Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   118,014
Positions
    40,999      3,404      2,200     22,456      5,173         68     11,075     53,210      8,237     10,430      7,958        552     21,997     37,212
 
Changes from:       February 17, 2015                                Total Change is:     6,400
     4,121        891        339       -299         99        -13        444      3,881       -294      1,913      2,241        -77        266       -667
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        2.9        1.9       19.0        4.4        0.1        9.4       45.1        7.0        8.8        6.7        0.5       18.6       31.5
 
Number of Traders in Each Category                                    Total Traders:        84
         9          .          4          7          7          .         11         24          8          9         12          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    34,765
Positions
    17,615      4,375          3      1,136      2,133         13      7,355     11,787        430          0        915         21      8,192     15,088
 
Changes from:       February 17, 2015                                Total Change is:       561
       901       -722          0       -576       -379          0        932       -563        330          0         -4          0     -1,026      1,899
 
Percent of Open Interest Represented by Each Category of Trader
      50.7       12.6        0.0        3.3        6.1        0.0       21.2       33.9        1.2        0.0        2.6        0.1       23.6       43.4
 
Number of Traders in Each Category                                    Total Traders:        31
         5          .          .          .          .          .          9         10          5          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   169,784
Positions
    86,801     10,220      1,029      9,833     53,976      2,352     40,426     56,001      4,341      6,114     11,797        554     18,334     29,514
 
Changes from:       February 17, 2015                                Total Change is:      -843
    -5,980        812         21      1,621     -1,042     -1,294      3,562        305        -73        379        834        154        767       -560
 
Percent of Open Interest Represented by Each Category of Trader
      51.1        6.0        0.6        5.8       31.8        1.4       23.8       33.0        2.6        3.6        6.9        0.3       10.8       17.4
 
Number of Traders in Each Category                                    Total Traders:       107
        10          6          5          8         17          8         24         27         11          9          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   202,438
Positions
    78,614     22,756      1,633     32,990     32,995      1,698     13,712     70,073      5,555     51,306     10,937      2,342     14,588     54,449
 
Changes from:       February 17, 2015                                Total Change is:    -1,117
      -555      1,237       -137     -6,291      1,306       -740      3,166       -917      1,017      1,967        563        -42        498     -3,404
 
Percent of Open Interest Represented by Each Category of Trader
      38.8       11.2        0.8       16.3       16.3        0.8        6.8       34.6        2.7       25.3        5.4        1.2        7.2       26.9
 
Number of Traders in Each Category                                    Total Traders:       129
        11          7          .          8         21          6         14         46         13          9         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   431,217
Positions
   226,718     18,461      5,052     41,021     89,828     14,746     26,742    176,724      5,292     72,235     32,478      3,865     35,546     84,771
 
Changes from:       February 17, 2015                                Total Change is:    -7,194
    -8,917      3,407        448        -89     -1,827     -1,206       -431     -2,415        216      1,470     -4,297        304      1,011     -1,824
 
Percent of Open Interest Represented by Each Category of Trader
      52.6        4.3        1.2        9.5       20.8        3.4        6.2       41.0        1.2       16.8        7.5        0.9        8.2       19.7
 
Number of Traders in Each Category                                    Total Traders:       227
        18         14          7         19         36         22         21         60         16         31         28         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   139,805
Positions
   100,558        856        629      1,273     18,240      1,027     16,531     58,565      2,192      4,693     17,069         23     12,879     41,204
 
Changes from:       February 17, 2015                                Total Change is:     8,083
     9,928       -100        188          0      1,868        -57        121      3,723        210     -1,351      3,545         22       -978     -1,316
 
Percent of Open Interest Represented by Each Category of Trader
      71.9        0.6        0.4        0.9       13.0        0.7       11.8       41.9        1.6        3.4       12.2        0.0        9.2       29.5
 
Number of Traders in Each Category                                    Total Traders:        96
         9          4          .          .         13          .         18         34         12          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    46,861
Positions
    33,438     28,214      1,869        100      6,051          0      6,109      6,234        737      2,179      1,078      1,936        493        742
 
Changes from:       February 17, 2015                                Total Change is:      -921
       228     -1,700     -1,618          0          1          0        376      3,024          0        163        -57          0        -70       -571
 
Percent of Open Interest Represented by Each Category of Trader
      71.4       60.2        4.0        0.2       12.9        0.0       13.0       13.3        1.6        4.6        2.3        4.1        1.1        1.6
 
Number of Traders in Each Category                                    Total Traders:        33
        10          7          8          .          .          0          5          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   180,506
Positions
    55,440     55,311      1,293     51,647      2,538        342     30,699     70,731     33,956      3,117      9,685          8      4,004      6,642
 
Changes from:       February 17, 2015                                Total Change is:     4,802
       353     -1,676        342         26       -583       -152      6,115      8,523     -1,662       -554        384       -139        473       -235
 
Percent of Open Interest Represented by Each Category of Trader
      30.7       30.6        0.7       28.6        1.4        0.2       17.0       39.2       18.8        1.7        5.4        0.0        2.2        3.7
 
Number of Traders in Each Category                                    Total Traders:       119
         4         13          .          .          6          .         24         45         11         12          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    31,681
Positions
    16,503     10,083      5,409          0      1,209          0      5,369     10,501        411        522        224      2,746        721      1,098
 
Changes from:       February 17, 2015                                Total Change is:     8,922
     9,210       -301         67          0         32          0        -19      9,229        -80       -235          0          0        -21        -25
 
Percent of Open Interest Represented by Each Category of Trader
      52.1       31.8       17.1        0.0        3.8        0.0       16.9       33.1        1.3        1.6        0.7        8.7        2.3        3.5
 
Number of Traders in Each Category                                    Total Traders:        22
         4          .          .          0          .          0          6          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    27,328
Positions
    12,179        409         95        686      1,602          0     10,943     14,145      1,321        150      3,301          0      1,954      6,455
 
Changes from:       February 17, 2015                                Total Change is:      -372
    -1,037         31         46       -107          1          0      1,072       -362          3       -105         58          0       -244       -149
 
Percent of Open Interest Represented by Each Category of Trader
      44.6        1.5        0.3        2.5        5.9        0.0       40.0       51.8        4.8        0.5       12.1        0.0        7.2       23.6
 
Number of Traders in Each Category                                    Total Traders:        64
        11          .          .          .          .          0         13         26          4          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    58,166
Positions
    16,863     38,388        286      4,784      1,848        501     22,804      7,124         35      2,252      4,257        105     10,538      5,624
 
Changes from:       February 17, 2015                                Total Change is:        51
      -190       -750         92        166         52          6       -369        370         27        286        421         46        -12       -212
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       66.0        0.5        8.2        3.2        0.9       39.2       12.2        0.1        3.9        7.3        0.2       18.1        9.7
 
Number of Traders in Each Category                                    Total Traders:        95
        14         17          .          9          .          4         23         10          .          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is   116,331
Positions
    33,726     76,776        571      9,567      3,695      1,001     45,608     14,248         69      4,504      8,513        210     21,075     11,248
 
Changes from:       February 17, 2015                                Total Change is:       101
      -379     -1,500        183        331        104         11       -738        740         53        572        841         92        -24       -423
 
Percent of Open Interest Represented by Each Category of Trader
      29.0       66.0        0.5        8.2        3.2        0.9       39.2       12.2        0.1        3.9        7.3        0.2       18.1        9.7
 
Number of Traders in Each Category                                    Total Traders:        95
        14         17          .          9          .          4         23         10          .          9         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   729,019
Positions
    33,417    167,122     49,996    308,021    115,524     50,136     97,542    153,241     30,031     28,394     56,010      3,380    128,101    103,579
 
Changes from:       February 17, 2015                                Total Change is:    23,089
       763     -7,437     12,923      5,567      1,886       -627     -2,714      3,379        963       -297      4,728       -340      6,852      7,614
 
Percent of Open Interest Represented by Each Category of Trader
       4.6       22.9        6.9       42.3       15.8        6.9       13.4       21.0        4.1        3.9        7.7        0.5       17.6       14.2
 
Number of Traders in Each Category                                    Total Traders:       562
        34         34         31        120         65         75         87        120         73         45         57         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   151,768
Positions
    40,452     49,183        909     51,158     23,122      2,164      7,949      6,751        292      7,475     11,791         29     41,340     57,527
 
Changes from:       February 17, 2015                                Total Change is:     8,133
     7,826      1,104        200       -740        -68          6        417      2,704       -594      1,016       -395         -2          4      5,178
 
Percent of Open Interest Represented by Each Category of Trader
      26.7       32.4        0.6       33.7       15.2        1.4        5.2        4.4        0.2        4.9        7.8        0.0       27.2       37.9
 
Number of Traders in Each Category                                    Total Traders:        70
        11          6          4         13          7          7         12         13          4          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,886,254
Positions
   184,975    809,846     25,282  1,316,528    494,220    207,651    496,486    780,969    100,177    106,339    222,837     15,012    433,804    230,260
 
Changes from:       February 17, 2015                                Total Change is:    74,782
    20,606     13,217      7,695     27,045      5,280      1,325     -3,739     15,294     -4,131     -6,601     25,580     -1,656     34,238     12,178
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       28.1        0.9       45.6       17.1        7.2       17.2       27.1        3.5        3.7        7.7        0.5       15.0        8.0
 
Number of Traders in Each Category                                    Total Traders:       552
        34         34         21        116         62         71         90        117         65         43         56         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    93,295
Positions
     5,597     22,206        263     49,294     43,571      1,839     22,678     13,612      1,728        578      1,521          0     11,318      8,555
 
Changes from:       February 17, 2015                                Total Change is:     5,603
      -836      3,765         42      4,932       -585       -892      2,601      1,586       -290        124        667          0        -78      1,310
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       23.8        0.3       52.8       46.7        2.0       24.3       14.6        1.9        0.6        1.6        0.0       12.1        9.2
 
Number of Traders in Each Category                                    Total Traders:        97
         7         12          .         35         11         16         14         13          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    86,451
Positions
     3,060     45,629     11,005     31,502      6,294        495     24,591     12,062      2,615      3,108      2,067         69     10,007      6,215
 
Changes from:       February 17, 2015                                Total Change is:     2,484
      -176      2,190       -464        829         29        -90      2,675        983        -64        -20        311        -33       -172       -376
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       52.8       12.7       36.4        7.3        0.6       28.4       14.0        3.0        3.6        2.4        0.1       11.6        7.2
 
Number of Traders in Each Category                                    Total Traders:       217
        14         19         10         31         17          6         58         40         16         21         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,699
Positions
    11,389     14,676          0      2,281          0          0      1,141        489          0        921          0          0      1,967      2,534
 
Changes from:       February 17, 2015                                Total Change is:      -169
         0        283          0          2          0          0       -269        263          0          0          0          0         98       -715
 
Percent of Open Interest Represented by Each Category of Trader
      64.3       82.9        0.0       12.9        0.0        0.0        6.4        2.8        0.0        5.2        0.0        0.0       11.1       14.3
 
Number of Traders in Each Category                                    Total Traders:        20
         8          4          0          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   343,761
Positions
    11,804    208,215      1,574    146,103     31,468      2,476    120,251     60,868     10,074     10,935     10,336        344     40,200     18,406
 
Changes from:       February 17, 2015                                Total Change is:    13,266
    -3,348      7,066        147      4,136        145       -452     14,375      3,257         23        -99      1,554       -167     -1,349      1,693
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       60.6        0.5       42.5        9.2        0.7       35.0       17.7        2.9        3.2        3.0        0.1       11.7        5.4
 
Number of Traders in Each Category                                    Total Traders:       214
        12         20          4         31         17          6         56         42         14         19         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   338,939
Positions
    93,044     49,426      8,226    127,050    131,943     16,765     58,551    101,631      5,758      8,702     10,161         91     20,752     14,938
 
Changes from:       February 17, 2015                                Total Change is:    -2,778
    -6,239     -9,307        333        450        308      1,540      1,127      3,454     -1,228        564        626          0        675      1,496
 
Percent of Open Interest Represented by Each Category of Trader
      27.5       14.6        2.4       37.5       38.9        4.9       17.3       30.0        1.7        2.6        3.0        0.0        6.1        4.4
 
Number of Traders in Each Category                                    Total Traders:       259
        17         15          .         56         43         25         41         54         11         18         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    56,282
Positions
     2,341     24,447        111     27,951          0        146      8,079     18,187        433      5,038      4,380          5     12,178      8,573
 
Changes from:       February 17, 2015                                Total Change is:     2,201
       175        794          0       -209          0         27      2,024        -60       -342       -797          0          5      1,318      1,777
 
Percent of Open Interest Represented by Each Category of Trader
       4.2       43.4        0.2       49.7        0.0        0.3       14.4       32.3        0.8        9.0        7.8        0.0       21.6       15.2
 
Number of Traders in Each Category                                    Total Traders:        62
         6          7          .         20          0          .         15          9          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   120,512
Positions
    32,951      7,438      2,131      9,684      5,522      1,260     56,792     10,605      2,295      3,821      1,551        215     11,363     89,495
 
Changes from:       February 17, 2015                                Total Change is:     5,015
    -1,262      1,922       -800        964       -101        184      6,117      3,883       -650       -841       -253        165      1,138        665
 
Percent of Open Interest Represented by Each Category of Trader
      27.3        6.2        1.8        8.0        4.6        1.0       47.1        8.8        1.9        3.2        1.3        0.2        9.4       74.3
 
Number of Traders in Each Category                                    Total Traders:        98
        17          9          .         10          5          .         37         11          6          7          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   146,783
Positions
     9,503     84,539        630     88,930     40,907      4,061     31,393      8,767      4,291      1,892        720          0      6,083      2,868
 
Changes from:       February 17, 2015                                Total Change is:     7,777
    -1,993      9,523         32      6,316     -1,428        -67      2,857        -79        849       -206        -15          0        -11     -1,038
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       57.6        0.4       60.6       27.9        2.8       21.4        6.0        2.9        1.3        0.5        0.0        4.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       112
         7         14          .         40         19         19         18          6          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   356,789
Positions
    39,725    176,739      6,952    165,612     69,860     32,804     66,161     50,494      9,024     19,826      5,714      1,100     15,585      4,102
 
Changes from:       February 17, 2015                                Total Change is:    -2,090
   -12,169       -626      3,013      5,624        149       -478         30     -4,783        790      1,272       -613       -796        624      1,254
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       49.5        1.9       46.4       19.6        9.2       18.5       14.2        2.5        5.6        1.6        0.3        4.4        1.1
 
Number of Traders in Each Category                                    Total Traders:       218
        17         22          9         61         29         27         31         23         12         27          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   590,614
Positions
     9,195     71,240      4,572    173,014    126,430     94,793     90,663     50,278     31,379     12,731     32,610        701    173,566    178,611
 
Changes from:       February 17, 2015                                Total Change is:   -89,291
    -8,235     -9,876        464    -78,652    -42,080    -10,540     -6,834    -49,453      4,103     -7,676     -6,692       -179     18,258     24,962
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       12.1        0.8       29.3       21.4       16.0       15.4        8.5        5.3        2.2        5.5        0.1       29.4       30.2
 
Number of Traders in Each Category                                    Total Traders:       126
         .          9          .         26         29         33         23         21         19          4         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   631,899
Positions
    19,018     52,913     22,117    256,449     53,662     96,814     51,031    241,430     56,446      5,551     16,894      2,352    122,121     89,271
 
Changes from:       February 17, 2015                                Total Change is:    56,933
    -4,211      3,406      3,160      7,586      1,618      2,072     13,059      5,419     32,192     -1,803      4,075        504      4,374      4,487
 
Percent of Open Interest Represented by Each Category of Trader
       3.0        8.4        3.5       40.6        8.5       15.3        8.1       38.2        8.9        0.9        2.7        0.4       19.3       14.1
 
Number of Traders in Each Category                                    Total Traders:        95
         4          6          6         37         12         29         12         17         16          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,541,644
Positions
    75,578    163,398     28,456    233,600    452,484    122,805    690,772    198,216    167,449     92,892    230,865      9,820    120,272    168,151
 
Changes from:       February 17, 2015                                Total Change is:   -47,024
   -25,697    -34,428      9,364    -27,636    -11,739      5,048    -16,436     -9,004      6,844    -15,243    -22,391     -5,380     22,112     14,662
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       10.6        1.8       15.2       29.4        8.0       44.8       12.9       10.9        6.0       15.0        0.6        7.8       10.9
 
Number of Traders in Each Category                                    Total Traders:       262
        13         36         10         37         47         40         44         33         38         11         39         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,667,037
Positions
   126,552    113,777     53,805    716,956    800,327    342,893    530,702    575,344    150,876    371,897    175,955     28,338    345,018    425,722
 
Changes from:       February 17, 2015                                Total Change is:    73,451
   -64,037    -12,401     29,545    161,415    -53,221      8,520    -50,836     53,991     19,070    -47,025     15,410     -2,425     19,224     14,962
 
Percent of Open Interest Represented by Each Category of Trader
       4.7        4.3        2.0       26.9       30.0       12.9       19.9       21.6        5.7       13.9        6.6        1.1       12.9       16.0
 
Number of Traders in Each Category                                    Total Traders:       367
        23         26         24         43         79         73         53         68         65         26         48         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,157,986
Positions
   128,669    255,979     44,877    475,975    457,548    317,685    558,036    313,013     96,700    227,325    211,013      7,508    301,211    453,663
 
Changes from:       February 17, 2015                                Total Change is:   114,838
    12,693    -27,606     27,823     -5,005    -23,240       -726    -14,582     29,664     18,879     -2,173     -4,975     -6,161     84,090    101,180
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       11.9        2.1       22.1       21.2       14.7       25.9       14.5        4.5       10.5        9.8        0.3       14.0       21.0
 
Number of Traders in Each Category                                    Total Traders:       255
        17         26         16         38         37         44         51         39         38         16         31          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   698,711
Positions
   231,893    144,640    232,773      1,753      3,350     22,687     37,941     72,650     93,102      7,347     29,886     43,147     28,068     56,476
 
Changes from:       February 17, 2015                                Total Change is:    19,031
       183      6,317     -4,060       -125          0      7,585      8,575     -5,492      1,956      2,633      1,526      1,039      1,245     10,160
 
Percent of Open Interest Represented by Each Category of Trader
      33.2       20.7       33.3        0.3        0.5        3.2        5.4       10.4       13.3        1.1        4.3        6.2        4.0        8.1
 
Number of Traders in Each Category                                    Total Traders:       109
        18         27         37          .          .          .         16         22         31          .          9          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,989,561
Positions
 1,883,865  1,546,966  2,820,832    377,250    861,213    386,081  1,900,225  1,192,686  1,964,690    492,417    603,674    372,097    792,104  1,241,322
 
Changes from:       February 17, 2015                                Total Change is:  -126,383
  -155,949    -27,430    104,223     57,477    -40,110    -85,953     -1,880     36,426    -13,848     10,695    -59,532    -22,617    -18,531    -17,542
 
Percent of Open Interest Represented by Each Category of Trader
      17.1       14.1       25.7        3.4        7.8        3.5       17.3       10.9       17.9        4.5        5.5        3.4        7.2       11.3
 
Number of Traders in Each Category                                    Total Traders:       275
        30         53         77          9         27         24         38         70         79          8         32         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    56,159
Positions
    26,770      9,724          0        693     15,518      3,861     23,227     17,278          0      1,482      9,630          0        126        148
 
Changes from:       February 17, 2015                                Total Change is:       168
       599       -100          0        147        -68        -15       -715        315          0        215         90        -47        -16         -7
 
Percent of Open Interest Represented by Each Category of Trader
      47.7       17.3        0.0        1.2       27.6        6.9       41.4       30.8        0.0        2.6       17.1        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        47
         5          5          0          .          8          .          4         10          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    35,843
Positions
    13,103        501          0          0     14,962        198     22,314      7,136         23        100     12,570          0        105        453
 
Changes from:       February 17, 2015                                Total Change is:      -396
      -635        150          0          0        -11        -11        394       -386        -69          0        -32        -15        -60        -22
 
Percent of Open Interest Represented by Each Category of Trader
      36.6        1.4        0.0        0.0       41.7        0.6       62.3       19.9        0.1        0.3       35.1        0.0        0.3        1.3
 
Number of Traders in Each Category                                    Total Traders:        46
         6          .          0          0         12          .          6          8          .          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is   118,929
Positions
    15,303     91,238        775     12,521      1,386        102     25,528     20,298      3,466     39,948         93         90     21,196      1,481
 
Changes from:       February 17, 2015                                Total Change is:     3,299
       953      1,830       -322      2,238         24         -2      2,605      2,345       -162       -995         -3         25     -1,041       -436
 
Percent of Open Interest Represented by Each Category of Trader
      12.9       76.7        0.7       10.5        1.2        0.1       21.5       17.1        2.9       33.6        0.1        0.1       17.8        1.2
 
Number of Traders in Each Category                                    Total Traders:       220
         4          .          .         16          .          .         41         19         13        133          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   308,036
Positions
    25,552     45,894     37,171     55,038     25,511     38,196     72,670     77,895     46,077      8,614      4,285      9,196     15,522     23,811
 
Changes from:       February 17, 2015                                Total Change is:   -21,952
     8,112     -6,938     -5,888     11,006      2,946      1,794     -5,450     11,995     -7,411     -3,787      1,466        -13    -20,315    -19,903
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       14.9       12.1       17.9        8.3       12.4       23.6       25.3       15.0        2.8        1.4        3.0        5.0        7.7
 
Number of Traders in Each Category                                    Total Traders:       173
        14         16         19          6         17          9         37         52         56          7         13         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 24, 2015               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    12,062
Positions
       114      2,900          0      3,932        991        570      6,511      6,519        637        197        412          0        101         33
 
Changes from:       February 17, 2015                                Total Change is:        16
         2          0          0     -1,126         46        -44      1,204          9          0        -30          7          0         10         -2
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       24.0        0.0       32.6        8.2        4.7       54.0       54.0        5.3        1.6        3.4        0.0        0.8        0.3
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          4          .          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated February 27, 2015