Traders in Financial Futures - Options and Futures Combined 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   187,525
Positions
    74,557     69,104     10,708     39,247     23,641      2,120     10,645     34,328     13,481      7,636      4,347      1,061     28,069     28,735
 
Changes from:       March 8, 2016                                    Total Change is:    -2,803
       737     11,087      3,848       -296       -881        386        763     -7,737     -8,797        630        281        230       -304     -1,221
 
Percent of Open Interest Represented by Each Category of Trader
      39.8       36.9        5.7       20.9       12.6        1.1        5.7       18.3        7.2        4.1        2.3        0.6       15.0       15.3
 
Number of Traders in Each Category                                    Total Traders:        81 
         6          6         12          8          9          5         11         26         17         10          5          6
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Traders in Financial Futures - Options and Futures Combined 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   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    42,621
Positions
    15,048      1,907        423      1,218      2,920          0     17,344     16,087      1,578          0        400          0      7,010     19,306
 
Changes from:       March 8, 2016                                    Total Change is:    -9,299
   -11,091       -191       -552        411        676          0      6,637     -3,297     -3,521          0          0          0     -1,184     -2,415
 
Percent of Open Interest Represented by Each Category of Trader
      35.3        4.5        1.0        2.9        6.9        0.0       40.7       37.7        3.7        0.0        0.9        0.0       16.4       45.3
 
Number of Traders in Each Category                                    Total Traders:        36 
         4          .          .          .          5          0         11         11          9          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   279,388
Positions
   146,981      1,705      9,052      1,828     87,751      4,962     79,406    103,836     18,939        846     10,595      2,603     14,770     39,945
 
Changes from:       March 8, 2016                                    Total Change is:   -44,109
   -49,710     -1,532    -13,953     -1,134       -720      1,975     38,846     -9,598    -12,248         -2     -1,464     -1,013     -6,870     -5,556
 
Percent of Open Interest Represented by Each Category of Trader
      52.6        0.6        3.2        0.7       31.4        1.8       28.4       37.2        6.8        0.3        3.8        0.9        5.3       14.3
 
Number of Traders in Each Category                                    Total Traders:       103 
         8          5         10          4         25         10         27         28         21          .          4          .
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Traders in Financial Futures - Options and Futures Combined 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   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   169,556
Positions
     5,645     15,286      7,407     26,880     52,089      7,466     72,162     30,747     17,542        306      7,057      5,125     27,022     26,837
 
Changes from:       March 8, 2016                                    Total Change is:  -150,509
   -63,526    -96,202    -11,856        455          2     -2,539     -8,304    -17,699    -12,377    -38,548      4,157    -10,606     -3,209     -3,389
 
Percent of Open Interest Represented by Each Category of Trader
       3.3        9.0        4.4       15.9       30.7        4.4       42.6       18.1       10.3        0.2        4.2        3.0       15.9       15.8
 
Number of Traders in Each Category                                    Total Traders:       127 
         6          8         10         15         22         11         35         30         24          .          8          5
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Traders in Financial Futures - Options and Futures Combined 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   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   377,131
Positions
    82,617     10,374     16,737    106,785     99,887     19,398     30,648    100,724     32,304     32,268     28,736      8,599     47,776     60,372
 
Changes from:       March 8, 2016                                    Total Change is:  -111,567
   -45,683    -72,395     -9,518     -2,409     -5,250      1,319    -21,180     -9,625    -10,188    -21,550      3,677        562     -2,920    -10,150
 
Percent of Open Interest Represented by Each Category of Trader
      21.9        2.8        4.4       28.3       26.5        5.1        8.1       26.7        8.6        8.6        7.6        2.3       12.7       16.0
 
Number of Traders in Each Category                                    Total Traders:       222 
        14         13         18         33         35         28         24         46         34         20         36         22
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Traders in Financial Futures - Options and Futures Combined 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   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   117,966
Positions
     2,230     32,765      4,679     35,913      6,886      2,533     28,157     14,172      9,125      3,505     25,294      1,568     30,256     20,945
 
Changes from:       March 8, 2016                                    Total Change is:   -41,966
   -46,107    -21,421       -447      6,336         86        625     -3,328     -8,034     -3,670      2,096     -5,723     -1,035      3,563     -2,346
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       27.8        4.0       30.4        5.8        2.1       23.9       12.0        7.7        3.0       21.4        1.3       25.6       17.8
 
Number of Traders in Each Category                                    Total Traders:        86 
         4          9          8         12          6          7         18         21         11         10          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    33,863
Positions
    16,008     22,764      4,124      4,206          0          0      5,311      1,516      2,021      1,331      2,632        235        627        571
 
Changes from:       March 8, 2016                                    Total Change is:     2,374
    -1,533      1,271      1,757        418          0          0        520     -1,901      1,361         71        255          0       -220       -369
 
Percent of Open Interest Represented by Each Category of Trader
      47.3       67.2       12.2       12.4        0.0        0.0       15.7        4.5        6.0        3.9        7.8        0.7        1.9        1.7
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          8          5          .          0          0          6          4          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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    97,831
Positions
    54,381     33,051        112     15,778      4,009        666     20,607     49,049        744      2,054      4,743         43      3,446      5,414
 
Changes from:       March 8, 2016                                    Total Change is:   -41,691
   -24,030    -21,541       -461      1,592        -68          0        710      1,673    -18,499       -303       -900       -745         46     -1,149
 
Percent of Open Interest Represented by Each Category of Trader
      55.6       33.8        0.1       16.1        4.1        0.7       21.1       50.1        0.8        2.1        4.8        0.0        3.5        5.5
 
Number of Traders in Each Category                                    Total Traders:       107 
         .          7          .          9          7          .         23         42          9          9          7          .
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Traders in Financial Futures - Options and Futures Combined 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   :
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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 - Options and Futures Combined 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 - Options and Futures Combined 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    48,770
Positions
    11,501     10,952     11,090      5,450      1,326        529      9,224     11,342      2,146      1,419      1,144        980      6,431      9,262
 
Changes from:       March 8, 2016                                    Total Change is:    12,045
       119       -426      8,479        801        558        192      1,382      1,816        250         -9       -308         15        817      1,469
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       22.5       22.7       11.2        2.7        1.1       18.9       23.3        4.4        2.9        2.3        2.0       13.2       19.0
 
Number of Traders in Each Category                                    Total Traders:        96 
        17         12         13         12          4          5         21         19          7          6          4          .
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Traders in Financial Futures - Options and Futures Combined 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    97,540
Positions
    23,002     21,903     22,179     10,899      2,652      1,058     18,449     22,683      4,292      2,838      2,288      1,960     12,863     18,525
 
Changes from:       March 8, 2016                                    Total Change is:    24,090
       238       -851     16,957      1,602      1,115        384      2,763      3,633        499        -19       -616         31      1,634      2,938
 
Percent of Open Interest Represented by Each Category of Trader
      23.6       22.5       22.7       11.2        2.7        1.1       18.9       23.3        4.4        2.9        2.3        2.0       13.2       19.0
 
Number of Traders in Each Category                                    Total Traders:        96 
        17         12         13         12          4          5         21         19          7          6          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is 1,053,401
Positions
   144,855     82,834     71,358    246,746    215,410     78,361     82,467    140,794    183,914     23,547     49,549     49,238    172,915    181,943
 
Changes from:       March 8, 2016                                    Total Change is:    49,722
     3,438      5,863      6,051      4,863      9,629      3,513      1,598     -6,217     28,256        593      1,969      4,929     -3,518     -4,271
 
Percent of Open Interest Represented by Each Category of Trader
      13.8        7.9        6.8       23.4       20.4        7.4        7.8       13.4       17.5        2.2        4.7        4.7       16.4       17.3
 
Number of Traders in Each Category                                    Total Traders:       641 
        35         38         53        111        102        116         69        145        124         60         80         75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   232,196
Positions
    67,037     16,884      9,300     19,045     21,616      8,975     22,412      9,926     44,734      2,446      4,643     12,313     45,933    103,804
 
Changes from:       March 8, 2016                                    Total Change is:    10,504
      -133      4,045      1,590     -1,665      1,406       -361      1,066      2,402      6,351         85       -586      1,698      1,872     -6,041
 
Percent of Open Interest Represented by Each Category of Trader
      28.9        7.3        4.0        8.2        9.3        3.9        9.7        4.3       19.3        1.1        2.0        5.3       19.8       44.7
 
Number of Traders in Each Category                                    Total Traders:        84 
        12          7          9         12          7         10         15         17         31          5          9         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 4,106,027
Positions
   462,492    403,158    236,885  1,162,303    992,766    323,131    405,028    759,092    591,145    113,141    232,163    176,992    634,909    390,695
 
Changes from:       March 8, 2016                                    Total Change is:   196,092
    18,181      9,416     21,978     34,485     42,961     17,522     16,426    -29,327     95,762      1,087     11,326     17,604    -26,953      8,852
 
Percent of Open Interest Represented by Each Category of Trader
      11.3        9.8        5.8       28.3       24.2        7.9        9.9       18.5       14.4        2.8        5.7        4.3       15.5        9.5
 
Number of Traders in Each Category                                    Total Traders:       622 
        32         41         52        108         99        111         68        140        117         57         76         70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   102,043
Positions
    25,564      8,872      8,416     44,030     64,648      2,562     11,878     11,377        826        494        514          0      8,273      4,828
 
Changes from:       March 8, 2016                                    Total Change is:     6,258
    -3,055        553      8,140       -291       -743         61        772     -1,983        353        211        -20          0         67       -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 - Options and Futures Combined 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    59,697
Positions
     7,936     17,097      6,841     25,086     10,769      1,644      6,555     10,887      3,897      2,300      2,378        777      4,661      5,406
 
Changes from:       March 8, 2016                                    Total Change is:     3,407
    -1,916     -2,663      5,777        188       -534        498     -2,368       -566        678        172         14         36        342        166
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       28.6       11.5       42.0       18.0        2.8       11.0       18.2        6.5        3.9        4.0        1.3        7.8        9.1
 
Number of Traders in Each Category                                    Total Traders:       218 
        15         24         19         37         22         12         31         52         28         17         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   298,485
Positions
    39,679     85,486     34,204    125,429     53,846      8,222     32,776     54,435     19,487     11,500     11,888      3,884     23,304     27,032
 
Changes from:       March 8, 2016                                    Total Change is:    17,033
    -9,581    -13,316     28,884        940     -2,668      2,492    -11,842     -2,831      3,391        859         68        182      1,708        831
 
Percent of Open Interest Represented by Each Category of Trader
      13.3       28.6       11.5       42.0       18.0        2.8       11.0       18.2        6.5        3.9        4.0        1.3        7.8        9.1
 
Number of Traders in Each Category                                    Total Traders:       218 
        15         24         19         37         22         12         31         52         28         17         20          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   443,501
Positions
   193,372     34,316      8,760    119,775    214,790     16,510     64,733    122,154     12,334      5,074     10,271      3,526     19,417     20,840
 
Changes from:       March 8, 2016                                    Total Change is:    16,591
    -3,980        346      6,844      1,669        962       -685       -742     -1,587      7,028        -57       -803      3,321      3,192      1,164
 
Percent of Open Interest Represented by Each Category of Trader
      43.6        7.7        2.0       27.0       48.4        3.7       14.6       27.5        2.8        1.1        2.3        0.8        4.4        4.7
 
Number of Traders in Each Category                                    Total Traders:       275 
        23         12         17         53         56         29         37         67         30          8         17          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 15, 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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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          .          .          .
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Traders in Financial Futures - Options and Futures Combined 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   :
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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
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Traders in Financial Futures - Options and Futures Combined 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   :
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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          .
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Traders in Financial Futures - Options and Futures Combined 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   :
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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
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Traders in Financial Futures - Options and Futures Combined 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   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   629,946
Positions
     2,775     63,706     24,710    178,014    139,967     93,524     59,284     38,900    101,638      6,640     21,669     12,696    150,664    133,136
 
Changes from:       March 8, 2016                                    Total Change is:   -14,089
      -150      1,710     -5,413     -3,034    -11,657      1,091     -2,700        162      4,884        294       -220      2,320    -11,381     -6,966
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       10.1        3.9       28.3       22.2       14.8        9.4        6.2       16.1        1.1        3.4        2.0       23.9       21.1
 
Number of Traders in Each Category                                    Total Traders:       154 
         .         19         15         33         30         36         31         21         38          7         10         10
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Traders in Financial Futures - Options and Futures Combined 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   621,938
Positions
         0     71,618      1,541    365,533    113,791     51,110     34,701    274,301     19,567      7,374      7,856          0    142,112     82,154
 
Changes from:       March 8, 2016                                    Total Change is:    -2,900
         0      1,795        726      4,587      3,574     -1,842      1,481     -1,275     -3,552       -170          0          0     -4,130     -2,326
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.5        0.2       58.8       18.3        8.2        5.6       44.1        3.1        1.2        1.3        0.0       22.8       13.2
 
Number of Traders in Each Category                                    Total Traders:        93 
         0          7          .         43         13         30         12         13         11          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   949,290
Positions
    24,757     73,358      9,186    335,868    255,066    104,552    259,947    184,820     56,800     27,580    107,912     13,332    117,269    144,263
 
Changes from:       March 8, 2016                                    Total Change is:   -56,489
     7,625    -19,456      1,554    -36,976     14,050      1,688    -26,373    -47,073      1,441     -2,656     -6,607     -2,308       -485        220
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        7.7        1.0       35.4       26.9       11.0       27.4       19.5        6.0        2.9       11.4        1.4       12.4       15.2
 
Number of Traders in Each Category                                    Total Traders:       225 
        12         24         13         56         41         45         30         28         29         12         22          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,293,722
Positions
    85,579    236,140    166,847    964,011    812,773    389,889    441,841    618,546    424,128    372,144    136,818     93,640    355,642    414,941
 
Changes from:       March 8, 2016                                    Total Change is:   -58,781
     3,480    -17,595     14,131    -48,120     27,583    -41,075    -24,302    -61,190     18,965      8,322     -5,925      8,093      1,726     -1,767
 
Percent of Open Interest Represented by Each Category of Trader
       2.6        7.2        5.1       29.3       24.7       11.8       13.4       18.8       12.9       11.3        4.2        2.8       10.8       12.6
 
Number of Traders in Each Category                                    Total Traders:       368 
        19         31         41         59         81         79         61         61         88         20         36         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 2,635,734
Positions
    73,842    214,315     63,222  1,272,000    560,179    298,418    289,112    746,639    200,536    129,700    163,047     38,990    269,914    350,388
 
Changes from:       March 8, 2016                                    Total Change is:   -44,552
    14,901    -20,739     16,751    -38,824     12,718     -5,480     -9,243    -26,218     -9,474     -3,126      1,228      8,762    -18,819    -22,100
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        8.1        2.4       48.3       21.3       11.3       11.0       28.3        7.6        4.9        6.2        1.5       10.2       13.3
 
Number of Traders in Each Category                                    Total Traders:       279 
        10         31         16         51         50         53         44         51         57         11         31         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   834,770
Positions
   283,616    161,009    239,751      4,139     13,075      7,794    109,721    176,161    144,943      4,029     23,204     21,789     18,987     47,043
 
Changes from:       March 8, 2016                                    Total Change is:    45,139
   -18,765     -2,722     12,611          0      2,591      1,314     45,701     48,879       -741      3,906    -22,150      2,720     -1,607      2,638
 
Percent of Open Interest Represented by Each Category of Trader
      34.0       19.3       28.7        0.5        1.6        0.9       13.1       21.1       17.4        0.5        2.8        2.6        2.3        5.6
 
Number of Traders in Each Category                                    Total Traders:       112 
        16         28         35          .          5          5         16         33         27          .         10          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is18,332,943
Positions
 2,718,709  1,511,554  3,136,119    986,755  1,405,306    495,370    629,516    971,923  8,336,493    317,256    348,015    972,402    740,323  1,155,762
 
Changes from:       March 8, 2016                                    Total Change is:-2,678,879
    29,431   -151,889   -598,116   -118,625   -159,863    -80,792    -17,480    136,370 -1,386,458   -129,832    -81,812   -305,652    -71,353    -50,665
 
Percent of Open Interest Represented by Each Category of Trader
      14.8        8.2       17.1        5.4        7.7        2.7        3.4        5.3       45.5        1.7        1.9        5.3        4.0        6.3
 
Number of Traders in Each Category                                    Total Traders:       299 
        28         49         75         15         31         35         45         84        103         17         25         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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   :
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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 - Options and Futures Combined 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 - Options and Futures Combined 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    49,989
Positions
       782     26,387         71     14,536      2,276        620     11,725     16,693        690     15,599      1,442         95      5,871      1,715
 
Changes from:       March 8, 2016                                    Total Change is:   -13,974
       149    -15,852          8        340        410       -418    -11,392      6,178     -4,087      1,198        -40          6        223       -178
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       52.8        0.1       29.1        4.6        1.2       23.5       33.4        1.4       31.2        2.9        0.2       11.7        3.4
 
Number of Traders in Each Category                                    Total Traders:       111 
         .          .          .          6          4          .         24         22          6         38         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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