Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   174,347
Positions
    72,631     57,244      3,386     39,570     24,522        995     10,860     43,014     13,020      7,003      3,845        168     26,714     28,153
 
Changes from:       March 1, 2016                                    Total Change is:    15,240
     1,485     11,480      2,345     -3,551     -4,493        -19      4,647         85      9,068     -2,088       -921         -2      3,355     -2,303
 
Percent of Open Interest Represented by Each Category of Trader
      41.7       32.8        1.9       22.7       14.1        0.6        6.2       24.7        7.5        4.0        2.2        0.1       15.3       16.1
 
Number of Traders in Each Category                                    Total Traders:        83 
         7          6          5          9          8          4         13         26         11          8          4          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
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              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    49,744
Positions
    26,036      2,098        125        807      2,244          0     10,705     19,415      4,123          0        400          0      7,948     21,339
 
Changes from:       March 1, 2016                                    Total Change is:     2,110
    -1,377        365       -364          0         67          0         14     -2,192      2,542          0          0          0      1,295      1,692
 
Percent of Open Interest Represented by Each Category of Trader
      52.3        4.2        0.3        1.6        4.5        0.0       21.5       39.0        8.3        0.0        0.8        0.0       16.0       42.9
 
Number of Traders in Each Category                                    Total Traders:        35 
         7          .          .          .          4          0          7         12          8          0          .          0
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF GBP 62,500)                    
CFTC Code #096742                                                    Open Interest is   299,048
Positions
   199,736      3,922     15,642      2,762     88,786      1,600     39,717    114,637     17,484        980     12,173      1,001     20,126     43,803
 
Changes from:       March 1, 2016                                    Total Change is:    23,223
     2,788        396     14,636         -8       -527         51     -7,990        166     10,049        176     -5,740        910      2,611      3,282
 
Percent of Open Interest Represented by Each Category of Trader
      66.8        1.3        5.2        0.9       29.7        0.5       13.3       38.3        5.8        0.3        4.1        0.3        6.7       14.6
 
Number of Traders in Each Category                                    Total Traders:       116 
        10          7          5          .         28          6         25         36         22          .          4          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   289,879
Positions
    67,235    112,635     12,031     26,486     51,047      8,248     84,529     49,600     12,863     38,831      4,776     10,778     28,878     27,901
 
Changes from:       March 1, 2016                                    Total Change is:    28,200
    -2,846      4,235      9,931     -3,089        398      2,031      5,787     -3,478      7,260       -518        159      8,190      1,454       -526
 
Percent of Open Interest Represented by Each Category of Trader
      23.2       38.9        4.2        9.1       17.6        2.8       29.2       17.1        4.4       13.4        1.6        3.7       10.0        9.6
 
Number of Traders in Each Category                                    Total Traders:       128 
         7         10          6         15         21         11         37         26         23          5          4          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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EURO FX - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)                                  
CFTC Code #099741                                                    Open Interest is   433,221
Positions
   126,759     81,881      9,857    109,249    104,822     16,254     51,645    113,572     16,168     54,781     24,067      1,092     47,416     65,508
 
Changes from:       March 1, 2016                                    Total Change is:    15,597
      -265     -7,915      4,351       -289      3,694     -2,059     -3,777      6,535     11,027      5,488     -1,292     -1,835      2,956      3,091
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       18.9        2.3       25.2       24.2        3.8       11.9       26.2        3.7       12.6        5.6        0.3       10.9       15.1
 
Number of Traders in Each Category                                    Total Traders:       232 
        16         13         12         35         35         29         33         47         29         20         30         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF EUR 125,000)              
CFTC Code #299741                                                    Open Interest is    37,977
Positions
     2,045     26,597        264     12,723      1,289      1,290      5,000        889      3,891      2,022          0          0     10,742      3,757
 
Changes from:       March 1, 2016                                    Total Change is:     3,833
        -3        -83        -15         -7         34         -3        345         96      3,882          0          0          0       -366        -78
 
Percent of Open Interest Represented by Each Category of Trader
       5.4       70.0        0.7       33.5        3.4        3.4       13.2        2.3       10.2        5.3        0.0        0.0       28.3        9.9
 
Number of Traders in Each Category                                    Total Traders:        23 
         4          .          .          7          .          6          4          .          4          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   141,845
Positions
    46,219     51,999      1,303     29,021      6,187      1,312     32,263     22,935      5,203        990     31,536        213     25,321     21,157
 
Changes from:       March 1, 2016                                    Total Change is:    18,934
    -1,022     20,679        768      4,099       -484          3      3,992     -8,417      2,946       -211      5,488        203      8,156     -2,252
 
Percent of Open Interest Represented by Each Category of Trader
      32.6       36.7        0.9       20.5        4.4        0.9       22.7       16.2        3.7        0.7       22.2        0.2       17.9       14.9
 
Number of Traders in Each Category                                    Total Traders:        95 
         9          8          7         10          5          6         23         24         13          .         11          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF RUB 2,500,000)                          
CFTC Code #089741                                                    Open Interest is    30,920
Positions
    17,541     20,924      2,367      3,788          0          0      4,791      3,417        660        691      2,377        235        847        940
 
Changes from:       March 1, 2016                                    Total Change is:       937
      -131          0      1,160          0          0          0        711         14       -326        -22          0          0       -455         89
 
Percent of Open Interest Represented by Each Category of Trader
      56.7       67.7        7.7       12.3        0.0        0.0       15.5       11.1        2.1        2.2        7.7        0.8        2.7        3.0
 
Number of Traders in Each Category                                    Total Traders:        28 
         .          6          5          .          0          0          7          5          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   139,105
Positions
    78,429     54,592        542     14,186      4,077        666     19,924     47,533     18,856      2,403      5,605        729      3,370      6,505
 
Changes from:       March 1, 2016                                    Total Change is:    -1,999
      -632       -265         53      1,448       -553        -20     -4,070     -2,361        685         40        194        558        -61       -290
 
Percent of Open Interest Represented by Each Category of Trader
      56.4       39.2        0.4       10.2        2.9        0.5       14.3       34.2       13.6        1.7        4.0        0.5        2.4        4.7
 
Number of Traders in Each Category                                    Total Traders:       111 
         8          4          4          8          7          .         18         44         16         10         10          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    20,886
Positions
         0      5,394          0      6,350        160          0     12,930      9,165        659          0      4,088          0        947      1,420
 
Changes from:       March 1, 2016                                    Total Change is:     5,975
    -1,297       -183       -412       -562       -160          0      8,240      4,981        125          0      1,680          0       -119        -56
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       25.8        0.0       30.4        0.8        0.0       61.9       43.9        3.2        0.0       19.6        0.0        4.5        6.8
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          0          .          .          0          5         11          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    34,957
Positions
    11,329      3,955        130      1,598     10,825          0     13,481     12,047      3,519      1,856      1,212          0      3,044      3,269
 
Changes from:       March 1, 2016                                    Total Change is:     3,484
    -3,262        144        -34        319          1          0      3,129      2,081      2,211        375       -161          0        746       -758
 
Percent of Open Interest Represented by Each Category of Trader
      32.4       11.3        0.4        4.6       31.0        0.0       38.6       34.5       10.1        5.3        3.5        0.0        8.7        9.4
 
Number of Traders in Each Category                                    Total Traders:        68 
         9          .          4          4          4          0         19         20          8          5          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    33,243
Positions
    11,375     11,437      2,033      4,649        769        337      7,691      9,327        388      1,279      1,452          1      5,491      7,500
 
Changes from:       March 1, 2016                                    Total Change is:     2,027
      -119       -253      1,076       -438          0        107      1,627       -334        -11        -35        761          1       -181        681
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       34.4        6.1       14.0        2.3        1.0       23.1       28.1        1.2        3.8        4.4        0.0       16.5       22.6
 
Number of Traders in Each Category                                    Total Traders:        84 
        18         12          7          9          .          4         19         15          5          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE   ($5 X DJIA INDEX)                         
CFTC Code #124603                                                    Open Interest is    66,485
Positions
    22,750     22,873      4,066      9,297      1,537        674     15,381     18,653        776      2,557      2,904          2     10,982     15,000
 
Changes from:       March 1, 2016                                    Total Change is:     4,054
      -237       -506      2,152       -875          0        213      3,253       -667        -22        -69      1,521          1       -362      1,362
 
Percent of Open Interest Represented by Each Category of Trader
      34.2       34.4        6.1       14.0        2.3        1.0       23.1       28.1        1.2        3.8        4.4        0.0       16.5       22.6
 
Number of Traders in Each Category                                    Total Traders:        84 
        18         12          7          9          .          4         19         15          5          4          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                      
CFTC Code #13874+                                                    Open Interest is   812,089
Positions
   141,353     76,375     53,192    243,775    203,123     64,603     81,335    150,837     37,890     22,948     51,648      4,995    161,998    169,426
 
Changes from:       March 1, 2016                                    Total Change is:    35,843
    13,802      4,058     -4,917      1,982     12,101        912     10,931     10,806        355     -1,053      1,922        -18     13,850     10,623
 
Percent of Open Interest Represented by Each Category of Trader
      17.4        9.4        6.5       30.0       25.0        8.0       10.0       18.6        4.7        2.8        6.4        0.6       19.9       20.9
 
Number of Traders in Each Category                                    Total Traders:       587 
        36         34         34        109         97         92         74        131         79         36         70         19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 500 INDEX X $250.00)                       
CFTC Code #138741                                                    Open Interest is   157,773
Positions
    66,489     13,207      3,655     20,963     18,525      5,909     19,846      7,010        779      2,351      5,456        719     37,062    102,513
 
Changes from:       March 1, 2016                                    Total Change is:    11,501
    -2,944     -2,383        208       -908       -211      3,141      5,782     -2,291         50        -87        -63          0      6,259     13,050
 
Percent of Open Interest Represented by Each Category of Trader
      42.1        8.4        2.3       13.3       11.7        3.7       12.6        4.4        0.5        1.5        3.5        0.5       23.5       65.0
 
Number of Traders in Each Category                                    Total Traders:        67 
        12          6          5         12          6          8         12         14          .          .          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,271,582
Positions
   447,342    388,862    174,663  1,136,009    944,938    271,521    388,984    800,675    104,017    111,962    239,936     12,405    624,679    334,565
 
Changes from:       March 1, 2016                                    Total Change is:   121,711
    36,538    -14,984     21,567      9,763     56,875     -6,461     16,438     56,178     10,836     -4,858      9,900        -65     37,953    -12,135
 
Percent of Open Interest Represented by Each Category of Trader
      13.7       11.9        5.3       34.7       28.9        8.3       11.9       24.5        3.2        3.4        7.3        0.4       19.1       10.2
 
Number of Traders in Each Category                                    Total Traders:       580 
        32         38         31        106         95         87         74        130         75         35         70         18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   (S&P 400 INDEX X $100)                   
CFTC Code #33874A                                                    Open Interest is    95,785
Positions
    28,619      8,319        276     44,321     65,391      2,501     11,106     13,360        473        283        534          0      8,206      4,931
 
Changes from:       March 1, 2016                                    Total Change is:       536
    -4,421      4,254        125      5,284     -5,074       -549       -734      1,726         49         29       -211          0        753        216
 
Percent of Open Interest Represented by Each Category of Trader
      29.9        8.7        0.3       46.3       68.3        2.6       11.6       13.9        0.5        0.3        0.6        0.0        8.6        5.1
 
Number of Traders in Each Category                                    Total Traders:        88 
        10          5          .         34         18         15          7         11          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 INDEX X $100)                   
CFTC Code #20974+                                                    Open Interest is    52,461
Positions
     9,852     19,758        731     24,898     11,303      1,146      8,864     11,410        662      2,110      2,420         27      4,171      5,003
 
Changes from:       March 1, 2016                                    Total Change is:       844
     1,007     -1,399         62     -1,121        308       -138      1,131      2,171       -175        159        205         -2        -78       -189
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       37.7        1.4       47.5       21.5        2.2       16.9       21.8        1.3        4.0        4.6        0.1        8.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       211 
        15         23          7         35         23         10         33         51         18         14         17          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE   (NASDAQ 100 STOCK INDEX X $20)        
CFTC Code #209742                                                    Open Interest is   262,306
Positions
    49,260     98,792      3,654    124,489     56,514      5,730     44,321     57,052      3,312     10,549     12,102        136     20,855     25,014
 
Changes from:       March 1, 2016                                    Total Change is:     4,220
     5,034     -6,995        310     -5,607      1,542       -691      5,657     10,857       -874        793      1,027        -11       -391       -945
 
Percent of Open Interest Represented by Each Category of Trader
      18.8       37.7        1.4       47.5       21.5        2.2       16.9       21.8        1.3        4.0        4.6        0.1        8.0        9.5
 
Number of Traders in Each Category                                    Total Traders:       211 
        15         23          7         35         23         10         33         51         18         14         17          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   425,933
Positions
   197,352     33,970      1,916    118,106    213,828     17,195     65,178    123,654      5,052      5,131     10,866         19     15,984     19,433
 
Changes from:       March 1, 2016                                    Total Change is:    -3,670
    -1,107      4,736        368      7,944        325     -5,952     -5,745     -2,359        994     -1,755        625       -284      1,867     -2,123
 
Percent of Open Interest Represented by Each Category of Trader
      46.3        8.0        0.4       27.7       50.2        4.0       15.3       29.0        1.2        1.2        2.6        0.0        3.8        4.6
 
Number of Traders in Each Category                                    Total Traders:       268 
        22         12          5         51         57         27         34         66         17          9         17          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    45,279
Positions
     5,630      6,597        130     16,436      1,334        122      6,459      5,877      4,516      2,728     21,030        400      8,858      5,273
 
Changes from:       March 1, 2016                                    Total Change is:     4,612
       326        -61          0       -437        -47         -1         40       -406      4,346     -1,766       -246        400      1,704        627
 
Percent of Open Interest Represented by Each Category of Trader
      12.4       14.6        0.3       36.3        2.9        0.3       14.3       13.0       10.0        6.0       46.4        0.9       19.6       11.6
 
Number of Traders in Each Category                                    Total Traders:        51 
         4          7          .         11          4          .          9          8          9          .          .          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is   103,671
Positions
    27,273     12,348      5,202     12,971      5,904        765     32,316      9,721      5,628      7,018      1,068         10     12,488     63,025
 
Changes from:       March 1, 2016                                    Total Change is:     2,855
    -3,177        543      1,271         34        -84         17        496        582      3,455     -1,064        505        -55      1,878     -3,379
 
Percent of Open Interest Represented by Each Category of Trader
      26.3       11.9        5.0       12.5        5.7        0.7       31.2        9.4        5.4        6.8        1.0        0.0       12.0       60.8
 
Number of Traders in Each Category                                    Total Traders:        89 
        18          9          7         11          5          .         20         15         14          4          .          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   195,993
Positions
    11,568    104,231      1,197    117,732     66,200      7,806     42,628      3,667      4,418      3,478      2,887          7      7,159      5,580
 
Changes from:       March 1, 2016                                    Total Change is:    -5,845
       185     -3,503        576     -3,581     -3,513       -371     -3,578       -472      1,439        147        -85         -4       -658         88
 
Percent of Open Interest Represented by Each Category of Trader
       5.9       53.2        0.6       60.1       33.8        4.0       21.7        1.9        2.3        1.8        1.5        0.0        3.7        2.8
 
Number of Traders in Each Category                                    Total Traders:       130 
        10         11          4         41         28         19         18          5          7          9          8          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   595,454
Positions
    29,296    216,168     29,797    314,264    141,347     62,739    112,450    109,831      7,427     20,499     14,652      1,286     17,696     12,207
 
Changes from:       March 1, 2016                                    Total Change is:    30,404
    -1,864     37,677     12,216     48,048    -15,566    -28,815      3,003     25,518      1,016        732     -1,328        -87     -3,845       -227
 
Percent of Open Interest Represented by Each Category of Trader
       4.9       36.3        5.0       52.8       23.7       10.5       18.9       18.4        1.2        3.4        2.5        0.2        3.0        2.1
 
Number of Traders in Each Category                                    Total Traders:       281 
        20         24         11         78         45         36         29         43         18         27         15          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   525,655
Positions
     7,018     66,046      3,412    180,910    153,206     81,627     65,266     42,941     29,999      8,609     21,349         31    148,783    127,044
 
Changes from:       March 1, 2016                                    Total Change is:   -16,863
    -1,808     12,914       -630     -7,011      1,277     -4,123      7,122     -1,917    -13,955        689        349       -173      3,026    -10,605
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       12.6        0.6       34.4       29.1       15.5       12.4        8.2        5.7        1.6        4.1        0.0       28.3       24.2
 
Number of Traders in Each Category                                    Total Traders:       150 
         6         17          5         29         34         32         28         22         14          7          7          .
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   624,129
Positions
         0     69,823        815    360,946    110,217     52,952     33,038    275,561     23,089      7,544      7,856          0    145,745     83,816
 
Changes from:       March 1, 2016                                    Total Change is:        96
    -2,375    -12,233       -437     -2,971       -279        118       -686     11,459      1,106          0          0          0      5,341        362
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       11.2        0.1       57.8       17.7        8.5        5.3       44.2        3.7        1.2        1.3        0.0       23.4       13.4
 
Number of Traders in Each Category                                    Total Traders:        96 
         0          6          .         45         13         30         12         15         13          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $200,000 FACE VALUE)            
CFTC Code #042601                                                    Open Interest is   982,783
Positions
    17,536     93,878      3,861    373,299    238,782    101,555    286,463    235,376     40,219     30,321    113,406     13,121    116,408    142,585
 
Changes from:       March 1, 2016                                    Total Change is:   -86,158
    -7,146    -30,439     -6,250      7,449     29,684     -1,756    -34,744    -53,175    -17,287    -28,680     -1,839      1,703        553     -6,799
 
Percent of Open Interest Represented by Each Category of Trader
       1.8        9.6        0.4       38.0       24.3       10.3       29.1       23.9        4.1        3.1       11.5        1.3       11.8       14.5
 
Number of Traders in Each Category                                    Total Traders:       232 
         8         23          8         55         40         46         34         34         26         16         21          9
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Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)           
CFTC Code #043602                                                    Open Interest is 2,801,162
Positions
    86,217    263,775     25,524    979,333    781,322    361,088    511,791    685,689    124,464    363,678    145,993     16,917    332,150    396,390
 
Changes from:       March 1, 2016                                    Total Change is:  -107,955
    -6,814     10,401    -20,844    -53,402      4,364        265     38,992    -51,393    -37,733      9,068     12,458        587    -38,074    -26,060
 
Percent of Open Interest Represented by Each Category of Trader
       3.1        9.4        0.9       35.0       27.9       12.9       18.3       24.5        4.4       13.0        5.2        0.6       11.9       14.2
 
Number of Traders in Each Category                                    Total Traders:       356 
        19         31         18         61         80         67         70         48         49         17         30         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   101,730
Positions
     2,354     17,993        119     20,537     33,194        268     35,867      6,318        392      2,250          0          0     39,943     43,446
 
Changes from:       March 1, 2016                                    Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       2.3       17.7        0.1       20.2       32.6        0.3       35.3        6.2        0.4        2.2        0.0        0.0       39.3       42.7
 
Number of Traders in Each Category                                    Total Traders:        22 
         .          .          .          5          5          4          5          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #044601                                                    Open Interest is 2,514,518
Positions
    59,363    235,013     22,532  1,278,885    546,475    294,799    318,135    767,888    121,020    133,228    160,580      3,998    282,558    362,213
 
Changes from:       March 1, 2016                                    Total Change is:  -130,405
     5,500    -54,139    -11,526    -26,721     24,357    -27,365       -313      4,929    -69,677       -909     -2,289     -2,086      2,692      7,391
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        9.3        0.9       50.9       21.7       11.7       12.7       30.5        4.8        5.3        6.4        0.2       11.2       14.4
 
Number of Traders in Each Category                                    Total Traders:       274 
         9         31         12         48         51         49         47         48         39         12         28          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   770,518
Positions
   302,402    164,494    225,190      4,139     10,484      6,480     64,288    127,366    128,291        123     45,085     19,069     20,536     44,059
 
Changes from:       March 1, 2016                                    Total Change is:    45,293
     4,709      2,064     19,701          0       -207     -4,469     34,090     18,533     -4,300     -4,084      8,994      2,753     -3,107      2,224
 
Percent of Open Interest Represented by Each Category of Trader
      39.2       21.3       29.2        0.5        1.4        0.8        8.3       16.5       16.6        0.0        5.9        2.5        2.7        5.7
 
Number of Traders in Each Category                                    Total Traders:       106 
        17         27         35          .          4          4         16         30         28          .          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is10,887,448
Positions
 2,494,331  1,442,093  2,419,244  1,053,837  1,452,935    247,860  1,360,720  1,639,446  1,714,109    447,168    445,411    389,774    760,405  1,136,576
 
Changes from:       March 1, 2016                                    Total Change is:   -41,925
   111,073    -56,625    -91,409    -10,190    129,521    -72,076    -74,264    -38,024    107,213     40,614      2,096    -20,819    -32,067     -1,802
 
Percent of Open Interest Represented by Each Category of Trader
      22.9       13.2       22.2        9.7       13.3        2.3       12.5       15.1       15.7        4.1        4.1        3.6        7.0       10.4
 
Number of Traders in Each Category                                    Total Traders:       277 
        31         50         78         10         31         27         27         80         83          9         25         24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                 
CFTC Code #246605                                                    Open Interest is    33,133
Positions
     5,076      6,413        816          0     13,291        102     20,381      9,163          9      6,249      2,821        386        114        132
 
Changes from:       March 1, 2016                                    Total Change is:       788
        35        303        689          0        135        -34         51        360       -283        488       -208       -169         11         -5
 
Percent of Open Interest Represented by Each Category of Trader
      15.3       19.4        2.5        0.0       40.1        0.3       61.5       27.7        0.0       18.9        8.5        1.2        0.3        0.4
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          .          .          0         13          .          7          9          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE   (NOTIONAL VALUE OF $100,000)                  
CFTC Code #246606                                                    Open Interest is    46,419
Positions
       250     13,419      2,638        467     13,995        552     39,938     10,498         67      2,459      5,180          0         48         70
 
Changes from:       March 1, 2016                                    Total Change is:     4,701
      -157        568      2,613         -1       -129        307      1,843      1,035         61        101        217          0        -66         29
 
Percent of Open Interest Represented by Each Category of Trader
       0.5       28.9        5.7        1.0       30.1        1.2       86.0       22.6        0.1        5.3       11.2        0.0        0.1        0.2
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          4          .          .          9          .          9          5          .          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S.   (U.S. DOLLAR INDEX X $1000)                                  
CFTC Code #098662                                                    Open Interest is    63,702
Positions
       633     42,259          3     14,196      1,866      1,038     23,029     10,469      4,704     14,476      1,481          0      5,623      1,882
 
Changes from:       March 1, 2016                                    Total Change is:      -595
       195       -165        -24         92         62       -198        990       -656        913     -1,742       -213          0       -821       -314
 
Percent of Open Interest Represented by Each Category of Trader
       1.0       66.3        0.0       22.3        2.9        1.6       36.2       16.4        7.4       22.7        2.3        0.0        8.8        3.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         .          5          .          6          4          .         29         17         16         35          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE   ($1000 X INDEX)                                               
CFTC Code #1170E1                                                    Open Interest is   293,296
Positions
    19,215     58,817     26,133     84,414     15,287     35,824     46,803     75,417     45,751      6,249      2,445      7,659     21,248     25,963
 
Changes from:       March 1, 2016                                    Total Change is:    20,059
    -3,970    -16,396      3,612     17,013      3,950        152     -2,894     22,944      6,350      1,311        128       -725       -790         44
 
Percent of Open Interest Represented by Each Category of Trader
       6.6       20.1        8.9       28.8        5.2       12.2       16.0       25.7       15.6        2.1        0.8        2.6        7.2        8.9
 
Number of Traders in Each Category                                    Total Traders:       173 
         9         17         20         15         12          9         38         51         61         11          9         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 8, 2016                                                                                  
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    20,833
Positions
        88      3,322        296      4,573      1,911      1,400      9,576      8,699      4,331        296        750          0        273        124
 
Changes from:       March 1, 2016                                    Total Change is:     2,789
        28       -489        296     -1,583          0         79          2     -1,934      4,067        -54        750          0        -46         20
 
Percent of Open Interest Represented by Each Category of Trader
       0.4       15.9        1.4       22.0        9.2        6.7       46.0       41.8       20.8        1.4        3.6        0.0        1.3        0.6
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          .          .          6          .          4          8          8          .          .          .          0
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Updated March 11, 2016