Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   110,447
Positions
    41,901     11,177         10     20,903      6,844          0      7,102     46,774      5,240     12,393      2,790        498     22,400     37,114
 
Changes from:       March 24, 2015                                   Total Change is:     3,716
     2,016      6,761         -1        250        122        -53     -1,087     -2,270       -270        353       -968        328      2,180         67
 
Percent of Open Interest Represented by Each Category of Trader
      37.9       10.1        0.0       18.9        6.2        0.0        6.4       42.3        4.7       11.2        2.5        0.5       20.3       33.6
 
Number of Traders in Each Category                                    Total Traders:        78
         6          5          .          6          8          0         11         22          8         12          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    34,149
Positions
    17,588      2,675         80      1,600      1,724         33      8,989     12,916        287          0          0          0      5,572     16,434
 
Changes from:       March 24, 2015                                   Total Change is:    -2,147
    -1,636        123         73          0         -2          0         84     -3,188          9          0       -400          0       -677      1,238
 
Percent of Open Interest Represented by Each Category of Trader
      51.5        7.8        0.2        4.7        5.0        0.1       26.3       37.8        0.8        0.0        0.0        0.0       16.3       48.1
 
Number of Traders in Each Category                                    Total Traders:        32
         5          4          .          .          .          .         11          7          .          0          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   182,514
Positions
   111,247      3,140      1,609      8,537     61,411      1,461     33,754     58,094      6,871      4,866     16,770          0     14,169     33,158
 
Changes from:       March 24, 2015                                   Total Change is:     4,374
     5,116        396        671     -1,532      2,930     -1,009        -72        172        852        565      1,891        -68       -149     -1,461
 
Percent of Open Interest Represented by Each Category of Trader
      61.0        1.7        0.9        4.7       33.6        0.8       18.5       31.8        3.8        2.7        9.2        0.0        7.8       18.2
 
Number of Traders in Each Category                                    Total Traders:       111
        10          4          .          6         21          7         25         31         10          7          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   177,478
Positions
    42,986     17,913        146     26,880     28,838      4,014     28,992     66,216      2,770     57,877      5,279         52     13,761     52,250
 
Changes from:       March 24, 2015                                   Total Change is:    -3,548
    -6,789      9,918       -174     -2,004        479        292      4,170     -9,957        398       -285     -3,764         13        831       -753
 
Percent of Open Interest Represented by Each Category of Trader
      24.2       10.1        0.1       15.1       16.2        2.3       16.3       37.3        1.6       32.6        3.0        0.0        7.8       29.4
 
Number of Traders in Each Category                                    Total Traders:       121
        11          4          .         10         18          8         19         40         11          4         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   459,746
Positions
   208,623      9,791      1,465     46,126     99,828     14,903     21,400    182,074      3,744    122,178     58,725      2,926     38,381     86,290
 
Changes from:       March 24, 2015                                   Total Change is:    -1,204
     8,345      2,101        265        600      2,925     -2,839        758     -8,798        232    -10,376      6,082      1,153        658     -2,325
 
Percent of Open Interest Represented by Each Category of Trader
      45.4        2.1        0.3       10.0       21.7        3.2        4.7       39.6        0.8       26.6       12.8        0.6        8.3       18.8
 
Number of Traders in Each Category                                    Total Traders:       237
        21          8          6         23         30         22         26         62         18         27         39         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   138,260
Positions
    99,663      2,150        138      1,196     19,327        352     14,941     55,196        956      5,723     23,313         76     15,215     36,752
 
Changes from:       March 24, 2015                                   Total Change is:     2,567
      -535        -39        135          0      1,321       -676      1,433      1,371        -25        610       -729        -23      1,648      1,232
 
Percent of Open Interest Represented by Each Category of Trader
      72.1        1.6        0.1        0.9       14.0        0.3       10.8       39.9        0.7        4.1       16.9        0.1       11.0       26.6
 
Number of Traders in Each Category                                    Total Traders:        94
        11          5          .          .         12          .         16         32          7          5         12          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    56,354
Positions
    38,453     42,187      3,290        100      5,841          0     10,624      1,630        737        975        350      1,802        373        517
 
Changes from:       March 24, 2015                                   Total Change is:       411
       297        446          0          0       -136          0        147         75          0          0          0          0        -33         26
 
Percent of Open Interest Represented by Each Category of Trader
      68.2       74.9        5.8        0.2       10.4        0.0       18.9        2.9        1.3        1.7        0.6        3.2        0.7        0.9
 
Number of Traders in Each Category                                    Total Traders:        27
         8          8          7          .          .          0          5          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   157,688
Positions
    55,585     73,420          2     51,060      2,612         11     41,202     60,582      4,385      1,963      9,598         69      3,411      7,009
 
Changes from:       March 24, 2015                                   Total Change is:     7,368
       180     12,023     -1,188        -71        258       -211      8,378     -3,361       -306       -124         88         69        641         -4
 
Percent of Open Interest Represented by Each Category of Trader
      35.2       46.6        0.0       32.4        1.7        0.0       26.1       38.4        2.8        1.2        6.1        0.0        2.2        4.4
 
Number of Traders in Each Category                                    Total Traders:       116
         6         12          .          4          5          .         18         51          8          9         11          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    25,906
Positions
    13,213      3,268      5,172          0      1,473          0      1,596     10,728      1,227      1,457        224      2,746        495      1,068
 
Changes from:       March 24, 2015                                   Total Change is:     3,351
       828         50      2,056          0         22          0        802      2,054       -197          0       -370          0       -138       -264
 
Percent of Open Interest Represented by Each Category of Trader
      51.0       12.6       20.0        0.0        5.7        0.0        6.2       41.4        4.7        5.6        0.9       10.6        1.9        4.1
 
Number of Traders in Each Category                                    Total Traders:        23
         4          .          4          0          .          0          5          7          4          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    24,049
Positions
     5,296      4,605          0        664      1,913          0     14,640      9,811        506        316      1,859          0      2,627      5,355
 
Changes from:       March 24, 2015                                   Total Change is:     3,091
      -875      3,916          0       -174         31          0      4,350     -1,387       -126         -4        200          0        -80        457
 
Percent of Open Interest Represented by Each Category of Trader
      22.0       19.1        0.0        2.8        8.0        0.0       60.9       40.8        2.1        1.3        7.7        0.0       10.9       22.3
 
Number of Traders in Each Category                                    Total Traders:        62
         7          .          0          .          .          0         19         20          4          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    48,671
Positions
    18,474     31,559        873      4,809      2,133        327     11,555      5,379      2,110      2,375      1,116          0      8,150      5,176
 
Changes from:       March 24, 2015                                   Total Change is:    -4,654
       -52     -4,284       -172       -744         77         13     -5,293       -619        873        467       -665          0        254        124
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       64.8        1.8        9.9        4.4        0.7       23.7       11.1        4.3        4.9        2.3        0.0       16.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        88
        12         14          .          8          4          .         22         14          4          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    97,342
Positions
    36,948     63,117      1,745      9,618      4,266        653     23,109     10,758      4,220      4,749      2,231          0     16,300     10,352
 
Changes from:       March 24, 2015                                   Total Change is:    -9,307
      -104     -8,568       -343     -1,488        154         25    -10,585     -1,238      1,746        934     -1,330          0        508        247
 
Percent of Open Interest Represented by Each Category of Trader
      38.0       64.8        1.8        9.9        4.4        0.7       23.7       11.1        4.3        4.9        2.3        0.0       16.7       10.6
 
Number of Traders in Each Category                                    Total Traders:        88
        12         14          .          8          4          .         22         14          4          9          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   635,500
Positions
    38,028    136,941     10,396    297,421    123,365     47,772     82,476    158,629     26,048     27,744     47,014      2,812    102,802     82,522
 
Changes from:       March 24, 2015                                   Total Change is:     6,048
       -81    -14,696      5,952    -13,806       -332      2,342      4,693      6,108      1,565       -148     -1,513        -38      5,569      6,660
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       21.5        1.6       46.8       19.4        7.5       13.0       25.0        4.1        4.4        7.4        0.4       16.2       13.0
 
Number of Traders in Each Category                                    Total Traders:       550
        32         34         23        121         76         78         72        114         64         46         55         16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   102,704
Positions
     7,518     26,172          0     50,003     21,335      2,306      2,457      8,495        501      5,219      6,175        133     34,567     37,587
 
Changes from:       March 24, 2015                                   Total Change is:      -369
     5,681    -10,966         -2     -5,992        265          0        345      5,710         35         11       -807        114       -561      5,282
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       25.5        0.0       48.7       20.8        2.2        2.4        8.3        0.5        5.1        6.0        0.1       33.7       36.6
 
Number of Traders in Each Category                                    Total Traders:        67
         7          7          0         15          5          8         11         15          4          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 2,663,980
Positions
   193,285    594,581     11,245  1,244,945    518,005    219,478    425,456    776,031    102,374    114,823    206,393     11,197    341,177    224,676
 
Changes from:       March 24, 2015                                   Total Change is:    32,085
    -3,852      6,305      4,815    -39,200     -3,117     11,842     43,102     23,353    -13,713       -329     -3,060     -1,228     30,648      6,888
 
Percent of Open Interest Represented by Each Category of Trader
       7.3       22.3        0.4       46.7       19.4        8.2       16.0       29.1        3.8        4.3        7.7        0.4       12.8        8.4
 
Number of Traders in Each Category                                    Total Traders:       541
        35         31         19        116         73         74         73        113         52         46         54         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    87,474
Positions
     4,884     22,359        901     44,516     45,217      2,675     20,228     10,295      1,799        424        748          0     12,047      3,480
 
Changes from:       March 24, 2015                                   Total Change is:     2,016
       666       -514         -8       -209      1,020        870     -1,634       -318        957        -76        -55          0      1,450         64
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       25.6        1.0       50.9       51.7        3.1       23.1       11.8        2.1        0.5        0.9        0.0       13.8        4.0
 
Number of Traders in Each Category                                    Total Traders:        94
         9         10          .         35         12         15         13         10          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    63,967
Positions
     2,812     42,408        149     30,922      5,473        825     18,266      7,402      2,103      3,221      2,243         93      5,577      3,271
 
Changes from:       March 24, 2015                                   Total Change is:    -2,993
       -50     -3,439       -196        304       -137         -1     -3,969     -1,085      1,055        265        654         39       -441        116
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       66.3        0.2       48.3        8.6        1.3       28.6       11.6        3.3        5.0        3.5        0.1        8.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       208
        16         17          .         35         15          8         55         33         12         20         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   319,836
Positions
    14,059    212,040        743    154,608     27,366      4,124     91,329     37,010     10,515     16,105     11,216        466     27,887     16,356
 
Changes from:       March 24, 2015                                   Total Change is:   -14,967
      -249    -17,193       -981      1,519       -686         -4    -19,843     -5,427      5,275      1,323      3,271        196     -2,203        582
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       66.3        0.2       48.3        8.6        1.3       28.6       11.6        3.3        5.0        3.5        0.1        8.7        5.1
 
Number of Traders in Each Category                                    Total Traders:       208
        16         17          .         35         15          8         55         33         12         20         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   309,622
Positions
    89,331     39,802        634    108,396    137,059     17,251     58,686     82,910      5,426      6,973     10,616        573     22,352     15,351
 
Changes from:       March 24, 2015                                   Total Change is:    -2,823
     1,874        235         54     -3,980      1,260      1,228     -5,079     -2,154      1,375        -82     -5,522        180      1,607        521
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       12.9        0.2       35.0       44.3        5.6       19.0       26.8        1.8        2.3        3.4        0.2        7.2        5.0
 
Number of Traders in Each Category                                    Total Traders:       248
        18         12          .         55         43         27         42         49         10         14         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    59,404
Positions
     2,788     17,706          0     29,497          0        219      9,671      7,888         45      4,657     26,092        255     12,272      7,199
 
Changes from:       March 24, 2015                                   Total Change is:       257
        33       -112          0     -1,086          0          0        -54        -30          0        858       -256       -310        816        965
 
Percent of Open Interest Represented by Each Category of Trader
       4.7       29.8        0.0       49.7        0.0        0.4       16.3       13.3        0.1        7.8       43.9        0.4       20.7       12.1
 
Number of Traders in Each Category                                    Total Traders:        61
         .          7          0         20          0          .         14         10          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    98,700
Positions
    30,950      3,702        801      7,790        599        630     28,435     10,782      1,077     16,274          0        270     12,473     80,839
 
Changes from:       March 24, 2015                                   Total Change is:    -4,260
      -239      1,183         71        527       -110       -162     -5,311      2,175       -404       -508          0         10      1,756     -7,023
 
Percent of Open Interest Represented by Each Category of Trader
      31.4        3.8        0.8        7.9        0.6        0.6       28.8       10.9        1.1       16.5        0.0        0.3       12.6       81.9
 
Number of Traders in Each Category                                    Total Traders:        75
        17          7          5          9          .          .         28          9          7          4          0          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   142,562
Positions
     6,955     82,194        381     86,136     44,507      3,770     31,923      3,488      4,028      2,329        613          0      7,040      3,581
 
Changes from:       March 24, 2015                                   Total Change is:    -1,737
      -699       -479         22     -2,352        848       -439        669     -2,225        138        451          0          0        473        398
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       57.7        0.3       60.4       31.2        2.6       22.4        2.4        2.8        1.6        0.4        0.0        4.9        2.5
 
Number of Traders in Each Category                                    Total Traders:       104
         6         10          .         38         20         16         18          4          4          7          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 EAFE INDEX X $50)                          
CFTC Code #244042                                                    Open Interest is   369,309
Positions
    51,763    171,238      2,929    177,320     86,730     32,619     63,574     52,013      7,710     16,070      6,670        762     16,562      8,638
 
Changes from:       March 24, 2015                                   Total Change is:    -3,137
     3,888    -14,614         32     -3,059      9,264     -2,816     -4,499      1,571        -92      1,190       -233        -32      2,251      3,783
 
Percent of Open Interest Represented by Each Category of Trader
      14.0       46.4        0.8       48.0       23.5        8.8       17.2       14.1        2.1        4.4        1.8        0.2        4.5        2.3
 
Number of Traders in Each Category                                    Total Traders:       225
        19         22          7         59         35         31         32         24         11         24         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   426,004
Positions
     5,423     72,490      2,524    160,146     78,112     41,836     56,348     62,816      9,861      8,063     24,878        406    141,397    133,081
 
Changes from:       March 24, 2015                                   Total Change is:    11,918
    -2,650       -496      1,449     15,464      4,148     -2,047      2,142      8,327        -55        221      4,084       -386     -2,220     -3,106
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       17.0        0.6       37.6       18.3        9.8       13.2       14.7        2.3        1.9        5.8        0.1       33.2       31.2
 
Number of Traders in Each Category                                    Total Traders:       116
         4         11          .         31         19         25         27         12         14          4          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   571,434
Positions
    22,344     57,463      1,793    269,185     59,809     84,629     55,015    262,965      9,651      6,863      7,870        628    121,326     86,626
 
Changes from:       March 24, 2015                                   Total Change is:   -10,061
     1,667       -286      1,460     -1,171      2,124     -1,566     -5,361     -7,201     -1,199          0       -200          0     -3,891     -3,193
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       10.1        0.3       47.1       10.5       14.8        9.6       46.0        1.7        1.2        1.4        0.1       21.2       15.2
 
Number of Traders in Each Category                                    Total Traders:        93
         4          7          .         37         12         27          9         18         11          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,353,836
Positions
    52,749    112,778     10,632    260,953    402,990    121,938    526,278    159,710     55,675    198,923    325,538      7,906    118,782    156,669
 
Changes from:       March 24, 2015                                   Total Change is:   -16,342
     8,103     -9,386      4,356     40,497    -27,270      1,591   -106,467    -10,535     14,405      6,665     -4,699      3,273     11,235     11,923
 
Percent of Open Interest Represented by Each Category of Trader
       3.9        8.3        0.8       19.3       29.8        9.0       38.9       11.8        4.1       14.7       24.0        0.6        8.8       11.6
 
Number of Traders in Each Category                                    Total Traders:       260
        13         24          5         41         46         40         49         30         25         11         46         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,767,663
Positions
   122,047    111,844     21,666    846,074    823,225    354,696    526,465    709,134    103,980    445,005    182,403     34,407    313,323    426,308
 
Changes from:       March 24, 2015                                   Total Change is:   -37,754
     3,614    -36,777       -111    -51,360    -25,845     32,344    -15,674    -20,469      6,798      8,286     -5,645    -13,282     -8,369     25,233
 
Percent of Open Interest Represented by Each Category of Trader
       4.4        4.0        0.8       30.6       29.7       12.8       19.0       25.6        3.8       16.1        6.6        1.2       11.3       15.4
 
Number of Traders in Each Category                                    Total Traders:       371
        23         20          8         42         88         69         67         56         44         25         50         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 1,982,117
Positions
    56,225    156,028     30,181    704,919    569,171    264,789    450,016    313,246     44,842    162,495    242,793     19,513    249,137    341,554
 
Changes from:       March 24, 2015                                   Total Change is:   -20,490
   -30,407    -13,450     -5,203     34,297     11,480      5,323    -39,639    -44,606     15,028    -15,380     16,799      6,707      8,784    -12,568
 
Percent of Open Interest Represented by Each Category of Trader
       2.8        7.9        1.5       35.6       28.7       13.4       22.7       15.8        2.3        8.2       12.2        1.0       12.6       17.2
 
Number of Traders in Each Category                                    Total Traders:       271
        14         25          5         43         45         48         43         50         26         12         39          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   777,368
Positions
   248,301    156,025    272,521      1,797      3,647      9,083     42,629     89,082     99,621     37,081     50,507     40,813     25,522     56,069
 
Changes from:       March 24, 2015                                   Total Change is:    27,538
     6,727     -3,908     18,400        643         18       -643       -887      4,163      1,676        105      4,948        836        681      2,048
 
Percent of Open Interest Represented by Each Category of Trader
      31.9       20.1       35.1        0.2        0.5        1.2        5.5       11.5       12.8        4.8        6.5        5.3        3.3        7.2
 
Number of Traders in Each Category                                    Total Traders:       114
        20         28         36          .          .          .         12         28         26          5         13          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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 is10,798,008
Positions
 1,629,660  1,181,332  2,986,632    492,544  1,475,822    252,684  1,978,198    933,804  1,694,962    364,139    505,439    493,404    905,785  1,273,929
 
Changes from:       March 24, 2015                                   Total Change is:   185,136
   -35,329     50,093     37,711    -18,788       -133     21,940     43,071    -36,999     84,305    -20,943     -5,950     17,623     55,546     16,546
 
Percent of Open Interest Represented by Each Category of Trader
      15.1       10.9       27.7        4.6       13.7        2.3       18.3        8.6       15.7        3.4        4.7        4.6        8.4       11.8
 
Number of Traders in Each Category                                    Total Traders:       285
        30         54         75         11         24         23         42         64         86         11         37         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    45,371
Positions
     6,555      1,598          0        475     16,439      3,871     32,927     16,013          0      1,427      7,314          0        116        136
 
Changes from:       March 24, 2015                                   Total Change is:       -52
    -1,205        676          0          0        118          5      1,323     -1,650          0       -176        796          0          1          3
 
Percent of Open Interest Represented by Each Category of Trader
      14.4        3.5        0.0        1.0       36.2        8.5       72.6       35.3        0.0        3.1       16.1        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         4          4          0          .          9          .          6          9          0          4          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    37,966
Positions
     8,239      1,010         42          0     17,598        210     29,351      8,710          0         40     10,252          0         84        144
 
Changes from:       March 24, 2015                                   Total Change is:      -385
    -1,233         50         42          0         -7          0      1,215       -847          0       -359        330          0        -50         47
 
Percent of Open Interest Represented by Each Category of Trader
      21.7        2.7        0.1        0.0       46.4        0.6       77.3       22.9        0.0        0.1       27.0        0.0        0.2        0.4
 
Number of Traders in Each Category                                    Total Traders:        43
         5          .          .          0         13          .          6          7          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   118,796
Positions
    16,425     71,978        468     11,556      1,445        101     17,670     41,357      1,181     50,343        437          0     21,052      1,829
 
Changes from:       March 24, 2015                                   Total Change is:     2,648
     1,599      1,334         -5      1,043        -42       -334     -1,813      3,966        -94      2,327       -226        -49        -26     -1,902
 
Percent of Open Interest Represented by Each Category of Trader
      13.8       60.6        0.4        9.7        1.2        0.1       14.9       34.8        1.0       42.4        0.4        0.0       17.7        1.5
 
Number of Traders in Each Category                                    Total Traders:       236
         5          4          .         14          .          .         39         16          6        151          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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   354,795
Positions
    84,678     17,565     27,691     88,142     37,703     22,736     31,729    134,850     61,438      5,018      8,337     14,693     18,670     29,782
 
Changes from:       March 24, 2015                                   Total Change is:     5,424
    12,753      4,059     -4,454     -3,953         14       -851     -5,310     -3,096     10,472       -399       -609     -1,151     -1,683      1,040
 
Percent of Open Interest Represented by Each Category of Trader
      23.9        5.0        7.8       24.8       10.6        6.4        8.9       38.0       17.3        1.4        2.3        4.1        5.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       177
        20         12         20          5         14          8         31         56         59          8         18         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 31, 2015                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              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    13,628
Positions
       174      2,934          0      5,117      1,321        802      6,473      6,910        625        271      1,033          0        166          3
 
Changes from:       March 24, 2015                                   Total Change is:       482
        18          0          0      1,167          0         35       -776        375          0         40         69          0         -2          3
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       21.5        0.0       37.5        9.7        5.9       47.5       50.7        4.6        2.0        7.6        0.0        1.2        0.0
 
Number of Traders in Each Category                                    Total Traders:        30
         .          .          0          5          .          .          7          7          .          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated April 3, 2015