Traders in Financial Futures - Futures Only Positions as of April 5, 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   105,335
Positions
     1,853     35,249         10     40,537     15,754        986     21,159     26,991      3,114      8,466        412          9     29,201     22,810
 
Changes from:       March 29, 2016                                   Total Change is:     4,236
      -387      8,882        -47        -30       -494        -21      1,435     -3,359      1,007       -489       -630       -289      3,057       -813
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       33.5        0.0       38.5       15.0        0.9       20.1       25.6        3.0        8.0        0.4        0.0       27.7       21.7
 
Number of Traders in Each Category                                    Total Traders:        82 
         .         11          .         10          8          4         14         23          8         12          .          .
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Traders in Financial Futures - Futures Only Positions as of April 5, 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    36,411
Positions
    12,276      7,761         38      1,443      2,268        100     10,885     10,603        454          0        400          0     11,215     14,787
 
Changes from:       March 29, 2016                                   Total Change is:       810
      -220      5,548        -34        207       -727        100     -1,361     -1,969       -333          0          0          0      2,451     -1,775
 
Percent of Open Interest Represented by Each Category of Trader
      33.7       21.3        0.1        4.0        6.2        0.3       29.9       29.1        1.2        0.0        1.1        0.0       30.8       40.6
 
Number of Traders in Each Category                                    Total Traders:        40 
         .          5          .          .          4          .         12         13          7          0          .          0
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Traders in Financial Futures - Futures Only Positions as of April 5, 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   247,586
Positions
   160,016      2,633        855      3,959     86,330      4,421     55,601     96,512      4,737      4,182     13,889        271     13,544     37,938
 
Changes from:       March 29, 2016                                   Total Change is:    -2,858
    -5,330        411          1      1,244        269        953      2,258     -8,294     -1,502         -2      1,868        271       -751      3,165
 
Percent of Open Interest Represented by Each Category of Trader
      64.6        1.1        0.3        1.6       34.9        1.8       22.5       39.0        1.9        1.7        5.6        0.1        5.5       15.3
 
Number of Traders in Each Category                                    Total Traders:       116 
        11          5          .          .         29          7         27         31         13          .          7          .
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Traders in Financial Futures - Futures Only Positions as of April 5, 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   166,831
Positions
     3,010     47,906        232     39,095     42,672      5,691     77,687     39,341      1,913      4,830      3,687          6     34,367     25,383
 
Changes from:       March 29, 2016                                   Total Change is:    18,539
      -932     16,510        -27      6,960     -3,388       -182      5,637      9,197       -308      2,242     -5,004         -7      5,156      1,748
 
Percent of Open Interest Represented by Each Category of Trader
       1.8       28.7        0.1       23.4       25.6        3.4       46.6       23.6        1.1        2.9        2.2        0.0       20.6       15.2
 
Number of Traders in Each Category                                    Total Traders:       114 
         .         12          4         15         19         10         35         23          6          .          4          .
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Traders in Financial Futures - Futures Only Positions as of April 5, 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   338,533
Positions
    76,957     34,577      3,073    107,578     96,338     17,443     44,989     99,328      2,726     31,464     24,495        851     53,452     59,702
 
Changes from:       March 29, 2016                                   Total Change is:     8,443
    -1,576     11,103        152      1,039     -2,366      2,629      4,721     -4,057       -141        109     -3,097       -116      1,626      4,336
 
Percent of Open Interest Represented by Each Category of Trader
      22.7       10.2        0.9       31.8       28.5        5.2       13.3       29.3        0.8        9.3        7.2        0.3       15.8       17.6
 
Number of Traders in Each Category                                    Total Traders:       221 
        16          8          9         35         36         29         34         44         13         17         31          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    32,492
Positions
     1,803     22,926        280     15,466        668      1,460        896      2,712          0      2,022        581          0     10,565      3,865
 
Changes from:       March 29, 2016                                   Total Change is:       848
       404        250          1        429        -35        -28       -428        -22          0          0        581          0        470        101
 
Percent of Open Interest Represented by Each Category of Trader
       5.5       70.6        0.9       47.6        2.1        4.5        2.8        8.3        0.0        6.2        1.8        0.0       32.5       11.9
 
Number of Traders in Each Category                                    Total Traders:        25 
         4          4          .          9          .          5          .          .          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   121,060
Positions
     2,855     49,051        304     35,287     10,413      1,458     48,696     12,511      1,291      1,016     26,269         13     30,140     19,750
 
Changes from:       March 29, 2016                                   Total Change is:     1,395
       445      1,259          6     -6,250      2,474        161      8,610     -3,170       -232     -1,149       -816       -122        -74      1,835
 
Percent of Open Interest Represented by Each Category of Trader
       2.4       40.5        0.3       29.1        8.6        1.2       40.2       10.3        1.1        0.8       21.7        0.0       24.9       16.3
 
Number of Traders in Each Category                                    Total Traders:        88 
         5          8          .         12          7          5         30         16          4          .          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    27,289
Positions
    14,828     21,880        391      4,444          0          0      5,981      3,001        235        528        915        235        647        632
 
Changes from:       March 29, 2016                                   Total Change is:       156
         0        260          0         52          0          0        137       -118          0          0       -161          0        -33        175
 
Percent of Open Interest Represented by Each Category of Trader
      54.3       80.2        1.4       16.3        0.0        0.0       21.9       11.0        0.9        1.9        3.4        0.9        2.4        2.3
 
Number of Traders in Each Category                                    Total Traders:        24 
         .          8          .          .          0          0          7          .          .          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   113,872
Positions
    50,825     48,177        148     17,701      4,056        240     37,703     49,754        643      2,275      5,092         50      4,287      5,712
 
Changes from:       March 29, 2016                                   Total Change is:     4,805
    -3,677      6,490         48        594        120       -205      7,728     -2,070        355       -173       -428         50         85        445
 
Percent of Open Interest Represented by Each Category of Trader
      44.6       42.3        0.1       15.5        3.6        0.2       33.1       43.7        0.6        2.0        4.5        0.0        3.8        5.0
 
Number of Traders in Each Category                                    Total Traders:       113 
         4         10          .          9          8          .         25         40          9         11          6          .
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Traders in Financial Futures - Futures Only Positions as of April 5, 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    30,973
Positions
         0     17,408      1,365      4,750        160          0     23,314      5,005        507          0      5,559          0      1,037        969
 
Changes from:       March 29, 2016                                   Total Change is:   -14,074
         0     10,642    -12,054     -1,298          0          0      1,542    -10,096     -2,088          0       -235        -27       -149       -216
 
Percent of Open Interest Represented by Each Category of Trader
       0.0       56.2        4.4       15.3        0.5        0.0       75.3       16.2        1.6        0.0       17.9        0.0        3.3        3.1
 
Number of Traders in Each Category                                    Total Traders:        25 
         0          .          .          .          .          0          9          8          .          0          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    28,309
Positions
     5,306      4,085          6      2,072      8,637          0     15,300      9,887      1,104      1,369      1,328          0      3,152      3,262
 
Changes from:       March 29, 2016                                   Total Change is:        61
      -101      1,729          5        183     -1,539          0        313        411       -165       -251       -350          0         77        -30
 
Percent of Open Interest Represented by Each Category of Trader
      18.7       14.4        0.0        7.3       30.5        0.0       54.0       34.9        3.9        4.8        4.7        0.0       11.1       11.5
 
Number of Traders in Each Category                                    Total Traders:        66 
         .          6          .          5          .          0         20         21          5          .          6          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    56,474
Positions
    15,009     27,213        196      6,075      1,025        522     25,678     16,217        620        961      1,732         31      7,383      8,921
 
Changes from:       March 29, 2016                                   Total Change is:     5,506
        62      5,520         89         17         79        109      4,315       -501        400        -61        -36        -25        600       -129
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       48.2        0.3       10.8        1.8        0.9       45.5       28.7        1.1        1.7        3.1        0.1       13.1       15.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        15         13          .         10          5          5         26         17          4          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   112,947
Positions
    30,018     54,425        391     12,150      2,049      1,044     51,356     32,433      1,239      1,921      3,463         62     14,766     17,841
 
Changes from:       March 29, 2016                                   Total Change is:    11,012
       123     11,039        178         34        158        218      8,630     -1,001        799       -121        -72        -49      1,200       -258
 
Percent of Open Interest Represented by Each Category of Trader
      26.6       48.2        0.3       10.8        1.8        0.9       45.5       28.7        1.1        1.7        3.1        0.1       13.1       15.8
 
Number of Traders in Each Category                                    Total Traders:        96 
        15         13          .         10          5          5         26         17          4          4          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   640,464
Positions
   117,876     66,788     10,761    247,285    202,267     50,984     82,427    146,345     21,682     23,959     50,336      4,804     80,685     86,496
 
Changes from:       March 29, 2016                                   Total Change is:     8,410
       460      6,486      3,040     -5,283     -2,226        669      8,517      1,464      2,679        248        187        218     -2,139     -4,108
 
Percent of Open Interest Represented by Each Category of Trader
      18.4       10.4        1.7       38.6       31.6        8.0       12.9       22.8        3.4        3.7        7.9        0.8       12.6       13.5
 
Number of Traders in Each Category                                    Total Traders:       590 
        39         33         22        109        101         89         78        133         73         39         58         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    66,906
Positions
    12,895     14,766      2,664     13,607     18,296      2,623      3,794      4,959         50      2,781      1,412         22     28,470     22,114
 
Changes from:       March 29, 2016                                   Total Change is:     4,677
     3,752      3,895      1,700        -19        595        -62        964      2,663          0       -126        -42          1     -1,533     -4,073
 
Percent of Open Interest Represented by Each Category of Trader
      19.3       22.1        4.0       20.3       27.3        3.9        5.7        7.4        0.1        4.2        2.1        0.0       42.6       33.1
 
Number of Traders in Each Category                                    Total Traders:        60 
         6          7          .         11          4          5         12         12          .          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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 2,867,791
Positions
   543,267    278,475     22,124  1,171,061    922,523    239,134    409,021    722,785     92,306    114,942    253,670     14,862    261,074    321,912
 
Changes from:       March 29, 2016                                   Total Change is:    18,666
   -13,271     16,144      3,512    -26,092    -13,873      3,427     42,989       -774      8,173        652        -75      2,307     -3,031       -175
 
Percent of Open Interest Represented by Each Category of Trader
      18.9        9.7        0.8       40.8       32.2        8.3       14.3       25.2        3.2        4.0        8.8        0.5        9.1       11.2
 
Number of Traders in Each Category                                    Total Traders:       580 
        39         32         18        107         98         87         79        131         65         37         57         12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    83,910
Positions
    13,577      9,019        344     42,880     59,940      2,430     14,954      7,947        347        204        522          0      9,174      3,361
 
Changes from:       March 29, 2016                                   Total Change is:    -4,817
    -2,829       -477         25     -2,120     -2,500        196      1,265       -357       -470          0       -282          0       -884       -952
 
Percent of Open Interest Represented by Each Category of Trader
      16.2       10.7        0.4       51.1       71.4        2.9       17.8        9.5        0.4        0.2        0.6        0.0       10.9        4.0
 
Number of Traders in Each Category                                    Total Traders:        91 
         8          5          .         35         18         15         12         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    43,356
Positions
     8,210     14,911         96     15,297      8,565      1,122     10,970     11,682        364      2,388      2,158         25      4,883      4,432
 
Changes from:       March 29, 2016                                   Total Change is:      -656
       586        885        -47     -2,241       -663        322      1,084       -961       -395         59        193         -3        -21         12
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       34.4        0.2       35.3       19.8        2.6       25.3       26.9        0.8        5.5        5.0        0.1       11.3       10.2
 
Number of Traders in Each Category                                    Total Traders:       213 
        17         19          4         41         20          9         38         43         11         14         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   216,778
Positions
    41,051     74,557        481     76,486     42,824      5,610     54,851     58,409      1,818     11,938     10,792        126     24,417     22,161
 
Changes from:       March 29, 2016                                   Total Change is:    -3,281
     2,931      4,426       -235    -11,206     -3,317      1,609      5,419     -4,803     -1,973        296        966        -16       -106         62
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       34.4        0.2       35.3       19.8        2.6       25.3       26.9        0.8        5.5        5.0        0.1       11.3       10.2
 
Number of Traders in Each Category                                    Total Traders:       213 
        17         19          4         41         20          9         38         43         11         14         21          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   376,108
Positions
   164,627     16,561      1,703    113,926    203,589     14,964     52,173    108,534      5,667      8,217      7,878         20     14,811     17,192
 
Changes from:       March 29, 2016                                   Total Change is:   -11,248
      -769        674        388     -4,963       -685        203     -3,932    -10,112       -337       -388       -974          2     -1,452       -407
 
Percent of Open Interest Represented by Each Category of Trader
      43.8        4.4        0.5       30.3       54.1        4.0       13.9       28.9        1.5        2.2        2.1        0.0        3.9        4.6
 
Number of Traders in Each Category                                    Total Traders:       264 
        22         10          4         49         59         25         39         62         17          9         14          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    30,689
Positions
     1,085      8,353          0     15,143        588         86      2,212      6,183          0      6,146      9,417          0      6,017      6,062
 
Changes from:       March 29, 2016                                   Total Change is:       988
        -5        367          0        402       -388         26     -1,508        135          0      1,592       -204          0        481      1,052
 
Percent of Open Interest Represented by Each Category of Trader
       3.5       27.2        0.0       49.3        1.9        0.3        7.2       20.1        0.0       20.0       30.7        0.0       19.6       19.8
 
Number of Traders in Each Category                                    Total Traders:        42 
         .          7          0         12          .          .          .         11          0          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    72,198
Positions
    22,360      7,106        793     12,469      4,076        265     20,259      9,534        219      7,115          0          0      8,718     50,205
 
Changes from:       March 29, 2016                                   Total Change is:    13,529
     5,287     -2,615        362      1,679       -973          8      4,844      5,145         14        810          0          0        525     11,588
 
Percent of Open Interest Represented by Each Category of Trader
      31.0        9.8        1.1       17.3        5.6        0.4       28.1       13.2        0.3        9.9        0.0        0.0       12.1       69.5
 
Number of Traders in Each Category                                    Total Traders:        84 
        19          5          .         10          6          .         25         12          .          7          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   190,842
Positions
     9,797     97,515        721    119,431     66,481      9,111     38,314      6,555      3,017      3,485      2,546         17      6,949      4,879
 
Changes from:       March 29, 2016                                   Total Change is:     8,731
    -1,336      7,138        -91      8,849      1,336      1,313      1,374      1,341     -2,051        -35        -51         13        695       -217
 
Percent of Open Interest Represented by Each Category of Trader
       5.1       51.1        0.4       62.6       34.8        4.8       20.1        3.4        1.6        1.8        1.3        0.0        3.6        2.6
 
Number of Traders in Each Category                                    Total Traders:       125 
         9         10          .         43         24         18         14          8          5          9          8          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   593,509
Positions
    42,443    313,541      1,432    316,747     93,960     69,484    119,640     79,132      6,987     17,850     17,413      1,187     17,739     10,373
 
Changes from:       March 29, 2016                                   Total Change is:     8,533
     5,048     27,997         75     -6,112    -11,879      4,257      2,657    -10,077      1,211      2,173     -1,983       -138       -638       -930
 
Percent of Open Interest Represented by Each Category of Trader
       7.2       52.8        0.2       53.4       15.8       11.7       20.2       13.3        1.2        3.0        2.9        0.2        3.0        1.7
 
Number of Traders in Each Category                                    Total Traders:       281 
        20         23          5         87         40         41         35         35         14         28         13          6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   517,225
Positions
    10,702     56,441        568    177,017    154,416     75,270     71,717     53,225     19,965      8,336     16,785        198    153,452    140,357
 
Changes from:       March 29, 2016                                   Total Change is:    12,419
     2,806     -5,883       -367      9,761      6,525        874     -5,145      5,525     -1,454      1,101     -5,388         46      4,797     12,541
 
Percent of Open Interest Represented by Each Category of Trader
       2.1       10.9        0.1       34.2       29.9       14.6       13.9       10.3        3.9        1.6        3.2        0.0       29.7       27.1
 
Number of Traders in Each Category                                    Total Traders:       143 
         6         16          4         31         27         29         24         26         13          8          5          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   624,505
Positions
         0     58,790        834    356,681    116,453     66,829     40,250    276,332     12,930      5,631      8,753      1,571    139,779     82,013
 
Changes from:       March 29, 2016                                   Total Change is:     4,748
         0     -4,781        -17      1,133      4,938      6,494     -1,947     -4,020        140     -3,493        897      1,571        867       -474
 
Percent of Open Interest Represented by Each Category of Trader
       0.0        9.4        0.1       57.1       18.6       10.7        6.4       44.2        2.1        0.9        1.4        0.3       22.4       13.1
 
Number of Traders in Each Category                                    Total Traders:        95 
         0          7          .         41         16         30         12         14          9          .          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   992,726
Positions
    24,856     80,149      3,321    372,648    141,788    110,271    273,980    313,352     27,983     52,047    173,091      3,458    124,162    139,313
 
Changes from:       March 29, 2016                                   Total Change is:    50,301
       678    -21,241       -372     17,997    -22,755      1,177     15,482     60,893     -4,836      5,806     44,413        941     13,428     -7,919
 
Percent of Open Interest Represented by Each Category of Trader
       2.5        8.1        0.3       37.5       14.3       11.1       27.6       31.6        2.8        5.2       17.4        0.3       12.5       14.0
 
Number of Traders in Each Category                                    Total Traders:       225 
         8         25          8         55         33         47         28         35         21         14         27          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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 2,689,476
Positions
   139,832    208,610     21,881    896,361    813,134    349,676    456,264    670,711     80,490    381,993    135,507      9,536    353,443    399,931
 
Changes from:       March 29, 2016                                   Total Change is:    35,773
    50,115    -13,166     -9,244     -6,607    -28,194     18,182    -46,900     76,285      2,879     19,035    -10,771     -2,298     10,611      2,100
 
Percent of Open Interest Represented by Each Category of Trader
       5.2        7.8        0.8       33.3       30.2       13.0       17.0       24.9        3.0       14.2        5.0        0.4       13.1       14.9
 
Number of Traders in Each Category                                    Total Traders:       342 
        20         29         11         60         75         66         53         62         53         16         27         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE   (CONTRACTS OF $100,000 FACE VALUE)            
CFTC Code #043607                                                    Open Interest is   107,167
Positions
    10,425     11,578          0     13,611     40,128        587     39,627      2,720          3      2,250          0          0     40,664     52,151
 
Changes from:       March 29, 2016                                   Total Change is:         .
         .          .          .          .          .          .          .          .          .          .          .          .          .          .
 
Percent of Open Interest Represented by Each Category of Trader
       9.7       10.8        0.0       12.7       37.4        0.5       37.0        2.5        0.0        2.1        0.0        0.0       37.9       48.7
 
Number of Traders in Each Category                                    Total Traders:        23 
         .          4          0          .          5          .          8          .          .          .          0          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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 2,445,959
Positions
    46,016    199,581     21,824  1,334,367    447,832    291,108    301,207    897,950     30,865    137,999    213,313      4,557    278,016    338,929
 
Changes from:       March 29, 2016                                   Total Change is:   -15,621
   -13,116    -41,614     -4,073     28,928    -58,390     13,956    -31,635     75,740    -26,813     -2,269     15,938        175     19,226      9,460
 
Percent of Open Interest Represented by Each Category of Trader
       1.9        8.2        0.9       54.6       18.3       11.9       12.3       36.7        1.3        5.6        8.7        0.2       11.4       13.9
 
Number of Traders in Each Category                                    Total Traders:       276 
         7         29          6         53         49         51         40         59         30          8         31          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   855,670
Positions
   293,147    150,674    232,536      4,139     17,544      5,889    103,274    181,072    152,650     22,472     22,572     24,756     16,807     67,977
 
Changes from:       March 29, 2016                                   Total Change is:    33,599
    43,055     -1,619    -25,734          0      1,920        500     -8,108     13,055     17,197      9,594      9,144      1,149     -4,054     17,987
 
Percent of Open Interest Represented by Each Category of Trader
      34.3       17.6       27.2        0.5        2.1        0.7       12.1       21.2       17.8        2.6        2.6        2.9        2.0        7.9
 
Number of Traders in Each Category                                    Total Traders:       126 
        16         28         34          .          6          4          8         44         33          6          7          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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 is10,035,176
Positions
 2,807,857  1,383,315  2,125,499    353,333  1,346,477    331,632  1,309,030  1,380,476  1,634,926    462,828    465,074    241,256    768,815  1,126,521
 
Changes from:       March 29, 2016                                   Total Change is:   407,146
    25,558     89,388     21,770    -75,356      3,616     53,814    145,323     76,236    150,666     97,979     45,964    -54,491     41,883     20,183
 
Percent of Open Interest Represented by Each Category of Trader
      28.0       13.8       21.2        3.5       13.4        3.3       13.0       13.8       16.3        4.6        4.6        2.4        7.7       11.2
 
Number of Traders in Each Category                                    Total Traders:       274 
        33         48         77         10         28         29         27         86         88          7         25         22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    26,847
Positions
     2,197        396          0          0     14,135        152     16,926      8,695          0      6,713      2,619        735        124        115
 
Changes from:       March 29, 2016                                   Total Change is:       959
       395        -30          0          0        639         18        274        -11          0        154        228        123         -5         -8
 
Percent of Open Interest Represented by Each Category of Trader
       8.2        1.5        0.0        0.0       52.7        0.6       63.0       32.4        0.0       25.0        9.8        2.7        0.5        0.4
 
Number of Traders in Each Category                                    Total Traders:        46 
         .          .          0          0         13          .          5         11          0          .          9          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    32,601
Positions
     9,111        992          0        171     13,230        593     21,535     12,610          0      1,100      5,119          0         91         57
 
Changes from:       March 29, 2016                                   Total Change is:     1,190
     2,196        569          0       -243     -1,284         42       -833      1,707          0          0        250          0         28        -94
 
Percent of Open Interest Represented by Each Category of Trader
      27.9        3.0        0.0        0.5       40.6        1.8       66.1       38.7        0.0        3.4       15.7        0.0        0.3        0.2
 
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 April 5, 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    56,323
Positions
       429     26,409          0     14,477      2,513        629      9,846     21,194      1,625     22,156      1,123          0      7,161      2,830
 
Changes from:       March 29, 2016                                   Total Change is:     2,654
        56        193          0       -396        234          0     -1,862      1,587        363      3,512        522         -4        985       -241
 
Percent of Open Interest Represented by Each Category of Trader
       0.8       46.9        0.0       25.7        4.5        1.1       17.5       37.6        2.9       39.3        2.0        0.0       12.7        5.0
 
Number of Traders in Each Category                                    Total Traders:       142 
         4          6          0          6          6          .         22         29         12         62          5          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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   395,270
Positions
    84,137     17,561     23,231    123,923     56,904     36,447     25,211    159,981     55,995      6,346      3,820     13,545     26,435     27,786
 
Changes from:       March 29, 2016                                   Total Change is:    56,824
    24,265     -2,239      4,075     33,990     13,695     -2,965    -17,234     31,772      4,805        -89         33      5,936      4,041      1,712
 
Percent of Open Interest Represented by Each Category of Trader
      21.3        4.4        5.9       31.4       14.4        9.2        6.4       40.5       14.2        1.6        1.0        3.4        6.7        7.0
 
Number of Traders in Each Category                                    Total Traders:       203 
        21          9         18         14         19          9         39         66         52         11         14         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of April 5, 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    16,348
Positions
       311      3,140          0      8,225      2,972        949      5,609      8,128        390        556        750          0        308         19
 
Changes from:       March 29, 2016                                   Total Change is:    -2,088
      -251        -50          0       -415        154        -51     -1,359     -2,145         64       -103        -67          0         27          7
 
Percent of Open Interest Represented by Each Category of Trader
       1.9       19.2        0.0       50.3       18.2        5.8       34.3       49.7        2.4        3.4        4.6        0.0        1.9        0.1
 
Number of Traders in Each Category                                    Total Traders:        34 
         .          .          0          8          .          .          8          8          .          .          .          0
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Updated April 8, 2016