Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   124,332
Positions
     3,595     26,611      5,360     38,481     16,619      3,605     19,035     27,176     15,433      8,902      1,027      1,807     28,115     26,694
 
Changes from:       March 22, 2016                                   Total Change is:     2,669
      -157      4,965       -134       -810     -3,106       -126      6,042      1,021       -212        624       -270        397     -2,956        134
 
Percent of Open Interest Represented by Each Category of Trader
       2.9       21.4        4.3       30.9       13.4        2.9       15.3       21.9       12.4        7.2        0.8        1.5       22.6       21.5
 
Number of Traders in Each Category                                    Total Traders:        85 
         .         10          8          8          9          5         15         24         15         13          4          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    38,386
Positions
    13,297      3,269        378      1,236      2,995          0     11,963     12,011      2,512          0        400          0      9,000     16,821
 
Changes from:       March 22, 2016                                   Total Change is:    -1,904
    -1,373        715        -10         18         90          0     -1,569     -2,149        446          0          0          0        584       -996
 
Percent of Open Interest Represented by Each Category of Trader
      34.6        8.5        1.0        3.2        7.8        0.0       31.2       31.3        6.5        0.0        1.0        0.0       23.4       43.8
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          .          .          .          5          0         14         12         10          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   279,917
Positions
   163,829      1,401      8,572      1,416     86,053      5,766     54,600    103,674     22,210      4,266     12,114      3,655     15,603     36,472
 
Changes from:       March 22, 2016                                   Total Change is:     3,992
     4,021       -402       -956       -234      1,278      1,254     -1,686      2,052        474      1,567      1,448       -210       -238       -946
 
Percent of Open Interest Represented by Each Category of Trader
      58.5        0.5        3.1        0.5       30.7        2.1       19.5       37.0        7.9        1.5        4.3        1.3        5.6       13.0
 
Number of Traders in Each Category                                    Total Traders:       115 
        11          .         11          .         28          9         27         32         23          5          7          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   179,216
Positions
     6,481     29,682      8,070     32,457     46,673      7,491     68,747     31,133     18,147      2,096      6,638      5,083     30,645     26,300
 
Changes from:       March 22, 2016                                   Total Change is:     3,538
      -549      1,407        328      1,404       -337       -150       -202      3,565        126        975     -1,687      1,364        241     -1,078
 
Percent of Open Interest Represented by Each Category of Trader
       3.6       16.6        4.5       18.1       26.0        4.2       38.4       17.4       10.1        1.2        3.7        2.8       17.1       14.7
 
Number of Traders in Each Category                                    Total Traders:       123 
         7          8         11         16         21         12         27         31         21          .         11          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   393,068
Positions
    80,666     24,658     20,272    104,777    100,290     18,250     39,116     96,607     35,613     31,599     28,133      8,359     54,416     60,885
 
Changes from:       March 22, 2016                                   Total Change is:     9,110
     1,547      4,774      1,255        -51      2,404       -706      6,744      1,753       -665     -1,127      1,017       -505      2,617       -218
 
Percent of Open Interest Represented by Each Category of Trader
      20.5        6.3        5.2       26.7       25.5        4.6       10.0       24.6        9.1        8.0        7.2        2.1       13.8       15.5
 
Number of Traders in Each Category                                    Total Traders:       225 
        13         10         16         35         35         30         33         46         34         17         35         19
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    31,644
Positions
     1,399     22,676        279     15,037        703      1,488      1,324      2,734          0      2,022          0          0     10,095      3,764
 
Changes from:       March 22, 2016                                   Total Change is:       -13
       -31        508         29        263         -3        -42       -285       -134          0          0          0          0         53       -371
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       71.7        0.9       47.5        2.2        4.7        4.2        8.6        0.0        6.4        0.0        0.0       31.9       11.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          4          .          9          .          5          .          .          0          .          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   140,992
Positions
     3,886     47,475      5,881     40,419      8,674      3,266     39,282     16,349     10,265      4,596     26,807      1,804     31,594     20,472
 
Changes from:       March 22, 2016                                   Total Change is:     9,061
        87      5,114       -111      2,673        633        163      5,504        947        593      1,122      1,693        143     -1,113       -115
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       33.7        4.2       28.7        6.2        2.3       27.9       11.6        7.3        3.3       19.0        1.3       22.4       14.5
 
Number of Traders in Each Category                                    Total Traders:        93 
         5          8          7         11          9          7         24         21         13          6          9          6
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    27,923
Positions
    14,828     22,410        391      4,392          0          0      5,844      3,119        235      1,318      1,076        235        680        457
 
Changes from:       March 22, 2016                                   Total Change is:      -156
         0         85          0       -150          0          0        -13       -208          0        -36        161          0         43       -194
 
Percent of Open Interest Represented by Each Category of Trader
      53.1       80.3        1.4       15.7        0.0        0.0       20.9       11.2        0.8        4.7        3.9        0.8        2.4        1.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         .         10          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   109,637
Positions
    54,502     41,740        102     17,107      3,936        445     30,083     51,779        672      2,346      5,542        120      4,261      5,301
 
Changes from:       March 22, 2016                                   Total Change is:     3,679
       506      4,453       -461       -756         17         11      4,718     -1,396          5       -116        503        -21       -207        568
 
Percent of Open Interest Represented by Each Category of Trader
      49.7       38.1        0.1       15.6        3.6        0.4       27.4       47.2        0.6        2.1        5.1        0.1        3.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       109 
         4          8          .          9          7          .         28         34          9         11          8          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    45,047
Positions
         0      6,766     13,419      6,048        160          0     21,772     15,101      2,595          0      5,794         27      1,186      1,185
 
Changes from:       March 22, 2016                                   Total Change is:    15,431
         0       -908     13,419          0          0          0        161        549      1,711          0        559         27        113         74
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.0       29.8       13.4        0.4        0.0       48.3       33.5        5.8        0.0       12.9        0.1        2.6        2.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          .          .          .          .          0          6         12          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,248
Positions
     5,407      2,356          1      1,889     10,176          0     14,987      9,476      1,269      1,620      1,678          0      3,075      3,292
 
Changes from:       March 22, 2016                                   Total Change is:     1,085
       130        532         -2         92          0          0      1,103       -115         67        220        475          0       -525        128
 
Percent of Open Interest Represented by Each Category of Trader
      19.1        8.3        0.0        6.7       36.0        0.0       53.1       33.5        4.5        5.7        5.9        0.0       10.9       11.7
 
Number of Traders in Each Category                                    Total Traders:        68 
         4          5          .          4          4          0         22         20          4          .          6          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    52,729
Positions
    15,139     21,693        343      6,058        946        413     21,468     16,628        863      1,127      2,182        459      6,859      9,202
 
Changes from:       March 22, 2016                                   Total Change is:     5,498
       471      5,443        -79        102       -156         -8      3,848        316          4        125         90        -97      1,132        -15
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       41.1        0.6       11.5        1.8        0.8       40.7       31.5        1.6        2.1        4.1        0.9       13.0       17.5
 
Number of Traders in Each Category                                    Total Traders:        98 
        14         15          .         11          4          5         27         16          5          5          6          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   105,457
Positions
    30,278     43,386        685     12,116      1,891        826     42,935     33,256      1,726      2,254      4,363        918     13,719     18,405
 
Changes from:       March 22, 2016                                   Total Change is:    10,995
       943     10,886       -159        204       -312        -16      7,695        632          8        250        179       -194      2,263        -30
 
Percent of Open Interest Represented by Each Category of Trader
      28.7       41.1        0.6       11.5        1.8        0.8       40.7       31.5        1.6        2.1        4.1        0.9       13.0       17.5
 
Number of Traders in Each Category                                    Total Traders:        98 
        14         15          .         11          4          5         27         16          5          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   815,102
Positions
   118,926     59,661     22,141    250,934    210,795     64,045     74,442    140,058    128,505     23,716     46,655     38,028     94,364    105,214
 
Changes from:       March 22, 2016                                   Total Change is:     8,721
     2,444     -1,277      1,216     -3,458      4,543        235      2,074      3,112       -516      1,603        820       -151      5,274        739
 
Percent of Open Interest Represented by Each Category of Trader
      14.6        7.3        2.7       30.8       25.9        7.9        9.1       17.2       15.8        2.9        5.7        4.7       11.6       12.9
 
Number of Traders in Each Category                                    Total Traders:       636 
        41         28         35        112        100        103         78        138        115         54         85         65
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   131,893
Positions
    12,665     10,810      6,766     13,473     22,792     10,462      5,233      4,043     35,728      4,078      1,583      8,349     35,139     31,361
 
Changes from:       March 22, 2016                                   Total Change is:       -86
       603      1,027       -616        106       -133        551        336        637     -1,740        308       -109       -291        658        587
 
Percent of Open Interest Represented by Each Category of Trader
       9.6        8.2        5.1       10.2       17.3        7.9        4.0        3.1       27.1        3.1        1.2        6.3       26.6       23.8
 
Number of Traders in Each Category                                    Total Traders:        70 
         8          4          7         11          5          8         16         13         29          6          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,416,045
Positions
   552,270    265,222     55,912  1,189,746    942,458    265,475    367,728    701,759    442,197    113,890    241,055    132,701    296,125    369,265
 
Changes from:       March 22, 2016                                   Total Change is:    44,035
    17,229     -3,499      1,136    -17,820     23,379     -1,582      8,671     12,354      6,143      7,651      5,820       -473     23,079        756
 
Percent of Open Interest Represented by Each Category of Trader
      16.2        7.8        1.6       34.8       27.6        7.8       10.8       20.5       12.9        3.3        7.1        3.9        8.7       10.8
 
Number of Traders in Each Category                                    Total Traders:       617 
        39         29         32        110         96         99         75        137        111         50         81         59
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    88,727
Positions
    16,406      9,496        319     45,000     62,440      2,234     13,689      8,304        817        204        804          0     10,058      4,313
 
Changes from:       March 22, 2016                                   Total Change is:     4,170
    -1,193      3,580         47      2,852        232         88      1,257       -760        479       -202         39          0        842        465
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       10.7        0.4       50.7       70.4        2.5       15.4        9.4        0.9        0.2        0.9        0.0       11.3        4.9
 
Number of Traders in Each Category                                    Total Traders:        88 
         8          4          .         36         17         15          9         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    46,305
Positions
     7,624     13,882        427     17,538      9,228        800      9,870     12,669      2,176      2,336      2,051        455      5,079      4,617
 
Changes from:       March 22, 2016                                   Total Change is:     1,802
      -239      2,434         27     -1,272       -879        113      2,647        977       -178         81       -343        -37        661       -312
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       30.0        0.9       37.9       19.9        1.7       21.3       27.4        4.7        5.0        4.4        1.0       11.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       220 
        17         16          6         42         20         11         34         51         18         15         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   231,526
Positions
    38,120     69,409      2,135     87,692     46,141      4,001     49,351     63,346     10,882     11,679     10,256      2,273     25,394     23,084
 
Changes from:       March 22, 2016                                   Total Change is:     9,012
    -1,195     12,172        136     -6,359     -4,397        564     13,233      4,885       -892        403     -1,714       -183      3,306     -1,558
 
Percent of Open Interest Represented by Each Category of Trader
      16.5       30.0        0.9       37.9       19.9        1.7       21.3       27.4        4.7        5.0        4.4        1.0       11.0       10.0
 
Number of Traders in Each Category                                    Total Traders:       220 
        17         16          6         42         20         11         34         51         18         15         25          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   387,909
Positions
   165,396     15,887      1,315    118,889    204,274     14,761     56,377    118,769      6,147      8,605      8,961         87     16,332     17,708
 
Changes from:       March 22, 2016                                   Total Change is:       489
    -1,046        701        359      5,152     -1,991     -1,971     -3,481      2,015        394        290      1,639        -10        802       -647
 
Percent of Open Interest Represented by Each Category of Trader
      42.6        4.1        0.3       30.6       52.7        3.8       14.5       30.6        1.6        2.2        2.3        0.0        4.2        4.6
 
Number of Traders in Each Category                                    Total Traders:       268 
        22         11          4         49         56         28         41         65         22          9         15          .
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    29,701
Positions
     1,090      7,986          0     14,741        976         60      3,720      6,048          0      4,554      9,621          0      5,536      5,010
 
Changes from:       March 22, 2016                                   Total Change is:      -698
         0        868          0        -50          0          6       -537       -677          0          0       -270          0       -117       -625
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       26.9        0.0       49.6        3.3        0.2       12.5       20.4        0.0       15.3       32.4        0.0       18.6       16.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          7          0         11          .          .          .         13          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    58,669
Positions
    17,073      9,721        431     10,790      5,049        257     15,415      4,389        205      6,305          0          0      8,193     38,617
 
Changes from:       March 22, 2016                                   Total Change is:    -2,801
        47      1,225         62        218        327         -2     -1,484     -2,002        107       -349          0          0     -1,400     -2,518
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       16.6        0.7       18.4        8.6        0.4       26.3        7.5        0.3       10.7        0.0        0.0       14.0       65.8
 
Number of Traders in Each Category                                    Total Traders:        75 
        14          9          5          9          6          .         22          8          4          7          0          0
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Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   182,111
Positions
    11,133     90,377        812    110,582     65,145      7,798     36,940      5,214      5,068      3,520      2,597          4      6,254      5,096
 
Changes from:       March 22, 2016                                   Total Change is:     1,503
       598       -243          0       -137      2,039        246        995       -174       -230         24          1         -1          8       -135
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       49.6        0.4       60.7       35.8        4.3       20.3        2.9        2.8        1.9        1.4        0.0        3.4        2.8
 
Number of Traders in Each Category                                    Total Traders:       122 
        10          8          .         41         24         16         15          7          5          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   584,976
Positions
    37,395    285,544      1,357    322,859    105,839     65,227    116,983     89,209      5,776     15,677     19,396      1,325     18,377     11,303
 
Changes from:       March 22, 2016                                   Total Change is:   -21,309
       287     -2,164       -191    -26,376     -3,719        204      2,302    -16,345        -58        448        588         87      1,988        289
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       48.8        0.2       55.2       18.1       11.2       20.0       15.3        1.0        2.7        3.3        0.2        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:       278 
        17         25          5         84         38         41         35         37         17         26         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   596,829
Positions
     5,233     59,942     22,500    167,823    152,931     82,951     75,251     37,177     71,449      7,052     23,117      4,689    159,879    142,072
 
Changes from:       March 22, 2016                                   Total Change is:   -20,176
     2,518     -1,999     -5,262     -4,660     10,880     -5,435     11,001      2,800    -24,477       -260        321     -5,930     12,329      8,925
 
Percent of Open Interest Represented by Each Category of Trader
       0.9       10.0        3.8       28.1       25.6       13.9       12.6        6.2       12.0        1.2        3.9        0.8       26.8       23.8
 
Number of Traders in Each Category                                    Total Traders:       149 
         4         18         13         30         32         34         34         14         34          4         13         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   620,463
Positions
         0     63,571        851    355,548    111,515     60,335     42,197    280,317     12,839      9,124      7,856          0    139,569     83,179
 
Changes from:       March 22, 2016                                   Total Change is:     3,435
         0     -1,142        -77    -10,666     -6,168      5,617      3,443      2,480        343      1,750          0          0      3,025      2,382
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       10.2        0.1       57.3       18.0        9.7        6.8       45.2        2.1        1.5        1.3        0.0       22.5       13.4
 
Number of Traders in Each Category                                    Total Traders:        95 
         0          6          .         41         15         30         14         13         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   963,994
Positions
    23,770    101,710      5,889    354,694    167,502    110,500    256,466    247,398     49,141     46,241    128,214      4,818    112,475    148,821
 
Changes from:       March 22, 2016                                   Total Change is:     8,558
    -4,715     23,902     -3,326      6,008    -67,282      6,011     12,834     50,070     -4,474     -1,055      6,200     -3,487        763        944
 
Percent of Open Interest Represented by Each Category of Trader
       2.5       10.6        0.6       36.8       17.4       11.5       26.6       25.7        5.1        4.8       13.3        0.5       11.7       15.4
 
Number of Traders in Each Category                                    Total Traders:       228 
         9         29         10         57         37         48         29         33         25         13         21          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 3,055,358
Positions
    86,786    223,779    124,165    928,430    864,134    363,523    483,110    579,825    277,808    367,285    145,197     63,310    360,940    413,617
 
Changes from:       March 22, 2016                                   Total Change is:  -175,887
   -19,908     14,178    -42,204      6,129     -2,965    -17,077     38,739     24,351   -125,166     -2,583       -215    -22,855      9,038     -3,934
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        7.3        4.1       30.4       28.3       11.9       15.8       19.0        9.1       12.0        4.8        2.1       11.8       13.5
 
Number of Traders in Each Category                                    Total Traders:       352 
        15         29         30         61         77         73         58         60         85         21         30         25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 2,573,949
Positions
    58,103    240,192     52,902  1,300,946    506,457    286,807    330,103    814,984    123,367    140,183    197,172     17,638    263,900    334,429
 
Changes from:       March 22, 2016                                   Total Change is:     3,702
   -16,215     39,877    -12,355     46,638    -32,687      7,078     40,496     40,712    -49,395     -2,980     18,984    -15,478      5,913      6,965
 
Percent of Open Interest Represented by Each Category of Trader
       2.3        9.3        2.1       50.5       19.7       11.1       12.8       31.7        4.8        5.4        7.7        0.7       10.3       13.0
 
Number of Traders in Each Category                                    Total Traders:       278 
         7         32         17         52         49         56         38         57         53         10         33         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   842,202
Positions
   250,075    153,205    259,434      4,139     15,624      5,389    112,459    167,431    152,988     12,878     13,662     23,607     21,233     50,861
 
Changes from:       March 22, 2016                                   Total Change is:    44,023
    -4,376    -16,033     22,188          0       -339      3,000      2,566     16,661      9,719      3,286     -3,070      8,179       -539      3,718
 
Percent of Open Interest Represented by Each Category of Trader
      29.7       18.2       30.8        0.5        1.9        0.6       13.4       19.9       18.2        1.5        1.6        2.8        2.5        6.0
 
Number of Traders in Each Category                                    Total Traders:       117 
        17         30         37          .          4          4         16         32         31          6          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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 is17,392,324
Positions
 3,043,696  1,456,660  3,095,188    414,304  1,389,674    465,413    613,250    949,912  7,489,733    439,345    330,427  1,056,157    775,238  1,159,161
 
Changes from:       March 22, 2016                                   Total Change is:  -235,411
   246,946     20,595    -68,910   -193,907    -12,260     12,205     71,752    116,569   -455,503    -17,064     17,352     97,093     71,978     37,449
 
Percent of Open Interest Represented by Each Category of Trader
      17.5        8.4       17.8        2.4        8.0        2.7        3.5        5.5       43.1        2.5        1.9        6.1        4.5        6.7
 
Number of Traders in Each Category                                    Total Traders:       299 
        31         47         76         12         35         36         41         85        104         17         26         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    25,888
Positions
     1,802        426          0          0     13,496        134     16,652      8,706          0      6,559      2,391        612        129        123
 
Changes from:       March 22, 2016                                   Total Change is:       931
       118        114          0          0        458          0        441        196          0        349        151          0         23         12
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        1.6        0.0        0.0       52.1        0.5       64.3       33.6        0.0       25.3        9.2        2.4        0.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          0          0         13          .          4         10          0          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 2016                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    31,411
Positions
     6,915        423          0        414     14,514        551     22,368     10,903          0      1,100      4,869          0         63        151
 
Changes from:       March 22, 2016                                   Total Change is:     1,968
     3,207        305          0          0        479          0     -1,232        709          0          0        372          0         -7        103
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        1.3        0.0        1.3       46.2        1.8       71.2       34.7        0.0        3.5       15.5        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          .          8          .          6          8          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    54,079
Positions
       373     26,157        106     14,873      2,279        629     11,708     19,560      1,494     18,529        611        134      6,232      3,108
 
Changes from:       March 22, 2016                                   Total Change is:     1,076
       -52       -163         15        246         17         -5        686      1,287        182        240       -537          8       -243        272
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       48.4        0.2       27.5        4.2        1.2       21.6       36.2        2.8       34.3        1.1        0.2       11.5        5.7
 
Number of Traders in Each Category                                    Total Traders:       118 
         .          .          .          6          6          .         23         24          9         46          6          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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   338,446
Positions
    59,872     19,800     19,156     89,933     43,209     39,412     42,445    128,209     51,190      6,435      3,787      7,609     22,394     26,074
 
Changes from:       March 22, 2016                                   Total Change is:    16,282
    15,466     -3,324         25     -5,336      9,636      1,586      1,888      3,671      2,873       -593       -510        837       -464      1,488
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        5.9        5.7       26.6       12.8       11.6       12.5       37.9       15.1        1.9        1.1        2.2        6.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       190 
        17         10         19         10         18          9         42         59         54         12         13         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 29, 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    18,436
Positions
       562      3,190          0      8,640      2,818      1,000      6,968     10,273        326        659        817          0        281         12
 
Changes from:       March 22, 2016                                   Total Change is:      -838
       491       -188          0     -1,577        954       -124        355     -1,596         66        -35         67          0        -14        -17
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       17.3        0.0       46.9       15.3        5.4       37.8       55.7        1.8        3.6        4.4        0.0        1.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          9          .          .          8          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated April 1, 2016