Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   101,099
Positions
     2,240     26,367         57     40,567     16,248      1,007     19,724     30,350      2,107      8,955      1,042        298     26,144     23,623
 
Changes from:       March 22, 2016                                   Total Change is:     2,102
      -450      4,919          0       -858     -3,411          0      5,827        853        -37        397       -274        238     -3,015       -186
 
Percent of Open Interest Represented by Each Category of Trader
       2.2       26.1        0.1       40.1       16.1        1.0       19.5       30.0        2.1        8.9        1.0        0.3       25.9       23.4
 
Number of Traders in Each Category                                    Total Traders:        81 
         .         10          .          9          8          4         14         23          7         12          .          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 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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SWISS FRANC - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CHF 125,000)                              
CFTC Code #092741                                                    Open Interest is    35,601
Positions
    12,496      2,213         72      1,236      2,995          0     12,246     12,572        787          0        400          0      8,764     16,562
 
Changes from:       March 22, 2016                                   Total Change is:    -2,055
    -1,461        482         69         18         90          0     -1,341     -1,947         49          0          0          0        611       -798
 
Percent of Open Interest Represented by Each Category of Trader
      35.1        6.2        0.2        3.5        8.4        0.0       34.4       35.3        2.2        0.0        1.1        0.0       24.6       46.5
 
Number of Traders in Each Category                                    Total Traders:        41 
         4          .          .          .          5          0         12         14          6          0          .          0
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Traders in Financial Futures - Futures Only Positions as of March 29, 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   250,444
Positions
   165,346      2,222        854      2,715     86,061      3,468     53,343    104,806      6,239      4,184     12,021          0     14,295     34,773
 
Changes from:       March 22, 2016                                   Total Change is:     4,222
     1,861        377         -1      1,119      1,286          5     -2,046      1,804      1,119      1,550        606          0        615       -974
 
Percent of Open Interest Represented by Each Category of Trader
      66.0        0.9        0.3        1.1       34.4        1.4       21.3       41.8        2.5        1.7        4.8        0.0        5.7       13.9
 
Number of Traders in Each Category                                    Total Traders:       111 
        10          4          .          .         27          8         27         31         16          4          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   148,292
Positions
     3,942     31,396        259     32,135     46,060      5,873     72,050     30,144      2,221      2,588      8,691         13     29,211     23,635
 
Changes from:       March 22, 2016                                   Total Change is:     1,871
      -401      1,692       -158        879       -470         -8       -572      2,899        -76      2,171       -633         -3         39     -1,372
 
Percent of Open Interest Represented by Each Category of Trader
       2.7       21.2        0.2       21.7       31.1        4.0       48.6       20.3        1.5        1.7        5.9        0.0       19.7       15.9
 
Number of Traders in Each Category                                    Total Traders:       114 
         4         11          .         15         20         10         35         20          8          .          7          .
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Traders in Financial Futures - Futures Only Positions as of March 29, 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   330,090
Positions
    78,533     23,474      2,921    106,539     98,704     14,814     40,268    103,385      2,867     31,355     27,592        967     51,826     55,366
 
Changes from:       March 22, 2016                                   Total Change is:     5,780
      -460      6,094        495       -294        729        295      5,709         20     -1,145     -1,328        215       -106      2,614       -817
 
Percent of Open Interest Represented by Each Category of Trader
      23.8        7.1        0.9       32.3       29.9        4.5       12.2       31.3        0.9        9.5        8.4        0.3       15.7       16.8
 
Number of Traders in Each Category                                    Total Traders:       215 
        14          9          8         37         33         29         31         44         16         14         32          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    31,644
Positions
     1,399     22,676        279     15,037        703      1,488      1,324      2,734          0      2,022          0          0     10,095      3,764
 
Changes from:       March 22, 2016                                   Total Change is:       -13
       -31        508         29        263         -3        -42       -285       -134          0          0          0          0         53       -371
 
Percent of Open Interest Represented by Each Category of Trader
       4.4       71.7        0.9       47.5        2.2        4.7        4.2        8.6        0.0        6.4        0.0        0.0       31.9       11.9
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          4          .          9          .          5          .          .          0          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF AUD 100,000)                        
CFTC Code #232741                                                    Open Interest is   119,665
Positions
     2,410     47,792        298     41,537      7,939      1,297     40,086     15,681      1,523      2,165     27,085        135     30,214     17,915
 
Changes from:       March 22, 2016                                   Total Change is:     7,988
       -36      5,256        -59      2,992        375        -10      5,509        596        135        616      1,702        120     -1,279       -127
 
Percent of Open Interest Represented by Each Category of Trader
       2.0       39.9        0.2       34.7        6.6        1.1       33.5       13.1        1.3        1.8       22.6        0.1       25.2       15.0
 
Number of Traders in Each Category                                    Total Traders:        90 
         4          9          .         12          7          5         29         16          6          4          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    27,133
Positions
    14,828     21,620        391      4,392          0          0      5,844      3,119        235        528      1,076        235        680        457
 
Changes from:       March 22, 2016                                   Total Change is:      -120
         0        121          0       -150          0          0        -13       -208          0          0        161          0         43       -194
 
Percent of Open Interest Represented by Each Category of Trader
      54.6       79.7        1.4       16.2        0.0        0.0       21.5       11.5        0.9        1.9        4.0        0.9        2.5        1.7
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          6          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF MXN 500,000)                             
CFTC Code #095741                                                    Open Interest is   109,067
Positions
    54,502     41,687        100     17,107      3,936        445     29,975     51,824        288      2,448      5,520          0      4,202      5,267
 
Changes from:       March 22, 2016                                   Total Change is:     3,672
       506      4,449       -460       -756         17         11      4,729     -1,389        -20       -139        493          0       -199        571
 
Percent of Open Interest Represented by Each Category of Trader
      50.0       38.2        0.1       15.7        3.6        0.4       27.5       47.5        0.3        2.2        5.1        0.0        3.9        4.8
 
Number of Traders in Each Category                                    Total Traders:       108 
         4          8          .          9          7          .         27         35          7         11          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF BRL 100,000)                           
CFTC Code #102741                                                    Open Interest is    45,047
Positions
         0      6,766     13,419      6,048        160          0     21,772     15,101      2,595          0      5,794         27      1,186      1,185
 
Changes from:       March 22, 2016                                   Total Change is:    15,431
         0       -908     13,419          0          0          0        161        549      1,711          0        559         27        113         74
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       15.0       29.8       13.4        0.4        0.0       48.3       33.5        5.8        0.0       12.9        0.1        2.6        2.6
 
Number of Traders in Each Category                                    Total Traders:        27 
         0          .          .          .          .          0          6         12          .          0          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF NZD 100,000)                       
CFTC Code #112741                                                    Open Interest is    28,248
Positions
     5,407      2,356          1      1,889     10,176          0     14,987      9,476      1,269      1,620      1,678          0      3,075      3,292
 
Changes from:       March 22, 2016                                   Total Change is:     1,085
       130        532         -2         92          0          0      1,103       -115         67        220        475          0       -525        128
 
Percent of Open Interest Represented by Each Category of Trader
      19.1        8.3        0.0        6.7       36.0        0.0       53.1       33.5        4.5        5.7        5.9        0.0       10.9       11.7
 
Number of Traders in Each Category                                    Total Traders:        68 
         4          5          .          4          4          0         22         20          4          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE   ($10 X DJIA INDEX)                                     
CFTC Code #12460+                                                    Open Interest is    50,968
Positions
    14,948     21,693        107      6,058        946        413     21,363     16,717        220      1,021      1,768         56      6,783      9,050
 
Changes from:       March 22, 2016                                   Total Change is:     5,388
       468      5,443       -104        102       -156         -8      3,864        362        -79        139         65       -109      1,113        -28
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       42.6        0.2       11.9        1.9        0.8       41.9       32.8        0.4        2.0        3.5        0.1       13.3       17.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        14         15          .         11          4          5         27         15          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   101,935
Positions
    29,895     43,386        213     12,116      1,891        826     42,726     33,434        440      2,042      3,535        111     13,566     18,099
 
Changes from:       March 22, 2016                                   Total Change is:    10,775
       936     10,886       -207        204       -312        -16      7,728        723       -157        278        130       -217      2,226        -55
 
Percent of Open Interest Represented by Each Category of Trader
      29.3       42.6        0.2       11.9        1.9        0.8       41.9       32.8        0.4        2.0        3.5        0.1       13.3       17.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        14         15          .         11          4          5         27         15          .          5          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   632,054
Positions
   117,415     60,302      7,722    252,569    204,492     50,314     73,910    144,882     19,003     23,711     50,149      4,586     82,824     90,604
 
Changes from:       March 22, 2016                                   Total Change is:     7,653
     2,413     -1,248      1,227     -2,749      5,054     -1,136      1,990      2,658       -572      1,666      1,313       -206      5,020        563
 
Percent of Open Interest Represented by Each Category of Trader
      18.6        9.5        1.2       40.0       32.4        8.0       11.7       22.9        3.0        3.8        7.9        0.7       13.1       14.3
 
Number of Traders in Each Category                                    Total Traders:       581 
        39         30         17        112         98         91         72        128         67         37         65         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    62,229
Positions
     9,143     10,871        964     13,626     17,701      2,685      2,830      2,296         50      2,907      1,454         21     30,003     26,187
 
Changes from:       March 22, 2016                                   Total Change is:     1,972
       493        868       -199        169       -107         -1        769        643          0        193         -3          0        548        771
 
Percent of Open Interest Represented by Each Category of Trader
      14.7       17.5        1.5       21.9       28.4        4.3        4.5        3.7        0.1        4.7        2.3        0.0       48.2       42.1
 
Number of Traders in Each Category                                    Total Traders:        55 
         5          6          .         11          4          6         14          9          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,849,125
Positions
   556,538    262,331     18,612  1,197,153    936,396    235,707    366,032    723,559     84,133    114,290    253,745     12,555    264,105    322,087
 
Changes from:       March 22, 2016                                   Total Change is:    28,406
    18,261     -1,922     -1,529    -14,592     25,805     -5,673      8,801     12,773     -5,557      8,328      7,543     -1,995     22,362     -1,039
 
Percent of Open Interest Represented by Each Category of Trader
      19.5        9.2        0.7       42.0       32.9        8.3       12.8       25.4        3.0        4.0        8.9        0.4        9.3       11.3
 
Number of Traders in Each Category                                    Total Traders:       572 
        38         30         15        110         95         88         72        128         62         36         63         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    88,727
Positions
    16,406      9,496        319     45,000     62,440      2,234     13,689      8,304        817        204        804          0     10,058      4,313
 
Changes from:       March 22, 2016                                   Total Change is:     4,170
    -1,193      3,580         47      2,852        232         88      1,257       -760        479       -202         39          0        842        465
 
Percent of Open Interest Represented by Each Category of Trader
      18.5       10.7        0.4       50.7       70.4        2.5       15.4        9.4        0.9        0.2        0.9        0.0       11.3        4.9
 
Number of Traders in Each Category                                    Total Traders:        88 
         8          4          .         36         17         15          9         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    44,012
Positions
     7,624     14,026        143     17,538      9,228        800      9,886     12,642        758      2,328      1,965         28      4,905      4,420
 
Changes from:       March 22, 2016                                   Total Change is:     1,732
      -239      2,457          9     -1,272       -879        113      2,647        992       -213         84       -412        -40        644       -294
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       31.9        0.3       39.8       21.0        1.8       22.5       28.7        1.7        5.3        4.5        0.1       11.1       10.0
 
Number of Traders in Each Category                                    Total Traders:       212 
        17         16          4         42         20         11         36         47          9         14         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   220,059
Positions
    38,120     70,131        716     87,692     46,141      4,001     49,432     63,212      3,791     11,642      9,826        142     24,523     22,099
 
Changes from:       March 22, 2016                                   Total Change is:     8,662
    -1,195     12,286         43     -6,359     -4,397        564     13,233      4,962     -1,066        421     -2,062       -199      3,220     -1,469
 
Percent of Open Interest Represented by Each Category of Trader
      17.3       31.9        0.3       39.8       21.0        1.8       22.5       28.7        1.7        5.3        4.5        0.1       11.1       10.0
 
Number of Traders in Each Category                                    Total Traders:       212 
        17         16          4         42         20         11         36         47          9         14         20          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   387,356
Positions
   165,396     15,887      1,315    118,889    204,274     14,761     56,105    118,646      6,004      8,605      8,852         18     16,263     17,599
 
Changes from:       March 22, 2016                                   Total Change is:       428
    -1,046        701        359      5,152     -1,991     -1,971     -3,503      2,013        359        290      1,634         -4        792       -672
 
Percent of Open Interest Represented by Each Category of Trader
      42.7        4.1        0.3       30.7       52.7        3.8       14.5       30.6        1.5        2.2        2.3        0.0        4.2        4.5
 
Number of Traders in Each Category                                    Total Traders:       267 
        22         11          4         49         56         28         41         64         19          9         15          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    29,701
Positions
     1,090      7,986          0     14,741        976         60      3,720      6,048          0      4,554      9,621          0      5,536      5,010
 
Changes from:       March 22, 2016                                   Total Change is:      -698
         0        868          0        -50          0          6       -537       -677          0          0       -270          0       -117       -625
 
Percent of Open Interest Represented by Each Category of Trader
       3.7       26.9        0.0       49.6        3.3        0.2       12.5       20.4        0.0       15.3       32.4        0.0       18.6       16.9
 
Number of Traders in Each Category                                    Total Traders:        44 
         .          7          0         11          .          .          .         13          0          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X JPY 500)             
CFTC Code #240743                                                    Open Interest is    58,669
Positions
    17,073      9,721        431     10,790      5,049        257     15,415      4,389        205      6,305          0          0      8,193     38,617
 
Changes from:       March 22, 2016                                   Total Change is:    -2,801
        47      1,225         62        218        327         -2     -1,484     -2,002        107       -349          0          0     -1,400     -2,518
 
Percent of Open Interest Represented by Each Category of Trader
      29.1       16.6        0.7       18.4        8.6        0.4       26.3        7.5        0.3       10.7        0.0        0.0       14.0       65.8
 
Number of Traders in Each Category                                    Total Traders:        75 
        14          9          5          9          6          .         22          8          4          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   182,111
Positions
    11,133     90,377        812    110,582     65,145      7,798     36,940      5,214      5,068      3,520      2,597          4      6,254      5,096
 
Changes from:       March 22, 2016                                   Total Change is:     1,503
       598       -243          0       -137      2,039        246        995       -174       -230         24          1         -1          8       -135
 
Percent of Open Interest Represented by Each Category of Trader
       6.1       49.6        0.4       60.7       35.8        4.3       20.3        2.9        2.8        1.9        1.4        0.0        3.4        2.8
 
Number of Traders in Each Category                                    Total Traders:       122 
        10          8          .         41         24         16         15          7          5          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S.   (MSCI Emerging Markets Index x $50)              
CFTC Code #244042                                                    Open Interest is   584,976
Positions
    37,395    285,544      1,357    322,859    105,839     65,227    116,983     89,209      5,776     15,677     19,396      1,325     18,377     11,303
 
Changes from:       March 22, 2016                                   Total Change is:   -21,309
       287     -2,164       -191    -26,376     -3,719        204      2,302    -16,345        -58        448        588         87      1,988        289
 
Percent of Open Interest Represented by Each Category of Trader
       6.4       48.8        0.2       55.2       18.1       11.2       20.0       15.3        1.0        2.7        3.3        0.2        3.1        1.9
 
Number of Traders in Each Category                                    Total Traders:       278 
        17         25          5         84         38         41         35         37         17         26         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)                   
CFTC Code #020601                                                    Open Interest is   504,806
Positions
     7,896     62,324        935    167,256    147,891     74,396     76,862     47,700     21,419      7,235     22,173        152    148,655    127,816
 
Changes from:       March 22, 2016                                   Total Change is:    12,662
     2,185     -1,053         72     -4,964      2,033          6      8,047      9,179     -1,654     -2,278       -845       -337     11,585      5,261
 
Percent of Open Interest Represented by Each Category of Trader
       1.6       12.3        0.2       33.1       29.3       14.7       15.2        9.4        4.2        1.4        4.4        0.0       29.4       25.3
 
Number of Traders in Each Category                                    Total Traders:       143 
         .         19          4         31         29         31         26         20         15          8          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)         
CFTC Code #020604                                                    Open Interest is   619,757
Positions
         0     63,571        851    355,548    111,515     60,335     42,197    280,352     12,790      9,124      7,856          0    138,912     82,487
 
Changes from:       March 22, 2016                                   Total Change is:     3,408
         0     -1,142        -77    -10,666     -6,168      5,617      3,443      2,495        325      1,750          0          0      3,016      2,358
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       10.3        0.1       57.4       18.0        9.7        6.8       45.2        2.1        1.5        1.3        0.0       22.4       13.3
 
Number of Traders in Each Category                                    Total Traders:        95 
         0          6          .         41         15         30         14         13         12          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   942,425
Positions
    24,178    101,390      3,693    354,651    164,543    109,094    258,498    252,459     32,819     46,241    128,678      2,517    110,734    147,232
 
Changes from:       March 22, 2016                                   Total Change is:    17,322
    -5,205     23,334        -13      5,984    -67,952      5,554     14,131     50,596       -416     -1,172      7,264     -1,851        310        806
 
Percent of Open Interest Represented by Each Category of Trader
       2.6       10.8        0.4       37.6       17.5       11.6       27.4       26.8        3.5        4.9       13.7        0.3       11.7       15.6
 
Number of Traders in Each Category                                    Total Traders:       226 
         9         28          6         57         36         47         30         32         19         13         21          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,653,703
Positions
    89,717    221,776     31,125    902,968    841,328    331,494    503,164    594,426     77,611    362,958    146,278     11,834    342,832    397,831
 
Changes from:       March 22, 2016                                   Total Change is:    23,961
   -19,729        657      6,887     62,873    -20,197      1,835    -26,339     44,562     -6,684     -7,243     -7,156      3,332      9,029        725
 
Percent of Open Interest Represented by Each Category of Trader
       3.4        8.4        1.2       34.0       31.7       12.5       19.0       22.4        2.9       13.7        5.5        0.4       12.9       15.0
 
Number of Traders in Each Category                                    Total Traders:       343 
        15         29         12         61         77         65         62         55         48         14         29         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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 2,461,580
Positions
    59,132    241,195     25,897  1,305,439    506,222    277,152    332,842    822,210     57,678    140,268    197,375      4,382    258,790    329,469
 
Changes from:       March 22, 2016                                   Total Change is:    81,473
   -20,105     35,278     -1,136     89,867    -31,824      4,316     20,164     58,600    -12,433     -5,367     16,662        184      5,983     11,826
 
Percent of Open Interest Represented by Each Category of Trader
       2.4        9.8        1.1       53.0       20.6       11.3       13.5       33.4        2.3        5.7        8.0        0.2       10.5       13.4
 
Number of Traders in Each Category                                    Total Traders:       275 
         8         30          7         52         48         53         41         54         30          8         34          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   822,071
Positions
   250,092    152,293    258,270      4,139     15,624      5,389    111,382    168,017    135,453     12,878     13,428     23,607     20,861     49,990
 
Changes from:       March 22, 2016                                   Total Change is:    42,973
    -4,445    -16,558     22,286          0       -339      3,000      2,137     16,699      9,293      3,286     -2,979      8,179       -763      3,392
 
Percent of Open Interest Represented by Each Category of Trader
      30.4       18.5       31.4        0.5        1.9        0.7       13.5       20.4       16.5        1.6        1.6        2.9        2.5        6.1
 
Number of Traders in Each Category                                    Total Traders:       115 
        17         30         36          .          4          4         14         32         31          6          6          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF $1,000,000)                       
CFTC Code #132741                                                    Open Interest is 9,628,030
Positions
 2,782,299  1,293,927  2,103,729    428,689  1,342,861    277,818  1,163,707  1,304,240  1,484,260    364,849    419,110    295,747    726,932  1,106,338
 
Changes from:       March 22, 2016                                   Total Change is:    93,986
   217,055     55,504    -54,259   -144,178     -3,712     36,430     25,915      4,466    -38,198    -22,119     46,745      9,190     64,150     37,820
 
Percent of Open Interest Represented by Each Category of Trader
      28.9       13.4       21.9        4.5       13.9        2.9       12.1       13.5       15.4        3.8        4.4        3.1        7.6       11.5
 
Number of Traders in Each Category                                    Total Traders:       268 
        32         45         75         10         32         30         26         82         83          5         25         20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    25,888
Positions
     1,802        426          0          0     13,496        134     16,652      8,706          0      6,559      2,391        612        129        123
 
Changes from:       March 22, 2016                                   Total Change is:       931
       118        114          0          0        458          0        441        196          0        349        151          0         23         12
 
Percent of Open Interest Represented by Each Category of Trader
       7.0        1.6        0.0        0.0       52.1        0.5       64.3       33.6        0.0       25.3        9.2        2.4        0.5        0.5
 
Number of Traders in Each Category                                    Total Traders:        44 
         4          .          0          0         13          .          4         10          0          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    31,411
Positions
     6,915        423          0        414     14,514        551     22,368     10,903          0      1,100      4,869          0         63        151
 
Changes from:       March 22, 2016                                   Total Change is:     1,968
     3,207        305          0          0        479          0     -1,232        709          0          0        372          0         -7        103
 
Percent of Open Interest Represented by Each Category of Trader
      22.0        1.3        0.0        1.3       46.2        1.8       71.2       34.7        0.0        3.5       15.5        0.0        0.2        0.5
 
Number of Traders in Each Category                                    Total Traders:        39 
         .          .          0          .          8          .          6          8          0          .          9          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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    53,669
Positions
       373     26,216          0     14,873      2,279        629     11,708     19,607      1,262     18,644        601          4      6,176      3,071
 
Changes from:       March 22, 2016                                   Total Change is:     1,055
       -52       -146          0        246         17         -5        686      1,292        178        249       -539         -1       -246        259
 
Percent of Open Interest Represented by Each Category of Trader
       0.7       48.8        0.0       27.7        4.2        1.2       21.8       36.5        2.4       34.7        1.1        0.0       11.5        5.7
 
Number of Traders in Each Category                                    Total Traders:       117 
         .          .          0          6          6          .         23         24          8         47          4          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 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   338,446
Positions
    59,872     19,800     19,156     89,933     43,209     39,412     42,445    128,209     51,190      6,435      3,787      7,609     22,394     26,074
 
Changes from:       March 22, 2016                                   Total Change is:    16,282
    15,466     -3,324         25     -5,336      9,636      1,586      1,888      3,671      2,873       -593       -510        837       -464      1,488
 
Percent of Open Interest Represented by Each Category of Trader
      17.7        5.9        5.7       26.6       12.8       11.6       12.5       37.9       15.1        1.9        1.1        2.2        6.6        7.7
 
Number of Traders in Each Category                                    Total Traders:       190 
        17         10         19         10         18          9         42         59         54         12         13         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of March 29, 2016                                                                                 
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE   ($100 X INDEX)                               
CFTC Code #221602                                                    Open Interest is    18,436
Positions
       562      3,190          0      8,640      2,818      1,000      6,968     10,273        326        659        817          0        281         12
 
Changes from:       March 22, 2016                                   Total Change is:      -838
       491       -188          0     -1,577        954       -124        355     -1,596         66        -35         67          0        -14        -17
 
Percent of Open Interest Represented by Each Category of Trader
       3.0       17.3        0.0       46.9       15.3        5.4       37.8       55.7        1.8        3.6        4.4        0.0        1.5        0.1
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          .          0          9          .          .          8          9          .          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------



Updated April 1, 2016