Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   176,634
Positions
    74,063     24,246      5,571     40,044     34,845      2,281      6,638     57,325     13,716      8,200      4,752        460     25,660     33,437
 
Changes from:       February 2, 2016                                 Total Change is:    -5,888
    -2,007     14,285     -1,440        791     -4,980     -1,102        270       -437     -2,713       -768       -193        -82      1,163     -9,226
 
Percent of Open Interest Represented by Each Category of Trader
      41.9       13.7        3.2       22.7       19.7        1.3        3.8       32.5        7.8        4.6        2.7        0.3       14.5       18.9
 
Number of Traders in Each Category                                    Total Traders:        86 
         7          5         11          6         12          5         12         29         14          9          6          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    56,398
Positions
    30,799      2,469      1,307      1,236      2,237          0     10,623     26,906      3,964          0        400          0      8,469     19,114
 
Changes from:       February 2, 2016                                 Total Change is:    -6,223
    -5,274        464        730          0        -10          0     -5,034     -3,485      1,279          0        390        -62      2,138     -5,528
 
Percent of Open Interest Represented by Each Category of Trader
      54.6        4.4        2.3        2.2        4.0        0.0       18.8       47.7        7.0        0.0        0.7        0.0       15.0       33.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         5          4          .          .          4          0         11         12         13          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   281,903
Positions
   183,703      4,203      7,318      3,335     89,068      2,483     39,905    104,146     21,132      2,548     14,293      3,675     17,805     35,585
 
Changes from:       February 2, 2016                                 Total Change is:   -26,413
   -10,383       -530     -1,861       -387      6,826       -957        -46     -7,078     -9,955      1,051       -282     -3,449       -426     -9,126
 
Percent of Open Interest Represented by Each Category of Trader
      65.2        1.5        2.6        1.2       31.6        0.9       14.2       36.9        7.5        0.9        5.1        1.3        6.3       12.6
 
Number of Traders in Each Category                                    Total Traders:       112 
        13          6         11          .         25          8         19         34         19          5          7          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   278,398
Positions
    72,650     91,833      8,844     32,037     52,121      8,312     61,688     56,265     23,096     39,431      2,054      3,542     28,798     32,331
 
Changes from:       February 2, 2016                                 Total Change is:     7,205
     4,763     19,679      1,527      7,712     -6,991     -2,179    -10,255     -1,354      3,885       -814     -2,590     -2,594      5,160     -2,179
 
Percent of Open Interest Represented by Each Category of Trader
      26.1       33.0        3.2       11.5       18.7        3.0       22.2       20.2        8.3       14.2        0.7        1.3       10.3       11.6
 
Number of Traders in Each Category                                    Total Traders:       133 
         7         11         10         15         22         12         39         26         23          9          4          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   512,710
Positions
   129,252    114,740     18,775    100,711     98,648     22,667     55,097    107,526     49,082     75,655     26,878      8,349     53,123     66,045
 
Changes from:       February 2, 2016                                 Total Change is:    47,411
       700     49,949      2,813      1,764    -10,104      2,930     11,636    -10,958     14,912      3,376      3,105        345      8,934     -5,581
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       22.4        3.7       19.6       19.2        4.4       10.7       21.0        9.6       14.8        5.2        1.6       10.4       12.9
 
Number of Traders in Each Category                                    Total Traders:       239 
        17         11         14         35         31         30         34         49         35         24         38         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    35,194
Positions
     1,993     27,291        257      6,360      1,210        590      4,928      1,358          2      9,394          0        209     11,461      4,277
 
Changes from:       February 2, 2016                                 Total Change is:       347
       307        -12        257       -478          0        -24        768         10          2        182          0         16       -683         98
 
Percent of Open Interest Represented by Each Category of Trader
       5.7       77.5        0.7       18.1        3.4        1.7       14.0        3.9        0.0       26.7        0.0        0.6       32.6       12.2
 
Number of Traders in Each Category                                    Total Traders:        24 
         4          .          .          6          .          4          4          .          .          .          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   128,918
Positions
    53,540      6,902      5,303     20,910      9,528      2,326     17,963     32,980      8,137        500     34,745      1,719     18,519     27,278
 
Changes from:       February 2, 2016                                 Total Change is:    -7,938
   -22,183      4,984        969      8,357     -3,202       -481      4,155     -4,604        381       -301       -160        370        794     -6,195
 
Percent of Open Interest Represented by Each Category of Trader
      41.5        5.4        4.1       16.2        7.4        1.8       13.9       25.6        6.3        0.4       27.0        1.3       14.4       21.2
 
Number of Traders in Each Category                                    Total Traders:        83 
        10          5          9          7         11          6         15         19         12          .         13          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    30,948
Positions
    18,983     21,987      1,207      4,138          0          0      4,058      3,731        607        776      2,377        235        944        804
 
Changes from:       February 2, 2016                                 Total Change is:      -196
        43         -3          0        -50          0          0       -232       -189         15         -3         53          0         31        -72
 
Percent of Open Interest Represented by Each Category of Trader
      61.3       71.0        3.9       13.4        0.0        0.0       13.1       12.1        2.0        2.5        7.7        0.8        3.1        2.6
 
Number of Traders in Each Category                                    Total Traders:        31 
         .          8          .          .          0          0          7          5          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   156,411
Positions
    76,810     54,594        173      6,662      6,155        936     38,999     54,415     26,608      2,520      5,140        224      3,479      8,166
 
Changes from:       February 2, 2016                                 Total Change is:   -10,813
     6,864        -20        -73    -39,604        388       -422     16,788    -15,498      5,965        143       -604        -28       -446       -522
 
Percent of Open Interest Represented by Each Category of Trader
      49.1       34.9        0.1        4.3        3.9        0.6       24.9       34.8       17.0        1.6        3.3        0.1        2.2        5.2
 
Number of Traders in Each Category                                    Total Traders:       124 
         9          4          .          6          9          .         19         53         19          9         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    14,405
Positions
     1,562      5,713          0      5,878        160          0      5,682      5,530        140        135      1,635          0      1,008      1,227
 
Changes from:       February 2, 2016                                 Total Change is:       126
         0          0          0        389          0          0       -221       -186        139       -492        152          0        311         21
 
Percent of Open Interest Represented by Each Category of Trader
      10.8       39.7        0.0       40.8        1.1        0.0       39.4       38.4        1.0        0.9       11.4        0.0        7.0        8.5
 
Number of Traders in Each Category                                    Total Traders:        27 
         .          .          0          .          .          0          4         12          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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    33,544
Positions
    18,443      3,541        112      1,219     13,407          1      7,988     10,501      1,398      1,539        880          0      2,844      3,704
 
Changes from:       February 2, 2016                                 Total Change is:     2,565
     2,127      1,932         35         78      3,675          0        114     -2,354        287       -410       -101          0        334       -909
 
Percent of Open Interest Represented by Each Category of Trader
      55.0       10.6        0.3        3.6       40.0        0.0       23.8       31.3        4.2        4.6        2.6        0.0        8.5       11.0
 
Number of Traders in Each Category                                    Total Traders:        58 
         9          .          .          .          .          .         18         16          6          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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    35,434
Positions
    14,140     12,709        813      2,966      2,246        474      6,474      9,211      1,918      2,242        464      1,043      5,366      6,558
 
Changes from:       February 2, 2016                                 Total Change is:     2,815
     1,544      1,889        156        352       -960          6        248      2,161        167       -141       -262        193        291       -536
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       35.9        2.3        8.4        6.3        1.3       18.3       26.0        5.4        6.3        1.3        2.9       15.1       18.5
 
Number of Traders in Each Category                                    Total Traders:        89 
        19         13          5          9          4          4         17         15          9          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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    70,867
Positions
    28,279     25,418      1,625      5,931      4,492        947     12,949     18,421      3,835      4,483        928      2,086     10,732     13,115
 
Changes from:       February 2, 2016                                 Total Change is:     5,629
     3,087      3,778        312        703     -1,920         11        496      4,322        334       -282       -524        387        582     -1,071
 
Percent of Open Interest Represented by Each Category of Trader
      39.9       35.9        2.3        8.4        6.3        1.3       18.3       26.0        5.4        6.3        1.3        2.9       15.1       18.5
 
Number of Traders in Each Category                                    Total Traders:        89 
        19         13          5          9          4          4         17         15          9          9          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   970,535
Positions
   105,122     56,468     66,018    251,302    203,234     76,439     76,719    148,134    166,618     23,074     48,544     48,204    157,038    156,875
 
Changes from:       February 2, 2016                                 Total Change is:    68,293
    -4,183      4,692     14,359      3,291      6,845      5,193      9,909     -5,606     18,461      1,091      7,920      6,453     13,719      9,976
 
Percent of Open Interest Represented by Each Category of Trader
      10.8        5.8        6.8       25.9       20.9        7.9        7.9       15.3       17.2        2.4        5.0        5.0       16.2       16.2
 
Number of Traders in Each Category                                    Total Traders:       639 
        38         35         41        118         97        101         77        133        120         75         66         78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   204,665
Positions
    54,055     11,537      8,856     26,269     18,588      6,215     15,658      7,272     45,675      2,464      6,820     11,057     34,417     88,644
 
Changes from:       February 2, 2016                                 Total Change is:    27,314
     4,178      3,733      2,079        704       -277      1,302      2,867     -3,838     11,877         82        283      1,744      2,482     10,412
 
Percent of Open Interest Represented by Each Category of Trader
      26.4        5.6        4.3       12.8        9.1        3.0        7.7        3.6       22.3        1.2        3.3        5.4       16.8       43.3
 
Number of Traders in Each Category                                    Total Traders:        82 
        10          8          9         13          7         10         19         13         31          .          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 3,829,352
Positions
   397,661    366,979    143,487  1,163,603    961,666    312,687    353,983    752,985    556,037    112,404    217,975    176,383    613,106    341,152
 
Changes from:       February 2, 2016                                 Total Change is:   204,895
   -14,218     32,387     33,816     14,541     37,216     17,848     13,624    -30,431     54,509      5,089     38,228     23,502     56,184     -2,180
 
Percent of Open Interest Represented by Each Category of Trader
      10.4        9.6        3.7       30.4       25.1        8.2        9.2       19.7       14.5        2.9        5.7        4.6       16.0        8.9
 
Number of Traders in Each Category                                    Total Traders:       622 
        35         38         39        113         95         96         74        131        114         75         61         73
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   100,764
Positions
    34,509      3,276         54     42,181     77,654      3,076     12,857      9,318        549        292        584          0      7,246      6,253
 
Changes from:       February 2, 2016                                 Total Change is:    -1,483
       286     -1,287        -26     -2,877      2,046        158        278     -2,218        110       -263         30          0        851       -296
 
Percent of Open Interest Represented by Each Category of Trader
      34.2        3.3        0.1       41.9       77.1        3.1       12.8        9.2        0.5        0.3        0.6        0.0        7.2        6.2
 
Number of Traders in Each Category                                    Total Traders:        91 
        11          .          .         37         18         14         10          9          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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    63,489
Positions
    10,995     22,736        966     24,634     13,793      1,706     11,503     10,336      4,859      2,472      2,714      1,417      4,938      4,963
 
Changes from:       February 2, 2016                                 Total Change is:     4,807
     2,305       -913        141       -463      1,783        762        886       -222      1,253     -1,259      1,571        473        708        -41
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       35.8        1.5       38.8       21.7        2.7       18.1       16.3        7.7        3.9        4.3        2.2        7.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       218 
        14         21          6         36         24         11         39         38         25         19         26          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   317,446
Positions
    54,974    113,680      4,829    123,168     68,965      8,528     57,515     51,679     24,296     12,360     13,568      7,087     24,689     24,814
 
Changes from:       February 2, 2016                                 Total Change is:    24,037
    11,526     -4,563        704     -2,316      8,913      3,811      4,429     -1,111      6,266     -6,293      7,853      2,367      3,542       -204
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       35.8        1.5       38.8       21.7        2.7       18.1       16.3        7.7        3.9        4.3        2.2        7.8        7.8
 
Number of Traders in Each Category                                    Total Traders:       218 
        14         21          6         36         24         11         39         38         25         19         26          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   439,770
Positions
   194,880     35,871      1,726    109,168    221,914     26,090     77,631    119,455      5,420      8,021      9,946        260     16,574     19,088
 
Changes from:       February 2, 2016                                 Total Change is:    20,219
     5,840      1,132        294     -2,048     21,199        918     10,790     -3,895        323      1,723         84         47      2,333        117
 
Percent of Open Interest Represented by Each Category of Trader
      44.3        8.2        0.4       24.8       50.5        5.9       17.7       27.2        1.2        1.8        2.3        0.1        3.8        4.3
 
Number of Traders in Each Category                                    Total Traders:       275 
        24         12          .         52         61         26         35         62         18         12         17          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    41,491
Positions
     4,623      6,479        106     17,433        801         88      6,869      7,543          0      4,686     21,301          0      7,686      5,173
 
Changes from:       February 2, 2016                                 Total Change is:      -791
         5       -876         14     -1,328       -131         38       -475        138          0        943        -24        -13         25         63
 
Percent of Open Interest Represented by Each Category of Trader
      11.1       15.6        0.3       42.0        1.9        0.2       16.6       18.2        0.0       11.3       51.3        0.0       18.5       12.5
 
Number of Traders in Each Category                                    Total Traders:        48 
         .          8          .         11          .          .          8          9          0          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   101,027
Positions
    25,664     14,415      3,928     15,484      4,186          9     33,181      9,927      2,505      8,629        895          0     11,627     65,162
 
Changes from:       February 2, 2016                                 Total Change is:     6,498
     1,636      3,531        669        686        563          1        842      3,295       -174      2,073     -1,289          0        765        -98
 
Percent of Open Interest Represented by Each Category of Trader
      25.4       14.3        3.9       15.3        4.1        0.0       32.8        9.8        2.5        8.5        0.9        0.0       11.5       64.5
 
Number of Traders in Each Category                                    Total Traders:       100 
        20         13          4         12          4          .         28         12          8          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   202,072
Positions
     9,461    101,311        486    124,536     74,668      7,442     47,682      6,945      3,097      2,493      2,863          9      6,866      5,251
 
Changes from:       February 2, 2016                                 Total Change is:     5,105
     3,916      1,337        175     -1,283      7,166     -1,419      3,253     -1,825        234        -55        249          5        279       -817
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       50.1        0.2       61.6       37.0        3.7       23.6        3.4        1.5        1.2        1.4        0.0        3.4        2.6
 
Number of Traders in Each Category                                    Total Traders:       129 
         9         11          .         37         28         15         22          8          5          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   538,640
Positions
    38,065    138,235      2,712    256,891    196,853    100,692     98,708     66,998      7,698     16,649     11,937      1,889     15,336     11,626
 
Changes from:       February 2, 2016                                 Total Change is:    14,978
    -1,568      9,319      1,325      9,890       -799        706      4,595      2,685        684       -969        623        443       -128         -8
 
Percent of Open Interest Represented by Each Category of Trader
       7.1       25.7        0.5       47.7       36.5       18.7       18.3       12.4        1.4        3.1        2.2        0.4        2.8        2.2
 
Number of Traders in Each Category                                    Total Traders:       271 
        19         21          6         69         48         34         32         43         19         25         14          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   767,678
Positions
     7,474     43,607     53,720    215,330    163,429    131,500     57,488     58,082    119,895     10,786     32,650     11,825    159,660    152,971
 
Changes from:       February 2, 2016                                 Total Change is:    76,451
      -183     -8,416     21,677       -190     15,080      6,789     10,339     10,228     36,743      3,115     -2,788      1,163     -3,003     -4,025
 
Percent of Open Interest Represented by Each Category of Trader
       1.0        5.7        7.0       28.0       21.3       17.1        7.5        7.6       15.6        1.4        4.3        1.5       20.8       19.9
 
Number of Traders in Each Category                                    Total Traders:       161 
         7         15         17         37         32         39         26         27         35          4         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   632,040
Positions
     3,360     79,714      2,042    387,881    121,692     60,151     29,575    270,744     11,101      7,784      7,318          0    130,146     79,278
 
Changes from:       February 2, 2016                                 Total Change is:     2,628
       423      9,366      1,278      4,392       -751       -244     -1,007     -8,153        256          0     -1,755          0     -2,470      2,631
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       12.6        0.3       61.4       19.3        9.5        4.7       42.8        1.8        1.2        1.2        0.0       20.6       12.5
 
Number of Traders in Each Category                                    Total Traders:       102 
         .          9          .         48         15         31         10         14         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is 1,222,335
Positions
    22,638    151,091      7,835    357,884    226,174    103,811    350,110    342,485     92,607    137,232    123,911     23,188    127,029    151,233
 
Changes from:       February 2, 2016                                 Total Change is:    76,957
    -2,412     16,722      4,312      8,492    -22,783        625     22,527     54,163     21,193      7,412     -5,325      6,155      8,652      1,894
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       12.4        0.6       29.3       18.5        8.5       28.6       28.0        7.6       11.2       10.1        1.9       10.4       12.4
 
Number of Traders in Each Category                                    Total Traders:       263 
         7         31          9         53         37         44         36         48         42         20         31         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 3,774,596
Positions
    64,829    325,424    276,204  1,167,109    802,573    443,686    445,614    687,587    526,122    353,956    154,860     90,321    406,756    467,819
 
Changes from:       February 2, 2016                                 Total Change is:   260,909
     1,230      4,950     98,282     10,954        157      5,195      7,771     38,123    114,221      8,746     -1,033      8,883      5,627     -7,868
 
Percent of Open Interest Represented by Each Category of Trader
       1.7        8.6        7.3       30.9       21.3       11.8       11.8       18.2       13.9        9.4        4.1        2.4       10.8       12.4
 
Number of Traders in Each Category                                    Total Traders:       375 
        13         44         47         61         79         83         63         58         86         21         36         27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 3,152,580
Positions
    38,122    371,896    114,331  1,393,175    442,245    452,361    356,377    851,478    325,712    128,903    196,892     26,145    317,456    371,521
 
Changes from:       February 2, 2016                                 Total Change is:   142,540
     1,644     35,414     32,639    -55,580     -6,806     33,772      9,153    -24,120     92,323     11,961    -26,185      4,931     11,697        572
 
Percent of Open Interest Represented by Each Category of Trader
       1.2       11.8        3.6       44.2       14.0       14.3       11.3       27.0       10.3        4.1        6.2        0.8       10.1       11.8
 
Number of Traders in Each Category                                    Total Traders:       303 
        10         34         21         55         47         58         48         51         62         15         43         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   808,257
Positions
   316,732    167,765    227,372      4,139      9,319     26,872     26,124    120,543    154,087     18,208     45,368     10,174     24,549     46,756
 
Changes from:       February 2, 2016                                 Total Change is:    39,441
    32,720     19,046     22,974          0     -2,889     -5,168        -57      1,847     -2,048        297      9,914    -10,006        729      5,771
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       20.8       28.1        0.5        1.2        3.3        3.2       14.9       19.1        2.3        5.6        1.3        3.0        5.8
 
Number of Traders in Each Category                                    Total Traders:       104 
        12         30         33          .          4          5         10         32         33          4          5          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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 is20,897,711
Positions
 2,476,522  1,895,895  3,804,814  1,042,581  1,458,047    838,201    880,151    614,841  9,215,145    417,121    487,538  1,341,062    882,113  1,242,169
 
Changes from:       February 2, 2016                                 Total Change is: 1,169,666
  -109,317    -13,123    176,889     -1,746    -55,740    101,767    -37,566   -156,150    942,331    -57,159     44,345     93,688     60,779     35,658
 
Percent of Open Interest Represented by Each Category of Trader
      11.9        9.1       18.2        5.0        7.0        4.0        4.2        2.9       44.1        2.0        2.3        6.4        4.2        5.9
 
Number of Traders in Each Category                                    Total Traders:       315 
        26         61         84         12         31         36         36         91        103         23         32         37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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    29,520
Positions
     4,752      4,813          0        310     12,573         12     17,344      9,022          0      6,684      2,753        259        159         88
 
Changes from:       February 2, 2016                                 Total Change is:      -140
      -734      1,773          0          0     -1,772         12     -1,260         77          0      1,916        -74       -117         43        -39
 
Percent of Open Interest Represented by Each Category of Trader
      16.1       16.3        0.0        1.1       42.6        0.0       58.8       30.6        0.0       22.6        9.3        0.9        0.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          4          0          .         11          .          5         11          0          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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    38,148
Positions
     1,700      6,964          0        502     16,249          1     33,717      9,719          0      2,050      5,191          0        178         24
 
Changes from:       February 2, 2016                                 Total Change is:     6,254
       -96      5,068          0        347        975          0      4,895        510          0      1,010       -298          0         98         -1
 
Percent of Open Interest Represented by Each Category of Trader
       4.5       18.3        0.0        1.3       42.6        0.0       88.4       25.5        0.0        5.4       13.6        0.0        0.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          .          9          .          7          7          0          .          8          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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    76,211
Positions
       756     53,724         86     17,099      2,828        579     27,608     11,811      3,261     19,508      1,134        111      7,203      2,677
 
Changes from:       February 2, 2016                                 Total Change is:      -197
       453     -3,366         18     -2,070      2,764       -903      6,075      1,288      1,114     -2,907     -2,277         28     -2,005      1,138
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       70.5        0.1       22.4        3.7        0.8       36.2       15.5        4.3       25.6        1.5        0.1        9.5        3.5
 
Number of Traders in Each Category                                    Total Traders:       131 
         4          .          .          7          4          .         33         18         11         52          9          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 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   261,604
Positions
    21,171     67,084     22,588     44,361      7,105     25,381     63,756     60,705     36,943      4,889      2,206     15,166     27,349     24,426
 
Changes from:       February 2, 2016                                 Total Change is:     8,991
    -1,729     -1,577      3,306     -5,808        163     -4,313      7,418     11,431      3,195      2,795     -1,137        541      3,586     -2,618
 
Percent of Open Interest Represented by Each Category of Trader
       8.1       25.6        8.6       17.0        2.7        9.7       24.4       23.2       14.1        1.9        0.8        5.8       10.5        9.3
 
Number of Traders in Each Category                                    Total Traders:       154 
         8         18         18         15          6          7         45         35         49          8          7         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 9, 2016                                                               
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    17,023
Positions
       226      3,244          0      3,395      2,684      1,599     10,825      8,132        264        322      1,000          0        392        100
 
Changes from:       February 2, 2016                                 Total Change is:       301
         6          0          0        435        318       -264        116         18          0          0        218          0          8         11
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       19.1        0.0       19.9       15.8        9.4       63.6       47.8        1.6        1.9        5.9        0.0        2.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          0          5          4          4          8          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated February 12, 2016