Category                                    Total Traders:       116 
         4          8          .          .         10          .         19         49          8         10         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    19,707
Positions
         0     12,538        400      4,505          0          0     12,274      4,102         20      1,670      1,191          0        838      1,456
 
Changes from:       December 8, 2015                                 Total Change is:    -1,662
    -1,806        122         -4       -130          0          0     -1,072     -1,959         15      1,352        120          0        -17         44
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       63.6        2.0       22.9        0.0        0.0       62.3       20.8        0.1        8.5        6.0        0.0        4.3        7.4
 
Number of Traders in Each Category                                    Total Traders:        21 
         0          .          .          .          0          0          5          6          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    23,626
Positions
     5,339      2,310          0      1,892      6,906          1     12,207      9,540        124      1,598        703          0      2,465      4,042
 
Changes from:       December 8, 2015                                 Total Change is:   -14,799
   -13,320    -11,724     -1,280       -161      1,736          0      2,248     -1,917     -1,005     -1,027       -157          0       -254       -452
 
Percent of Open Interest Represented by Each Category of Trader
      22.6        9.8        0.0        8.0       29.2        0.0       51.7       40.4        0.5        6.8        3.0        0.0       10.4       17.1
 
Number of Traders in Each Category                                    Total Traders:        56 
         4          .          0          .          4          .         18         18          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    64,372
Positions
     9,704     29,383     15,909      4,834      2,072        754     19,812      3,640      2,411      2,605      2,399        946      7,397      6,859
 
Changes from:       December 8, 2015                                 Total Change is:    11,108
    -2,163      1,968     10,254       -405       -254        227      1,964     -2,428        166        -38      1,063        321        781       -209
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       45.6       24.7        7.5        3.2        1.2       30.8        5.7        3.7        4.0        3.7        1.5       11.5       10.7
 
Number of Traders in Each Category                                    Total Traders:       107 
        17         16         15         11          .          7         29         10          9          9         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   128,743
Positions
    19,408     58,766     31,818      9,668      4,143      1,508     39,624      7,280      4,821      5,211      4,798      1,891     14,794     13,717
 
Changes from:       December 8, 2015                                 Total Change is:    22,215
    -4,326      3,936     20,508       -809       -508        453      3,929     -4,856        332        -75      2,126        642      1,562       -417
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       45.6       24.7        7.5        3.2        1.2       30.8        5.7        3.7        4.0        3.7        1.5       11.5       10.7
 
Number of Traders in Each Category                                    Total Traders:       107 
        17         16         15         11          .          7         29         10          9          9         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   959,820
Positions
    60,319     87,791    100,991    230,281    151,525     90,553     93,864    123,990    179,513     22,654     50,870     50,236    131,408    124,352
 
Changes from:       December 8, 2015                                 Total Change is:    96,254
   -13,305       -284     18,282     -5,149      5,577     13,008      7,044    -14,860     28,072      3,349      2,963      8,684     36,270     34,813
 
Percent of Open Interest Represented by Each Category of Trader
       6.3        9.1       10.5       24.0       15.8        9.4        9.8       12.9       18.7        2.4        5.3        5.2       13.7       13.0
 
Number of Traders in Each Category                                    Total Traders:       623 
        32         37         51        120         83        109         80        122        119         73         73         75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   199,355
Positions
    15,386     42,722     11,639     32,514     21,084      4,997     20,397      7,361     43,747      2,698      5,841     16,875     51,102     45,089
 
Changes from:       December 8, 2015                                 Total Change is:    37,320
     1,020      5,488      2,230      1,699     -1,074     -3,285      7,874        731      8,349        -16        292      3,243     16,205     21,345
 
Percent of Open Interest Represented by Each Category of Trader
       7.7       21.4        5.8       16.3       10.6        2.5       10.2        3.7       21.9        1.4        2.9        8.5       25.6       22.6
 
Number of Traders in Each Category                                    Total Traders:        81 
         5          9          9         14          7          9         18         14         32          6          6          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 3,802,327
Positions
   389,826    390,504    281,599  1,029,327    692,697    387,285    459,369    675,176    586,798    104,297    229,658    162,293    401,533    396,317
 
Changes from:       December 8, 2015                                 Total Change is:   294,672
   -55,489    -12,724     64,119    -22,324     45,172     69,546     13,290    -60,517     81,175     18,761     15,290     25,269    100,323     67,341
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       10.3        7.4       27.1       18.2       10.2       12.1       17.8       15.4        2.7        6.0        4.3       10.6       10.4
 
Number of Traders in Each Category                                    Total Traders:       603 
        29         40         49        116         80        104         80        117        113         69         71         70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    93,064
Positions
    12,191     16,150      5,372     44,186     61,187      1,679     18,908      2,684        454        230      1,302          0     10,044      4,236
 
Changes from:       December 8, 2015                                 Total Change is:     5,572
       279     -4,394      4,523      1,753      6,123        -19       -276     -2,375         -6        -36      1,039          0       -646        681
 
Percent of Open Interest Represented by Each Category of Trader
      13.1       17.4        5.8       47.5       65.7        1.8       20.3        2.9        0.5        0.2        1.4        0.0       10.8        4.6
 
Number of Traders in Each Category                                    Total Traders:        84 
         6          8          4         31         16         16         15          5          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    80,072
Positions
     5,187     38,747      7,557     31,550      9,642      4,361     18,571      9,917      4,422      2,868      1,822      1,134      4,423      2,470
 
Changes from:       December 8, 2015                                 Total Change is:     9,886
    -1,255      3,521      6,240        -93       -895      3,573      1,375     -2,098      1,315         25       -245        221     -1,514     -1,745
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       48.4        9.4       39.4       12.0        5.4       23.2       12.4        5.5        3.6        2.3        1.4        5.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       231 
        16         21         15         43         19         11         55         36         31         24         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   400,360
Positions
    25,933    193,736     37,786    157,749     48,212     21,806     92,854     49,584     22,109     14,340      9,108      5,669     22,114     12,349
 
Changes from:       December 8, 2015                                 Total Change is:    49,431
    -6,276     17,606     31,198       -467     -4,477     17,863      6,875    -10,488      6,577        125     -1,226      1,105     -7,568     -8,727
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       48.4        9.4       39.4       12.0        5.4       23.2       12.4        5.5        3.6        2.3        1.4        5.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       231 
        16         21         15         43         19         11         55         36         31         24         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   411,759
Positions
   119,384     48,715     19,488    110,523    167,358     22,913    101,561    109,719     10,849      5,708     11,967        983     20,350     19,768
 
Changes from:       December 8, 2015                                 Total Change is:    27,489
     1,794       -239     14,670      1,527      9,237      1,098      6,470      1,124        200         40     -1,928        440      1,250      2,888
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       11.8        4.7       26.8       40.6        5.6       24.7       26.6        2.6        1.4        2.9        0.2        4.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       268 
        16         16         19         51         51         24         43         56         20         14         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    48,828
Positions
     1,021     15,477          0     21,891        573        212      8,808      7,553          0      7,295     21,485          0      9,601      3,528
 
Changes from:       December 8, 2015                                 Total Change is:   -16,887
      -171      4,860     -7,295        368          0        -29     -1,342     -9,927     -2,047        940      6,723     -4,210     -3,101     -4,962
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       31.7        0.0       44.8        1.2        0.4       18.0       15.5        0.0       14.9       44.0        0.0       19.7        7.2
 
Number of Traders in Each Category                                    Total Traders:        56 
         .          8          0         18          .          .          9          9          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    67,593
Positions
    15,298      8,121      1,362     13,980      4,282        149     19,836      6,485        321      7,301        738          0      9,346     46,135
 
Changes from:       December 8, 2015                                 Total Change is:   -39,136
    -5,295    -10,598     -2,667      4,460       -876     -1,422    -21,588     -3,698     -3,122        242     -1,419       -251     -9,493    -15,083
 
Percent of Open Interest Represented by Each Category of Trader
      22.6       12.0        2.0       20.7        6.3        0.2       29.3        9.6        0.5       10.8        1.1        0.0       13.8       68.3
 
Number of Traders in Each Category                                    Total Traders:        69 
        17          7          5         10          .          .         22          5          5          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   194,450
Positions
    10,420    104,538      6,234     92,981     59,431      8,339     48,987      4,024      4,197      3,455      2,167         48     19,789      5,472
 
Changes from:       December 8, 2015                                 Total Change is:    17,538
     2,893     -3,360      5,387     -9,355     11,859       -139      3,934        418      1,070        237        331         48     13,463      1,924
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       53.8        3.2       47.8       30.6        4.3       25.2        2.1        2.2        1.8        1.1        0.0       10.2        2.8
 
Number of Traders in Each Category                                    Total Traders:       120 
         7         12         10         39         25         20         19          4          7          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   484,138
Positions
    36,427    143,727     10,629    209,676    155,517     79,023     88,404     44,045     13,826     17,510     18,263      3,798     24,845     15,310
 
Changes from:       December 8, 2015                                 Total Change is:    29,279
    -2,492    -17,869      4,169     13,080     27,924        305      6,485      5,122      2,151       -492      2,221      1,199      4,874      4,057
 
Percent of Open Interest Represented by Each Category of Trader
       7.5       29.7        2.2       43.3       32.1       16.3       18.3        9.1        2.9        3.6        3.8        0.8        5.1        3.2
 
Number of Traders in Each Category                                    Total Traders:       246 
        19         20         16         63         46         38         29         29         21         21         18         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   632,362
Positions
     2,642     58,035     24,682    247,039    132,533     86,716     41,837     54,817     71,646      4,565     50,205     13,629    139,606    140,100
 
Changes from:       December 8, 2015                                 Total Change is:     8,443
    -3,353     12,145       -318      2,248      9,019        870        585    -15,744      8,535        -37      2,174      2,481     -2,569    -10,720
 
Percent of Open Interest Represented by Each Category of Trader
       0.4        9.2        3.9       39.1       21.0       13.7        6.6        8.7       11.3        0.7        7.9        2.2       22.1       22.2
 
Number of Traders in Each Category                                    Total Traders:       145 
         .         16         14         38         24         33         23         26         30          5         12         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   638,199
Positions
     4,001     85,561        533    386,552    116,653     64,806     23,330    244,533     29,930      9,884      9,230        594    118,569     86,359
 
Changes from:       December 8, 2015                                 Total Change is:     2,127
    -1,529      8,242     -1,466     16,610      4,026     -4,616     -8,149      8,723     -5,511       -245     -4,327          0      7,033     -2,944
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       13.4        0.1       60.6       18.3       10.2        3.7       38.3        4.7        1.5        1.4        0.1       18.6       13.5
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          8          .         46         13         32          7         15         11          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 1,024,346
Positions
    51,520     97,072      6,213    287,370    288,276    114,848    241,620    186,774     53,757    158,695    130,194      5,955    104,369    141,258
 
Changes from:       December 8, 2015                                 Total Change is:    31,578
    -1,886     14,124       -507      3,288    -15,012     10,587     17,922     21,344     -8,007     11,629     16,505     -1,618        171     -5,838
 
Percent of Open Interest Represented by Each Category of Trader
       5.0        9.5        0.6       28.1       28.1       11.2       23.6       18.2        5.2       15.5       12.7        0.6       10.2       13.8
 
Number of Traders in Each Category                                    Total Traders:       259 
         9         33          8         53         37         43         41         31         32         19         36          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 3,039,389
Positions
    63,647    143,625    147,825  1,044,280    808,710    400,514    339,198    571,305    330,955    336,410    126,650     58,451    318,110    451,356
 
Changes from:       December 8, 2015                                 Total Change is:   -44,527
     5,549     -5,929     14,990        287     16,067    -14,344    -50,008    -31,904    -10,610    -23,045    -12,045     14,283     18,372    -15,034
 
Percent of Open Interest Represented by Each Category of Trader
       2.1        4.7        4.9       34.4       26.6       13.2       11.2       18.8       10.9       11.1        4.2        1.9       10.5       14.9
 
Number of Traders in Each Category                                    Total Traders:       349 
        14         32         38         56         78         77         52         61         78         23         33         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 2,652,379
Positions
    27,650    256,702     82,231  1,268,730    491,900    349,868    237,887    683,660    218,501    197,668    180,960     23,529    246,314    365,028
 
Changes from:       December 8, 2015                                 Total Change is:    66,572
     1,542     25,701      5,225    -44,705    -65,953     60,741    -14,316     -1,993     52,270      6,371     -8,164      4,030     -4,586     -5,286
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        9.7        3.1       47.8       18.5       13.2        9.0       25.8        8.2        7.5        6.8        0.9        9.3       13.8
 
Number of Traders in Each Category                                    Total Traders:       286 
         9         35         28         46         48         56         38         55         59         18         37         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   803,570
Positions
   282,478    182,531    212,616      1,617     19,870     14,762     71,022    107,121    135,389     25,564     48,565     36,730     23,392     45,985
 
Changes from:       December 8, 2015                                 Total Change is:    91,532
    21,962     21,474     41,661      1,617    -10,292      5,011     23,056     23,835     -5,941     -6,124      6,243     11,269       -979     -1,728
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       22.7       26.5        0.2        2.5        1.8        8.8       13.3       16.8        3.2        6.0        4.6        2.9        5.7
 
Number of Traders in Each Category                                    Total Traders:       114 
        13         35         40          .          5          .         10         30         32          5          9          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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 is16,409,927
Positions
 2,688,377  1,516,924  3,359,145    884,952  1,623,778    545,629    800,147    820,410  6,036,853    338,287    414,469  1,013,028    743,509  1,079,692
 
Changes from:       December 8, 2015                                 Total Change is:-3,419,653
  -132,931    -25,495   -796,864    163,623   -163,823    -30,232   -566,317   -283,513 -1,765,016    -42,585     -4,943   -301,932     52,601    -47,835
 
Percent of Open Interest Represented by Each Category of Trader
      16.4        9.2       20.5        5.4        9.9        3.3        4.9        5.0       36.8        2.1        2.5        6.2        4.5        6.6
 
Number of Traders in Each Category                                    Total Traders:       295 
        29         52         78         15         28         29         44         74         97         18         32         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    29,822
Positions
     5,724        437          0        410     15,380          0     19,246      8,273          0      4,017      5,047        327         98        358
 
Changes from:       December 8, 2015                                 Total Change is:   -12,163
       518         50          0       -100       -819          0     -3,051        -37    -11,178      1,647       -453          0          1        274
 
Percent of Open Interest Represented by Each Category of Trader
      19.2        1.5        0.0        1.4       51.6        0.0       64.5       27.7        0.0       13.5       16.9        1.1        0.3        1.2
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          .          0          .          8          0          5          8          0          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    30,758
Positions
       899        110          0          0     15,926          1     28,623      8,846          0      1,186      5,770          0         49        105
 
Changes from:       December 8, 2015                                 Total Change is:   -14,487
   -10,402     -1,376          0          0      1,069          0      9,851        863    -13,707       -161     -1,341          0        -68          5
 
Percent of Open Interest Represented by Each Category of Trader
       2.9        0.4        0.0        0.0       51.8        0.0       93.1       28.8        0.0        3.9       18.8        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          0          9          .          4          5          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    71,751
Positions
     2,058     44,123         55     19,999          0      1,520     11,065     17,382      1,079     25,757      6,206         19     10,199      1,367
 
Changes from:       December 8, 2015                                 Total Change is:   -25,260
      -498    -18,714        -42     -2,552          0        -22    -10,353     -1,231     -5,262     -3,786        824       -914     -1,831        102
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       61.5        0.1       27.9        0.0        2.1       15.4       24.2        1.5       35.9        8.6        0.0       14.2        1.9
 
Number of Traders in Each Category                                    Total Traders:       161 
         7          5          .         13          0          .         34         16          9         74         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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   281,186
Positions
    66,587     62,667     15,711     33,521     34,243     39,879     46,836     54,247     41,672     10,477      5,717      7,685     18,818     19,365
 
Changes from:       December 8, 2015                                 Total Change is:   -14,086
     3,953      6,332     -1,520    -27,345       -494      2,784      5,948    -23,059      2,679       -192      2,208      1,174     -1,567     -4,190
 
Percent of Open Interest Represented by Each Category of Trader
      23.7       22.3        5.6       11.9       12.2       14.2       16.7       19.3       14.8        3.7        2.0        2.7        6.7        6.9
 
Number of Traders in Each Category                                    Total Traders:       169 
        14         15         19         16          9         10         39         39         51         14         12         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 15, 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    22,021
Positions
       154      3,089         99      1,358        708      2,179     15,612     13,965      1,675        584          0        153        207        153
 
Changes from:       December 8, 2015                                 Total Change is:     1,085
        46        -41         99       -190       -273        210         36        340      1,132       -179       -406        -83         14        107
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       14.0        0.4        6.2        3.2        9.9       70.9       63.4        7.6        2.7        0.0        0.7        0.9        0.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          .          5          .          .          5          8          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated December 18, 2015