Traders in Financial Futures - Futures Only Positions as of February 23, 2016                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   157,921
Positions
    71,111     38,074      1,122     38,712     27,707      1,015      8,561     51,834      3,917      9,952      4,160        152     23,379     29,940
 
Changes from:       February 16, 2016                                Total Change is:      -687
    -1,023      6,554          2       -966     -5,233        -64      1,419     -1,288        -65         60        198        -22        -28       -769
 
Percent of Open Interest Represented by Each Category of Trader
      45.0       24.1        0.7       24.5       17.5        0.6        5.4       32.8        2.5        6.3        2.6        0.1       14.8       19.0
 
Number of Traders in Each Category                                    Total Traders:        83 
         6          6          5          8          8          4         11         29          9         10          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    47,838
Positions
    27,614      2,255          8        807      2,238          0     10,404     22,379      1,703          0        400          0      7,302     18,855
 
Changes from:       February 16, 2016                                Total Change is:      -726
     1,944       -390       -157       -429         13          0        -13     -1,982        200          0          0          0     -2,271      1,590
 
Percent of Open Interest Represented by Each Category of Trader
      57.7        4.7        0.0        1.7        4.7        0.0       21.7       46.8        3.6        0.0        0.8        0.0       15.3       39.4
 
Number of Traders in Each Category                                    Total Traders:        36 
         6          .          .          .          4          0          9         13         10          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   257,214
Positions
   178,814      3,551        970      2,847     86,310      1,372     45,264    103,280      7,341      2,426     16,490        200     17,980     37,700
 
Changes from:       February 16, 2016                                Total Change is:    -3,435
    -5,467       -911        356       -739     -5,647         19       -783     -1,700        472       -115      2,738        -89      2,911      1,327
 
Percent of Open Interest Represented by Each Category of Trader
      69.5        1.4        0.4        1.1       33.6        0.5       17.6       40.2        2.9        0.9        6.4        0.1        7.0       14.7
 
Number of Traders in Each Category                                    Total Traders:       110 
        12          5          4          .         26          6         22         32         12          4          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2016                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   257,064
Positions
    70,873    105,217        411     30,411     56,887      5,577     73,625     57,704      3,015     42,224      1,833        324     30,604     26,096
 
Changes from:       February 16, 2016                                Total Change is:     8,079
        13      7,895        313        317        251         68      4,369      3,757        187      1,943     -4,311        106        763       -187
 
Percent of Open Interest Represented by Each Category of Trader
      27.6       40.9        0.2       11.8       22.1        2.2       28.6       22.4        1.2       16.4        0.7        0.1       11.9       10.2
 
Number of Traders in Each Category                                    Total Traders:       128 
         6         13          .         13         21          9         35         29         17          7          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2016                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   422,624
Positions
   123,404    124,087      3,612    112,727     93,719     18,195     55,047     90,947      6,695     52,711     28,466      1,807     48,426     55,096
 
Changes from:       February 16, 2016                                Total Change is:    -7,373
     5,066      1,963       -410     12,093         59        215     -2,218     -7,425       -468    -20,610     -1,377       -229       -812        299
 
Percent of Open Interest Represented by Each Category of Trader
      29.2       29.4        0.9       26.7       22.2        4.3       13.0       21.5        1.6       12.5        6.7        0.4       11.5       13.0
 
Number of Traders in Each Category                                    Total Traders:       222 
        16         11         10         35         33         25         32         41         20         20         34         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    34,513
Positions
     2,137     27,017        172     13,018      1,208        903      4,649        793         87      2,019          0          0     11,528      4,333
 
Changes from:       February 16, 2016                                Total Change is:      -305
        47       -351        -91      6,565          0        381       -368          0         87     -6,787          0       -183         44       -148
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       78.3        0.5       37.7        3.5        2.6       13.5        2.3        0.3        5.8        0.0        0.0       33.4       12.6
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          .          .          7          .          5          4          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   119,526
Positions
    47,669     22,027        460     22,426      6,840      1,310     26,035     33,180      2,315        490     29,591          0     18,821     23,803
 
Changes from:       February 16, 2016                                Total Change is:     8,079
      -671     10,876        247        887     -2,189        268      4,958     -2,026        246          8      1,654          0      2,136       -997
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       18.4        0.4       18.8        5.7        1.1       21.8       27.8        1.9        0.4       24.8        0.0       15.7       19.9
 
Number of Traders in Each Category                                    Total Traders:        83 
         8          7          5          9          6          4         14         26         10          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    30,297
Positions
    18,113     20,924      1,207      3,838          0          0      4,392      4,119        644        713      2,377        235      1,155        791
 
Changes from:       February 16, 2016                                Total Change is:    -1,678
    -1,070     -1,000          0        -50          0          0       -361       -722         28       -140          0          0        -85         16
 
Percent of Open Interest Represented by Each Category of Trader
      59.8       69.1        4.0       12.7        0.0        0.0       14.5       13.6        2.1        2.4        7.8        0.8        3.8        2.6
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          6          .          .          0          0          7          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   145,631
Positions
    77,610     54,748        265     11,748      4,604        686     27,663     50,526     20,962      2,732      5,416        604      3,361      7,820
 
Changes from:       February 16, 2016                                Total Change is:   -15,772
    11,870       -204         68    -37,144     -1,093       -178      8,380    -14,358        418        257       -231        434        123       -628
 
Percent of Open Interest Represented by Each Category of Trader
      53.3       37.6        0.2        8.1        3.2        0.5       19.0       34.7       14.4        1.9        3.7        0.4        2.3        5.4
 
Number of Traders in Each Category                                    Total Traders:       118 
         8          4          5          7          8          .         20         48         16         10         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    12,936
Positions
     1,562      5,713          0      6,638        160          0      3,280      3,115        241        146      2,382          0      1,069      1,325
 
Changes from:       February 16, 2016                                Total Change is:      -777
         0          0          0        913          0          0     -1,939     -1,147        119          5        100          0        125        151
 
Percent of Open Interest Represented by Each Category of Trader
      12.1       44.2        0.0       51.3        1.2        0.0       25.4       24.1        1.9        1.1       18.4        0.0        8.3       10.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          .          0          .          .          0          4         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    32,618
Positions
    16,636      3,709        144      1,352     13,920          0      8,925      8,715      1,211      1,497      1,086          0      2,853      3,833
 
Changes from:       February 16, 2016                                Total Change is:      -978
    -2,448        -11          2       -250       -856         -1      1,561        248       -169         80        131          0        247       -322
 
Percent of Open Interest Represented by Each Category of Trader
      51.0       11.4        0.4        4.1       42.7        0.0       27.4       26.7        3.7        4.6        3.3        0.0        8.7       11.8
 
Number of Traders in Each Category                                    Total Traders:        57 
         9          .          .          .          .          0         15         18          4          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    28,952
Positions
    11,399     10,354        666      3,950        927        541      5,958      8,251        272      1,375        495          1      4,793      7,447
 
Changes from:       February 16, 2016                                Total Change is:    -2,526
    -3,304       -656         15        678         85        -51        603     -2,219       -375       -143         71          0         52        605
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       35.8        2.3       13.6        3.2        1.9       20.6       28.5        0.9        4.7        1.7        0.0       16.6       25.7
 
Number of Traders in Each Category                                    Total Traders:        84 
        20          9          4          8          4          4         17         19          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    57,904
Positions
    22,798     20,707      1,331      7,899      1,854      1,082     11,915     16,501        544      2,749        990          1      9,585     14,894
 
Changes from:       February 16, 2016                                Total Change is:    -5,052
    -6,608     -1,312         30      1,355        169       -102      1,205     -4,438       -750       -285        141          0        103      1,210
 
Percent of Open Interest Represented by Each Category of Trader
      39.4       35.8        2.3       13.6        3.2        1.9       20.6       28.5        0.9        4.7        1.7        0.0       16.6       25.7
 
Number of Traders in Each Category                                    Total Traders:        84 
        20          9          4          8          4          4         17         19          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   761,112
Positions
   115,052     63,461     62,318    251,683    194,111     60,762     70,328    141,995     31,292     22,961     47,140      6,770    139,946    153,263
 
Changes from:       February 16, 2016                                Total Change is:       321
     9,608      2,374     -3,508        675     -4,676     -1,426       -722     -4,782       -902     -3,255      4,044       -390        242      9,589
 
Percent of Open Interest Represented by Each Category of Trader
      15.1        8.3        8.2       33.1       25.5        8.0        9.2       18.7        4.1        3.0        6.2        0.9       18.4       20.1
 
Number of Traders in Each Category                                    Total Traders:       598 
        38         34         29        115         98         92         73        133         75         38         69         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   142,533
Positions
    67,380     16,623      3,217     26,103     18,411      2,720     11,242      7,922        697      2,428      5,414        697     28,049     86,832
 
Changes from:       February 16, 2016                                Total Change is:     2,149
     5,721     -4,026        200     -3,666        979        182        734       -971         -2        -18        287         -7       -995      5,507
 
Percent of Open Interest Represented by Each Category of Trader
      47.3       11.7        2.3       18.3       12.9        1.9        7.9        5.6        0.5        1.7        3.8        0.5       19.7       60.9
 
Number of Traders in Each Category                                    Total Traders:        66 
        13          6          5         13          6          7         11         12          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 2016                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,092,895
Positions
   387,070    382,900    146,796  1,164,749    915,350    253,359    361,877    736,813     86,527    112,515    218,481     20,515    559,487    332,154
 
Changes from:       February 16, 2016                                Total Change is:    -9,138
   -13,257       -692     14,149     15,741    -34,241     -2,075    -13,752    -25,529      1,971    -18,827     16,142        728      6,184     20,409
 
Percent of Open Interest Represented by Each Category of Trader
      12.5       12.4        4.7       37.7       29.6        8.2       11.7       23.8        2.8        3.6        7.1        0.7       18.1       10.7
 
Number of Traders in Each Category                                    Total Traders:       592 
        33         39         27        111         97         87         74        132         69         39         67         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    98,133
Positions
    35,405      3,163         64     39,375     74,024      3,131     12,479     11,177        319        256        554          0      7,104      5,701
 
Changes from:       February 16, 2016                                Total Change is:    -3,651
      -586       -150        -59       -875     -4,105       -246       -758      1,199       -582          4        -30          0       -549        322
 
Percent of Open Interest Represented by Each Category of Trader
      36.1        3.2        0.1       40.1       75.4        3.2       12.7       11.4        0.3        0.3        0.6        0.0        7.2        5.8
 
Number of Traders in Each Category                                    Total Traders:        90 
        12          .          .         34         18         15         11          9          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    52,133
Positions
    11,025     18,520        638     25,153     13,157      1,188      7,613     10,152        725      2,023      2,116         47      3,722      5,593
 
Changes from:       February 16, 2016                                Total Change is:    -1,785
      -158        246        263       -191       -950        256     -1,177     -1,663       -146       -134        340        -17       -482       -115
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       35.5        1.2       48.2       25.2        2.3       14.6       19.5        1.4        3.9        4.1        0.1        7.1       10.7
 
Number of Traders in Each Category                                    Total Traders:       206 
        12         25          6         35         24         11         25         56         14         12         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   260,667
Positions
    55,125     92,598      3,189    125,767     65,785      5,938     38,064     50,758      3,625     10,115     10,578        233     18,611     27,963
 
Changes from:       February 16, 2016                                Total Change is:    -8,925
      -788      1,232      1,314       -953     -4,749      1,282     -5,885     -8,316       -730       -670      1,699        -84     -2,411       -573
 
Percent of Open Interest Represented by Each Category of Trader
      21.1       35.5        1.2       48.2       25.2        2.3       14.6       19.5        1.4        3.9        4.1        0.1        7.1       10.7
 
Number of Traders in Each Category                                    Total Traders:       206 
        12         25          6         35         24         11         25         56         14         12         17          .
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Traders in Financial Futures - Futures Only Positions as of February 23, 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   433,999
Positions
   195,789     28,445      1,858    113,874    217,644     23,810     73,304    126,181      4,103      7,661      9,591         51     13,549     22,316
 
Changes from:       February 16, 2016                                Total Change is:    -2,137
     4,642     -5,480        322      1,937     -7,431     -1,183       -581     11,110     -2,956     -2,694        192         -8     -1,616      3,297
 
Percent of Open Interest Represented by Each Category of Trader
      45.1        6.6        0.4       26.2       50.1        5.5       16.9       29.1        0.9        1.8        2.2        0.0        3.1        5.1
 
Number of Traders in Each Category                                    Total Traders:       262 
        23         11          4         52         58         29         32         60         14         10         16          .
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Traders in Financial Futures - Futures Only Positions as of February 23, 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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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    40,093
Positions
     4,688      6,225        130     16,643        815         73      6,326      6,702        504      4,312     21,030          0      7,417      4,614
 
Changes from:       February 16, 2016                                Total Change is:    -1,091
      -208       -328        -34       -721        -28         13        151       -678        -20       -129          0          0       -143        -16
 
Percent of Open Interest Represented by Each Category of Trader
      11.7       15.5        0.3       41.5        2.0        0.2       15.8       16.7        1.3       10.8       52.5        0.0       18.5       11.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          7          .         12          .          .          8          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   100,935
Positions
    28,719     13,114      4,194     15,158      3,979        766     31,884      9,028      2,013      7,031          0         55     11,115     67,786
 
Changes from:       February 16, 2016                                Total Change is:    -4,372
     2,545       -684     -1,242     -2,516        268        762     -2,980      1,239        126        -25     -1,491        -10     -1,032     -3,340
 
Percent of Open Interest Represented by Each Category of Trader
      28.5       13.0        4.2       15.0        3.9        0.8       31.6        8.9        2.0        7.0        0.0        0.1       11.0       67.2
 
Number of Traders in Each Category                                    Total Traders:        85 
        18         12          4         10          5          .         23         11         11          4          0          .
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Traders in Financial Futures - Futures Only Positions as of February 23, 2016                                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   203,124
Positions
     8,824    103,084        449    129,102     70,237      7,782     44,193     10,909      2,785      3,196      2,591          4      6,789      5,283
 
Changes from:       February 16, 2016                                Total Change is:     1,153
    -2,965      1,284        -37      3,171     -3,569         99        222      3,516        -70        465       -133         -4        272         67
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       50.7        0.2       63.6       34.6        3.8       21.8        5.4        1.4        1.6        1.3        0.0        3.3        2.6
 
Number of Traders in Each Category                                    Total Traders:       127 
         8         13          .         38         27         14         15         11          5          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   546,106
Positions
    30,660    156,507      2,883    273,056    170,997     92,386    106,534     88,366      6,022     19,034     16,510      1,882     13,649     10,553
 
Changes from:       February 16, 2016                                Total Change is:       336
    -6,888     11,100     -1,098      7,813    -25,554       -738      3,210     15,683       -696      1,492      2,352       -474     -2,285       -239
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       28.7        0.5       50.0       31.3       16.9       19.5       16.2        1.1        3.5        3.0        0.3        2.5        1.9
 
Number of Traders in Each Category                                    Total Traders:       281 
        20         23          6         74         46         39         27         45         18         29         17          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   546,339
Positions
     8,345     59,356      2,541    190,709    148,776     90,570     53,102     48,034     24,312      8,652     20,068        325    167,783    152,357
 
Changes from:       February 16, 2016                                Total Change is:   -22,223
     1,215    -21,015       -278    -52,745      9,997      5,923     -2,503    -24,564      5,759      3,123    -10,744        200     17,083     12,499
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.9        0.5       34.9       27.2       16.6        9.7        8.8        4.4        1.6        3.7        0.1       30.7       27.9
 
Number of Traders in Each Category                                    Total Traders:       139 
         7         14          7         33         26         31         26         20         20          6          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   662,294
Positions
         0     81,156      1,354    373,708    116,487     57,140     28,930    275,102     35,025      7,699      8,203          0    158,438     87,827
 
Changes from:       February 16, 2016                                Total Change is:    20,086
    -3,678     -4,557         93    -15,362     -3,950       -921      2,370     -5,455     24,118     -1,615        -50          0     15,081     10,808
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       12.3        0.2       56.4       17.6        8.6        4.4       41.5        5.3        1.2        1.2        0.0       23.9       13.3
 
Number of Traders in Each Category                                    Total Traders:        92 
         0          7          .         45         13         30         11         11         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 1,149,530
Positions
    14,464    120,197      9,430    352,525    198,008    104,091    370,279    341,616     78,439     55,006    120,044     20,238    145,058    157,467
 
Changes from:       February 16, 2016                                Total Change is:   -57,378
    -2,686    -16,756      4,484      1,016     -1,215     -2,596      6,333     -8,530    -31,918    -50,880     -2,053        379     18,490        827
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       10.5        0.8       30.7       17.2        9.1       32.2       29.7        6.8        4.8       10.4        1.8       12.6       13.7
 
Number of Traders in Each Category                                    Total Traders:       254 
         6         28         14         56         36         43         43         37         41         16         31         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 3,086,539
Positions
    83,018    303,736     63,535  1,113,479    869,385    365,660    526,071    724,126    135,800    366,642    159,617     20,461    411,873    444,219
 
Changes from:       February 16, 2016                                Total Change is:   -58,338
    -3,839     14,173    -49,680    -40,062    126,930     11,003     68,126    -86,603    -67,406     -1,806    -11,911       -205     25,531      5,361
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        9.8        2.1       36.1       28.2       11.8       17.0       23.5        4.4       11.9        5.2        0.7       13.3       14.4
 
Number of Traders in Each Category                                    Total Traders:       358 
        18         35         20         60         79         72         59         56         48         18         33         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 2,697,958
Positions
    42,881    297,357     43,601  1,288,189    465,618    371,128    347,444    808,023    132,748    130,729    170,170      6,807    334,431    402,506
 
Changes from:       February 16, 2016                                Total Change is:   -52,094
   -26,450    -36,434    -19,905    -34,006     23,197      5,814      3,200    -83,742      3,417     -9,494     -8,338     -2,013     27,343     65,910
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       11.0        1.6       47.7       17.3       13.8       12.9       29.9        4.9        4.8        6.3        0.3       12.4       14.9
 
Number of Traders in Each Category                                    Total Traders:       279 
         9         29         16         50         50         53         51         46         54         13         31         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   786,174
Positions
   345,223    176,390    232,884      5,339      7,830     15,980     23,337    136,472    119,289      7,274     40,877     14,966     21,882     41,486
 
Changes from:       February 16, 2016                                Total Change is:    19,904
    22,991     -6,836      9,129      1,200      4,492     -2,678       -346     20,048     -1,961     -8,604        157        302       -129     -2,749
 
Percent of Open Interest Represented by Each Category of Trader
      43.9       22.4       29.6        0.7        1.0        2.0        3.0       17.4       15.2        0.9        5.2        1.9        2.8        5.3
 
Number of Traders in Each Category                                    Total Traders:       106 
        14         29         35          .          5          5         15         30         30          5          4          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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 is10,629,147
Positions
 2,316,070  1,501,781  2,419,366  1,002,182  1,337,795    323,463  1,502,500  1,568,607  1,495,211    365,789    427,077    369,676    834,890  1,186,171
 
Changes from:       February 16, 2016                                Total Change is:  -167,726
    15,864   -136,405    -61,048     41,230     10,045     -4,385     14,432    109,769   -108,188    -51,215    -19,322    -34,302     19,886     76,110
 
Percent of Open Interest Represented by Each Category of Trader
      21.8       14.1       22.8        9.4       12.6        3.0       14.1       14.8       14.1        3.4        4.0        3.5        7.9       11.2
 
Number of Traders in Each Category                                    Total Traders:       274 
        29         54         77          9         27         28         33         75         80          8         27         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    30,694
Positions
     4,944      5,377          0        310     12,819        136     18,996      8,766          0      5,778      3,069        421        109        106
 
Changes from:       February 16, 2016                                Total Change is:       980
       264       -144          0          0        474         27      1,099        298          0       -523        169        144        -31         12
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       17.5        0.0        1.0       41.8        0.4       61.9       28.6        0.0       18.8       10.0        1.4        0.4        0.3
 
Number of Traders in Each Category                                    Total Traders:        50 
         .          4          0          .         13          .          6         12          0          5          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    40,086
Positions
     1,535      9,449          0        466     15,939        245     35,335      9,325          0      2,372      5,031          0        133         97
 
Changes from:       February 16, 2016                                Total Change is:     2,361
        52      1,770          0         28         52          0      2,196        262          0         22        250          0         63         27
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       23.6        0.0        1.2       39.8        0.6       88.1       23.3        0.0        5.9       12.6        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         .          .          0          .          9          .          7          5          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    69,258
Positions
       679     46,542          4     15,079      2,368        887     24,704     12,436      3,426     18,573      1,211          0      5,906      2,384
 
Changes from:       February 16, 2016                                Total Change is:      -668
      -204     -1,315          0        -28        115         49       -351       -590      1,091       -297        598          0       -928       -616
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       67.2        0.0       21.8        3.4        1.3       35.7       18.0        4.9       26.8        1.7        0.0        8.5        3.4
 
Number of Traders in Each Category                                    Total Traders:       113 
         .          4          .          4          5          .         28         18         12         41          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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   248,064
Positions
    21,757     75,788     17,721     60,477      8,935     29,261     42,913     42,397     42,871      3,369      1,396      7,854     21,841     21,841
 
Changes from:       February 16, 2016                                Total Change is:   -18,804
      -327      1,641     -8,403     20,113      2,116     -1,173    -20,326     -5,399     -1,650     -1,490       -804     -5,433       -115        301
 
Percent of Open Interest Represented by Each Category of Trader
       8.8       30.6        7.1       24.4        3.6       11.8       17.3       17.1       17.3        1.4        0.6        3.2        8.8        8.8
 
Number of Traders in Each Category                                    Total Traders:       145 
        10         15         19         17          6          8         36         38         43          8          6         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 23, 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    17,247
Positions
         0      3,340          0      5,994      2,461      1,354      8,965      9,679        264        350          0          0        320        149
 
Changes from:       February 16, 2016                                Total Change is:       947
       -30       -102          0      1,696        681         22       -716        346          0         70          0          0        -95          0
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       19.4        0.0       34.8       14.3        7.9       52.0       56.1        1.5        2.0        0.0        0.0        1.9        0.9
 
Number of Traders in Each Category                                    Total Traders:        28 
         0          .          0          7          .          4          5          8          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated February 26, 2016