Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   148,642
Positions
    44,920      3,785      9,975     22,377      6,060        224     10,859     57,659     20,717     10,755      8,678      4,302     24,514     37,242
 
Changes from:       February 24, 2015                                Total Change is:     4,398
       695       -217        224        -79        887        156      1,829      4,391        768        780        570        122        -97     -2,502
 
Percent of Open Interest Represented by Each Category of Trader
      30.2        2.5        6.7       15.1        4.1        0.2        7.3       38.8       13.9        7.2        5.8        2.9       16.5       25.1
 
Number of Traders in Each Category                                    Total Traders:        94
         7          5          8          7          8          .         14         27         14         10         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    51,980
Positions
    23,450      5,750        564      1,116      2,586         33      8,388     12,852      9,724          0      2,196        667      8,038     17,608
 
Changes from:       February 24, 2015                                Total Change is:     7,089
     4,388      1,375         58        -20        453         20      1,474      1,664      2,090          0       -120        130     -1,051      1,419
 
Percent of Open Interest Represented by Each Category of Trader
      45.1       11.1        1.1        2.1        5.0        0.1       16.1       24.7       18.7        0.0        4.2        1.3       15.5       33.9
 
Number of Traders in Each Category                                    Total Traders:        36
         5          .          .          .          4          .         11         11         11          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   209,766
Positions
    88,479     11,009      7,224     12,482     54,432      2,710     35,303     55,503     31,019      5,119     11,277      6,005     21,424     30,588
 
Changes from:       February 24, 2015                                Total Change is:      -274
    -4,721      1,896       -818      2,928        449       -272       -756     -1,195      1,707       -256     -1,079        858      1,057     -1,820
 
Percent of Open Interest Represented by Each Category of Trader
      42.2        5.2        3.4        6.0       25.9        1.3       16.8       26.5       14.8        2.4        5.4        2.9       10.2       14.6
 
Number of Traders in Each Category                                    Total Traders:       116
        10          7         11          8         18          9         22         34         18         10          7          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   250,465
Positions
    86,938     21,451     14,389     28,893     30,242      2,553     29,749     78,178     23,215     40,684     13,554      8,023     16,022     58,861
 
Changes from:       February 24, 2015                                Total Change is:    10,862
     7,203       -147      3,508     -4,097     -2,112         -0     16,158      9,095     -1,617     -9,767      1,066      1,097     -1,623        -29
 
Percent of Open Interest Represented by Each Category of Trader
      34.7        8.6        5.7       11.5       12.1        1.0       11.9       31.2        9.3       16.2        5.4        3.2        6.4       23.5
 
Number of Traders in Each Category                                    Total Traders:       144
        14          4          9          9         19          7         19         52         25          8         18          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   566,049
Positions
   228,119     25,213     33,321     44,643     86,550     22,908     26,197    169,240     76,014     70,597     32,331     20,711     43,538     99,761
 
Changes from:       February 24, 2015                                Total Change is:    21,687
     1,473      5,709      1,393      3,472     -2,278      3,488      3,849        358      3,625      1,013      2,866      1,730      1,643      4,796
 
Percent of Open Interest Represented by Each Category of Trader
      40.3        4.5        5.9        7.9       15.3        4.0        4.6       29.9       13.4       12.5        5.7        3.7        7.7       17.6
 
Number of Traders in Each Category                                    Total Traders:       244
        18         13         14         21         30         27         24         68         38         33         37         32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   163,519
Positions
    96,435      1,562      8,258      1,056     18,246      2,712     12,172     58,643     12,448      7,964     14,764      2,722     19,751     44,163
 
Changes from:       February 24, 2015                                Total Change is:    -1,399
    -3,318      1,267        272        -44       -104         23     -5,416     -1,071        668      1,830     -2,341        -99      4,684        -15
 
Percent of Open Interest Represented by Each Category of Trader
      59.0        1.0        5.1        0.6       11.2        1.7        7.4       35.9        7.6        4.9        9.0        1.7       12.1       27.0
 
Number of Traders in Each Category                                    Total Traders:       100
        10          5          9          .         14          7         13         36         18          7         14          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    58,753
Positions
    31,663     30,285      8,248        100      6,096        515     10,432      6,611      2,342      2,145      1,116      1,936      1,372      1,604
 
Changes from:       February 24, 2015                                Total Change is:    11,892
    -1,775      2,071      6,379          0         45        515      4,323        377      1,605        -34         38          0        879        862
 
Percent of Open Interest Represented by Each Category of Trader
      53.9       51.5       14.0        0.2       10.4        0.9       17.8       11.3        4.0        3.7        1.9        3.3        2.3        2.7
 
Number of Traders in Each Category                                    Total Traders:        33
         9          9          9          .          .          .          4          4          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   178,354
Positions
    55,440     60,379      1,319     52,091      2,516          0     28,404     63,616     33,697      3,712      9,242        167      3,524      7,418
 
Changes from:       February 24, 2015                                Total Change is:    -2,473
       -14      5,089        -25        444        -22       -342     -2,337     -7,115       -463        629       -443        125       -490        723
 
Percent of Open Interest Represented by Each Category of Trader
      31.1       33.9        0.7       29.2        1.4        0.0       15.9       35.7       18.9        2.1        5.2        0.1        2.0        4.2
 
Number of Traders in Each Category                                    Total Traders:       122
         4         13          4          .          6          0         24         50         14         10          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    22,394
Positions
    12,604      3,496      2,975          0      1,214          0      1,490     10,170        412      1,547        224      2,746        620      1,157
 
Changes from:       February 24, 2015                                Total Change is:    -9,287
    -3,899     -6,587     -2,434          0          5          0     -3,879       -331          1      1,025          0          0       -101         59
 
Percent of Open Interest Represented by Each Category of Trader
      56.3       15.6       13.3        0.0        5.4        0.0        6.7       45.4        1.8        6.9        1.0       12.3        2.8        5.2
 
Number of Traders in Each Category                                    Total Traders:        21
         4          .          .          0          .          0          4          6          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    27,611
Positions
     7,508      1,183        271        813      1,600          0     15,173     13,663      1,380        655      3,731          0      1,811      5,783
 
Changes from:       February 24, 2015                                Total Change is:       282
    -4,671        774        176        127         -2          0      4,230       -482         59        505        430          0       -144       -673
 
Percent of Open Interest Represented by Each Category of Trader
      27.2        4.3        1.0        2.9        5.8        0.0       55.0       49.5        5.0        2.4       13.5        0.0        6.6       20.9
 
Number of Traders in Each Category                                    Total Traders:        71
         8          .          4          .          .          0         17         24          6          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    60,534
Positions
    16,956     37,267        954      5,048      1,904        433     25,280      6,799      1,034      1,978      4,044        600      8,251      7,500
 
Changes from:       February 24, 2015                                Total Change is:       454
       392     -1,124        132        265         56        -68      2,320       -409        188       -354         13        -48     -2,373      1,714
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       61.6        1.6        8.3        3.1        0.7       41.8       11.2        1.7        3.3        6.7        1.0       13.6       12.4
 
Number of Traders in Each Category                                    Total Traders:        99
        14         15          5         10          .          4         27         12          7         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   121,067
Positions
    33,912     74,534      1,907     10,096      3,807        866     50,559     13,597      2,067      3,956      8,088      1,201     16,503     15,000
 
Changes from:       February 24, 2015                                Total Change is:       909
       785     -2,248        264        529        112       -135      4,640       -817        376       -708         25        -96     -4,747      3,428
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       61.6        1.6        8.3        3.1        0.7       41.8       11.2        1.7        3.3        6.7        1.0       13.6       12.4
 
Number of Traders in Each Category                                    Total Traders:        99
        14         15          5         10          .          4         27         12          7         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   918,475
Positions
    37,404    156,170     66,519    301,851    119,350     54,071     98,285    156,519    153,092     30,504     57,638     29,598    147,151    125,519
 
Changes from:       February 24, 2015                                Total Change is:    22,308
     4,654     -9,698      7,676     -5,807      3,111        796      1,587      5,814      5,231      1,768      1,846       -195      6,599      7,727
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       17.0        7.2       32.9       13.0        5.9       10.7       17.0       16.7        3.3        6.3        3.2       16.0       13.7
 
Number of Traders in Each Category                                    Total Traders:       629
        36         34         43        117         70         82         96        123        111         87         64         70
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   228,569
Positions
    47,799     47,401      2,275     51,137     22,768      3,301      7,176      9,421     48,675      7,487     11,341     10,828     49,890     72,560
 
Changes from:       February 24, 2015                                Total Change is:      -528
     6,265     -1,761       -337        -21     -1,094       -137     -1,749      2,530     -4,453         -2       -767     -1,116      1,023      6,607
 
Percent of Open Interest Represented by Each Category of Trader
      20.9       20.7        1.0       22.4       10.0        1.4        3.1        4.1       21.3        3.3        5.0        4.7       21.8       31.7
 
Number of Traders in Each Category                                    Total Traders:        90
        11          7          8         14          7          9         17         15         29         10          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 3,449,532
Positions
   199,205    795,029     70,039  1,287,218    516,560    220,199    500,298    780,245    477,331    117,180    233,578     91,756    486,304    264,794
 
Changes from:       February 24, 2015                                Total Change is:   114,176
    17,970    -13,659     14,039    -27,491     22,465      3,223     19,693     19,434     45,403      9,073     13,285      4,388     27,878      5,599
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       23.0        2.0       37.3       15.0        6.4       14.5       22.6       13.8        3.4        6.8        2.7       14.1        7.7
 
Number of Traders in Each Category                                    Total Traders:       603
        35         35         36        113         67         77         95        118        105         80         60         64
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    94,248
Positions
     5,586     22,477        348     49,418     43,301      1,859     22,673     10,864      2,183        577      1,161          0     11,604     12,055
 
Changes from:       February 24, 2015                                Total Change is:       953
       -11        271         85        124       -270         20         -5     -2,748        455         -1       -360          0        286      3,500
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       23.8        0.4       52.4       45.9        2.0       24.1       11.5        2.3        0.6        1.2        0.0       12.3       12.8
 
Number of Traders in Each Category                                    Total Traders:        93
         6         11          .         35         11         16         15         11          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    89,393
Positions
     3,087     48,286     10,589     32,978      6,375        593     26,313     12,223      3,000      3,339      2,652        568      8,925      5,106
 
Changes from:       February 24, 2015                                Total Change is:     1,176
        27      2,693       -615      1,476         81         98      1,719        221       -380         55        326         28     -1,231     -1,276
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       54.0       11.8       36.9        7.1        0.7       29.4       13.7        3.4        3.7        3.0        0.6       10.0        5.7
 
Number of Traders in Each Category                                    Total Traders:       231
        13         22         13         35         16          8         64         39         24         21         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                    
CFTC Code #209741                                                    Open Interest is    17,339
Positions
    10,625     15,567          0      2,284          0          0      1,341        489          0      1,156          0          0      1,933      1,283
 
Changes from:       February 24, 2015                                Total Change is:      -373
      -764        891          0          3          0          0        200          0          0        235          0          0        -47     -1,264
 
Percent of Open Interest Represented by Each Category of Trader
      61.3       89.8        0.0       13.2        0.0        0.0        7.7        2.8        0.0        6.7        0.0        0.0       11.1        7.4
 
Number of Traders in Each Category                                    Total Traders:        22
         8          5          0          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   360,271
Positions
    12,387    213,672      2,867    153,469     31,875      2,967    127,770     61,577     12,094     10,915     13,260      2,841     34,961     19,118
 
Changes from:       February 24, 2015                                Total Change is:     7,745
       583      5,641        294      7,366        407        491      7,683      1,189     -1,987       -901      1,632        138     -5,923        -61
 
Percent of Open Interest Represented by Each Category of Trader
       3.4       59.3        0.8       42.6        8.8        0.8       35.5       17.1        3.4        3.0        3.7        0.8        9.7        5.3
 
Number of Traders in Each Category                                    Total Traders:       228
        12         23          7         35         16          8         64         39         22         18         21          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   351,548
Positions
    88,443     46,429     18,832    126,307    133,299     17,297     61,353     99,730      8,277      8,225     10,875        962     21,852     15,847
 
Changes from:       February 24, 2015                                Total Change is:    11,468
    -4,601     -2,997     10,606       -743      1,356        532      2,740     -1,683      2,086       -234        900         68      1,013        599
 
Percent of Open Interest Represented by Each Category of Trader
      25.2       13.2        5.4       35.9       37.9        4.9       17.5       28.4        2.4        2.3        3.1        0.3        6.2        4.5
 
Number of Traders in Each Category                                    Total Traders:       265
        19         15          5         57         42         27         45         53         17         18         16          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    59,068
Positions
     2,217     24,457        787     27,965          0        151      8,343     18,014        335      4,834      4,380          5     14,431     10,939
 
Changes from:       February 24, 2015                                Total Change is:     2,786
      -124         10        676         14          0          5        264       -173        -98       -204          0          0      2,253      2,366
 
Percent of Open Interest Represented by Each Category of Trader
       3.8       41.4        1.3       47.3        0.0        0.3       14.1       30.5        0.6        8.2        7.4        0.0       24.4       18.5
 
Number of Traders in Each Category                                    Total Traders:        61
         4          7          .         19          0          .         14         10          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   121,242
Positions
    34,950      5,084      2,942      9,984      5,632      1,362     53,900     12,484      1,680      4,040        781        457     11,927     90,820
 
Changes from:       February 24, 2015                                Total Change is:       730
     1,999     -2,354        811        300        110        102     -2,892      1,879       -615        219       -770        242        564      1,325
 
Percent of Open Interest Represented by Each Category of Trader
      28.8        4.2        2.4        8.2        4.6        1.1       44.5       10.3        1.4        3.3        0.6        0.4        9.8       74.9
 
Number of Traders in Each Category                                    Total Traders:        97
        19          8          4         10          4          .         36         11          7          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   147,771
Positions
     9,650     88,644        738     90,615     43,011      4,615     28,798      2,372      4,570      2,092        780          0      6,693      3,041
 
Changes from:       February 24, 2015                                Total Change is:       988
       147      4,105        108      1,685      2,104        554     -2,595     -6,395        279        200         60          0        610        173
 
Percent of Open Interest Represented by Each Category of Trader
       6.5       60.0        0.5       61.3       29.1        3.1       19.5        1.6        3.1        1.4        0.5        0.0        4.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       110
         9         12          .         38         19         19         19          4          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   361,840
Positions
    35,544    180,801     12,008    168,695     68,146     33,478     67,830     51,063      6,581     21,810      5,803      1,314     14,580      2,646
 
Changes from:       February 24, 2015                                Total Change is:     5,051
    -4,181      4,062      5,056      3,083     -1,714        674      1,669        569     -2,443      1,984         89        214     -1,005     -1,456
 
Percent of Open Interest Represented by Each Category of Trader
       9.8       50.0        3.3       46.6       18.8        9.3       18.7       14.1        1.8        6.0        1.6        0.4        4.0        0.7
 
Number of Traders in Each Category                                    Total Traders:       213
        15         24          9         59         27         29         32         22         14         24         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   486,435
Positions
     7,946     49,722     13,964    120,694     78,323     66,728     70,673     57,451     45,167      6,367     17,654      7,845    147,050    149,580
 
Changes from:       February 24, 2015                                Total Change is:  -151,668
    -1,639    -21,982      1,378    -52,180    -53,052    -36,490    -22,304     10,465       -992     -6,677    -14,786        938    -33,704    -37,149
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       10.2        2.9       24.8       16.1       13.7       14.5       11.8        9.3        1.3        3.6        1.6       30.2       30.8
 
Number of Traders in Each Category                                    Total Traders:       115
         .          9          8         25         20         24         19         25         32          .         12          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   582,093
Positions
    20,611     57,378      8,474    264,068     54,506     85,687     60,016    243,554     25,864      5,528     16,896         58    111,787     89,676
 
Changes from:       February 24, 2015                                Total Change is:   -50,142
     1,593      4,465    -13,643      7,619        844    -11,127      8,985      2,078    -30,588        -23          2     -2,294    -10,664        122
 
Percent of Open Interest Represented by Each Category of Trader
       3.5        9.9        1.5       45.4        9.4       14.7       10.3       41.8        4.4        0.9        2.9        0.0       19.2       15.4
 
Number of Traders in Each Category                                    Total Traders:        89
         .          6          5         37         10         27         10         16         17          .          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 1,413,677
Positions
    50,662    117,089     22,112    260,252    450,952    131,967    629,262    209,334     87,478    109,103    227,531     16,851    105,989    150,364
 
Changes from:       February 24, 2015                                Total Change is:  -197,511
   -24,916    -44,584    -15,728     26,652     -9,317    -17,695    -60,228     16,125   -104,754     16,873     -1,799        215    -17,930    -19,973
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        8.3        1.6       18.4       31.9        9.3       44.5       14.8        6.2        7.7       16.1        1.2        7.5       10.6
 
Number of Traders in Each Category                                    Total Traders:       261
        14         29         13         38         49         40         51         29         35         14         37         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 3,138,767
Positions
   114,427    104,526    181,126    810,952    765,653    367,981    484,562    641,878    356,901    403,216    182,474     91,622    327,979    446,605
 
Changes from:       February 24, 2015                                Total Change is:       793
     1,247    -13,833        121     66,999    -40,511    -21,297    -23,207     76,947    -17,358     27,929      8,923      7,141    -40,782        660
 
Percent of Open Interest Represented by Each Category of Trader
       3.6        3.3        5.8       25.8       24.4       11.7       15.4       20.5       11.4       12.8        5.8        2.9       10.4       14.2
 
Number of Traders in Each Category                                    Total Traders:       380
        23         28         46         43         80         76         54         74         87         28         50         28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 2,126,094
Positions
    98,644    191,295     69,856    474,609    485,379    307,980    547,328    329,868    132,754    253,869    213,344     22,467    218,587    373,152
 
Changes from:       February 24, 2015                                Total Change is:  -168,896
   -43,527    -73,336       -145       -421     27,229    -20,594      2,183     23,942    -41,852     21,011      2,953      4,043    -89,594    -91,135
 
Percent of Open Interest Represented by Each Category of Trader
       4.6        9.0        3.3       22.3       22.8       14.5       25.7       15.5        6.2       11.9       10.0        1.1       10.3       17.6
 
Number of Traders in Each Category                                    Total Traders:       266
        16         23         18         37         42         51         48         47         51         18         35         15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   669,927
Positions
   242,504    113,817    212,390      3,971      9,075     15,022     17,534     78,763    102,099      9,700     47,287     38,589     28,119     52,886
 
Changes from:       February 24, 2015                                Total Change is:   -40,108
    10,656    -30,878    -20,530      1,773      5,603     -9,340    -20,577      5,728      1,672      2,205     17,487     -5,957        -11     -3,895
 
Percent of Open Interest Represented by Each Category of Trader
      36.2       17.0       31.7        0.6        1.4        2.2        2.6       11.8       15.2        1.4        7.1        5.8        4.2        7.9
 
Number of Traders in Each Category                                    Total Traders:       108
        17         28         32          .          4          .         15         26         30          .         10          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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 is19,294,178
Positions
 1,959,960  1,486,391  4,386,586    443,971    943,182    676,203  1,764,843  1,100,961  7,269,554    516,422    678,266  1,434,974    841,664  1,318,061
 
Changes from:       February 24, 2015                                Total Change is:   572,081
    90,816     45,642     45,672     34,618      7,796     40,280     42,667     48,069    227,451      8,869     55,238    104,674    -22,965     -2,742
 
Percent of Open Interest Represented by Each Category of Trader
      10.2        7.7       22.7        2.3        4.9        3.5        9.1        5.7       37.7        2.7        3.5        7.4        4.4        6.8
 
Number of Traders in Each Category                                    Total Traders:       309
        34         54         84         11         30         31         51         68        102         13         41         41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    57,559
Positions
    26,412      9,814      1,795        475     14,387      3,872     23,776     17,483          0      1,060      9,978          7        162        223
 
Changes from:       February 24, 2015                                Total Change is:     1,400
      -358         90      1,795       -218     -1,131         11        549        205          0       -422        348          7         36         75
 
Percent of Open Interest Represented by Each Category of Trader
      45.9       17.1        3.1        0.8       25.0        6.7       41.3       30.4        0.0        1.8       17.3        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        46
         5          5          .          .          9          .          4         10          0          .         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    37,005
Positions
    13,515        351          0          0     15,752        210     22,691      8,465         37        441     12,042         14         97        134
 
Changes from:       February 24, 2015                                Total Change is:     1,162
       412       -150          0          0        790         12        377      1,329         14        341       -528         14         -8       -319
 
Percent of Open Interest Represented by Each Category of Trader
      36.5        0.9        0.0        0.0       42.6        0.6       61.3       22.9        0.1        1.2       32.5        0.0        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        43
         6          .          0          0         12          .          5          8          .          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   124,757
Positions
    15,421     91,413        805     12,937      1,506         99     27,186     24,053      4,446     42,285        183        148     21,431      2,105
 
Changes from:       February 24, 2015                                Total Change is:     5,072
       118       -133         21        416        120         -3      1,658      3,949        494      2,335        103         20         12        501
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       73.3        0.6       10.4        1.2        0.1       21.8       19.3        3.6       33.9        0.1        0.1       17.2        1.7
 
Number of Traders in Each Category                                    Total Traders:       237
         5          .          .         16          .          .         44         16         16        146          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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   337,070
Positions
    48,052     28,837     40,154     72,600     29,882     34,060     52,925    107,373     50,418      8,090      4,812     13,091     17,680     28,443
 
Changes from:       February 24, 2015                                Total Change is:    29,034
    22,500    -17,057      2,983     17,562      4,371     -4,136    -19,745     29,478      4,341       -524        527      3,895      2,158      4,632
 
Percent of Open Interest Represented by Each Category of Trader
      14.3        8.6       11.9       21.5        8.9       10.1       15.7       31.9       15.0        2.4        1.4        3.9        5.2        8.4
 
Number of Traders in Each Category                                    Total Traders:       175
        14         14         19          6         17          9         38         53         57          7         14         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 3, 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    13,966
Positions
       137      2,900          0      4,096        775        794      7,997      7,924        637        197        920          0        108         16
 
Changes from:       February 24, 2015                                Total Change is:     1,904
        23          0          0        164       -216        224      1,486      1,405          0          0        508          0          7        -17
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       20.8        0.0       29.3        5.5        5.7       57.3       56.7        4.6        1.4        6.6        0.0        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          4          .          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated March 6, 2015