Traders in Financial Futures - Futures Only Positions as of February 2, 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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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   157,362
Positions
    73,164      9,605      1,558     39,793     39,825      1,074      7,362     56,916      3,319      8,806      4,779         22     22,264     40,264
 
Changes from:       January 26, 2016                                 Total Change is:    -7,878
    -5,024      5,978        -61      3,010     -3,404         73     -3,163    -13,646        310       -406      1,867         13     -2,630        992
 
Percent of Open Interest Represented by Each Category of Trader
      46.5        6.1        1.0       25.3       25.3        0.7        4.7       36.2        2.1        5.6        3.0        0.0       14.1       25.6
 
Number of Traders in Each Category                                    Total Traders:        89 
        11          .          5          7         11          4         11         32          8          9          5          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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    59,370
Positions
    35,339      2,005         42      1,236      2,247          0     16,424     30,519        256         33          0          0      6,040     24,301
 
Changes from:       January 26, 2016                                 Total Change is:     3,676
     2,449      1,555        -46          0         17          0        893      1,218         -4         33         -5          0        351        941
 
Percent of Open Interest Represented by Each Category of Trader
      59.5        3.4        0.1        2.1        3.8        0.0       27.7       51.4        0.4        0.1        0.0        0.0       10.2       40.9
 
Number of Traders in Each Category                                    Total Traders:        42 
         6          .          .          .          4          0         14         13          6          .          0          0
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Traders in Financial Futures - Futures Only Positions as of February 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   270,680
Positions
   196,739      4,626        197      3,422     83,133      1,328     41,567    113,141      8,819      1,969     16,069        243     16,396     43,124
 
Changes from:       January 26, 2016                                 Total Change is:    -2,118
     2,447        -93          9         47     -7,860       -487     -3,322      6,571      1,280         27     -1,387         38     -2,157       -189
 
Percent of Open Interest Represented by Each Category of Trader
      72.7        1.7        0.1        1.3       30.7        0.5       15.4       41.8        3.3        0.7        5.9        0.1        6.1       15.9
 
Number of Traders in Each Category                                    Total Traders:       118 
        12          7          4          .         24          6         22         40         16          4          6          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   237,289
Positions
    69,903     71,054        138     23,771     62,503      5,667     72,639     56,561      2,953     40,371      6,411         79     21,768     31,923
 
Changes from:       January 26, 2016                                 Total Change is:   -13,422
     4,471    -21,582         65     -4,484      3,713         36     -4,910     -3,258        336        839      2,273         29     -9,804      4,966
 
Percent of Open Interest Represented by Each Category of Trader
      29.5       29.9        0.1       10.0       26.3        2.4       30.6       23.8        1.2       17.0        2.7        0.0        9.2       13.5
 
Number of Traders in Each Category                                    Total Traders:       130 
         8          9          4         13         25          9         36         26         14          7          6          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   403,939
Positions
   124,323     62,749      2,226     98,552    108,399     14,912     44,996    119,549      2,834     71,680     23,930      3,127     41,289     66,213
 
Changes from:       January 26, 2016                                 Total Change is:     1,712
    -9,382     28,030        164      2,742     -7,191       -118      3,190    -11,232       -293     21,417       -961        246    -16,254     -6,933
 
Percent of Open Interest Represented by Each Category of Trader
      30.8       15.5        0.6       24.4       26.8        3.7       11.1       29.6        0.7       17.7        5.9        0.8       10.2       16.4
 
Number of Traders in Each Category                                    Total Traders:       229 
        16         10          8         34         33         27         27         54         15         23         32         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    34,847
Positions
     1,686     27,303          0      6,838      1,210        614      4,160      1,348          0      9,212          0        193     12,144      4,179
 
Changes from:       January 26, 2016                                 Total Change is:     3,000
        -7      2,842          0        582        -84         -4       -367        555          0      7,196          0        193     -4,593       -502
 
Percent of Open Interest Represented by Each Category of Trader
       4.8       78.4        0.0       19.6        3.5        1.8       11.9        3.9        0.0       26.4        0.0        0.6       34.8       12.0
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          0          6          .          4          .          .          0          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   122,056
Positions
    75,776      1,928        241     13,600     12,682      1,346     13,480     38,081      1,313        459     35,162          9     15,832     31,294
 
Changes from:       January 26, 2016                                 Total Change is:    -3,395
   -10,251        436         92      7,664      2,549       -647       -592     -3,454        231          0        -96          0        108     -2,506
 
Percent of Open Interest Represented by Each Category of Trader
      62.1        1.6        0.2       11.1       10.4        1.1       11.0       31.2        1.1        0.4       28.8        0.0       13.0       25.6
 
Number of Traders in Each Category                                    Total Traders:        84 
        12          4          .          8         10          6         11         25          8          .         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    31,078
Positions
    18,940     21,924      1,207      4,188          0          0      4,290      3,920        592        713      2,324        235        913        876
 
Changes from:       January 26, 2016                                 Total Change is:       858
      -111        -62          0       -100          0          0      1,250        658          0       -113        112          0        -68        150
 
Percent of Open Interest Represented by Each Category of Trader
      60.9       70.5        3.9       13.5        0.0        0.0       13.8       12.6        1.9        2.3        7.5        0.8        2.9        2.8
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          6          .          .          0          0          7          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   166,295
Positions
    69,946     54,614        246     46,266      5,767      1,358     22,065     69,742     20,135      2,360      5,744        107      3,812      8,582
 
Changes from:       January 26, 2016                                 Total Change is:    -1,468
     1,109        -13         -1      1,090        -48       -605     -3,131       -537         25       -310       -934          7        348        638
 
Percent of Open Interest Represented by Each Category of Trader
      42.1       32.8        0.1       27.8        3.5        0.8       13.3       41.9       12.1        1.4        3.5        0.1        2.3        5.2
 
Number of Traders in Each Category                                    Total Traders:       129 
         8          4          .          7          9          .         22         56         13          8         13          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    14,279
Positions
     1,562      5,713          0      5,489        160          0      5,903      5,716          1        627      1,483          0        697      1,206
 
Changes from:       January 26, 2016                                 Total Change is:    -4,391
      -363      3,082     -1,933        -85        160          0       -103       -692     -2,469        495     -2,591          0         67         52
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       40.0        0.0       38.4        1.1        0.0       41.3       40.0        0.0        4.4       10.4        0.0        4.9        8.4
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          .          0          4         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    30,979
Positions
    16,316      1,609         77      1,141      9,732          1      7,874     12,855      1,111      1,949        981          0      2,510      4,613
 
Changes from:       January 26, 2016                                 Total Change is:       542
     2,782        -69        -20       -293        266          0     -2,196        766        407       -250        -92          0        112       -716
 
Percent of Open Interest Represented by Each Category of Trader
      52.7        5.2        0.2        3.7       31.4        0.0       25.4       41.5        3.6        6.3        3.2        0.0        8.1       14.9
 
Number of Traders in Each Category                                    Total Traders:        69 
         9          .          .          .          5          .         13         27          6          5          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    29,967
Positions
    12,657     10,418        521      2,614      3,206        468      6,022      7,050        677      2,133        726          1      4,876      6,902
 
Changes from:       January 26, 2016                                 Total Change is:      -588
      -642     -1,959        205       -327        623        -57       -169       -313        478        376        -88          0       -453        522
 
Percent of Open Interest Represented by Each Category of Trader
      42.2       34.8        1.7        8.7       10.7        1.6       20.1       23.5        2.3        7.1        2.4        0.0       16.3       23.0
 
Number of Traders in Each Category                                    Total Traders:        81 
        20         11          4          8          4          4         15         14          4          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    59,934
Positions
    25,314     20,835      1,041      5,228      6,412        936     12,044     14,099      1,354      4,265      1,452          1      9,751     13,804
 
Changes from:       January 26, 2016                                 Total Change is:    -1,176
    -1,284     -3,918        409       -654      1,246       -113       -337       -625        956        752       -175          0       -905      1,044
 
Percent of Open Interest Represented by Each Category of Trader
      42.2       34.8        1.7        8.7       10.7        1.6       20.1       23.5        2.3        7.1        2.4        0.0       16.3       23.0
 
Number of Traders in Each Category                                    Total Traders:        81 
        20         11          4          8          4          4         15         14          4          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   719,671
Positions
   111,098     51,264     40,172    248,699    197,055     61,792     62,672    151,413     36,384     21,732     38,362      9,299    127,822    133,929
 
Changes from:       January 26, 2016                                 Total Change is:    32,590
    12,566     -9,019      9,225      6,937     -5,058      3,558    -11,969      7,458      9,803     -2,306      2,127       -230      5,005     14,725
 
Percent of Open Interest Represented by Each Category of Trader
      15.4        7.1        5.6       34.6       27.4        8.6        8.7       21.0        5.1        3.0        5.3        1.3       17.8       18.6
 
Number of Traders in Each Category                                    Total Traders:       597 
        38         32         28        117         97         89         71        135         74         43         64         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   121,771
Positions
    50,505      6,692      2,839     25,668     18,674      2,395     10,503     11,373        631      2,358      5,495        717     26,155     72,955
 
Changes from:       January 26, 2016                                 Total Change is:    14,544
    13,403        273         98        -68       -218        285      2,489      4,609        198         11       -239          4     -1,876      9,534
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        5.5        2.3       21.1       15.3        2.0        8.6        9.3        0.5        1.9        4.5        0.6       21.5       59.9
 
Number of Traders in Each Category                                    Total Traders:        67 
        13          4          5         14          5          7         13         11          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,989,501
Positions
   415,611    335,510     74,019  1,151,031    927,778    261,112    346,535    785,889     93,075    120,073    187,540     19,709    508,336    304,869
 
Changes from:       January 26, 2016                                 Total Change is:    90,231
    24,762    -17,511     16,689     31,880    -27,343     19,511    -33,251     53,282      8,987    -15,144      8,270      2,391     34,406     25,955
 
Percent of Open Interest Represented by Each Category of Trader
      13.9       11.2        2.5       38.5       31.0        8.7       11.6       26.3        3.1        4.0        6.3        0.7       17.0       10.2
 
Number of Traders in Each Category                                    Total Traders:       589 
        35         34         24        113         95         85         71        135         66         46         60         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   102,247
Positions
    34,223      4,563         80     45,058     75,608      2,918     12,579     11,536        439        555        554          0      6,395      6,549
 
Changes from:       January 26, 2016                                 Total Change is:    -1,188
    -3,101         99          3      4,081     -3,294        310     -2,044        658        -27        555          0          0       -965      1,063
 
Percent of Open Interest Represented by Each Category of Trader
      33.5        4.5        0.1       44.1       73.9        2.9       12.3       11.3        0.4        0.5        0.5        0.0        6.3        6.4
 
Number of Traders in Each Category                                    Total Traders:        95 
        11          .          .         37         18         14         11         11          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    54,214
Positions
     8,690     23,677        322     25,097     12,010        943     10,821     10,664        569      3,710      1,186         61      4,002      4,782
 
Changes from:       January 26, 2016                                 Total Change is:       435
     1,013     -2,125         76       -387       -406        -15        -50      2,325        -47        214        124         50       -418        454
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       43.7        0.6       46.3       22.2        1.7       20.0       19.7        1.0        6.8        2.2        0.1        7.4        8.8
 
Number of Traders in Each Category                                    Total Traders:       197 
        14         21          6         37         24          7         35         36         15         16         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   271,070
Positions
    43,448    118,383      1,611    125,484     60,052      4,717     54,105     53,318      2,843     18,549      5,932        304     20,009     23,910
 
Changes from:       January 26, 2016                                 Total Change is:     2,174
     5,063    -10,624        380     -1,934     -2,029        -77       -249     11,625       -235      1,069        618        248     -2,091      2,268
 
Percent of Open Interest Represented by Each Category of Trader
      16.0       43.7        0.6       46.3       22.2        1.7       20.0       19.7        1.0        6.8        2.2        0.1        7.4        8.8
 
Number of Traders in Each Category                                    Total Traders:       197 
        14         21          6         37         24          7         35         36         15         16         14          .
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Traders in Financial Futures - Futures Only Positions as of February 2, 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   418,965
Positions
   189,040     34,739      1,432    111,216    200,805     25,082     66,709    123,307      4,992      6,298      9,675         80     14,116     18,853
 
Changes from:       January 26, 2016                                 Total Change is:     4,396
     6,699     -3,941        -45      4,877      1,167         93     -4,906      4,876        -35       -165      1,055         43     -2,165      1,183
 
Percent of Open Interest Represented by Each Category of Trader
      45.1        8.3        0.3       26.5       47.9        6.0       15.9       29.4        1.2        1.5        2.3        0.0        3.4        4.5
 
Number of Traders in Each Category                                    Total Traders:       279 
        25         11          .         52         61         26         31         70         13         12         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    42,282
Positions
     4,618      7,355         92     18,761        932         50      7,344      7,405          0      3,743     21,325         13      7,661      5,110
 
Changes from:       January 26, 2016                                 Total Change is:      -929
      -282         87        -72         85         89          8      2,346       -335       -160       -220         18         13     -2,647       -577
 
Percent of Open Interest Represented by Each Category of Trader
      10.9       17.4        0.2       44.4        2.2        0.1       17.4       17.5        0.0        8.9       50.4        0.0       18.1       12.1
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          7          .         13          .          .         10          9          0          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    94,529
Positions
    24,028     10,884      3,259     14,798      3,623          8     32,339      6,632      2,679      6,556      2,184          0     10,862     65,260
 
Changes from:       January 26, 2016                                 Total Change is:    -7,937
    -2,668     -2,798        385     -6,343        502         -4        843     -1,594      1,157     -1,344      2,184          0         37     -7,769
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       11.5        3.4       15.7        3.8        0.0       34.2        7.0        2.8        6.9        2.3        0.0       11.5       69.0
 
Number of Traders in Each Category                                    Total Traders:        91 
        18         10          .         13          .          .         27         10          9          4          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   196,967
Positions
     5,545     99,974        311    125,819     67,502      8,861     44,429      8,770      2,863      2,548      2,614          4      6,587      6,068
 
Changes from:       January 26, 2016                                 Total Change is:       760
    -1,272      3,150         37     -1,905       -515      1,020      2,541     -3,681         18        195        248          4        122        479
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       50.8        0.2       63.9       34.3        4.5       22.6        4.5        1.5        1.3        1.3        0.0        3.3        3.1
 
Number of Traders in Each Category                                    Total Traders:       123 
         7         10          .         39         27         16         17          9          4          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   523,662
Positions
    39,633    128,916      1,387    247,001    197,652     99,986     94,113     64,313      7,014     17,618     11,314      1,446     15,464     11,634
 
Changes from:       January 26, 2016                                 Total Change is:       480
    -5,134    -21,367       -244      9,707      6,118      5,044     -7,672     11,853     -2,374      5,490      2,557       -751     -3,586       -356
 
Percent of Open Interest Represented by Each Category of Trader
       7.6       24.6        0.3       47.2       37.7       19.1       18.0       12.3        1.3        3.4        2.2        0.3        3.0        2.2
 
Number of Traders in Each Category                                    Total Traders:       263 
        18         22          6         63         50         35         26         43         16         27         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   550,487
Positions
     6,362     62,099        653    241,580    141,783     86,092     45,484     65,044     15,915      4,098     36,900        356    149,947    141,645
 
Changes from:       January 26, 2016                                 Total Change is:    16,312
     1,864     -5,641        324        -63      3,292      6,140      2,116      1,374      5,829         99      2,254         45        -42      2,695
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       11.3        0.1       43.9       25.8       15.6        8.3       11.8        2.9        0.7        6.7        0.1       27.2       25.7
 
Number of Traders in Each Category                                    Total Traders:       145 
         6         13          6         37         29         34         18         27         19          6          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   628,989
Positions
     2,937     70,348        764    383,491    122,443     60,393     30,509    278,851     10,697      7,784      9,073          0    132,414     76,420
 
Changes from:       January 26, 2016                                 Total Change is:     1,142
      -284     -1,744       -847    -10,381      1,211         94      3,853      7,453       -149       -776          0          0      9,632     -4,876
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       11.2        0.1       61.0       19.5        9.6        4.9       44.3        1.7        1.2        1.4        0.0       21.1       12.1
 
Number of Traders in Each Category                                    Total Traders:       108 
         .          8          .         49         16         30         13         15         10          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 1,130,156
Positions
    25,131    133,931      2,847    349,202    246,276    102,562    328,319    289,905     60,868    129,814    130,911     14,359    117,054    148,497
 
Changes from:       January 26, 2016                                 Total Change is:    55,871
     5,322     29,331     -6,386     10,775    -17,307      1,267      4,035     24,318     23,595      6,106       -870      6,019      5,138     -4,096
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       11.9        0.3       30.9       21.8        9.1       29.1       25.7        5.4       11.5       11.6        1.3       10.4       13.1
 
Number of Traders in Each Category                                    Total Traders:       261 
         9         31          6         52         36         46         37         47         32         16         33         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,984,496
Positions
    67,191    294,205     51,310  1,153,620    751,898    389,577    447,156    732,680    131,271    351,219    163,910     19,542    373,610    450,103
 
Changes from:       January 26, 2016                                 Total Change is:    98,548
     1,407    -20,904     18,930    -35,740    -55,512     28,492     -5,191     63,979     45,305     26,067      2,519       -520     19,798     16,259
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        9.9        1.7       38.7       25.2       13.1       15.0       24.5        4.4       11.8        5.5        0.7       12.5       15.1
 
Number of Traders in Each Category                                    Total Traders:       365 
        13         35         14         63         80         76         52         66         48         21         35         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 2,698,198
Positions
    46,545    322,958     37,049  1,433,405    444,303    342,116    349,979    901,633     75,659    116,268    219,932      3,805    293,372    350,743
 
Changes from:       January 26, 2016                                 Total Change is:    62,364
    -3,101      7,850     -4,856     26,187      5,500     13,094     28,176    -11,050      3,945      1,677     48,502       -493     -2,265       -128
 
Percent of Open Interest Represented by Each Category of Trader
       1.7       12.0        1.4       53.1       16.5       12.7       13.0       33.4        2.8        4.3        8.2        0.1       10.9       13.0
 
Number of Traders in Each Category                                    Total Traders:       286 
         9         29         11         52         47         50         35         60         38         14         40          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   740,448
Positions
   284,012    149,139    202,578      4,139     12,208     32,040     25,710    119,859    131,504     17,911     33,680     18,817     23,737     40,623
 
Changes from:       January 26, 2016                                 Total Change is:   -79,258
   -22,994    -83,620    -14,030     -4,672     -5,447      8,399     -6,204     31,678    -10,265    -15,701     10,908    -15,261      1,470     -1,620
 
Percent of Open Interest Represented by Each Category of Trader
      38.4       20.1       27.4        0.6        1.6        4.3        3.5       16.2       17.8        2.4        4.5        2.5        3.2        5.5
 
Number of Traders in Each Category                                    Total Traders:       106 
        13         28         34          .          4          5         11         30         30          .          9          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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 is11,169,637
Positions
 2,443,277  1,738,476  2,462,620  1,044,948  1,378,251    353,095  1,512,807  1,578,722  1,675,727    508,190    446,146    409,197    759,776  1,127,403
 
Changes from:       January 26, 2016                                 Total Change is:   229,424
   -52,381     61,675     13,029     37,307     25,876     33,025    181,008     90,792       -595     39,658     35,085    -24,690      3,063     -4,773
 
Percent of Open Interest Represented by Each Category of Trader
      21.9       15.6       22.0        9.4       12.3        3.2       13.5       14.1       15.0        4.5        4.0        3.7        6.8       10.1
 
Number of Traders in Each Category                                    Total Traders:       287 
        27         58         79         11         26         23         33         73         82         14         30         31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    29,660
Positions
     5,486      3,040          0        310     14,345          0     18,604      8,945          0      4,768      2,827        376        116        127
 
Changes from:       January 26, 2016                                 Total Change is:    -1,526
      -145         34          0          0       -607          0     -1,483       -372          0        251       -448       -175         26         42
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       10.2        0.0        1.0       48.4        0.0       62.7       30.2        0.0       16.1        9.5        1.3        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          0          .         13          0          5         11          0          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    31,894
Positions
     1,796      1,896          0        155     15,274          1     28,822      9,209          0      1,040      5,489          0         80         25
 
Changes from:       January 26, 2016                                 Total Change is:      -695
       361       -387          0          0        298          0       -935       -743          0       -121        229          0          0        -92
 
Percent of Open Interest Represented by Each Category of Trader
       5.6        5.9        0.0        0.5       47.9        0.0       90.4       28.9        0.0        3.3       17.2        0.0        0.3        0.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         5          .          0          .          9          .          5          8          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    76,120
Positions
       303     57,095          0     19,169         64      1,482     21,533     10,602      1,989     22,436      3,367         35      9,173      1,486
 
Changes from:       January 26, 2016                                 Total Change is:       281
        -7       -533          0       -789        -97        157      1,497      1,230        411     -1,151       -816       -100        263         29
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       75.0        0.0       25.2        0.1        1.9       28.3       13.9        2.6       29.5        4.4        0.0       12.1        2.0
 
Number of Traders in Each Category                                    Total Traders:       143 
         .          5          0         11          .          .         38         16          8         57          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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   252,613
Positions
    22,900     68,661     19,282     50,169      6,942     29,694     56,338     49,274     33,748      2,094      3,343     14,625     23,763     27,044
 
Changes from:       January 26, 2016                                 Total Change is:     3,266
      -282       -335      3,649     18,809        208     -7,412    -13,879      2,491        310       -354       -430        585      1,840      4,200
 
Percent of Open Interest Represented by Each Category of Trader
       9.1       27.2        7.6       19.9        2.7       11.8       22.3       19.5       13.4        0.8        1.3        5.8        9.4       10.7
 
Number of Traders in Each Category                                    Total Traders:       147 
        12         12         17         13          5          6         42         35         46          8          9         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 2, 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    16,722
Positions
       220      3,244          0      2,960      2,366      1,863     10,709      8,114        264        322        782          0        384         89
 
Changes from:       January 26, 2016                                 Total Change is:       335
       111       -255          0        178        918       -155      1,938       -924          0     -1,750        750          0         13          1
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       19.4        0.0       17.7       14.1       11.1       64.0       48.5        1.6        1.9        4.7        0.0        2.3        0.5
 
Number of Traders in Each Category                                    Total Traders:        33 
         .          .          0          5          4          4          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated February 5, 2016