Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF CAD 100,000)                          
CFTC Code #090741                                                    Open Interest is   177,968
Positions
    73,565     32,510      4,501     40,498     32,989      2,470      7,166     53,782     13,784      9,965      4,309        564     25,454     33,059
 
Changes from:       February 9, 2016                                 Total Change is:     1,334
      -498      8,264     -1,070        454     -1,857        190        528     -3,543         68      1,765       -444        104       -206       -378
 
Percent of Open Interest Represented by Each Category of Trader
      41.3       18.3        2.5       22.8       18.5        1.4        4.0       30.2        7.7        5.6        2.4        0.3       14.3       18.6
 
Number of Traders in Each Category                                    Total Traders:        88 
         7          5         10          7         12          5          8         32         15         11          6          6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    51,913
Positions
    25,588      2,676      1,206      1,236      2,225          0     10,270     24,012      3,781          0        400          0      9,833     17,613
 
Changes from:       February 9, 2016                                 Total Change is:    -4,485
    -5,211        207       -101          0        -12          0       -353     -2,895       -183          0          0          0      1,363     -1,502
 
Percent of Open Interest Represented by Each Category of Trader
      49.3        5.2        2.3        2.4        4.3        0.0       19.8       46.3        7.3        0.0        0.8        0.0       18.9       33.9
 
Number of Traders in Each Category                                    Total Traders:        38 
         5          4          .          .          4          0          9         14         13          0          .          0
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   291,121
Positions
   180,043      4,339      9,828      3,967     90,908      2,973     46,563    103,738     23,222      2,574     13,898      4,245     17,705     37,969
 
Changes from:       February 9, 2016                                 Total Change is:     9,218
    -3,660        136      2,510        632      1,840        490      6,658       -407      2,090         26       -395        571       -100      2,384
 
Percent of Open Interest Represented by Each Category of Trader
      61.8        1.5        3.4        1.4       31.2        1.0       16.0       35.6        8.0        0.9        4.8        1.5        6.1       13.0
 
Number of Traders in Each Category                                    Total Traders:       114 
        13          6         11          .         24          8         26         31         19          6          5          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE   (CONTRACTS OF JPY 12,500,000)                          
CFTC Code #097741                                                    Open Interest is   296,330
Positions
    72,224     98,720     10,824     31,768     57,583      9,636     69,098     51,804     27,188     38,768      6,303      4,455     32,368     29,816
 
Changes from:       February 9, 2016                                 Total Change is:    17,932
      -426      6,887      1,980       -268      5,462      1,325      7,410     -4,461      4,092       -663      4,248        913      3,569     -2,514
 
Percent of Open Interest Represented by Each Category of Trader
      24.4       33.3        3.7       10.7       19.4        3.3       23.3       17.5        9.2       13.1        2.1        1.5       10.9       10.1
 
Number of Traders in Each Category                                    Total Traders:       133 
         8         11         11         16         20         11         38         26         28          7          7          6
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   501,611
Positions
   119,772    125,224     19,921     98,518     96,528     23,091     56,773     90,074     48,019     74,000     30,258      8,685     52,832     59,811
 
Changes from:       February 9, 2016                                 Total Change is:   -11,099
    -9,479     10,484      1,146     -2,193     -2,120        424      1,676    -17,452     -1,062     -1,655      3,380        336       -291     -6,234
 
Percent of Open Interest Represented by Each Category of Trader
      23.9       25.0        4.0       19.6       19.2        4.6       11.3       18.0        9.6       14.8        6.0        1.7       10.5       11.9
 
Number of Traders in Each Category                                    Total Traders:       242 
        16         11         15         35         31         28         36         50         36         23         40         24
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    34,818
Positions
     2,090     27,368        263      6,453      1,208        522      5,017        793          0      8,806          0        183     11,484      4,481
 
Changes from:       February 9, 2016                                 Total Change is:      -376
        97         77          6         93         -2        -68         89       -565         -2       -588          0        -26         23        204
 
Percent of Open Interest Represented by Each Category of Trader
       6.0       78.6        0.8       18.5        3.5        1.5       14.4        2.3        0.0       25.3        0.0        0.5       33.0       12.9
 
Number of Traders in Each Category                                    Total Traders:        22 
         4          .          .          6          .          4          4          .          0          .          0          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   127,532
Positions
    48,411     11,260      4,937     21,115      8,961      2,476     20,941     34,777      8,932        482     27,722      1,820     18,418     26,647
 
Changes from:       February 9, 2016                                 Total Change is:    -1,386
    -5,129      4,358       -366        205       -567        150      2,977      1,797        795        -18     -7,023        101       -101       -631
 
Percent of Open Interest Represented by Each Category of Trader
      38.0        8.8        3.9       16.6        7.0        1.9       16.4       27.3        7.0        0.4       21.7        1.4       14.4       20.9
 
Number of Traders in Each Category                                    Total Traders:        87 
         8          7          8          8         11          8         14         24         12          .         14          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    32,051
Positions
    19,183     22,000      1,207      3,888          0          0      4,753      4,841        616        929      2,377        235      1,240        775
 
Changes from:       February 9, 2016                                 Total Change is:     1,103
       200         13          0       -250          0          0        695      1,110          9        153          0          0        296        -29
 
Percent of Open Interest Represented by Each Category of Trader
      59.9       68.6        3.8       12.1        0.0        0.0       14.8       15.1        1.9        2.9        7.4        0.7        3.9        2.4
 
Number of Traders in Each Category                                    Total Traders:        32 
         .          8          .          .          0          0          7          5          .          5          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   162,163
Positions
    65,740     54,952        197     48,892      5,697        864     19,427     65,091     20,879      2,538      5,647        289      3,336      8,546
 
Changes from:       February 9, 2016                                 Total Change is:     5,752
   -11,070        358         24     42,230       -458        -72    -19,572     10,676     -5,728         17        507         65       -143        380
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       33.9        0.1       30.1        3.5        0.5       12.0       40.1       12.9        1.6        3.5        0.2        2.1        5.3
 
Number of Traders in Each Category                                    Total Traders:       130 
         8          5          .          8          9          .         20         55         18          9         11          .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    13,713
Positions
     1,562      5,713          0      5,725        160          0      5,219      4,262        122        141      2,282          0        944      1,174
 
Changes from:       February 9, 2016                                 Total Change is:      -692
         0          0          0       -153          0          0       -463     -1,268        -18          6        647          0        -64        -53
 
Percent of Open Interest Represented by Each Category of Trader
      11.4       41.7        0.0       41.7        1.2        0.0       38.1       31.1        0.9        1.0       16.6        0.0        6.9        8.6
 
Number of Traders in Each Category                                    Total Traders:        26 
         .          .          0          .          .          0          .         12          .          .          4          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    33,596
Positions
    19,084      3,720        142      1,602     14,776          1      7,364      8,467      1,380      1,417        955          0      2,606      4,155
 
Changes from:       February 9, 2016                                 Total Change is:        52
       641        179         30        383      1,369          0       -624     -2,034        -18       -122         75          0       -238        451
 
Percent of Open Interest Represented by Each Category of Trader
      56.8       11.1        0.4        4.8       44.0        0.0       21.9       25.2        4.1        4.2        2.8        0.0        7.8       12.4
 
Number of Traders in Each Category                                    Total Traders:        62 
         9          .          .          .          4          .         15         23          7          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    34,879
Positions
    14,594     11,268        925      3,272        843        592      5,744     10,523      2,118      1,605        425      1,126      4,903      7,060
 
Changes from:       February 9, 2016                                 Total Change is:      -555
       454     -1,441        113        307     -1,404        119       -730      1,313        201       -637        -40         83       -463        502
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       32.3        2.7        9.4        2.4        1.7       16.5       30.2        6.1        4.6        1.2        3.2       14.1       20.2
 
Number of Traders in Each Category                                    Total Traders:        87 
        20         13          4         11          .          5         13         19          9          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    69,757
Positions
    29,187     22,535      1,850      6,544      1,685      1,184     11,488     21,047      4,236      3,210        849      2,251      9,806     14,119
 
Changes from:       February 9, 2016                                 Total Change is:    -1,110
       908     -2,882        225        613     -2,807        237     -1,460      2,626        401     -1,274        -79        165       -926      1,004
 
Percent of Open Interest Represented by Each Category of Trader
      41.8       32.3        2.7        9.4        2.4        1.7       16.5       30.2        6.1        4.6        1.2        3.2       14.1       20.2
 
Number of Traders in Each Category                                    Total Traders:        87 
        20         13          4         11          .          5         13         19          9          6          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   970,623
Positions
   103,805     62,370     79,016    249,628    198,921     73,808     76,054    147,821    160,909     25,985     43,074     45,184    156,235    159,521
 
Changes from:       February 9, 2016                                 Total Change is:        88
    -1,318      5,902     12,997     -1,674     -4,313     -2,631       -665       -313     -5,709      2,911     -5,470     -3,021       -803      2,646
 
Percent of Open Interest Represented by Each Category of Trader
      10.7        6.4        8.1       25.7       20.5        7.6        7.8       15.2       16.6        2.7        4.4        4.7       16.1       16.4
 
Number of Traders in Each Category                                    Total Traders:       652 
        36         37         39        121         96        105         79        134        118         68         81         84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   202,096
Positions
    61,294     21,592      7,186     29,596     17,861      5,441     12,250      7,864     38,275      2,479      6,186     10,045     35,530     87,644
 
Changes from:       February 9, 2016                                 Total Change is:    -2,569
     7,239     10,055     -1,669      3,327       -727       -774     -3,408        592     -7,400         15       -634     -1,013      1,114     -1,000
 
Percent of Open Interest Represented by Each Category of Trader
      30.3       10.7        3.6       14.6        8.8        2.7        6.1        3.9       18.9        1.2        3.1        5.0       17.6       43.4
 
Number of Traders in Each Category                                    Total Traders:        84 
        12          9          9         12          8         10         16         15         29          .         10         10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE   ($50 X S&P 500 INDEX)                    
CFTC Code #13874A                                                    Open Interest is 3,842,637
Positions
   394,749    386,083    176,952  1,143,909    949,043    298,089    374,865    755,628    557,324    127,547    194,456    165,681    603,521    359,382
 
Changes from:       February 9, 2016                                 Total Change is:    13,285
    -2,912     19,104     33,464    -19,693    -12,622    -14,598     20,882      2,643      1,287     15,142    -23,520    -10,703     -9,585     18,230
 
Percent of Open Interest Represented by Each Category of Trader
      10.3       10.0        4.6       29.8       24.7        7.8        9.8       19.7       14.5        3.3        5.1        4.3       15.7        9.4
 
Number of Traders in Each Category                                    Total Traders:       636 
        31         42         38        116         95         98         73        135        112         69         75         79
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   101,784
Positions
    35,991      3,313        123     40,250     78,129      3,377     13,237      9,978        901        252        584          0      7,653      5,379
 
Changes from:       February 9, 2016                                 Total Change is:     1,020
     1,482         37         69     -1,931        475        301        380        660        352        -40          0          0        407       -874
 
Percent of Open Interest Represented by Each Category of Trader
      35.4        3.3        0.1       39.5       76.8        3.3       13.0        9.8        0.9        0.2        0.6        0.0        7.5        5.3
 
Number of Traders in Each Category                                    Total Traders:        91 
        11          .          .         34         18         14         12         10          5          .          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    59,166
Positions
    11,183     18,384        995     25,344     14,107        931      8,727     11,591      4,360      2,126      1,749      1,028      4,470      6,019
 
Changes from:       February 9, 2016                                 Total Change is:    -4,323
       188     -4,352         30        710        314       -774     -2,776      1,255       -499       -346       -965       -389       -467      1,057
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       31.1        1.7       42.8       23.8        1.6       14.8       19.6        7.4        3.6        3.0        1.7        7.6       10.2
 
Number of Traders in Each Category                                    Total Traders:       209 
        14         24          6         34         24         11         31         49         27         15         17          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   295,830
Positions
    55,913     91,922      4,977    126,720     70,534      4,656     43,637     57,955     21,802     10,631      8,745      5,142     22,352     30,097
 
Changes from:       February 9, 2016                                 Total Change is:   -21,616
       939    -21,758        148      3,552      1,569     -3,872    -13,878      6,276     -2,494     -1,729     -4,823     -1,945     -2,337      5,283
 
Percent of Open Interest Represented by Each Category of Trader
      18.9       31.1        1.7       42.8       23.8        1.6       14.8       19.6        7.4        3.6        3.0        1.7        7.6       10.2
 
Number of Traders in Each Category                                    Total Traders:       209 
        14         24          6         34         24         11         31         49         27         15         17          5
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Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S.   (RUSSELL 2000 INDEX X $100.00)                  
CFTC Code #23977A                                                    Open Interest is   436,878
Positions
   191,147     33,925      1,536    112,030    225,075     24,993     74,079    115,116      7,235     10,355      9,613        223     15,280     19,162
 
Changes from:       February 9, 2016                                 Total Change is:    -2,892
    -3,733     -1,946       -190      2,862      3,161     -1,097     -3,552     -4,339      1,816      2,334       -333        -37     -1,294         74
 
Percent of Open Interest Represented by Each Category of Trader
      43.8        7.8        0.4       25.6       51.5        5.7       17.0       26.3        1.7        2.4        2.2        0.1        3.5        4.4
 
Number of Traders in Each Category                                    Total Traders:       272 
        24         11          .         52         60         26         36         62         18         11         16          4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE   (NIKKEI INDEX X $5.00)                         
CFTC Code #240741                                                    Open Interest is    41,184
Positions
     4,896      6,553        164     17,364        843         60      6,175      7,380        524      4,441     21,030          0      7,560      4,630
 
Changes from:       February 9, 2016                                 Total Change is:      -307
       273         74         58        -69         42        -28       -694       -163        524       -245       -271          0       -126       -543
 
Percent of Open Interest Represented by Each Category of Trader
      11.9       15.9        0.4       42.2        2.0        0.1       15.0       17.9        1.3       10.8       51.1        0.0       18.4       11.2
 
Number of Traders in Each Category                                    Total Traders:        49 
         4          8          .         12          .          .          9          8          .          5          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   105,307
Positions
    26,174     13,798      5,436     17,674      3,711          4     34,864      7,789      1,887      7,056      1,491         65     12,147     71,126
 
Changes from:       February 9, 2016                                 Total Change is:     4,280
       510       -617      1,508      2,190       -475         -5      1,683     -2,138       -618     -1,573        596         65        520      5,964
 
Percent of Open Interest Represented by Each Category of Trader
      24.9       13.1        5.2       16.8        3.5        0.0       33.1        7.4        1.8        6.7        1.4        0.1       11.5       67.5
 
Number of Traders in Each Category                                    Total Traders:        93 
        19         12          4         13          .          .         27         11          8          4          .          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 2016                                                              
-----------------------------------------------------------------------------------------------------------------------------------------------------------
              Dealer            :           Asset Manager/       :            Leveraged           :              Other             :     Nonreportable    :
           Intermediary         :           Institutional        :              Funds             :           Reportables          :       Positions      :
    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short  : Spreading:    Long  :   Short   :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S.   (MSCI EAFE INDEX X $50)                                   
CFTC Code #244041                                                    Open Interest is   201,971
Positions
    11,789    101,800        486    125,931     73,806      7,683     43,971      7,393      2,855      2,731      2,724          8      6,517      5,216
 
Changes from:       February 9, 2016                                 Total Change is:      -101
     2,328        489          0      1,395       -862        241     -3,711        448       -242        238       -139         -1       -349        -35
 
Percent of Open Interest Represented by Each Category of Trader
       5.8       50.4        0.2       62.4       36.5        3.8       21.8        3.7        1.4        1.4        1.3        0.0        3.2        2.6
 
Number of Traders in Each Category                                    Total Traders:       127 
         9         12          .         36         28         14         18         10          5          7          7          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   545,770
Positions
    37,548    145,407      3,981    265,243    196,551     93,124    103,324     72,683      6,718     17,542     14,158      2,356     15,934     10,792
 
Changes from:       February 9, 2016                                 Total Change is:     7,130
      -517      7,172      1,269      8,352       -302     -7,568      4,616      5,685       -980        893      2,221        467        598       -834
 
Percent of Open Interest Represented by Each Category of Trader
       6.9       26.6        0.7       48.6       36.0       17.1       18.9       13.3        1.2        3.2        2.6        0.4        2.9        2.0
 
Number of Traders in Each Category                                    Total Traders:       276 
        21         22          7         71         49         37         24         46         18         27         16          7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   779,269
Positions
     4,148     57,772     60,079    213,353    148,635    130,909     49,798     50,259    126,916      7,476     25,603     19,313    167,276    159,782
 
Changes from:       February 9, 2016                                 Total Change is:    11,591
    -3,326     14,165      6,359     -1,976    -14,794       -591     -7,689     -7,822      7,021     -3,310     -7,047      7,489      7,616      6,812
 
Percent of Open Interest Represented by Each Category of Trader
       0.5        7.4        7.7       27.4       19.1       16.8        6.4        6.4       16.3        1.0        3.3        2.5       21.5       20.5
 
Number of Traders in Each Category                                    Total Traders:       157 
         5         18         18         37         29         39         22         27         35          7         12         11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   642,882
Positions
     3,678     85,713      1,261    389,069    120,437     58,062     26,475    280,567     11,104      9,314      8,253          0    143,919     77,485
 
Changes from:       February 9, 2016                                 Total Change is:    10,842
       318      5,999       -781      1,188     -1,255     -2,089     -3,100      9,823          3      1,530        935          0     13,773     -1,793
 
Percent of Open Interest Represented by Each Category of Trader
       0.6       13.3        0.2       60.5       18.7        9.0        4.1       43.6        1.7        1.4        1.3        0.0       22.4       12.1
 
Number of Traders in Each Category                                    Total Traders:        97 
         .          8          4         47         14         31          9         12         11          4          .          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 1,229,483
Positions
    16,812    137,318      6,850    350,766    201,950    107,792    364,538    349,027    124,450    105,865    120,147     24,027    128,383    157,922
 
Changes from:       February 9, 2016                                 Total Change is:     7,148
    -5,827    -13,773       -984     -7,118    -24,224      3,981     14,428      6,542     31,843    -31,368     -3,764        839      1,354      6,689
 
Percent of Open Interest Represented by Each Category of Trader
       1.4       11.2        0.6       28.5       16.4        8.8       29.6       28.4       10.1        8.6        9.8        2.0       10.4       12.8
 
Number of Traders in Each Category                                    Total Traders:       250 
         7         25          9         56         35         44         39         41         42         17         30         13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 3,927,628
Positions
    76,599    309,223    310,799  1,168,445    801,523    419,883    434,429    719,097    628,736    363,300    160,868    108,272    417,165    469,225
 
Changes from:       February 9, 2016                                 Total Change is:   153,032
    11,769    -16,201     34,595      1,336     -1,050    -23,803    -11,185     31,510    102,614      9,345      6,008     17,952     10,409      1,406
 
Percent of Open Interest Represented by Each Category of Trader
       2.0        7.9        7.9       29.7       20.4       10.7       11.1       18.3       16.0        9.2        4.1        2.8       10.6       11.9
 
Number of Traders in Each Category                                    Total Traders:       383 
        19         41         51         61         79         82         62         60         85         27         34         33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 3,130,653
Positions
    46,609    334,965    128,751  1,340,044    448,359    450,904    341,490    863,696    336,714    137,991    182,721     32,703    315,447    351,840
 
Changes from:       February 9, 2016                                 Total Change is:   -21,927
     8,487    -36,931     14,420    -53,130      6,114     -1,457    -14,887     12,218     11,002      9,088    -14,171      6,559     -2,009    -19,681
 
Percent of Open Interest Represented by Each Category of Trader
       1.5       10.7        4.1       42.8       14.3       14.4       10.9       27.6       10.8        4.4        5.8        1.0       10.1       11.2
 
Number of Traders in Each Category                                    Total Traders:       301 
        10         31         24         58         48         61         48         51         64         17         38         23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE   (CONTRACTS OF $5,000,000)                           
CFTC Code #045601                                                    Open Interest is   795,490
Positions
   322,232    182,364    226,304      4,139      3,338     18,658     23,970    115,907    145,799     15,878     42,130     16,414     22,095     44,575
 
Changes from:       February 9, 2016                                 Total Change is:   -12,767
     5,500     14,600     -1,068          0     -5,981     -8,214     -2,154     -4,636     -8,288     -2,330     -3,239      6,240     -2,453     -2,181
 
Percent of Open Interest Represented by Each Category of Trader
      40.5       22.9       28.4        0.5        0.4        2.3        3.0       14.6       18.3        2.0        5.3        2.1        2.8        5.6
 
Number of Traders in Each Category                                    Total Traders:       103 
        13         28         34          .          4          4         13         33         31          4          4          5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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 is20,290,152
Positions
 2,492,098  1,813,735  3,722,612    995,735  1,433,428    678,816    774,754    654,995  9,029,395    419,786    475,981  1,295,288    881,668  1,185,902
 
Changes from:       February 9, 2016                                 Total Change is:  -607,559
    15,575    -82,160    -82,202    -46,846    -24,619   -159,385   -105,396     40,155   -185,750      2,665    -11,557    -45,774       -445    -56,267
 
Percent of Open Interest Represented by Each Category of Trader
      12.3        8.9       18.3        4.9        7.1        3.3        3.8        3.2       44.5        2.1        2.3        6.4        4.3        5.8
 
Number of Traders in Each Category                                    Total Traders:       314 
        27         60         84         11         31         35         41         87        102         22         29         35
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    29,714
Positions
     4,680      5,521          0        310     12,345        109     17,897      8,468          0      6,301      2,900        277        140         94
 
Changes from:       February 9, 2016                                 Total Change is:       194
       -72        708          0          0       -228         97        553       -554          0       -383        147         18        -19          6
 
Percent of Open Interest Represented by Each Category of Trader
      15.8       18.6        0.0        1.0       41.5        0.4       60.2       28.5        0.0       21.2        9.8        0.9        0.5        0.3
 
Number of Traders in Each Category                                    Total Traders:        43 
         .          4          0          .         11          .          5          9          0          5          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    37,725
Positions
     1,483      7,679          0        438     15,887        245     33,139      9,063          0      2,350      4,781          0         70         70
 
Changes from:       February 9, 2016                                 Total Change is:      -423
      -217        715          0        -64       -362        244       -578       -656          0        300       -410          0       -108         46
 
Percent of Open Interest Represented by Each Category of Trader
       3.9       20.4        0.0        1.2       42.1        0.6       87.8       24.0        0.0        6.2       12.7        0.0        0.2        0.2
 
Number of Traders in Each Category                                    Total Traders:        37 
         .          4          0          .          9          .          7          6          0          .          7          0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    70,308
Positions
       916     47,831         88     15,107      2,253        838     25,090     13,026      2,495     18,798        613        102      6,874      3,063
 
Changes from:       February 9, 2016                                 Total Change is:    -5,903
       161     -5,893          2     -1,992       -575        259     -2,518      1,215       -766       -709       -521         -9       -329        386
 
Percent of Open Interest Represented by Each Category of Trader
       1.3       68.0        0.1       21.5        3.2        1.2       35.7       18.5        3.5       26.7        0.9        0.1        9.8        4.4
 
Number of Traders in Each Category                                    Total Traders:       116 
         5          .          .          4          4          .         30         21         11         42          6          .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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   266,868
Positions
    22,084     74,147     26,124     40,364      6,819     30,434     63,239     47,796     44,521      4,859      2,200     13,287     21,956     21,540
 
Changes from:       February 9, 2016                                 Total Change is:     5,264
       913      7,063      3,536     -3,997       -286      5,053       -517    -12,909      7,578        -30         -6     -1,879     -5,393     -2,886
 
Percent of Open Interest Represented by Each Category of Trader
       8.3       27.8        9.8       15.1        2.6       11.4       23.7       17.9       16.7        1.8        0.8        5.0        8.2        8.1
 
Number of Traders in Each Category                                    Total Traders:       155 
         9         17         20         15          4          5         44         40         56          8          9         14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 16, 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    16,300
Positions
        30      3,442          0      4,298      1,780      1,332      9,681      9,333        264        280          0          0        415        149
 
Changes from:       February 9, 2016                                 Total Change is:      -723
      -196        198          0        903       -904       -267     -1,144      1,201          0        -42     -1,000          0         23         49
 
Percent of Open Interest Represented by Each Category of Trader
       0.2       21.1        0.0       26.4       10.9        8.2       59.4       57.3        1.6        1.7        0.0        0.0        2.5        0.9
 
Number of Traders in Each Category                                    Total Traders:        29 
         .          .          0          6          .          4          6          8          .          .          0          0
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Updated February 19, 2016