Traders in Financial Futures - Futures Only Positions as of March 22, 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    98,997
Positions
     2,690     21,448         57     41,425     19,659      1,007     13,897     29,497      2,144      8,558      1,316         60     29,159     23,809
 
Changes from:       March 15, 2016                                   Total Change is:   -70,231
   -70,619    -46,350     -7,347      2,466     -3,982         12      2,125     -6,497       -728        886     -2,636        -72      3,046     -2,631
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       21.7        0.1       41.8       19.9        1.0       14.0       29.8        2.2        8.6        1.3        0.1       29.5       24.1
 
Number of Traders in Each Category                                    Total Traders:        76 
         .         10          .          8          8          4         12         22          5         11          .          4
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016                                                                                 
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    37,656
Positions
    13,957      1,731          3      1,218      2,905          0     13,587     14,519        738          0        400          0      8,153     17,360
 
Changes from:       March 15, 2016                                   Total Change is:    -2,594
      -420        293          3          0        -15          0     -3,821     -1,648        285          0          0          0      1,359     -1,512
 
Percent of Open Interest Represented by Each Category of Trader
      37.1        4.6        0.0        3.2        7.7        0.0       36.1       38.6        2.0        0.0        1.1        0.0       21.7       46.1
 
Number of Traders in Each Category                                    Total Traders:        40 
         5          .          .          .          5          0         11         14          6          0          .          0
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   246,222
Positions
   163,485      1,845        855      1,596     84,775      3,463     55,389    103,002      5,120      2,634     11,415          0     13,680     35,747
 
Changes from:       March 15, 2016                                   Total Change is:    -6,955
    13,356        187       -463        195     -3,558        203    -23,021     -1,518        569      1,830        492          0        376     -2,867
 
Percent of Open Interest Represented by Each Category of Trader
      66.4        0.7        0.3        0.6       34.4        1.4       22.5       41.8        2.1        1.1        4.6        0.0        5.6       14.5
 
Number of Traders in Each Category                                    Total Traders:       104 
         9          5          .          .         26          9         26         29         16          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   146,421
Positions
     4,343     29,704        417     31,256     46,530      5,881     72,622     27,245      2,297        417      9,324         16     29,172     25,007
 
Changes from:       March 15, 2016                                   Total Change is:     6,337
       638     13,356        -74      4,950     -4,920        395     -3,054     -3,355        123        -31        100         10      3,380        702
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       20.3        0.3       21.3       31.8        4.0       49.6       18.6        1.6        0.3        6.4        0.0       19.9       17.1
 
Number of Traders in Each Category                                    Total Traders:       116 
         5         10          .         15         21         10         34         21          9          .          8          .
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Traders in Financial Futures - Futures Only Positions as of March 22, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   324,310
Positions
    78,993     17,380      2,426    106,833     97,975     14,519     34,559    103,365      4,012     32,683     27,377      1,073     49,212     56,183
 
Changes from:       March 15, 2016                                   Total Change is:     1,905
    -4,938      7,619      1,481       -751     -2,724       -972      3,211     -2,696        -51       -296     -1,686         -1      4,222        935
 
Percent of Open Interest Represented by Each Category of Trader
      24.4        5.4        0.7       32.9       30.2        4.5       10.7       31.9        1.2       10.1        8.4        0.3       15.2       17.3
 
Number of Traders in Each Category                                    Total Traders:       219 
        15          9          9         36         35         30         27         46         17         16         34          7
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Traders in Financial Futures - Futures Only Positions as of March 22, 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    31,657
Positions
     1,430     22,168        250     14,774        706      1,530      1,609      2,868          0      2,022          0          0     10,042      4,135
 
Changes from:       March 15, 2016                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       70.0        0.8       46.7        2.2        4.8        5.1        9.1        0.0        6.4        0.0        0.0       31.7       13.1
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          .          .          9          .          5          .          .          0          .          0          0
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Traders in Financial Futures - Futures Only Positions as of March 22, 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   111,677
Positions
     2,446     42,536        357     38,545      7,564      1,307     34,577     15,085      1,388      1,549     25,383         15     31,493     18,042
 
Changes from:       March 15, 2016                                   Total Change is:    11,685
     1,109     10,237        283      3,000        707        199      5,418      1,305       -152       -768       -125          0      2,596       -769
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       38.1        0.3       34.5        6.8        1.2       31.0       13.5        1.2        1.4       22.7        0.0       28.2       16.2
 
Number of Traders in Each Category                                    Total Traders:        88 
         5         10          .         13          7          6         23         18          4          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    27,253
Positions
    14,828     21,499        391      4,542          0          0      5,857      3,327        235        528        915        235        637        651
 
Changes from:       March 15, 2016                                   Total Change is:    -5,970
    -1,180       -625     -3,733        336          0          0        546      1,811     -1,786       -163     -1,717          0         10         80
 
Percent of Open Interest Represented by Each Category of Trader
      54.4       78.9        1.4       16.7        0.0        0.0       21.5       12.2        0.9        1.9        3.4        0.9        2.3        2.4
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   105,395
Positions
    53,996     37,238        560     17,863      3,919        434     25,246     53,213        308      2,587      5,027          0      4,401      4,696
 
Changes from:       March 15, 2016                                   Total Change is:     7,939
      -385      4,201        460      2,085        -90       -232      4,738      4,162       -222        503        321          0        992       -661
 
Percent of Open Interest Represented by Each Category of Trader
      51.2       35.3        0.5       16.9        3.7        0.4       24.0       50.5        0.3        2.5        4.8        0.0        4.2        4.5
 
Number of Traders in Each Category                                    Total Traders:       111 
         4         10          .          9          7          .         24         42          7         11          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    29,616
Positions
         0      7,674          0      6,048        160          0     21,611     14,552        884          0      5,235          0      1,073      1,111
 
Changes from:       March 15, 2016                                   Total Change is:     5,039
         0          0          0       -233          0          0      4,942      2,984        356          0      1,718          0        -26        -19
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       25.9        0.0       20.4        0.5        0.0       73.0       49.1        3.0        0.0       17.7        0.0        3.6        3.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0          .          .          0          5         11          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    27,163
Positions
     5,277      1,824          3      1,797     10,176          0     13,884      9,591      1,202      1,400      1,203          0      3,600      3,164
 
Changes from:       March 15, 2016                                   Total Change is:    -1,288
      -262        207          3        -62       -290          0     -1,471       -227       -399       -404        122          0      1,307       -704
 
Percent of Open Interest Represented by Each Category of Trader
      19.4        6.7        0.0        6.6       37.5        0.0       51.1       35.3        4.4        5.2        4.4        0.0       13.3       11.6
 
Number of Traders in Each Category                                    Total Traders:        63 
         .          5          .          4          4          0         19         21          .          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    45,580
Positions
    14,480     16,250        210      5,956      1,102        421     17,499     16,356        299        882      1,703        164      5,670      9,077
 
Changes from:       March 15, 2016                                   Total Change is:       737
     2,979      4,999    -10,038        507       -225       -108      8,319      5,314        -93       -347        559        163       -645        167
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       35.7        0.5       13.1        2.4        0.9       38.4       35.9        0.7        1.9        3.7        0.4       12.4       19.9
 
Number of Traders in Each Category                                    Total Traders:        87 
        13         14          .         11          4          5         22         15          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    91,160
Positions
    28,959     32,500        420     11,912      2,203        842     34,998     32,711        597      1,764      3,405        328     11,340     18,154
 
Changes from:       March 15, 2016                                   Total Change is:     1,474
     5,957      9,997    -20,076      1,013       -449       -216     16,638     10,627       -186       -693      1,117        326     -1,289        334
 
Percent of Open Interest Represented by Each Category of Trader
      31.8       35.7        0.5       13.1        2.4        0.9       38.4       35.9        0.7        1.9        3.7        0.4       12.4       19.9
 
Number of Traders in Each Category                                    Total Traders:        87 
        13         14          .         11          4          5         22         15          .          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   624,401
Positions
   115,002     61,550      6,495    255,318    199,438     51,450     71,920    142,223     19,575     22,045     48,836      4,792     77,804     90,041
 
Changes from:       March 15, 2016                                   Total Change is:  -210,702
   -28,350    -20,740    -50,354      6,186    -11,555    -15,194    -11,398     -2,175    -27,947     -1,630     -7,082     -1,313    -80,701    -74,342
 
Percent of Open Interest Represented by Each Category of Trader
      18.4        9.9        1.0       40.9       31.9        8.2       11.5       22.8        3.1        3.5        7.8        0.8       12.5       14.4
 
Number of Traders in Each Category                                    Total Traders:       578 
        39         33         14        112         98         89         71        124         70         35         66         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    60,257
Positions
     8,650     10,003      1,163     13,457     17,808      2,686      2,061      1,653         50      2,714      1,457         21     29,455     25,416
 
Changes from:       March 15, 2016                                   Total Change is:   -95,537
   -56,580     -7,787     -2,235     -5,752       -821     -1,946    -17,473     -5,352     -1,425        324     -3,913     -1,031     -9,419    -71,027
 
Percent of Open Interest Represented by Each Category of Trader
      14.4       16.6        1.9       22.3       29.6        4.5        3.4        2.7        0.1        4.5        2.4        0.0       48.9       42.2
 
Number of Traders in Each Category                                    Total Traders:        52 
         5          5          .         11          4          6          9         13          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,820,719
Positions
   538,277    264,253     20,141  1,211,745    910,591    241,380    357,231    710,786     89,690    105,962    246,202     14,550    241,743    323,126
 
Changes from:       March 15, 2016                                   Total Change is:  -575,827
    74,226   -131,691   -173,671     38,336    -75,024    -44,887    -56,493    -70,983    -45,744     -7,756    -13,828     -3,426   -356,412    -16,573
 
Percent of Open Interest Represented by Each Category of Trader
      19.1        9.4        0.7       43.0       32.3        8.6       12.7       25.2        3.2        3.8        8.7        0.5        8.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       568 
        37         33         14        110         95         86         69        126         64         34         64          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    84,557
Positions
    17,599      5,916        272     42,148     62,208      2,146     12,432      9,064        338        406        765          0      9,216      3,848
 
Changes from:       March 15, 2016                                   Total Change is:   -17,485
    -7,965     -2,956     -8,144     -1,882     -2,440       -416        553     -2,313       -487        -88        251          0        944       -980
 
Percent of Open Interest Represented by Each Category of Trader
      20.8        7.0        0.3       49.8       73.6        2.5       14.7       10.7        0.4        0.5        0.9        0.0       10.9        4.6
 
Number of Traders in Each Category                                    Total Traders:        85 
         9          4          .         35         17         15          6          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    42,279
Positions
     7,863     11,569        135     18,810     10,108        687      7,240     11,650        971      2,244      2,378         68      4,261      4,714
 
Changes from:       March 15, 2016                                   Total Change is:   -13,198
       -73     -5,670     -6,241     -6,276       -662       -957        647        655         36        -47         88        -22       -266       -426
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       27.4        0.3       44.5       23.9        1.6       17.1       27.6        2.3        5.3        5.6        0.2       10.1       11.1
 
Number of Traders in Each Category                                    Total Traders:       203 
        15         18          5         38         23         11         29         46         14         13         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   211,397
Positions
    39,315     57,845        673     94,051     50,538      3,437     36,199     58,250      4,857     11,221     11,888        341     21,303     23,568
 
Changes from:       March 15, 2016                                   Total Change is:   -65,992
      -364    -28,349    -31,205    -31,378     -3,308     -4,785      3,237      3,276        180       -235        439       -112     -1,330     -2,128
 
Percent of Open Interest Represented by Each Category of Trader
      18.6       27.4        0.3       44.5       23.9        1.6       17.1       27.6        2.3        5.3        5.6        0.2       10.1       11.1
 
Number of Traders in Each Category                                    Total Traders:       203 
        15         18          5         38         23         11         29         46         14         13         20          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   386,928
Positions
   166,442     15,186        956    113,737    206,265     16,732     59,608    116,633      5,645      8,315      7,218         22     15,471     18,271
 
Changes from:       March 15, 2016                                   Total Change is:   -55,590
   -26,930    -19,130     -7,804     -6,038     -8,525        222     -4,840     -5,386     -6,454      3,241     -2,879     -3,308     -3,679     -2,326
 
Percent of Open Interest Represented by Each Category of Trader
      43.0        3.9        0.2       29.4       53.3        4.3       15.4       30.1        1.5        2.1        1.9        0.0        4.0        4.7
 
Number of Traders in Each Category                                    Total Traders:       265 
        23         10          .         49         57         27         40         63         18          8         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    30,399
Positions
     1,090      7,118          0     14,791        976         54      4,257      6,725          0      4,554      9,891          0      5,653      5,635
 
Changes from:       March 15, 2016                                   Total Change is:     1,117
       330      3,683          0       -950       -248         11         41     -1,704          0      1,920        621       -400        165       -846
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       23.4        0.0       48.7        3.2        0.2       14.0       22.1        0.0       15.0       32.5        0.0       18.6       18.5
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          6          0         11          .          .          4         13          0          .          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    61,470
Positions
    17,026      8,496        369     10,572      4,722        259     16,899      6,391         98      6,654          0          0      9,593     41,135
 
Changes from:       March 15, 2016                                   Total Change is:     2,973
     3,324      3,119        150       -211         78         21     -1,199       -233       -256        388       -441          0        756        535
 
Percent of Open Interest Represented by Each Category of Trader
      27.7       13.8        0.6       17.2        7.7        0.4       27.5       10.4        0.2       10.8        0.0        0.0       15.6       66.9
 
Number of Traders in Each Category                                    Total Traders:        75 
        15          8          5          9          5          .         22         10          .          6          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   180,608
Positions
    10,535     90,620        812    110,719     63,106      7,552     35,945      5,388      5,298      3,496      2,596          5      6,246      5,231
 
Changes from:       March 15, 2016                                   Total Change is:   -23,774
      -767     -6,768    -14,053     -3,079     -1,898       -199     -2,324        761       -562          5       -176        -29     -2,766       -850
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       50.2        0.4       61.3       34.9        4.2       19.9        3.0        2.9        1.9        1.4        0.0        3.5        2.9
 
Number of Traders in Each Category                                    Total Traders:       123 
        10          8          .         42         24         16         14          8          5          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   606,285
Positions
    37,108    287,708      1,548    349,235    109,558     65,023    114,681    105,554      5,834     15,229     18,808      1,238     16,389     11,014
 
Changes from:       March 15, 2016                                   Total Change is:   -80,505
     7,495     49,982    -71,124     25,412    -22,303       -115        262     -2,814     -5,142     -3,647      4,334     -1,762    -31,884    -31,561
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       47.5        0.3       57.6       18.1       10.7       18.9       17.4        1.0        2.5        3.1        0.2        2.7        1.8
 
Number of Traders in Each Category                                    Total Traders:       271 
        17         26          6         81         40         39         32         38         16         24         13          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   492,144
Positions
     5,711     63,377        863    172,220    145,858     74,390     68,815     38,521     23,073      9,513     23,018        489    137,070    122,555
 
Changes from:       March 15, 2016                                   Total Change is:   -14,240
    -1,364       -774        304       -957      3,392     -7,250      5,766     -1,108     -8,738        744       -784        176     -2,921        542
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       12.9        0.2       35.0       29.6       15.1       14.0        7.8        4.7        1.9        4.7        0.1       27.9       24.9
 
Number of Traders in Each Category                                    Total Traders:       155 
         5         18          4         33         30         32         31         22         18          7          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   616,349
Positions
         0     64,713        928    366,214    117,683     54,718     38,754    277,857     12,465      7,374      7,856          0    135,896     80,129
 
Changes from:       March 15, 2016                                   Total Change is:    -4,849
         0     -6,905       -613        681      3,892      3,608      4,102      3,548     -7,073          0          0          0     -5,554     -1,306
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       10.5        0.2       59.4       19.1        8.9        6.3       45.1        2.0        1.2        1.3        0.0       22.0       13.0
 
Number of Traders in Each Category                                    Total Traders:        95 
         0          6          .         42         15         31         13         14         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   925,103
Positions
    29,383     78,056      3,706    348,667    232,495    103,540    244,367    201,863     33,235     47,413    121,414      4,368    110,424    146,426
 
Changes from:       March 15, 2016                                   Total Change is:     6,077
     4,504      4,227       -289     12,737    -20,927        543    -15,805     13,509     -5,271     19,833     14,878     -5,638     -4,537      5,045
 
Percent of Open Interest Represented by Each Category of Trader
       3.2        8.4        0.4       37.7       25.1       11.2       26.4       21.8        3.6        5.1       13.1        0.5       11.9       15.8
 
Number of Traders in Each Category                                    Total Traders:       227 
        11         26          7         55         41         45         29         30         21         15         20          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 2,629,742
Positions
   109,446    221,119     24,238    840,095    861,525    329,659    529,503    549,864     84,295    370,201    153,434      8,502    333,803    397,106
 
Changes from:       March 15, 2016                                   Total Change is:   -43,929
    18,697    -22,548      2,292    -45,659     54,503      1,781     20,872    -65,133    -24,956     -8,316     11,065     -6,588     -2,052      5,655
 
Percent of Open Interest Represented by Each Category of Trader
       4.2        8.4        0.9       31.9       32.8       12.5       20.1       20.9        3.2       14.1        5.8        0.3       12.7       15.1
 
Number of Traders in Each Category                                    Total Traders:       364 
        22         32         12         62         77         64         69         55         49         18         29          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is    95,318
Positions
     2,960     10,449        459     14,790     38,659        176     34,487          0          0      2,250          0          0     40,196     45,575
 
Changes from:       March 15, 2016                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       11.0        0.5       15.5       40.6        0.2       36.2        0.0        0.0        2.4        0.0        0.0       42.2       47.8
 
Number of Traders in Each Category                                    Total Traders:        20 
         .          .          .          .          5          4          7          0          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 2,380,107
Positions
    79,237    205,917     27,033  1,215,572    538,046    272,836    312,678    763,610     70,111    145,635    180,713      4,198    252,807    317,643
 
Changes from:       March 15, 2016                                   Total Change is:   -23,273
      -630    -11,556      5,282    -10,251    -14,237    -13,395      2,049     26,138    -11,487     12,633     16,021        885     -8,359    -20,924
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        8.7        1.1       51.1       22.6       11.5       13.1       32.1        2.9        6.1        7.6        0.2       10.6       13.3
 
Number of Traders in Each Category                                    Total Traders:       278 
        11         26          7         48         54         53         43         56         33         13         27          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   779,098
Positions
   254,537    168,851    235,984      4,139     15,963      2,389    109,245    151,318    126,160      9,592     16,407     15,428     21,624     46,598
 
Changes from:       March 15, 2016                                   Total Change is:   -36,541
   -29,103      7,138     -1,893          0      2,888     -5,405       -806    -25,123     -1,233      5,563     -6,500     -6,361      2,697        -52
 
Percent of Open Interest Represented by Each Category of Trader
      32.7       21.7       30.3        0.5        2.0        0.3       14.0       19.4       16.2        1.2        2.1        2.0        2.8        6.0
 
Number of Traders in Each Category                                    Total Traders:       109 
        16         31         34          .          4          .         18         28         29          .          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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 9,534,044
Positions
 2,565,244  1,238,423  2,157,988    572,867  1,346,573    241,388  1,137,792  1,299,774  1,522,458    386,968    372,365    286,557    662,782  1,068,518
 
Changes from:       March 15, 2016                                   Total Change is:  -122,064
    60,272    -36,444     59,283   -281,809     10,784     -6,318    -66,416   -120,390     36,587     94,068    -54,844     15,486    -33,217    -26,208
 
Percent of Open Interest Represented by Each Category of Trader
      26.9       13.0       22.6        6.0       14.1        2.5       11.9       13.6       16.0        4.1        3.9        3.0        7.0       11.2
 
Number of Traders in Each Category                                    Total Traders:       264 
        34         41         73         10         30         29         27         79         81          6         24         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    24,957
Positions
     1,684        312          0          0     13,038        134     16,211      8,510          0      6,210      2,240        612        106        111
 
Changes from:       March 15, 2016                                   Total Change is:    -1,655
        28          0          0          0       -596          0     -1,686       -739          0        -15       -321         12          6        -11
 
Percent of Open Interest Represented by Each Category of Trader
       6.7        1.3        0.0        0.0       52.2        0.5       65.0       34.1        0.0       24.9        9.0        2.5        0.4        0.4
 
Number of Traders in Each Category                                    Total Traders:        41 
         .          .          0          0         13          .          4         11          0          5          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    29,443
Positions
     3,708        118          0        414     14,035        551     23,600     10,194          0      1,100      4,497          0         70         48
 
Changes from:       March 15, 2016                                   Total Change is:      -589
       945         11          0        -53        148         -1     -1,001       -247          0       -466       -490          0        -13        -10
 
Percent of Open Interest Represented by Each Category of Trader
      12.6        0.4        0.0        1.4       47.7        1.9       80.2       34.6        0.0        3.7       15.3        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        38 
         4          .          0          .          8          .          6          6          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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    52,614
Positions
       425     26,362          0     14,627      2,262        634     11,022     18,315      1,084     18,395      1,140          5      6,422      2,812
 
Changes from:       March 15, 2016                                   Total Change is:     2,930
      -357        -54          0         91        -14         14       -703      1,587        571      2,718       -294          5        591      1,115
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       50.1        0.0       27.8        4.3        1.2       20.9       34.8        2.1       35.0        2.2        0.0       12.2        5.3
 
Number of Traders in Each Category                                    Total Traders:       123 
         4          .          0          6          6          .         24         28         10         46          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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   322,164
Positions
    44,406     23,124     19,131     95,269     33,573     37,826     40,557    124,538     48,317      7,028      4,297      6,772     22,858     24,586
 
Changes from:       March 15, 2016                                   Total Change is:     9,714
    12,650    -34,370     -8,682     16,755     12,829      1,045    -14,172     39,551      1,057        298        304     -1,455      2,218       -565
 
Percent of Open Interest Represented by Each Category of Trader
      13.8        7.2        5.9       29.6       10.4       11.7       12.6       38.7       15.0        2.2        1.3        2.1        7.1        7.6
 
Number of Traders in Each Category                                    Total Traders:       186 
        16         10         17          9         20          8         35         63         52         12         14         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 22, 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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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    19,274
Positions
        71      3,378          0     10,217      1,864      1,124      6,613     11,869        260        694        750          0        295         29
 
Changes from:       March 15, 2016                                   Total Change is:       252
        20         11       -270      3,608          0         63     -2,637      1,391       -931        369          0          0         30        -12
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       17.5        0.0       53.0        9.7        5.8       34.3       61.6        1.3        3.6        3.9        0.0        1.5        0.2
 
Number of Traders in Each Category                                    Total Traders:        36 
         .          .          0          9          .          .          8          8          .          4          .          0
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Updated March 25, 2016