Traders in Financial Futures - Futures Only Positions as of March 15, 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   169,228
Positions
    73,309     67,798      7,404     38,959     23,641        995     11,772     35,994      2,872      7,672      3,952        132     26,113     26,440
 
Changes from:       March 8, 2016                                    Total Change is:    -5,119
       678     10,554      4,018       -611       -881          0        912     -7,020    -10,148        669        107        -36       -601     -1,713
 
Percent of Open Interest Represented by Each Category of Trader
      43.3       40.1        4.4       23.0       14.0        0.6        7.0       21.3        1.7        4.5        2.3        0.1       15.4       15.6
 
Number of Traders in Each Category                                    Total Traders:        77 
         6          6          8          8          9          4         13         22          9          9          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    40,250
Positions
    14,377      1,438          0      1,218      2,920          0     17,408     16,167        453          0        400          0      6,794     18,872
 
Changes from:       March 8, 2016                                    Total Change is:    -9,494
   -11,659       -660       -125        411        676          0      6,703     -3,248     -3,670          0          0          0     -1,154     -2,467
 
Percent of Open Interest Represented by Each Category of Trader
      35.7        3.6        0.0        3.0        7.3        0.0       43.2       40.2        1.1        0.0        1.0        0.0       16.9       46.9
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          0          .          5          0         12         10          6          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   253,177
Positions
   150,129      1,658      1,318      1,401     88,333      3,260     78,410    104,520      4,551        804     10,923          0     13,304     38,614
 
Changes from:       March 8, 2016                                    Total Change is:   -45,871
   -49,607     -2,264    -14,324     -1,361       -453      1,660     38,693    -10,117    -12,933       -176     -1,250     -1,001     -6,822     -5,189
 
Percent of Open Interest Represented by Each Category of Trader
      59.3        0.7        0.5        0.6       34.9        1.3       31.0       41.3        1.8        0.3        4.3        0.0        5.3       15.3
 
Number of Traders in Each Category                                    Total Traders:       102 
         7          6          .          .         26          6         27         28         14          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   140,084
Positions
     3,705     16,348        491     26,306     51,450      5,486     75,676     30,600      2,174        448      9,224          6     25,792     24,305
 
Changes from:       March 8, 2016                                    Total Change is:  -149,795
   -63,530    -96,287    -11,540       -180        403     -2,762     -8,853    -19,000    -10,689    -38,383      4,448    -10,772     -3,086     -3,596
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       11.7        0.4       18.8       36.7        3.9       54.0       21.8        1.6        0.3        6.6        0.0       18.4       17.4
 
Number of Traders in Each Category                                    Total Traders:       119 
         4          8          .         14         21          8         40         24          9          .          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   322,405
Positions
    83,931      9,761        945    107,584    100,699     15,491     31,348    106,061      4,063     32,979     29,063      1,074     44,990     55,248
 
Changes from:       March 8, 2016                                    Total Change is:  -110,816
   -42,828    -72,120     -8,912     -1,665     -4,123       -763    -20,297     -7,511    -12,105    -21,802      4,996        -18     -2,426    -10,260
 
Percent of Open Interest Represented by Each Category of Trader
      26.0        3.0        0.3       33.4       31.2        4.8        9.7       32.9        1.3       10.2        9.0        0.3       14.0       17.1
 
Number of Traders in Each Category                                    Total Traders:       216 
        17         10         10         34         34         28         29         39         16         17         35          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    99,992
Positions
     1,337     32,299         74     35,545      6,857      1,108     29,159     13,780      1,540      2,317     25,508         15     28,897     18,811
 
Changes from:       March 8, 2016                                    Total Change is:   -41,853
   -44,882    -19,700     -1,229      6,524        670       -204     -3,104     -9,155     -3,663      1,327     -6,028       -198      3,576     -2,346
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       32.3        0.1       35.5        6.9        1.1       29.2       13.8        1.5        2.3       25.5        0.0       28.9       18.8
 
Number of Traders in Each Category                                    Total Traders:        83 
         4          9          .         11          6          5         21         18          4          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    33,223
Positions
    16,008     22,124      4,124      4,206          0          0      5,311      1,516      2,021        691      2,632        235        627        571
 
Changes from:       March 8, 2016                                    Total Change is:     2,303
    -1,533      1,200      1,757        418          0          0        520     -1,901      1,361          0        255          0       -220       -369
 
Percent of Open Interest Represented by Each Category of Trader
      48.2       66.6       12.4       12.7        0.0        0.0       16.0        4.6        6.1        2.1        7.9        0.7        1.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          6          5          .          0          0          6          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    97,456
Positions
    54,381     33,037        100     15,778      4,009        666     20,508     49,051        530      2,084      4,706          0      3,409      5,357
 
Changes from:       March 8, 2016                                    Total Change is:   -41,649
   -24,048    -21,555       -442      1,592        -68          0        584      1,518    -18,326       -319       -899       -729         39     -1,148
 
Percent of Open Interest Represented by Each Category of Trader
      55.8       33.9        0.1       16.2        4.1        0.7       21.0       50.3        0.5        2.1        4.8        0.0        3.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          7          .          9          7          .         22         43          7          9          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    24,577
Positions
         0      7,674          0      6,281        160          0     16,669     11,568        528          0      3,517          0      1,099      1,130
 
Changes from:       March 8, 2016                                    Total Change is:     3,691
         0      2,280          0        -69          0          0      3,739      2,403       -131          0       -571          0        152       -290
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       31.2        0.0       25.6        0.7        0.0       67.8       47.1        2.1        0.0       14.3        0.0        4.5        4.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         0          .          0          .          .          0          5         12          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    28,451
Positions
     5,539      1,617          0      1,859     10,466          0     15,355      9,818      1,601      1,804      1,081          0      2,293      3,868
 
Changes from:       March 8, 2016                                    Total Change is:    -6,506
    -5,790     -2,338       -130        261       -359          0      1,874     -2,229     -1,918        -52       -131          0       -751        599
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        5.7        0.0        6.5       36.8        0.0       54.0       34.5        5.6        6.3        3.8        0.0        8.1       13.6
 
Number of Traders in Each Category                                    Total Traders:        64 
         4          .          0          4          5          0         17         22          6          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    44,843
Positions
    11,501     11,252     10,248      5,450      1,326        529      9,180     11,042        392      1,229      1,144          1      6,315      8,910
 
Changes from:       March 8, 2016                                    Total Change is:    11,601
       126       -185      8,215        801        558        192      1,490      1,716          4        -50       -308          0        824      1,410
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       25.1       22.9       12.2        3.0        1.2       20.5       24.6        0.9        2.7        2.6        0.0       14.1       19.9
 
Number of Traders in Each Category                                    Total Traders:        94 
        17         12         12         12          4          5         23         17          .          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    89,686
Positions
    23,002     22,503     20,496     10,899      2,652      1,058     18,360     22,084        783      2,457      2,288          2     12,629     17,820
 
Changes from:       March 8, 2016                                    Total Change is:    23,201
       252       -370     16,430      1,602      1,115        384      2,979      3,431          7       -100       -616          0      1,647      2,820
 
Percent of Open Interest Represented by Each Category of Trader
      25.6       25.1       22.9       12.2        3.0        1.2       20.5       24.6        0.9        2.7        2.6        0.0       14.1       19.9
 
Number of Traders in Each Category                                    Total Traders:        94 
        17         12         12         12          4          5         23         17          .          4          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   835,103
Positions
   143,352     82,290     56,849    249,132    210,993     66,644     83,319    144,399     47,522     23,676     55,918      6,105    158,505    164,383
 
Changes from:       March 8, 2016                                    Total Change is:    23,014
     1,999      5,915      3,657      5,357      7,870      2,041      1,984     -6,439      9,632        727      4,270      1,110     -3,493     -5,043
 
Percent of Open Interest Represented by Each Category of Trader
      17.2        9.9        6.8       29.8       25.3        8.0       10.0       17.3        5.7        2.8        6.7        0.7       19.0       19.7
 
Number of Traders in Each Category                                    Total Traders:       588 
        36         37         43        113         97        104         67        131         85         39         68         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   155,794
Positions
    65,230     17,790      3,398     19,209     18,629      4,632     19,534      7,005      1,475      2,390      5,370      1,052     38,874     96,443
 
Changes from:       March 8, 2016                                    Total Change is:    -1,979
    -1,259      4,583       -257     -1,754        104     -1,277       -312         -5        696         39        -86        333      1,812     -6,070
 
Percent of Open Interest Represented by Each Category of Trader
      41.9       11.4        2.2       12.3       12.0        3.0       12.5        4.5        0.9        1.5        3.4        0.7       25.0       61.9
 
Number of Traders in Each Category                                    Total Traders:        67 
        12          6          5         12          6          8         14         11         13          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 3,396,546
Positions
   464,051    395,944    193,812  1,173,409    985,615    286,267    413,724    781,769    135,434    113,718    260,030     17,976    598,155    339,699
 
Changes from:       March 8, 2016                                    Total Change is:   124,964
    16,709      7,082     19,149     37,400     40,677     14,746     24,740    -18,906     31,417      1,756     20,094      5,571    -26,524      5,134
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       11.7        5.7       34.5       29.0        8.4       12.2       23.0        4.0        3.3        7.7        0.5       17.6       10.0
 
Number of Traders in Each Category                                    Total Traders:       581 
        33         40         40        110         95        100         68        129         79         38         68         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   102,042
Positions
    25,564      8,872      8,416     44,030     64,648      2,562     11,879     11,377        825        494        514          0      8,272      4,828
 
Changes from:       March 8, 2016                                    Total Change is:     6,257
    -3,055        553      8,140       -291       -743         61        773     -1,983        352        211        -20          0         66       -103
 
Percent of Open Interest Represented by Each Category of Trader
      25.1        8.7        8.2       43.1       63.4        2.5       11.6       11.1        0.8        0.5        0.5        0.0        8.1        4.7
 
Number of Traders in Each Category                                    Total Traders:        89 
         9          5          7         37         18         17          8          8          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    55,478
Positions
     7,936     17,239      6,376     25,086     10,769      1,644      6,592     10,995        935      2,291      2,290         91      4,527      5,139
 
Changes from:       March 8, 2016                                    Total Change is:     3,017
    -1,916     -2,520      5,645        188       -534        498     -2,272       -416        273        181       -131         63        356        136
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       31.1       11.5       45.2       19.4        3.0       11.9       19.8        1.7        4.1        4.1        0.2        8.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       211 
        15         24         17         37         22         12         31         51         19         14         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   277,389
Positions
    39,679     86,194     31,878    125,429     53,846      8,222     32,962     54,974      4,677     11,456     11,449        453     22,633     25,696
 
Changes from:       March 8, 2016                                    Total Change is:    15,083
    -9,581    -12,598     28,224        940     -2,668      2,492    -11,359     -2,078      1,365        907       -653        317      1,778        682
 
Percent of Open Interest Represented by Each Category of Trader
      14.3       31.1       11.5       45.2       19.4        3.0       11.9       19.8        1.7        4.1        4.1        0.2        8.2        9.3
 
Number of Traders in Each Category                                    Total Traders:       211 
        15         24         17         37         22         12         31         51         19         14         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   442,518
Positions
   193,372     34,316      8,760    119,775    214,790     16,510     64,448    122,019     12,099      5,074     10,097      3,330     19,150     20,597
 
Changes from:       March 8, 2016                                    Total Change is:    16,585
    -3,980        346      6,844      1,669        962       -685       -730     -1,635      7,047        -57       -769      3,311      3,166      1,164
 
Percent of Open Interest Represented by Each Category of Trader
      43.7        7.8        2.0       27.1       48.5        3.7       14.6       27.6        2.7        1.1        2.3        0.8        4.3        4.7
 
Number of Traders in Each Category                                    Total Traders:       275 
        23         12         17         53         56         29         37         67         28          8         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    29,282
Positions
       760      3,435          0     15,741      1,224         43      4,216      8,429          0      2,634      9,270        400      5,488      6,481
 
Changes from:       March 8, 2016                                    Total Change is:   -15,997
    -4,870     -3,162       -130       -695       -110        -79     -2,243      2,552     -4,516        -94    -11,760          0     -3,370      1,208
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       11.7        0.0       53.8        4.2        0.1       14.4       28.8        0.0        9.0       31.7        1.4       18.7       22.1
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          0         12          .          .          4         11          0          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    58,497
Positions
    13,702      5,377        219     10,783      4,644        238     18,098      6,624        354      6,266        441          0      8,837     40,600
 
Changes from:       March 8, 2016                                    Total Change is:   -45,174
   -13,571     -6,971     -4,983     -2,188     -1,260       -527    -14,218     -3,097     -5,274       -752       -627        -10     -3,651    -22,425
 
Percent of Open Interest Represented by Each Category of Trader
      23.4        9.2        0.4       18.4        7.9        0.4       30.9       11.3        0.6       10.7        0.8        0.0       15.1       69.4
 
Number of Traders in Each Category                                    Total Traders:        69 
        14          4          .         10          5          .         20          8          4          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   204,382
Positions
    11,302     97,388     14,865    113,798     65,004      7,751     38,269      4,627      5,860      3,491      2,772         34      9,012      6,081
 
Changes from:       March 8, 2016                                    Total Change is:     8,389
      -266     -6,843     13,668     -3,934     -1,196        -55     -4,359        960      1,442         13       -115         27      1,853        501
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       47.6        7.3       55.7       31.8        3.8       18.7        2.3        2.9        1.7        1.4        0.0        4.4        3.0
 
Number of Traders in Each Category                                    Total Traders:       128 
        11         11         12         38         27         17         15          8          7          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   686,790
Positions
    29,613    237,726     72,672    323,823    131,861     65,138    114,419    108,368     10,976     18,876     14,474      3,000     48,273     42,575
 
Changes from:       March 8, 2016                                    Total Change is:    91,336
       317     21,558     42,875      9,559     -9,486      2,399      1,969     -1,463      3,549     -1,623       -178      1,714     30,577     30,368
 
Percent of Open Interest Represented by Each Category of Trader
       4.3       34.6       10.6       47.2       19.2        9.5       16.7       15.8        1.6        2.7        2.1        0.4        7.0        6.2
 
Number of Traders in Each Category                                    Total Traders:       278 
        20         23         16         78         43         40         33         38         24         27         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   506,384
Positions
     7,075     64,151        559    173,177    142,466     81,640     63,049     39,629     31,811      8,769     23,802        313    139,991    122,013
 
Changes from:       March 8, 2016                                    Total Change is:   -19,271
        57     -1,895     -2,853     -7,733    -10,740         13     -2,217     -3,312      1,812        160      2,453        282     -8,792     -5,031
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       12.7        0.1       34.2       28.1       16.1       12.5        7.8        6.3        1.7        4.7        0.1       27.6       24.1
 
Number of Traders in Each Category                                    Total Traders:       150 
         6         16          5         31         31         32         32         19         17          7          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   621,198
Positions
         0     71,618      1,541    365,533    113,791     51,110     34,652    274,309     19,538      7,374      7,856          0    141,450     81,435
 
Changes from:       March 8, 2016                                    Total Change is:    -2,931
         0      1,795        726      4,587      3,574     -1,842      1,614     -1,252     -3,551       -170          0          0     -4,295     -2,381
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.5        0.2       58.8       18.3        8.2        5.6       44.2        3.1        1.2        1.3        0.0       22.8       13.1
 
Number of Traders in Each Category                                    Total Traders:        93 
         0          7          .         43         13         30         12         13         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   919,026
Positions
    24,879     73,829      3,995    335,930    253,422    102,997    260,172    188,354     38,506     27,580    106,536     10,006    114,961    141,381
 
Changes from:       March 8, 2016                                    Total Change is:   -63,757
     7,343    -20,049        134    -37,369     14,640      1,442    -26,291    -47,022     -1,713     -2,741     -6,870     -3,115     -1,447     -1,204
 
Percent of Open Interest Represented by Each Category of Trader
       2.7        8.0        0.4       36.6       27.6       11.2       28.3       20.5        4.2        3.0       11.6        1.1       12.5       15.4
 
Number of Traders in Each Category                                    Total Traders:       224 
        11         24          8         56         41         45         30         28         24         12         21          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,673,671
Positions
    90,749    243,667     21,946    885,754    807,022    327,878    508,631    614,997    109,251    378,517    142,369     15,090    335,855    391,451
 
Changes from:       March 8, 2016                                    Total Change is:  -127,491
     4,532    -20,108     -3,578    -93,579     25,700    -33,210     -3,160    -70,692    -15,213     14,839     -3,624     -1,827      3,705     -4,939
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        9.1        0.8       33.1       30.2       12.3       19.0       23.0        4.1       14.2        5.3        0.6       12.6       14.6
 
Number of Traders in Each Category                                    Total Traders:       360 
        18         32         13         60         80         63         70         51         51         17         32         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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 2,403,380
Positions
    79,867    217,473     21,751  1,225,823    552,283    286,231    310,629    737,472     81,598    133,002    164,692      3,313    261,166    338,567
 
Changes from:       March 8, 2016                                    Total Change is:  -111,138
    20,504    -17,540       -781    -53,062      5,808     -8,568     -7,506    -30,416    -39,422       -226      4,112       -685    -21,392    -23,646
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        9.0        0.9       51.0       23.0       11.9       12.9       30.7        3.4        5.5        6.9        0.1       10.9       14.1
 
Number of Traders in Each Category                                    Total Traders:       276 
        11         29          7         50         51         50         45         50         35         12         28          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   815,639
Positions
   283,640    161,713    237,877      4,139     13,075      7,794    110,051    176,441    127,393      4,029     22,907     21,789     18,927     46,650
 
Changes from:       March 8, 2016                                    Total Change is:    45,121
   -18,762     -2,781     12,687          0      2,591      1,314     45,763     49,075       -898      3,906    -22,178      2,720     -1,609      2,591
 
Percent of Open Interest Represented by Each Category of Trader
      34.8       19.8       29.2        0.5        1.6        1.0       13.5       21.6       15.6        0.5        2.8        2.7        2.3        5.7
 
Number of Traders in Each Category                                    Total Traders:       111 
        17         27         34          .          5          5         16         32         27          .         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,656,108
Positions
 2,504,972  1,274,867  2,098,705    854,676  1,335,789    247,706  1,204,208  1,420,164  1,485,871    292,900    427,209    271,071    695,999  1,094,726
 
Changes from:       March 8, 2016                                    Total Change is:-1,231,340
    10,641   -167,226   -320,539   -199,161   -117,146       -154   -156,512   -219,282   -228,238   -154,268    -18,202   -118,703    -64,406    -41,850
 
Percent of Open Interest Represented by Each Category of Trader
      25.9       13.2       21.7        8.9       13.8        2.6       12.5       14.7       15.4        3.0        4.4        2.8        7.2       11.3
 
Number of Traders in Each Category                                    Total Traders:       263 
        29         47         73         10         30         29         30         76         79          6         24         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    26,612
Positions
     1,656        312          0          0     13,634        134     17,897      9,249          0      6,225      2,561        600        100        122
 
Changes from:       March 8, 2016                                    Total Change is:    -6,521
    -3,420     -6,101       -816          0        343         32     -2,484         86         -9        -24       -260        214        -14        -10
 
Percent of Open Interest Represented by Each Category of Trader
       6.2        1.2        0.0        0.0       51.2        0.5       67.3       34.8        0.0       23.4        9.6        2.3        0.4        0.5
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          .          0          0         13          .          6          9          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    30,032
Positions
     2,763        107          0        467     13,887        552     24,601     10,441          0      1,566      4,987          0         83         58
 
Changes from:       March 8, 2016                                    Total Change is:   -16,387
     2,513    -13,312     -2,638          0       -108          0    -15,337        -57        -67       -893       -193          0         35        -12
 
Percent of Open Interest Represented by Each Category of Trader
       9.2        0.4        0.0        1.6       46.2        1.8       81.9       34.8        0.0        5.2       16.6        0.0        0.3        0.2
 
Number of Traders in Each Category                                    Total Traders:        40 
         4          .          0          .          8          .          8          5          0          .         10          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    49,684
Positions
       782     26,416          0     14,536      2,276        620     11,725     16,728        513     15,677      1,434          0      5,831      1,697
 
Changes from:       March 8, 2016                                    Total Change is:   -14,018
       149    -15,843         -3        340        410       -418    -11,304      6,259     -4,191      1,201        -47          0        208       -185
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       53.2        0.0       29.3        4.6        1.2       23.6       33.7        1.0       31.6        2.9        0.0       11.7        3.4
 
Number of Traders in Each Category                                    Total Traders:       110 
         .          .          0          6          4          .         24         22          5         39          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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   312,450
Positions
    31,756     57,494     27,813     78,514     20,744     36,781     54,729     84,987     47,260      6,730      3,993      8,227     20,640     25,151
 
Changes from:       March 8, 2016                                    Total Change is:    19,154
    12,541     -1,323      1,680     -5,900      5,457        957      7,926      9,570      1,509        481      1,548        568       -608       -812
 
Percent of Open Interest Represented by Each Category of Trader
      10.2       18.4        8.9       25.1        6.6       11.8       17.5       27.2       15.1        2.2        1.3        2.6        6.6        8.0
 
Number of Traders in Each Category                                    Total Traders:       184 
        15         14         21         12         17         10         34         54         53         13         12         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 15, 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    19,022
Positions
        51      3,367        270      6,609      1,864      1,061      9,250     10,478      1,191        325        750          0        265         41
 
Changes from:       March 8, 2016                                    Total Change is:    -1,811
       -37         45        -26      2,036        -47       -339       -326      1,779     -3,140         29          0          0         -8        -83
 
Percent of Open Interest Represented by Each Category of Trader
       0.3       17.7        1.4       34.7        9.8        5.6       48.6       55.1        6.3        1.7        3.9        0.0        1.4        0.2
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          .          7          .          .          8          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated March 18, 2016