Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 131,522 Positions 2,882 71,407 362 34,741 6,231 2,041 45,233 21,402 2,682 10,351 2,103 257 32,973 25,037 Changes from: February 14, 2017 Total Change is: 6,466 -15 3,005 96 -1,100 27 46 5,387 1,548 196 1,218 -7 50 588 1,505 Percent of Open Interest Represented by Each Category of Trader 2.2 54.3 0.3 26.4 4.7 1.6 34.4 16.3 2.0 7.9 1.6 0.2 25.1 19.0 Number of Traders in Each Category Total Traders: 87 . 10 5 12 5 5 25 19 12 9 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 48,398 Positions 27,445 13,259 23 1,704 1,504 0 10,691 15,675 627 0 0 0 7,908 17,310 Changes from: February 14, 2017 Total Change is: 916 23 -220 2 9 0 0 446 -616 68 0 0 0 368 1,682 Percent of Open Interest Represented by Each Category of Trader 56.7 27.4 0.0 3.5 3.1 0.0 22.1 32.4 1.3 0.0 0.0 0.0 16.3 35.8 Number of Traders in Each Category Total Traders: 42 4 4 . . . 0 12 18 11 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 213,713 Positions 126,900 6,360 1,062 9,988 76,455 4,465 24,608 73,631 4,003 16,211 12,761 555 25,921 34,421 Changes from: February 14, 2017 Total Change is: 1,669 725 -1,507 12 -678 4,021 602 257 -3,356 591 -343 402 14 489 890 Percent of Open Interest Represented by Each Category of Trader 59.4 3.0 0.5 4.7 35.8 2.1 11.5 34.5 1.9 7.6 6.0 0.3 12.1 16.1 Number of Traders in Each Category Total Traders: 122 12 6 7 8 25 11 15 44 22 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 205,223 Positions 83,012 35,728 3,438 24,645 55,074 3,580 26,324 53,926 4,410 36,858 2,132 5,671 17,285 41,264 Changes from: February 14, 2017 Total Change is: 946 -3,312 1,601 681 1,892 847 -506 3,449 -709 -754 193 726 -58 -639 -882 Percent of Open Interest Represented by Each Category of Trader 40.4 17.4 1.7 12.0 26.8 1.7 12.8 26.3 2.1 18.0 1.0 2.8 8.4 20.1 Number of Traders in Each Category Total Traders: 123 11 8 4 15 19 6 23 39 14 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 417,129 Positions 114,768 69,501 1,919 137,567 97,401 10,991 41,682 145,281 6,519 46,759 22,595 1,487 55,437 61,435 Changes from: February 14, 2017 Total Change is: 10,779 3,996 -2,819 134 7,167 5,511 -1,732 -771 12,792 -5 562 147 -247 1,675 -3,002 Percent of Open Interest Represented by Each Category of Trader 27.5 16.7 0.5 33.0 23.4 2.6 10.0 34.8 1.6 11.2 5.4 0.4 13.3 14.7 Number of Traders in Each Category Total Traders: 247 20 11 11 48 35 32 26 61 21 26 19 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 29,147 Positions 764 21,603 0 17,595 0 454 457 1,522 168 0 836 0 9,709 4,564 Changes from: February 14, 2017 Total Change is: 105 0 227 0 -3 0 -23 -6 72 7 0 0 0 130 -178 Percent of Open Interest Represented by Each Category of Trader 2.6 74.1 0.0 60.4 0.0 1.6 1.6 5.2 0.6 0.0 2.9 0.0 33.3 15.7 Number of Traders in Each Category Total Traders: 21 . 4 0 12 0 6 . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 137,436 Positions 5,512 62,416 1,139 26,410 18,750 318 69,822 24,080 2,067 1,289 5,901 530 30,349 22,235 Changes from: February 14, 2017 Total Change is: 9,567 -981 6,456 -77 2,033 42 1 8,326 2,673 -146 333 365 15 63 238 Percent of Open Interest Represented by Each Category of Trader 4.0 45.4 0.8 19.2 13.6 0.2 50.8 17.5 1.5 0.9 4.3 0.4 22.1 16.2 Number of Traders in Each Category Total Traders: 95 . 10 4 9 8 4 36 20 9 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 29,979 Positions 2,046 24,582 1 6,076 0 0 19,250 4,187 2 725 257 0 1,879 950 Changes from: February 14, 2017 Total Change is: -438 0 -154 1 -1,071 0 0 607 -362 0 0 0 0 25 77 Percent of Open Interest Represented by Each Category of Trader 6.8 82.0 0.0 20.3 0.0 0.0 64.2 14.0 0.0 2.4 0.9 0.0 6.3 3.2 Number of Traders in Each Category Total Traders: 31 . 7 . . 0 0 12 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 193,415 Positions 63,593 80,376 1,248 66,754 4,795 209 30,545 70,490 20,574 3,379 9,782 303 6,810 5,638 Changes from: February 14, 2017 Total Change is: 3,387 -366 9,363 -4,861 276 -173 118 4,939 -3,148 1,983 443 545 282 573 -722 Percent of Open Interest Represented by Each Category of Trader 32.9 41.6 0.6 34.5 2.5 0.1 15.8 36.4 10.6 1.7 5.1 0.2 3.5 2.9 Number of Traders in Each Category Total Traders: 146 4 10 . 15 8 . 31 47 13 17 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 37,953 Positions 673 31,220 71 6,633 0 0 26,916 3,281 1,476 0 1,285 0 2,184 620 Changes from: February 14, 2017 Total Change is: 819 0 13 0 463 0 0 -1,116 -854 1,471 0 270 0 1 -81 Percent of Open Interest Represented by Each Category of Trader 1.8 82.3 0.2 17.5 0.0 0.0 70.9 8.6 3.9 0.0 3.4 0.0 5.8 1.6 Number of Traders in Each Category Total Traders: 32 . . . 4 0 0 11 9 . 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 55,082 Positions 7,811 23,133 2 1,024 18,169 0 37,399 6,577 2,811 1,064 1,132 0 4,971 3,258 Changes from: February 14, 2017 Total Change is: -1,232 109 407 -21 34 -79 0 -1,166 -1,983 -11 -142 21 0 -35 434 Percent of Open Interest Represented by Each Category of Trader 14.2 42.0 0.0 1.9 33.0 0.0 67.9 11.9 5.1 1.9 2.1 0.0 9.0 5.9 Number of Traders in Each Category Total Traders: 75 5 6 . 5 4 0 31 14 6 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 30,041 Positions 5,019 171 15,285 796 315 0 7,400 13,629 2 0 100 0 1,539 539 Changes from: February 14, 2017 Total Change is: -1,461 832 58 -846 -105 -37 0 -1,336 -200 -86 -103 -450 0 183 100 Percent of Open Interest Represented by Each Category of Trader 16.7 0.6 50.9 2.6 1.0 0.0 24.6 45.4 0.0 0.0 0.3 0.0 5.1 1.8 Number of Traders in Each Category Total Traders: 26 4 . . . . 0 12 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 63,482 Positions 8,748 37,279 1,466 8,421 537 429 31,364 8,773 2,181 895 3,731 11 9,970 9,078 Changes from: February 14, 2017 Total Change is: -33 -696 306 788 147 -10 2 -475 -1,296 178 -400 481 0 423 -481 Percent of Open Interest Represented by Each Category of Trader 13.8 58.7 2.3 13.3 0.8 0.7 49.4 13.8 3.4 1.4 5.9 0.0 15.7 14.3 Number of Traders in Each Category Total Traders: 124 13 25 4 13 . 6 39 17 7 4 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 126,964 Positions 17,496 74,557 2,931 16,841 1,073 858 62,727 17,546 4,361 1,789 7,461 21 19,940 18,156 Changes from: February 14, 2017 Total Change is: -66 -1,391 611 1,576 294 -20 3 -949 -2,591 355 -800 962 0 846 -962 Percent of Open Interest Represented by Each Category of Trader 13.8 58.7 2.3 13.3 0.8 0.7 49.4 13.8 3.4 1.4 5.9 0.0 15.7 14.3 Number of Traders in Each Category Total Traders: 124 13 25 4 13 . 6 39 17 7 4 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 693,015 Positions 62,156 115,488 35,309 305,925 177,664 64,525 76,868 121,351 40,457 21,960 49,222 7,357 78,457 81,643 Changes from: February 14, 2017 Total Change is: 17,725 -10,580 1,691 16,620 5,396 -9,510 634 -978 -4,566 8,395 -2,071 5,442 2,974 -2,663 -3,954 Percent of Open Interest Represented by Each Category of Trader 9.0 16.7 5.1 44.1 25.6 9.3 11.1 17.5 5.8 3.2 7.1 1.1 11.3 11.8 Number of Traders in Each Category Total Traders: 613 35 35 24 134 77 88 86 133 81 43 69 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 81,724 Positions 18,108 12,409 3,592 15,692 19,019 3,524 7,773 18,891 244 3,823 2,308 2,500 26,468 19,237 Changes from: February 14, 2017 Total Change is: 10,081 -380 1,931 2,490 1,709 -1,448 2,939 638 6,874 -1,386 956 378 2,500 615 -4,197 Percent of Open Interest Represented by Each Category of Trader 22.2 15.2 4.4 19.2 23.3 4.3 9.5 23.1 0.3 4.7 2.8 3.1 32.4 23.5 Number of Traders in Each Category Total Traders: 57 6 7 4 10 . 5 12 11 4 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,056,454 Positions 260,358 555,511 118,466 1,455,129 797,186 301,045 433,815 600,641 112,722 97,506 241,388 17,466 259,947 312,029 Changes from: February 14, 2017 Total Change is: 38,219 -16,767 33,033 36,416 22,396 -36,349 -15,488 30,364 -18,754 10,459 -10,477 29,978 -2,292 -16,392 1,216 Percent of Open Interest Represented by Each Category of Trader 8.5 18.2 3.9 47.6 26.1 9.8 14.2 19.7 3.7 3.2 7.9 0.6 8.5 10.2 Number of Traders in Each Category Total Traders: 601 35 33 21 133 76 85 87 129 71 41 67 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 97,472 Positions 1,121 46,317 209 54,337 38,202 3,228 24,748 4,167 1,404 541 527 0 11,884 3,418 Changes from: February 14, 2017 Total Change is: 2,743 -38 1,863 9 3,170 -625 8 462 1,343 178 0 0 0 -1,046 -33 Percent of Open Interest Represented by Each Category of Trader 1.2 47.5 0.2 55.7 39.2 3.3 25.4 4.3 1.4 0.6 0.5 0.0 12.2 3.5 Number of Traders in Each Category Total Traders: 92 . 11 . 34 14 14 20 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 46,915 Positions 6,409 13,316 275 11,105 5,122 962 19,509 15,704 932 1,763 3,954 41 5,920 6,610 Changes from: February 14, 2017 Total Change is: 1,145 385 -1,890 46 -742 16 56 1,083 748 245 -63 1,767 -37 171 193 Percent of Open Interest Represented by Each Category of Trader 13.7 28.4 0.6 23.7 10.9 2.1 41.6 33.5 2.0 3.8 8.4 0.1 12.6 14.1 Number of Traders in Each Category Total Traders: 247 16 18 6 41 21 14 61 50 18 13 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 234,577 Positions 32,046 66,580 1,377 55,524 25,608 4,810 97,544 78,518 4,659 8,813 19,771 205 29,599 33,049 Changes from: February 14, 2017 Total Change is: 5,725 1,927 -9,448 230 -3,712 81 282 5,416 3,741 1,224 -314 8,833 -183 855 965 Percent of Open Interest Represented by Each Category of Trader 13.7 28.4 0.6 23.7 10.9 2.1 41.6 33.5 2.0 3.8 8.4 0.1 12.6 14.1 Number of Traders in Each Category Total Traders: 247 16 18 6 41 21 14 61 50 18 13 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 $50) CFTC Code #23977A Open Interest is 612,760 Positions 50,482 195,710 5,301 305,589 147,194 29,899 163,229 176,344 15,818 12,625 22,646 923 28,894 18,925 Changes from: February 14, 2017 Total Change is: -5,570 803 1,053 328 2,902 -2,924 -1,630 -10,156 -1,961 2,288 388 -1,106 90 -583 -1,708 Percent of Open Interest Represented by Each Category of Trader 8.2 31.9 0.9 49.9 24.0 4.9 26.6 28.8 2.6 2.1 3.7 0.2 4.7 3.1 Number of Traders in Each Category Total Traders: 351 19 23 9 81 42 37 73 72 24 17 24 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 31,672 Positions 912 13,041 3 13,894 524 80 2,808 3,138 7 4,392 7,605 0 9,576 7,274 Changes from: February 14, 2017 Total Change is: -670 -1 17 0 356 0 3 -2,413 1,065 -116 1,179 -350 0 322 -1,289 Percent of Open Interest Represented by Each Category of Trader 2.9 41.2 0.0 43.9 1.7 0.3 8.9 9.9 0.0 13.9 24.0 0.0 30.2 23.0 Number of Traders in Each Category Total Traders: 41 . . . 15 . . 5 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 57,155 Positions 16,369 10,538 1,976 10,600 3,087 2,272 14,141 17,518 1,502 667 3,066 0 9,628 17,196 Changes from: February 14, 2017 Total Change is: -4,367 -320 -103 -285 -1,104 -579 43 -163 -4,370 152 -399 22 0 -2,291 753 Percent of Open Interest Represented by Each Category of Trader 28.6 18.4 3.5 18.5 5.4 4.0 24.7 30.6 2.6 1.2 5.4 0.0 16.8 30.1 Number of Traders in Each Category Total Traders: 85 16 9 4 12 6 6 21 15 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 276,358 Positions 22,244 188,202 4,534 168,944 60,190 12,488 50,351 3,325 2,700 5,334 747 409 9,354 3,763 Changes from: February 14, 2017 Total Change is: 8,874 9,127 9,730 1,893 -2,339 -1,224 -6 -271 -365 -175 -395 -8 0 1,040 -971 Percent of Open Interest Represented by Each Category of Trader 8.0 68.1 1.6 61.1 21.8 4.5 18.2 1.2 1.0 1.9 0.3 0.1 3.4 1.4 Number of Traders in Each Category Total Traders: 127 6 13 6 46 23 20 23 6 7 8 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 891,953 Positions 33,654 678,837 7,044 526,301 78,739 60,406 181,762 31,131 12,334 44,606 12,219 2,847 22,999 8,396 Changes from: February 14, 2017 Total Change is: 14,831 1,907 18,482 1,931 5,289 -7,331 -544 -354 -549 101 4,275 -421 2,000 226 1,162 Percent of Open Interest Represented by Each Category of Trader 3.8 76.1 0.8 59.0 8.8 6.8 20.4 3.5 1.4 5.0 1.4 0.3 2.6 0.9 Number of Traders in Each Category Total Traders: 317 20 20 10 104 29 43 57 23 18 49 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 642,991 Positions 9,077 25,443 6,260 288,751 144,784 117,499 62,267 116,583 13,858 5,410 47,825 2,323 137,546 168,416 Changes from: February 14, 2017 Total Change is: 10,664 -4,574 3,407 2,786 -21,216 11,107 2,237 7,630 -7,400 2,081 3,842 3,033 34 17,844 -6,621 Percent of Open Interest Represented by Each Category of Trader 1.4 4.0 1.0 44.9 22.5 18.3 9.7 18.1 2.2 0.8 7.4 0.4 21.4 26.2 Number of Traders in Each Category Total Traders: 154 8 10 9 38 28 33 24 29 27 4 12 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 782,955 Positions 6,296 143,394 18,381 416,118 59,731 84,985 41,480 277,081 59,049 25,960 16,327 418 130,268 123,589 Changes from: February 14, 2017 Total Change is: 15,833 637 -5,747 4,756 -4,640 6,019 174 2,998 808 -1,627 521 5,372 -215 13,229 6,293 Percent of Open Interest Represented by Each Category of Trader 0.8 18.3 2.3 53.1 7.6 10.9 5.3 35.4 7.5 3.3 2.1 0.1 16.6 15.8 Number of Traders in Each Category Total Traders: 104 . 12 5 46 9 28 9 19 15 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,608,124 Positions 18,020 138,399 54,631 405,619 333,387 188,143 558,672 315,361 134,784 128,199 262,157 8,288 111,768 172,974 Changes from: February 14, 2017 Total Change is: 146,053 -19,685 24,707 34,050 8,133 -6,009 4,300 31,135 18,494 55,827 20,997 5,666 6,780 4,516 2,238 Percent of Open Interest Represented by Each Category of Trader 1.1 8.6 3.4 25.2 20.7 11.7 34.7 19.6 8.4 8.0 16.3 0.5 7.0 10.8 Number of Traders in Each Category Total Traders: 270 5 35 20 57 39 44 44 39 35 19 31 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,580,979 Positions 110,889 182,036 173,639 1,351,743 1,092,476 385,250 490,795 702,416 249,024 432,979 192,796 33,257 353,403 570,085 Changes from: February 14, 2017 Total Change is: 240,433 -26,223 18,194 97,788 42,864 25,903 -21,653 6,714 -3,905 79,662 9,289 -3,054 13,682 38,310 33,816 Percent of Open Interest Represented by Each Category of Trader 3.1 5.1 4.8 37.7 30.5 10.8 13.7 19.6 7.0 12.1 5.4 0.9 9.9 15.9 Number of Traders in Each Category Total Traders: 364 19 41 21 44 79 67 50 73 57 21 36 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 335,555 Positions 11,915 20,028 2,849 107,963 137,541 12,739 95,522 34,955 16,636 9,251 6,629 0 78,680 104,178 Changes from: February 14, 2017 Total Change is: 17,490 -2,208 -1,614 1,053 306 -493 -2,738 3,352 2,540 8,003 31 0 0 9,691 10,739 Percent of Open Interest Represented by Each Category of Trader 3.6 6.0 0.8 32.2 41.0 3.8 28.5 10.4 5.0 2.8 2.0 0.0 23.4 31.0 Number of Traders in Each Category Total Traders: 59 . 6 . 12 18 18 11 6 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 3,557,180 Positions 48,578 435,919 112,364 1,924,277 585,728 307,639 202,560 1,098,051 364,325 305,225 248,243 19,648 272,564 385,263 Changes from: February 14, 2017 Total Change is: 167,043 -26,360 59,528 -3,331 -37,782 74,007 24,918 46,694 -91,831 91,590 38,923 -933 4,779 27,612 8,316 Percent of Open Interest Represented by Each Category of Trader 1.4 12.3 3.2 54.1 16.5 8.6 5.7 30.9 10.2 8.6 7.0 0.6 7.7 10.8 Number of Traders in Each Category Total Traders: 314 7 33 16 59 51 56 34 78 50 19 33 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,455,720 Positions 342,475 149,131 420,271 0 29,943 10,200 122,305 306,060 349,262 67,317 22,242 114,393 29,497 54,218 Changes from: February 14, 2017 Total Change is: 136,528 11,161 -7,427 49,676 0 -12 -1,200 -23,035 -6,199 85,530 1,987 -3,732 7,542 4,867 12,350 Percent of Open Interest Represented by Each Category of Trader 23.5 10.2 28.9 0.0 2.1 0.7 8.4 21.0 24.0 4.6 1.5 7.9 2.0 3.7 Number of Traders in Each Category Total Traders: 150 28 36 51 0 5 . 14 44 43 8 10 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is12,440,977 Positions 5,221,988 770,715 2,279,994 34,236 1,652,194 546,484 276,439 2,955,560 1,956,808 951,409 482,453 595,992 577,627 1,200,777 Changes from: February 14, 2017 Total Change is: 371,930 193,478 -88,464 86,198 -17,755 79,749 12,751 -31,514 116,010 107,082 27,602 37,541 -14,000 8,088 35,063 Percent of Open Interest Represented by Each Category of Trader 42.0 6.2 18.3 0.3 13.3 4.4 2.2 23.8 15.7 7.6 3.9 4.8 4.6 9.7 Number of Traders in Each Category Total Traders: 295 28 47 72 6 31 26 24 103 100 12 23 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 32,226 Positions 5,305 4,203 0 172 13,841 110 19,216 9,287 0 7,209 4,482 139 75 164 Changes from: February 14, 2017 Total Change is: 703 244 -401 0 -1 -325 0 369 961 0 -7 430 50 48 -12 Percent of Open Interest Represented by Each Category of Trader 16.5 13.0 0.0 0.5 42.9 0.3 59.6 28.8 0.0 22.4 13.9 0.4 0.2 0.5 Number of Traders in Each Category Total Traders: 48 . 8 0 . 12 . 4 12 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 43,101 Positions 6,113 19,383 0 625 8,672 280 35,374 8,472 0 489 5,946 175 45 173 Changes from: February 14, 2017 Total Change is: 610 174 1,666 0 122 -262 -102 831 -441 0 -411 -303 0 -4 52 Percent of Open Interest Represented by Each Category of Trader 14.2 45.0 0.0 1.5 20.1 0.6 82.1 19.7 0.0 1.1 13.8 0.4 0.1 0.4 Number of Traders in Each Category Total Traders: 33 . 4 0 . 4 . 7 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 74,802 Positions 313 58,262 0 16,158 1,059 1,432 31,113 5,731 2,772 13,749 2,253 2 9,263 3,291 Changes from: February 14, 2017 Total Change is: 592 -343 -156 -6 413 0 313 1,737 -217 390 -1,126 -25 -48 -738 341 Percent of Open Interest Represented by Each Category of Trader 0.4 77.9 0.0 21.6 1.4 1.9 41.6 7.7 3.7 18.4 3.0 0.0 12.4 4.4 Number of Traders in Each Category Total Traders: 149 4 . 0 15 . 4 51 14 8 52 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 551,908 Positions 128,342 27,467 17,775 76,505 47,690 38,294 94,461 223,842 113,636 15,197 12,772 34,887 32,811 35,545 Changes from: February 14, 2017 Total Change is: -89,851 -10,649 5,732 -24,856 47,732 -6,703 -19,639 -46,382 -13,391 -35,350 -2,456 2,383 3,108 -1,359 -1,135 Percent of Open Interest Represented by Each Category of Trader 23.3 5.0 3.2 13.9 8.6 6.9 17.1 40.6 20.6 2.8 2.3 6.3 5.9 6.4 Number of Traders in Each Category Total Traders: 245 24 4 19 16 23 16 53 75 57 23 14 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 21, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 35,072 Positions 135 370 0 23,966 77 0 6,800 34,026 369 3,692 229 0 110 1 Changes from: February 14, 2017 Total Change is: -41 30 370 0 95 0 0 -88 -546 0 -52 151 0 -26 -16 Percent of Open Interest Represented by Each Category of Trader 0.4 1.1 0.0 68.3 0.2 0.0 19.4 97.0 1.1 10.5 0.7 0.0 0.3 0.0 Number of Traders in Each Category Total Traders: 39 . . 0 13 . 0 12 5 . . . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 24, 2017