Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   163,782
Positions
    49,053      2,770     17,902     22,886      4,547         28      9,819     60,105     27,235     11,235      4,352      2,091     23,532     44,751
 
Changes from:       March 3, 2015                                    Total Change is:    15,140
     4,133     -1,015      7,927        509     -1,513       -196     -1,040      2,446      6,518        480     -4,326     -2,210       -981      7,509
 
Percent of Open Interest Represented by Each Category of Trader
      30.0        1.7       10.9       14.0        2.8        0.0        6.0       36.7       16.6        6.9        2.7        1.3       14.4       27.3
 
Number of Traders in Each Category                                    Total Traders:        97
        11          .         10          7          6          .         16         30         19         12          9          4
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Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    58,546
Positions
    27,590      5,837      3,361      1,611      1,815         33      8,379     15,975     10,474          0      1,761          0      7,098     19,289
 
Changes from:       March 3, 2015                                    Total Change is:     6,566
     4,139         87      2,797        495       -771          0         -9      3,123        750          0       -435       -667       -940      1,681
 
Percent of Open Interest Represented by Each Category of Trader
      47.1       10.0        5.7        2.8        3.1        0.1       14.3       27.3       17.9        0.0        3.0        0.0       12.1       32.9
 
Number of Traders in Each Category                                    Total Traders:        36
         5          5          5          .          .          .         10         10         11          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   245,532
Positions
   100,961     16,022     21,895     12,099     53,774      3,135     38,573     61,263     36,719      6,575     12,747      6,014     19,561     33,963
 
Changes from:       March 3, 2015                                    Total Change is:    35,766
    12,481      5,013     14,671       -383       -658        425      3,270      5,760      5,700      1,456      1,470          9     -1,863      3,375
 
Percent of Open Interest Represented by Each Category of Trader
      41.1        6.5        8.9        4.9       21.9        1.3       15.7       25.0       15.0        2.7        5.2        2.4        8.0       13.8
 
Number of Traders in Each Category                                    Total Traders:       125
        10          7         11          9         18          9         25         35         25         11          9         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   260,903
Positions
    96,337     23,835     15,051     28,366     26,162      4,610     30,196     82,862     25,198     39,307      8,632      6,339     15,498     68,213
 
Changes from:       March 3, 2015                                    Total Change is:    10,438
     9,399      2,384        662       -527     -4,080      2,058        447      4,684      1,984     -1,377     -4,921     -1,683       -524      9,352
 
Percent of Open Interest Represented by Each Category of Trader
      36.9        9.1        5.8       10.9       10.0        1.8       11.6       31.8        9.7       15.1        3.3        2.4        5.9       26.1
 
Number of Traders in Each Category                                    Total Traders:       135
        12          8         11         10         17          7         20         47         29          4         15          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   597,831
Positions
   234,483     29,605     37,568     43,773     86,498     20,592     39,234    174,189     79,490     74,020     45,679     21,653     47,019    102,556
 
Changes from:       March 3, 2015                                    Total Change is:    31,783
     6,364      4,393      4,247       -871        -52     -2,317     13,037      4,949      3,476      3,424     13,349        942      3,481      2,796
 
Percent of Open Interest Represented by Each Category of Trader
      39.2        5.0        6.3        7.3       14.5        3.4        6.6       29.1       13.3       12.4        7.6        3.6        7.9       17.2
 
Number of Traders in Each Category                                    Total Traders:       262
        22         14         17         22         28         25         34         64         46         33         42         30
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Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   213,099
Positions
   119,762      4,036     28,903      2,052     17,488        994     14,715     68,485     20,427      8,030     23,154      1,340     16,877     48,272
 
Changes from:       March 3, 2015                                    Total Change is:    49,580
    23,326      2,473     20,644        996       -758     -1,718      2,543      9,843      7,978         66      8,391     -1,382     -2,874      4,108
 
Percent of Open Interest Represented by Each Category of Trader
      56.2        1.9       13.6        1.0        8.2        0.5        6.9       32.1        9.6        3.8       10.9        0.6        7.9       22.7
 
Number of Traders in Each Category                                    Total Traders:       103
        13          4          8          .         10          4         15         40         21          7         11          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    64,992
Positions
    33,519     33,373     12,426        220      6,096          0     10,805      5,219      3,623      2,016      1,189      1,936        447      1,130
 
Changes from:       March 3, 2015                                    Total Change is:     6,239
     1,856      3,088      4,178        120          0       -515        373     -1,392      1,281       -129         73          0       -925       -474
 
Percent of Open Interest Represented by Each Category of Trader
      51.6       51.3       19.1        0.3        9.4        0.0       16.6        8.0        5.6        3.1        1.8        3.0        0.7        1.7
 
Number of Traders in Each Category                                    Total Traders:        33
         9          9         10          .          .          0          .          4          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   185,235
Positions
    55,464     67,242     10,826     50,837      3,130        375     28,484     53,061     32,413      3,097     10,178        726      3,012      7,283
 
Changes from:       March 3, 2015                                    Total Change is:     6,880
        24      6,863      9,507     -1,254        614        375         80    -10,555     -1,284       -615        936        558       -512       -135
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       36.3        5.8       27.4        1.7        0.2       15.4       28.6       17.5        1.7        5.5        0.4        1.6        3.9
 
Number of Traders in Each Category                                    Total Traders:       134
         5         11          4          4          7          .         26         53         16         10         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    23,426
Positions
    13,524      3,470      3,114          0      1,219          0      1,501     10,875        569      1,457        224      2,746        515      1,209
 
Changes from:       March 3, 2015                                    Total Change is:     1,032
       920        -26        139          0          5          0         11        705        157        -90          0          0       -105         52
 
Percent of Open Interest Represented by Each Category of Trader
      57.7       14.8       13.3        0.0        5.2        0.0        6.4       46.4        2.4        6.2        1.0       11.7        2.2        5.2
 
Number of Traders in Each Category                                    Total Traders:        24
         4          .          .          0          .          0          4          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    29,726
Positions
     9,218      1,072      1,600        898      1,735          0     13,672     13,027      1,940        610      3,958          0      1,788      6,394
 
Changes from:       March 3, 2015                                    Total Change is:     2,115
     1,710       -111      1,329         85        135          0     -1,501       -636        560        -45        227          0        -23        611
 
Percent of Open Interest Represented by Each Category of Trader
      31.0        3.6        5.4        3.0        5.8        0.0       46.0       43.8        6.5        2.1       13.3        0.0        6.0       21.5
 
Number of Traders in Each Category                                    Total Traders:        73
         9          .          4          .          4          0         18         22          9          .         11          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    57,839
Positions
    17,313     36,212      1,481      4,699      2,094        301     21,923      4,643      1,480      2,203      3,242        550      7,890      7,837
 
Changes from:       March 3, 2015                                    Total Change is:    -2,694
       357     -1,055        527       -349        190       -132     -3,357     -2,156        446        225       -802        -50       -361        337
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       62.6        2.6        8.1        3.6        0.5       37.9        8.0        2.6        3.8        5.6        1.0       13.6       13.5
 
Number of Traders in Each Category                                    Total Traders:        96
        15         14          5          8          .          4         30          8         10         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   115,678
Positions
    34,625     72,424      2,961      9,398      4,187        602     43,845      9,286      2,960      4,406      6,485      1,100     15,781     15,673
 
Changes from:       March 3, 2015                                    Total Change is:    -5,389
       713     -2,110      1,054       -698        380       -264     -6,714     -4,311        892        450     -1,603       -100       -722        673
 
Percent of Open Interest Represented by Each Category of Trader
      29.9       62.6        2.6        8.1        3.6        0.5       37.9        8.0        2.6        3.8        5.6        1.0       13.6       13.5
 
Number of Traders in Each Category                                    Total Traders:        96
        15         14          5          8          .          4         30          8         10         10          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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 1,007,809
Positions
    56,177    151,362     92,837    299,209    129,493     58,727     99,501    177,730    156,970     31,709     56,445     31,916    180,763    152,329
 
Changes from:       March 3, 2015                                    Total Change is:    89,333
    18,773     -4,808     26,318     -2,642     10,144      4,656      1,216     21,211      3,878      1,205     -1,193      2,318     33,612     26,810
 
Percent of Open Interest Represented by Each Category of Trader
       5.6       15.0        9.2       29.7       12.8        5.8        9.9       17.6       15.6        3.1        5.6        3.2       17.9       15.1
 
Number of Traders in Each Category                                    Total Traders:       635
        38         33         44        116         71         85         99        124        117         93         58         75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   263,812
Positions
    70,167     50,661      7,552     58,869     23,608      2,813      5,264     13,897     46,954      6,375     10,935     10,993     54,825     96,400
 
Changes from:       March 3, 2015                                    Total Change is:    35,243
    22,368      3,261      5,277      7,732        840       -488     -1,912      4,476     -1,721     -1,112       -406        165      4,935     23,840
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       19.2        2.9       22.3        8.9        1.1        2.0        5.3       17.8        2.4        4.1        4.2       20.8       36.5
 
Number of Traders in Each Category                                    Total Traders:        92
        12          8          8         13          7          8         13         21         29          9          7          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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 3,719,983
Positions
   226,145    799,600    130,332  1,252,503    580,235    228,765    519,232    867,213    502,033    129,181    230,055    102,107    629,687    279,645
 
Changes from:       March 3, 2015                                    Total Change is:   270,451
    26,940      4,571     60,293    -34,716     63,675      8,565     18,934     86,968     24,702     12,000     -3,524     10,351    143,383     14,851
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       21.5        3.5       33.7       15.6        6.1       14.0       23.3       13.5        3.5        6.2        2.7       16.9        7.5
 
Number of Traders in Each Category                                    Total Traders:       608
        37         34         39        112         68         80         96        119        110         88         53         69
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    92,360
Positions
     5,720     19,455        367     47,381     45,240      1,892     22,053     10,345      1,954        759        582          0     12,234     12,525
 
Changes from:       March 3, 2015                                    Total Change is:    -1,888
       134     -3,022         19     -2,037      1,939         33       -620       -519       -229        182       -579          0        630        470
 
Percent of Open Interest Represented by Each Category of Trader
       6.2       21.1        0.4       51.3       49.0        2.0       23.9       11.2        2.1        0.8        0.6        0.0       13.2       13.6
 
Number of Traders in Each Category                                    Total Traders:        91
         6         10          .         33         11         16         16         10          4          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    90,510
Positions
     3,714     48,390     10,910     30,099      6,368      1,786     26,568     10,832      4,330      3,978      2,411        768      8,358      4,715
 
Changes from:       March 3, 2015                                    Total Change is:     1,117
       627        105        320     -2,879         -7      1,193        255     -1,390      1,329        639       -241        199       -567       -391
 
Percent of Open Interest Represented by Each Category of Trader
       4.1       53.5       12.1       33.3        7.0        2.0       29.4       12.0        4.8        4.4        2.7        0.8        9.2        5.2
 
Number of Traders in Each Category                                    Total Traders:       236
        15         20         14         36         15          7         72         33         28         25         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    17,904
Positions
    10,525     16,044        217      2,284          0          0      1,888        733          0      1,232          0          0      1,758        910
 
Changes from:       March 3, 2015                                    Total Change is:       565
      -100        477        217          0          0          0        547        244          0         76          0          0       -175       -373
 
Percent of Open Interest Represented by Each Category of Trader
      58.8       89.6        1.2       12.8        0.0        0.0       10.5        4.1        0.0        6.9        0.0        0.0        9.8        5.1
 
Number of Traders in Each Category                                    Total Traders:        24
         8          6          .          .          0          0          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   363,031
Positions
    14,674    210,461      4,733    144,591     37,353      3,417    128,156     55,253     16,893     13,728     12,057      3,838     33,001     19,026
 
Changes from:       March 3, 2015                                    Total Change is:     2,760
     2,287     -3,211      1,866     -8,878      5,478        450        386     -6,324      4,799      2,813     -1,204        997     -1,960        -92
 
Percent of Open Interest Represented by Each Category of Trader
       4.0       58.0        1.3       39.8       10.3        0.9       35.3       15.2        4.7        3.8        3.3        1.1        9.1        5.2
 
Number of Traders in Each Category                                    Total Traders:       233
        14         21          7         35         16          7         71         34         25         22         20          8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   354,772
Positions
    98,588     38,200     14,609    121,975    136,561     17,371     61,747    105,790      7,550      7,088     17,280      1,179     24,665     16,233
 
Changes from:       March 3, 2015                                    Total Change is:     3,225
    10,145     -8,229     -4,223     -4,332      3,262         74        394      6,060       -727     -1,137      6,405        218      2,813        385
 
Percent of Open Interest Represented by Each Category of Trader
      27.8       10.8        4.1       34.4       38.5        4.9       17.4       29.8        2.1        2.0        4.9        0.3        7.0        4.6
 
Number of Traders in Each Category                                    Total Traders:       261
        20         12          8         52         44         27         42         59         16         15         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    85,038
Positions
     2,361     24,312      6,369     27,423          0        139      9,737     18,796      2,653      4,556      5,173     17,277     14,523     10,319
 
Changes from:       March 3, 2015                                    Total Change is:    25,970
       144       -145      5,582       -542          0        -12      1,394        782      2,318       -278        793     17,272         92       -620
 
Percent of Open Interest Represented by Each Category of Trader
       2.8       28.6        7.5       32.2        0.0        0.2       11.5       22.1        3.1        5.4        6.1       20.3       17.1       12.1
 
Number of Traders in Each Category                                    Total Traders:        68
         4          7          4         18          0          .         16         13          7          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   138,941
Positions
    36,352      5,462      7,137      9,835      4,908        873     51,655     11,817      4,600      4,140         14     13,677     10,672     90,453
 
Changes from:       March 3, 2015                                    Total Change is:    17,699
     1,402        378      4,195       -149       -724       -489     -2,245       -667      2,920        100       -767     13,220     -1,255       -367
 
Percent of Open Interest Represented by Each Category of Trader
      26.2        3.9        5.1        7.1        3.5        0.6       37.2        8.5        3.3        3.0        0.0        9.8        7.7       65.1
 
Number of Traders in Each Category                                    Total Traders:       103
        20         10         10         10          5          .         41          8         11          8          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   151,602
Positions
     9,101     89,961      1,208     93,055     46,345      4,219     30,708      2,199      3,927      1,901        573          0      7,483      3,170
 
Changes from:       March 3, 2015                                    Total Change is:     3,831
      -549      1,317        470      2,440      3,334       -396      1,910       -173       -643       -191       -207          0        790        129
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       59.3        0.8       61.4       30.6        2.8       20.3        1.5        2.6        1.3        0.4        0.0        4.9        2.1
 
Number of Traders in Each Category                                    Total Traders:       105
         7         13          .         37         20         19         17          4          .          6          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   368,101
Positions
    45,682    183,217      8,818    166,809     72,919     33,627     70,892     47,847      9,377     16,495      6,170      1,406     14,995      4,720
 
Changes from:       March 3, 2015                                    Total Change is:     6,261
    10,138      2,416     -3,190     -1,886      4,773        149      3,062     -3,216      2,796     -5,315        367         92        415      2,074
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       49.8        2.4       45.3       19.8        9.1       19.3       13.0        2.5        4.5        1.7        0.4        4.1        1.3
 
Number of Traders in Each Category                                    Total Traders:       215
        16         22         11         59         30         30         32         21         15         23         12          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   472,082
Positions
     2,383     49,466     19,039    127,334     71,263     62,245     58,022     46,109     40,466      6,367     15,090      8,716    147,511    159,688
 
Changes from:       March 3, 2015                                    Total Change is:   -14,352
    -5,563       -255      5,074      6,640     -7,060     -4,483    -12,651    -11,342     -4,701          0     -2,564        871        461     10,108
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       10.5        4.0       27.0       15.1       13.2       12.3        9.8        8.6        1.3        3.2        1.8       31.2       33.8
 
Number of Traders in Each Category                                    Total Traders:       118
         4         10         11         25         20         24         26         18         33          5         10          9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   588,335
Positions
    18,455     61,525      6,351    272,893     60,549     84,165     65,759    250,770     19,144      7,179     14,764         58    114,331     91,009
 
Changes from:       March 3, 2015                                    Total Change is:     6,242
    -2,156      4,147     -2,123      8,825      6,043     -1,522      5,743      7,216     -6,720      1,651     -2,132          0      2,544      1,333
 
Percent of Open Interest Represented by Each Category of Trader
       3.1       10.5        1.1       46.4       10.3       14.3       11.2       42.6        3.3        1.2        2.5        0.0       19.4       15.5
 
Number of Traders in Each Category                                    Total Traders:        91
         .          6          6         36         12         27         10         17         15          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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 1,405,362
Positions
    45,403    155,739     16,396    258,685    451,403    132,243    605,201    191,868     63,482    157,926    225,511     17,021    109,004    151,697
 
Changes from:       March 3, 2015                                    Total Change is:    -8,315
    -5,259     38,650     -5,715     -1,567        452        276    -24,062    -17,466    -23,996     48,823     -2,020        171      3,015      1,334
 
Percent of Open Interest Represented by Each Category of Trader
       3.2       11.1        1.2       18.4       32.1        9.4       43.1       13.7        4.5       11.2       16.0        1.2        7.8       10.8
 
Number of Traders in Each Category                                    Total Traders:       261
        10         32         10         38         47         41         47         37         39         13         37         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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 3,179,476
Positions
   121,662    106,534    181,449    886,261    824,540    344,313    430,385    656,397    347,131    460,472    168,183     91,692    316,111    459,237
 
Changes from:       March 3, 2015                                    Total Change is:    40,709
     7,235      2,008        324     75,309     58,887    -23,668    -54,176     14,519     -9,770     57,256    -14,291         70    -11,868     12,632
 
Percent of Open Interest Represented by Each Category of Trader
       3.8        3.4        5.7       27.9       25.9       10.8       13.5       20.6       10.9       14.5        5.3        2.9        9.9       14.4
 
Number of Traders in Each Category                                    Total Traders:       383
        21         29         43         43         82         75         54         75         91         35         44         29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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 2,149,464
Positions
   105,046    201,005     66,269    511,599    531,710    305,475    539,852    328,030    126,045    249,565    195,135     27,869    217,744    367,927
 
Changes from:       March 3, 2015                                    Total Change is:    23,370
     6,402      9,710     -3,587     36,991     46,331     -2,505     -7,477     -1,838     -6,710     -4,304    -18,209      5,403       -843     -5,225
 
Percent of Open Interest Represented by Each Category of Trader
       4.9        9.4        3.1       23.8       24.7       14.2       25.1       15.3        5.9       11.6        9.1        1.3       10.1       17.1
 
Number of Traders in Each Category                                    Total Traders:       277
        17         26         22         37         45         48         50         51         53         17         34         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   735,673
Positions
   238,018    115,137    237,691        530      5,163     16,207     19,868     81,797    124,008     15,898     47,653     57,819     25,634     50,198
 
Changes from:       March 3, 2015                                    Total Change is:    65,746
    -4,486      1,321     25,301     -3,441     -3,913      1,185      2,334      3,035     21,909      6,199        366     19,231     -2,485     -2,688
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       15.7       32.3        0.1        0.7        2.2        2.7       11.1       16.9        2.2        6.5        7.9        3.5        6.8
 
Number of Traders in Each Category                                    Total Traders:       114
        18         30         33          .          5          4         17         26         30          .         11          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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 is19,423,961
Positions
 2,131,140  1,526,661  4,389,653    505,252    901,895    632,075  1,721,287  1,217,003  7,148,376    521,986    749,039  1,544,585    829,606  1,314,675
 
Changes from:       March 3, 2015                                    Total Change is:   129,783
   171,181     40,269      3,067     61,281    -41,287    -44,128    -43,556    116,041   -121,179      5,564     70,774    109,610    -12,058     -3,386
 
Percent of Open Interest Represented by Each Category of Trader
      11.0        7.9       22.6        2.6        4.6        3.3        8.9        6.3       36.8        2.7        3.9        8.0        4.3        6.8
 
Number of Traders in Each Category                                    Total Traders:       313
        34         56         85         14         26         30         52         74        106         15         38         40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    62,446
Positions
    23,043      6,387        690        475     15,192      3,869     24,835     17,729      7,722      1,706     10,697          0        106        160
 
Changes from:       March 3, 2015                                    Total Change is:     4,887
    -3,369     -3,427     -1,105          0        805         -3      1,059        246      7,722        646        719         -7        -56        -63
 
Percent of Open Interest Represented by Each Category of Trader
      36.9       10.2        1.1        0.8       24.3        6.2       39.8       28.4       12.4        2.7       17.1        0.0        0.2        0.3
 
Number of Traders in Each Category                                    Total Traders:        46
         4          5          .          .          9          .          .         11          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    40,579
Positions
    12,820        350          0          0     15,886        210     22,930      8,381      4,128        376     11,514          0        115        110
 
Changes from:       March 3, 2015                                    Total Change is:     3,574
      -695         -1          0          0        134          0        239        -84      4,091        -65       -528        -14         18        -24
 
Percent of Open Interest Represented by Each Category of Trader
      31.6        0.9        0.0        0.0       39.1        0.5       56.5       20.7       10.2        0.9       28.4        0.0        0.3        0.3
 
Number of Traders in Each Category                                    Total Traders:        43
         6          .          0          0         13          .          5          7          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   148,866
Positions
    17,337     91,829        680     12,586      1,487         29     26,601     32,218     18,531     51,383        959         81     21,638      3,053
 
Changes from:       March 3, 2015                                    Total Change is:    24,109
     1,916        416       -125       -351        -19        -70       -585      8,165     14,084      9,098        776        -67        208        948
 
Percent of Open Interest Represented by Each Category of Trader
      11.6       61.7        0.5        8.5        1.0        0.0       17.9       21.6       12.4       34.5        0.6        0.1       14.5        2.1
 
Number of Traders in Each Category                                    Total Traders:       255
         4          .          .         15          .          .         48         14         18        159         10          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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   355,240
Positions
    58,209     19,288     41,968     88,231     32,840     27,677     39,304    124,322     54,701      8,862      6,976     17,454     18,834     30,014
 
Changes from:       March 3, 2015                                    Total Change is:    18,170
    10,157     -9,549      1,814     15,631      2,958     -6,383    -13,621     16,949      4,283        772      2,164      4,363      1,154      1,571
 
Percent of Open Interest Represented by Each Category of Trader
      16.4        5.4       11.8       24.8        9.2        7.8       11.1       35.0       15.4        2.5        2.0        4.9        5.3        8.4
 
Number of Traders in Each Category                                    Total Traders:       186
        17         14         19          5         17          8         37         59         63          8         17         17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 10, 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    14,250
Positions
       104      2,900          0      3,460        775        772      8,938      7,702        658        197      1,430          0        121         13
 
Changes from:       March 3, 2015                                    Total Change is:       284
       -33          0          0       -636          0        -22        941       -222         21          0        510          0         13         -3
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       20.4        0.0       24.3        5.4        5.4       62.7       54.0        4.6        1.4       10.0        0.0        0.8        0.1
 
Number of Traders in Each Category                                    Total Traders:        25
         .          .          0          4          .          .          6          7          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated March 13, 2015