Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   177,711
Positions
       354     71,145     32,874     43,609      8,971      1,065     26,554     19,923     19,087      9,363      2,311        956     43,849     21,379
 
Changes from:       June 7, 2016                                     Total Change is:    42,381
    -5,411      2,924     30,965     -6,381        679        114      7,928      6,138      4,538       -416        584         87     10,957     -3,648
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       40.0       18.5       24.5        5.0        0.6       14.9       11.2       10.7        5.3        1.3        0.5       24.7       12.0
 
Number of Traders in Each Category                                    Total Traders:        89 
         .         11          .         12          9          6         22         22         15          7          5          .
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Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    43,110
Positions
    16,990      1,969          0      1,836      2,210        117     16,234     21,720        680          0          0          0      7,253     16,414
 
Changes from:       June 7, 2016                                     Total Change is:   -19,516
   -15,357       -600     -2,203        859       -979          0        363    -10,211     -1,689       -994          0          0       -495     -3,834
 
Percent of Open Interest Represented by Each Category of Trader
      39.4        4.6        0.0        4.3        5.1        0.3       37.7       50.4        1.6        0.0        0.0        0.0       16.8       38.1
 
Number of Traders in Each Category                                    Total Traders:        35 
         .          .          0          .          4          .         12         10          4          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   206,389
Positions
   118,981      2,547        741      2,123     81,758      6,522     55,304     58,677      5,901      1,693     13,169        158     14,966     36,916
 
Changes from:       June 7, 2016                                     Total Change is:   -52,849
   -31,677    -38,537     -1,205       -859      2,177     -2,798      2,595       -822     -9,577     -1,610      1,821     -6,193     -1,525      2,285
 
Percent of Open Interest Represented by Each Category of Trader
      57.6        1.2        0.4        1.0       39.6        3.2       26.8       28.4        2.9        0.8        6.4        0.1        7.3       17.9
 
Number of Traders in Each Category                                    Total Traders:       108 
         9          5          5          .         27          7         21         34         13          4          6          .
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Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   139,052
Positions
     2,286      2,561        109     29,870     42,618      5,716     65,862     19,123      2,802      2,457     37,867          0     29,950     28,256
 
Changes from:       June 7, 2016                                     Total Change is:   -41,842
   -13,147    -26,315     -4,903      2,049       -600     -1,045      4,705    -15,868     -7,249     -2,379     34,697    -19,277       -596     -1,282
 
Percent of Open Interest Represented by Each Category of Trader
       1.6        1.8        0.1       21.5       30.6        4.1       47.4       13.8        2.0        1.8       27.2        0.0       21.5       20.3
 
Number of Traders in Each Category                                    Total Traders:       105 
         .          6          .         12         18         10         38         21         10          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   325,402
Positions
    79,214     10,230      2,070    125,648    101,938     13,539     34,745    104,819      4,234     21,230     29,634        734     43,988     58,204
 
Changes from:       June 7, 2016                                     Total Change is:   -60,608
    10,089    -21,615    -14,576      1,302      3,650     -2,478     -5,843        148    -22,539    -13,054      8,521        184    -13,693    -11,903
 
Percent of Open Interest Represented by Each Category of Trader
      24.3        3.1        0.6       38.6       31.3        4.2       10.7       32.2        1.3        6.5        9.1        0.2       13.5       17.9
 
Number of Traders in Each Category                                    Total Traders:       222 
        18          8          6         38         37         25         27         46         11         21         25         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    79,135
Positions
     8,391      2,906        298     25,111      7,890      1,125     20,051     22,717      1,699        693     17,893        128     21,639     24,479
 
Changes from:       June 7, 2016                                     Total Change is:   -40,241
   -34,118    -14,830     -1,565      3,332      1,029         -5      1,145     -1,289     -6,007       -328    -14,045     -1,450     -1,245     -2,079
 
Percent of Open Interest Represented by Each Category of Trader
      10.6        3.7        0.4       31.7       10.0        1.4       25.3       28.7        2.1        0.9       22.6        0.2       27.3       30.9
 
Number of Traders in Each Category                                    Total Traders:        73 
         4          4          .          7          9          .         24         14          5          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    42,219
Positions
    16,147     28,867      5,637      3,910          0          0     14,535      4,892        235        400      1,746        235      1,120        607
 
Changes from:       June 7, 2016                                     Total Change is:     8,890
     1,319      6,176        850      1,360          0          0      6,092      2,217       -113          0       -100          0       -618       -140
 
Percent of Open Interest Represented by Each Category of Trader
      38.2       68.4       13.4        9.3        0.0        0.0       34.4       11.6        0.6        0.9        4.1        0.6        2.7        1.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   110,890
Positions
    39,696     27,742         48     48,554      5,832        175     14,790     65,299      1,091      2,511      3,233          0      4,025      7,470
 
Changes from:       June 7, 2016                                     Total Change is:   -31,443
    -9,846    -18,461     -3,547     -2,422        772          0     -4,581      1,080     -8,802       -563     -1,703     -1,176       -506        394
 
Percent of Open Interest Represented by Each Category of Trader
      35.8       25.0        0.0       43.8        5.3        0.2       13.3       58.9        1.0        2.3        2.9        0.0        3.6        6.7
 
Number of Traders in Each Category                                    Total Traders:       116 
         5          .          .         12         10          .         13         57          9          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    28,373
Positions
         0     21,084        929      6,399        105          0     19,655      3,565        131          0      1,560          0      1,259        999
 
Changes from:       June 7, 2016                                     Total Change is:       664
         0       -823        297        121          0          0        -54        562        -49          0        570          0        349        107
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       74.3        3.3       22.6        0.4        0.0       69.3       12.6        0.5        0.0        5.5        0.0        4.4        3.5
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          .          4          .          0         10          6          .          0          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    41,919
Positions
     1,011      4,338          0      2,616     21,875         24     30,581      8,802      1,129      1,297      2,770          0      5,261      2,981
 
Changes from:       June 7, 2016                                     Total Change is:   -15,831
   -15,794    -12,316     -1,604        223      1,389          0      4,202       -893     -3,212         57      1,380       -157        454       -418
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       10.3        0.0        6.2       52.2        0.1       73.0       21.0        2.7        3.1        6.6        0.0       12.6        7.1
 
Number of Traders in Each Category                                    Total Traders:        79 
         .          4          0          8          7          .         37         13          .          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    74,270
Positions
    12,606     37,230     10,844      6,613        922        208     33,086      9,468      1,231        991      4,823        156      8,537      9,390
 
Changes from:       June 7, 2016                                     Total Change is:     9,149
      -505      2,516     10,169     -1,112        139       -151         92     -3,285        512        -29       -813         88         85        -26
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       50.1       14.6        8.9        1.2        0.3       44.5       12.7        1.7        1.3        6.5        0.2       11.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       116 
        15         20         16         10          .          4         38         11          7          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   148,540
Positions
    25,212     74,460     21,687     13,226      1,843        416     66,171     18,935      2,461      1,981      9,646        312     17,074     18,780
 
Changes from:       June 7, 2016                                     Total Change is:    18,297
    -1,010      5,031     20,337     -2,223        278       -302        184     -6,570      1,024        -58     -1,626        176        169        -51
 
Percent of Open Interest Represented by Each Category of Trader
      17.0       50.1       14.6        8.9        1.2        0.3       44.5       12.7        1.7        1.3        6.5        0.2       11.5       12.6
 
Number of Traders in Each Category                                    Total Traders:       116 
        15         20         16         10          .          4         38         11          7          4         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   774,471
Positions
    82,690     61,333     77,383    270,568    198,756     68,419     97,830    160,973     39,298     25,217     49,140      7,516    105,549    111,652
 
Changes from:       June 7, 2016                                     Total Change is:    58,515
   -15,789     -3,253     39,444    -13,290      1,615     16,886      2,403    -20,320     13,756      1,237        601      3,008     10,860      6,777
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        7.9       10.0       34.9       25.7        8.8       12.6       20.8        5.1        3.3        6.3        1.0       13.6       14.4
 
Number of Traders in Each Category                                    Total Traders:       591 
        38         39         48        115         85         89         81        129         82         41         63         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   106,089
Positions
    26,830     16,827     17,955     14,996     19,057      2,108      9,831     11,779      1,426      2,383      2,105        519     30,041     34,313
 
Changes from:       June 7, 2016                                     Total Change is:    14,810
     1,958        792      9,533       -151     -1,002        475        255      4,284      1,257         -3       -529        469      1,017       -469
 
Percent of Open Interest Represented by Each Category of Trader
      25.3       15.9       16.9       14.1       18.0        2.0        9.3       11.1        1.3        2.2        2.0        0.5       28.3       32.3
 
Number of Traders in Each Category                                    Total Traders:        66 
        10          9          9         11          4          4         12         12         12          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 3,341,912
Positions
   378,776    322,007    197,667  1,281,929    902,563    327,488    486,913    792,889    142,442    121,598    242,602     27,559    377,540    386,695
 
Changes from:       June 7, 2016                                     Total Change is:   218,523
   -66,431      2,081    127,250    -65,954     12,824     82,314     14,673   -119,086     58,561      5,080      4,533     13,815     49,215     36,231
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        9.6        5.9       38.4       27.0        9.8       14.6       23.7        4.3        3.6        7.3        0.8       11.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       583 
        36         41         44        113         82         86         82        128         74         40         61         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    95,009
Positions
     4,007     29,971      7,734     42,344     48,032      2,696     24,375      2,271        832          0        490          0     13,021      2,983
 
Changes from:       June 7, 2016                                     Total Change is:     6,589
      -206     -1,389      6,348     -4,695      1,911       -129      2,520       -565        718          0       -180          0      2,033       -125
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       31.5        8.1       44.6       50.6        2.8       25.7        2.4        0.9        0.0        0.5        0.0       13.7        3.1
 
Number of Traders in Each Category                                    Total Traders:        92 
         .         11          6         37         14         17         20          4          5          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    57,521
Positions
     5,565     20,628      5,137     14,678      7,507      1,994     21,124     13,043      1,490      1,999      2,619        231      5,304      4,873
 
Changes from:       June 7, 2016                                     Total Change is:     8,757
        11      2,090      4,635     -1,063        858      1,325      2,849     -1,717      1,098       -119        236        152       -131         80
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       35.9        8.9       25.5       13.1        3.5       36.7       22.7        2.6        3.5        4.6        0.4        9.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       241 
        16         21         15         45         22         14         53         46         22         14         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   287,606
Positions
    27,825    103,139     25,687     73,388     37,533      9,968    105,619     65,213      7,450      9,993     13,096      1,155     26,521     24,365
 
Changes from:       June 7, 2016                                     Total Change is:    43,784
        54     10,450     23,173     -5,314      4,292      6,626     14,243     -8,584      5,491       -594      1,178        759       -654        399
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       35.9        8.9       25.5       13.1        3.5       36.7       22.7        2.6        3.5        4.6        0.4        9.2        8.5
 
Number of Traders in Each Category                                    Total Traders:       241 
        16         21         15         45         22         14         53         46         22         14         23          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   401,460
Positions
   131,306     40,119     12,452    116,762    179,895     16,790     84,278    111,125     10,381      4,424     10,669      1,787     23,280     18,242
 
Changes from:       June 7, 2016                                     Total Change is:     3,898
   -22,893     -4,964      7,775       -251     -3,069        668      8,803     -2,550      3,303       -530        -86      1,787      5,236      1,034
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       10.0        3.1       29.1       44.8        4.2       21.0       27.7        2.6        1.1        2.7        0.4        5.8        4.5
 
Number of Traders in Each Category                                    Total Traders:       270 
        22         15         16         46         49         31         44         63         25          9         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    31,604
Positions
     1,009     10,249          0     15,802        588        142      4,972      3,411          0      3,554     11,457          0      6,125      5,757
 
Changes from:       June 7, 2016                                     Total Change is:    -9,109
       127     -3,003          0     -2,013          0        -10        326        344     -4,491     -1,055      1,498     -1,286       -707     -2,161
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       32.4        0.0       50.0        1.9        0.4       15.7       10.8        0.0       11.2       36.3        0.0       19.4       18.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          .          0         13          .          .          6          8          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    66,665
Positions
    13,567      4,442        403     27,107      2,843        372     11,187      7,396        686      4,275          0          0      9,068     50,523
 
Changes from:       June 7, 2016                                     Total Change is:   -30,791
   -16,514    -11,534     -2,421     -2,801      1,699        295     -5,679     -4,170     -1,545     -2,404          0        -43        321    -13,072
 
Percent of Open Interest Represented by Each Category of Trader
      20.4        6.7        0.6       40.7        4.3        0.6       16.8       11.1        1.0        6.4        0.0        0.0       13.6       75.8
 
Number of Traders in Each Category                                    Total Traders:        72 
        12          7          .         13          5          .         16         13          5          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   209,525
Positions
     4,721     93,121     13,160    119,306     63,191     19,044     35,085      8,148      4,242      4,519      2,221          0      9,448      6,398
 
Changes from:       June 7, 2016                                     Total Change is:    28,527
       130       -601     12,456        179      3,682      8,641      1,900      1,073        649      2,668          6          0      1,904      2,621
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       44.4        6.3       56.9       30.2        9.1       16.7        3.9        2.0        2.2        1.1        0.0        4.5        3.1
 
Number of Traders in Each Category                                    Total Traders:       124 
         7         10         10         46         23         18         14         11          8          7          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   681,609
Positions
    39,046    350,131     35,250    309,275    104,583     89,500    139,768     41,223     11,941     19,609     19,740      2,004     35,216     27,237
 
Changes from:       June 7, 2016                                     Total Change is:    33,468
       896     15,194      6,970      4,511      7,465       -202      6,351    -15,964        884     -1,740      1,857        247     15,551     17,017
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       51.4        5.2       45.4       15.3       13.1       20.5        6.0        1.8        2.9        2.9        0.3        5.2        4.0
 
Number of Traders in Each Category                                    Total Traders:       288 
        20         25         17         88         36         39         46         25         25         29         15          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   586,565
Positions
     9,828     70,308        277    209,358    159,558     81,948     87,744     89,638     23,382      8,190     27,344        443    165,395    133,667
 
Changes from:       June 7, 2016                                     Total Change is:    19,047
     2,982      7,681       -791     19,623     -2,059      1,530     -5,061     18,038     -4,809      2,049        904        124      3,400     -1,571
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       12.0        0.0       35.7       27.2       14.0       15.0       15.3        4.0        1.4        4.7        0.1       28.2       22.8
 
Number of Traders in Each Category                                    Total Traders:       154 
         5         14          .         34         28         30         31         27         16          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)             
CFTC Code #020604                                                    Open Interest is   617,607
Positions
         0     85,088      1,736    330,097    123,855     74,036     48,207    233,122     20,064      5,319      8,533          0    138,148     71,173
 
Changes from:       June 7, 2016                                     Total Change is:    10,204
         0     12,320      1,010     13,101      5,548     -2,963        650      3,300     -1,770          0     -3,314          0        176     -3,927
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       13.8        0.3       53.4       20.1       12.0        7.8       37.7        3.2        0.9        1.4        0.0       22.4       11.5
 
Number of Traders in Each Category                                    Total Traders:       103 
         0          9          5         45         15         29         13         17         12          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,013,844
Positions
    22,129    102,897      5,447    373,345    164,473    127,362    281,017    229,493     34,683     55,898    208,382      1,716    112,247    139,391
 
Changes from:       June 7, 2016                                     Total Change is:    43,324
         9     22,663      1,117     -7,005      8,896      8,451     40,711     17,867     -2,938      8,718     -7,915        419     -6,158     -5,236
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       10.1        0.5       36.8       16.2       12.6       27.7       22.6        3.4        5.5       20.6        0.2       11.1       13.7
 
Number of Traders in Each Category                                    Total Traders:       241 
        10         32         11         45         40         49         31         42         27         15         26          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,746,452
Positions
    98,307    212,499     38,206    850,943    776,871    386,129    516,522    607,723     93,911    388,871    186,857     19,175    354,388    425,081
 
Changes from:       June 7, 2016                                     Total Change is:    40,009
   -18,412    -22,165      4,248     52,441    -14,237     21,909     -2,118     42,026    -35,527      4,815     44,113      3,978      8,675     -4,336
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        7.7        1.4       31.0       28.3       14.1       18.8       22.1        3.4       14.2        6.8        0.7       12.9       15.5
 
Number of Traders in Each Category                                    Total Traders:       356 
        23         30         16         65         71         68         61         55         45         21         30         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   135,264
Positions
     2,931      4,959         43     21,829     47,074      1,928     40,776      4,298      5,816      4,474      4,614          0     57,467     66,532
 
Changes from:       June 7, 2016                                     Total Change is:    -7,481
    -5,965      1,963     -1,545      6,219        507        219      1,399     -5,693     -1,934     -2,425     -3,263          0     -3,449      2,265
 
Percent of Open Interest Represented by Each Category of Trader
       2.2        3.7        0.0       16.1       34.8        1.4       30.1        3.2        4.3        3.3        3.4        0.0       42.5       49.2
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          .          4          8          5          7          .          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 2,603,093
Positions
    44,969    286,988     19,527  1,401,112    530,059    288,787    320,461    841,710     95,691    142,052    204,632      7,821    282,673    327,878
 
Changes from:       June 7, 2016                                     Total Change is:    44,707
   -11,256     18,651     -2,542     39,662      1,601     -1,259    -17,625     58,604     -8,844     18,182     -8,005       -710     29,099    -12,789
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       11.0        0.8       53.8       20.4       11.1       12.3       32.3        3.7        5.5        7.9        0.3       10.9       12.6
 
Number of Traders in Each Category                                    Total Traders:       287 
        11         33         13         52         50         50         39         56         34         10         36          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   985,631
Positions
   383,609    161,727    230,642          0     38,314     24,396     81,109    184,178    198,112     10,301     53,133     35,299     22,163     59,830
 
Changes from:       June 7, 2016                                     Total Change is:    77,755
    35,977      1,909      6,887          0      6,564     -1,155     11,191     17,783     19,511     -6,174     11,537      7,270      4,248      7,449
 
Percent of Open Interest Represented by Each Category of Trader
      38.9       16.4       23.4        0.0        3.9        2.5        8.2       18.7       20.1        1.0        5.4        3.6        2.2        6.1
 
Number of Traders in Each Category                                    Total Traders:       140 
        19         34         42          0         10          9         11         45         30          .         11         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is 9,940,924
Positions
 3,198,883  1,094,788  1,965,459    217,492  1,686,460    381,962    969,830  1,147,290  1,765,657    421,535    509,629    235,400    784,706  1,154,279
 
Changes from:       June 7, 2016                                     Total Change is:  -882,939
  -339,507     17,792   -282,226     31,937    -55,554    -19,094    119,091   -190,964   -289,695   -129,599     -8,081    -18,483     44,637    -36,634
 
Percent of Open Interest Represented by Each Category of Trader
      32.2       11.0       19.8        2.2       17.0        3.8        9.8       11.5       17.8        4.2        5.1        2.4        7.9       11.6
 
Number of Traders in Each Category                                    Total Traders:       268 
        35         49         80          6         25         26         37         77         86          9         21         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    27,063
Positions
     4,288      3,399          0          0     12,929        153     13,516      7,582          0      8,172      2,064        696        238        240
 
Changes from:       June 7, 2016                                     Total Change is:    -5,345
     3,938     -2,087     -4,197          0        842          0     -5,394         54          0        166       -118         28        114        133
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       12.6        0.0        0.0       47.8        0.6       49.9       28.0        0.0       30.2        7.6        2.6        0.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          4          0          0         13          .          5          8          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    26,319
Positions
    10,070      2,049          0        218     11,520        475     14,431      8,040          0      1,004      4,088         57         64         90
 
Changes from:       June 7, 2016                                     Total Change is:    -9,367
     7,621     -3,579     -4,856         -3        -95          3    -11,885       -426          0        -67       -205       -195         15        -14
 
Percent of Open Interest Represented by Each Category of Trader
      38.3        7.8        0.0        0.8       43.8        1.8       54.8       30.5        0.0        3.8       15.5        0.2        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        30 
         .          .          0          .          4          .          7          6          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    50,315
Positions
       149     10,893          0     15,538      1,605      1,153      6,820     30,517      3,521     16,109        343         76      6,949      2,207
 
Changes from:       June 7, 2016                                     Total Change is:   -19,824
       -15    -14,639       -101       -127        433          6    -10,499      1,683     -6,467     -2,029       -310         56       -648       -485
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       21.6        0.0       30.9        3.2        2.3       13.6       60.7        7.0       32.0        0.7        0.2       13.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       125 
         .          5          0          8          5          .         22         31         13         45          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   436,303
Positions
   135,933     15,566     27,669     98,821     48,647     41,399     21,066    179,919     69,690      1,429      9,095     16,572     23,724     27,746
 
Changes from:       June 7, 2016                                     Total Change is:   -64,955
   -17,725        201      9,439    -10,417     -6,688     -4,203    -23,489    -47,020     -9,760     -3,065      2,595     -6,767      1,032     -2,752
 
Percent of Open Interest Represented by Each Category of Trader
      31.2        3.6        6.3       22.6       11.1        9.5        4.8       41.2       16.0        0.3        2.1        3.8        5.4        6.4
 
Number of Traders in Each Category                                    Total Traders:       189 
        19         11         21         14         18         11         29         66         56          5         16         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 14, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,741
Positions
        34      3,696        113     13,846        799        622      7,465     16,705      2,134        260        500          0        267        172
 
Changes from:       June 7, 2016                                     Total Change is:     2,496
       -91        -61        113      1,497        -31       -457         -7        915      1,345          0        500          0         96        172
 
Percent of Open Interest Represented by Each Category of Trader
       0.1       14.9        0.5       56.0        3.2        2.5       30.2       67.5        8.6        1.1        2.0        0.0        1.1        0.7
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          .          9          .          .         10          7          .          .          .          0
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Updated June 17, 2016