Traders in Financial Futures - Futures Only Positions as of February 28, 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 135,442 Positions 2,665 70,068 328 33,391 7,819 1,769 51,378 24,210 3,164 9,202 2,074 307 33,238 25,703 Changes from: February 21, 2017 Total Change is: 3,920 -217 -1,339 -34 -1,350 1,588 -272 6,145 2,808 482 -1,149 -29 50 265 666 Percent of Open Interest Represented by Each Category of Trader 2.0 51.7 0.2 24.7 5.8 1.3 37.9 17.9 2.3 6.8 1.5 0.2 24.5 19.0 Number of Traders in Each Category Total Traders: 87 . 10 4 12 6 4 25 23 16 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 46,601 Positions 27,881 10,022 40 1,714 2,921 0 7,741 15,701 824 0 0 0 8,401 17,093 Changes from: February 21, 2017 Total Change is: -1,797 436 -3,237 17 10 1,417 0 -2,950 26 197 0 0 0 493 -217 Percent of Open Interest Represented by Each Category of Trader 59.8 21.5 0.1 3.7 6.3 0.0 16.6 33.7 1.8 0.0 0.0 0.0 18.0 36.7 Number of Traders in Each Category Total Traders: 40 5 . . . 4 0 10 16 11 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 226,882 Positions 131,731 6,276 903 9,705 84,552 3,728 28,688 76,361 6,940 18,061 11,845 1,090 26,036 35,187 Changes from: February 21, 2017 Total Change is: 13,169 4,831 -84 -159 -283 8,097 -737 4,080 2,730 2,937 1,850 -916 535 115 766 Percent of Open Interest Represented by Each Category of Trader 58.1 2.8 0.4 4.3 37.3 1.6 12.6 33.7 3.1 8.0 5.2 0.5 11.5 15.5 Number of Traders in Each Category Total Traders: 122 11 6 6 7 25 11 16 46 22 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 204,602 Positions 80,833 42,772 3,332 25,121 52,717 3,452 29,012 51,857 6,710 37,076 1,453 136 18,930 42,173 Changes from: February 21, 2017 Total Change is: -621 -2,179 7,044 -106 476 -2,357 -128 2,688 -2,069 2,300 218 -679 -5,535 1,645 909 Percent of Open Interest Represented by Each Category of Trader 39.5 20.9 1.6 12.3 25.8 1.7 14.2 25.3 3.3 18.1 0.7 0.1 9.3 20.6 Number of Traders in Each Category Total Traders: 121 9 7 4 14 20 6 28 37 20 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 431,635 Positions 109,846 80,747 2,056 147,523 104,152 10,077 47,426 139,282 8,323 48,767 22,021 1,490 56,127 63,487 Changes from: February 21, 2017 Total Change is: 14,506 -4,922 11,246 137 9,956 6,751 -914 5,744 -5,999 1,804 2,008 -574 3 690 2,052 Percent of Open Interest Represented by Each Category of Trader 25.4 18.7 0.5 34.2 24.1 2.3 11.0 32.3 1.9 11.3 5.1 0.3 13.0 14.7 Number of Traders in Each Category Total Traders: 247 17 13 12 50 35 31 31 53 25 27 20 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 30,948 Positions 764 21,302 527 17,251 0 482 456 1,091 633 0 1,736 0 10,835 5,177 Changes from: February 21, 2017 Total Change is: 1,801 0 -301 527 -344 0 28 -1 -431 465 0 900 0 1,126 613 Percent of Open Interest Represented by Each Category of Trader 2.5 68.8 1.7 55.7 0.0 1.6 1.5 3.5 2.0 0.0 5.6 0.0 35.0 16.7 Number of Traders in Each Category Total Traders: 22 . 4 . 11 0 5 . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 141,914 Positions 3,135 72,092 1,200 28,295 13,511 1,188 73,814 20,358 2,778 1,176 6,605 711 29,617 23,471 Changes from: February 21, 2017 Total Change is: 4,478 -2,377 9,676 61 1,885 -5,239 870 3,992 -3,722 711 -113 704 181 -732 1,236 Percent of Open Interest Represented by Each Category of Trader 2.2 50.8 0.8 19.9 9.5 0.8 52.0 14.3 2.0 0.8 4.7 0.5 20.9 16.5 Number of Traders in Each Category Total Traders: 92 . 11 4 9 7 6 34 19 12 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 29,183 Positions 2,046 24,580 1 6,168 0 0 18,417 3,435 2 701 257 0 1,848 908 Changes from: February 21, 2017 Total Change is: -796 0 -2 0 92 0 0 -833 -752 0 -24 0 0 -31 -42 Percent of Open Interest Represented by Each Category of Trader 7.0 84.2 0.0 21.1 0.0 0.0 63.1 11.8 0.0 2.4 0.9 0.0 6.3 3.1 Number of Traders in Each Category Total Traders: 31 . 7 . . 0 0 11 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 194,858 Positions 63,483 90,688 1,454 62,863 4,147 121 37,063 62,352 18,900 3,525 11,975 235 7,214 4,986 Changes from: February 21, 2017 Total Change is: 1,443 -110 10,312 206 -3,891 -648 -88 6,518 -8,138 -1,674 146 2,193 -68 404 -652 Percent of Open Interest Represented by Each Category of Trader 32.6 46.5 0.7 32.3 2.1 0.1 19.0 32.0 9.7 1.8 6.1 0.1 3.7 2.6 Number of Traders in Each Category Total Traders: 134 . 11 . 12 7 . 34 37 13 15 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 31,024 Positions 0 23,669 74 6,556 0 0 22,020 5,186 196 0 1,285 0 2,178 614 Changes from: February 21, 2017 Total Change is: -6,929 -673 -7,551 3 -77 0 0 -4,896 1,905 -1,280 0 0 0 -6 -6 Percent of Open Interest Represented by Each Category of Trader 0.0 76.3 0.2 21.1 0.0 0.0 71.0 16.7 0.6 0.0 4.1 0.0 7.0 2.0 Number of Traders in Each Category Total Traders: 29 0 . . 4 0 0 9 8 . 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 57,102 Positions 7,689 25,525 51 1,599 18,063 0 39,784 7,152 2,210 621 1,357 0 5,148 2,744 Changes from: February 21, 2017 Total Change is: 2,020 -122 2,392 49 575 -106 0 2,385 575 -601 -443 225 0 177 -514 Percent of Open Interest Represented by Each Category of Trader 13.5 44.7 0.1 2.8 31.6 0.0 69.7 12.5 3.9 1.1 2.4 0.0 9.0 4.8 Number of Traders in Each Category Total Traders: 70 4 7 . 6 . 0 29 12 4 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 27,639 Positions 5,378 171 12,906 780 254 0 6,996 13,629 1 0 100 0 1,578 578 Changes from: February 21, 2017 Total Change is: -2,402 359 0 -2,379 -16 -61 0 -404 0 -1 0 0 0 39 39 Percent of Open Interest Represented by Each Category of Trader 19.5 0.6 46.7 2.8 0.9 0.0 25.3 49.3 0.0 0.0 0.4 0.0 5.7 2.1 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 28, 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 69,610 Positions 8,739 39,454 1,836 9,920 222 702 34,381 9,759 2,725 895 4,183 131 10,284 10,601 Changes from: February 21, 2017 Total Change is: 6,128 -9 2,175 370 1,499 -315 273 3,017 986 544 0 452 120 314 1,523 Percent of Open Interest Represented by Each Category of Trader 12.6 56.7 2.6 14.3 0.3 1.0 49.4 14.0 3.9 1.3 6.0 0.2 14.8 15.2 Number of Traders in Each Category Total Traders: 126 13 26 7 14 . 6 40 16 6 4 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 139,220 Positions 17,478 78,907 3,671 19,839 443 1,404 68,761 19,518 5,449 1,789 8,365 261 20,568 21,202 Changes from: February 21, 2017 Total Change is: 12,256 -18 4,350 740 2,998 -630 546 6,034 1,972 1,088 0 904 240 628 3,046 Percent of Open Interest Represented by Each Category of Trader 12.6 56.7 2.6 14.3 0.3 1.0 49.4 14.0 3.9 1.3 6.0 0.2 14.8 15.2 Number of Traders in Each Category Total Traders: 126 13 26 7 14 . 6 40 16 6 4 12 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 717,622 Positions 66,883 122,810 40,221 304,925 173,848 66,448 83,432 128,503 38,910 23,115 48,467 7,257 86,430 91,158 Changes from: February 21, 2017 Total Change is: 24,607 4,727 7,322 4,912 -1,000 -3,816 1,923 6,565 7,152 -1,547 1,155 -754 -100 7,973 9,515 Percent of Open Interest Represented by Each Category of Trader 9.3 17.1 5.6 42.5 24.2 9.3 11.6 17.9 5.4 3.2 6.8 1.0 12.0 12.7 Number of Traders in Each Category Total Traders: 613 33 38 29 129 80 92 84 137 73 47 64 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 94,112 Positions 25,693 15,859 4,092 16,007 18,049 5,892 8,567 17,119 282 4,138 1,382 3,000 26,441 28,437 Changes from: February 21, 2017 Total Change is: 12,388 7,585 3,450 500 315 -970 2,368 794 -1,772 38 315 -926 500 -27 9,200 Percent of Open Interest Represented by Each Category of Trader 27.3 16.9 4.3 17.0 19.2 6.3 9.1 18.2 0.3 4.4 1.5 3.2 28.1 30.2 Number of Traders in Each Category Total Traders: 55 5 8 5 10 . 5 11 10 . 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 3,117,551 Positions 247,210 576,014 139,387 1,448,346 782,750 299,025 455,377 637,972 112,088 103,140 243,681 13,031 299,947 313,603 Changes from: February 21, 2017 Total Change is: 61,097 -13,148 20,503 20,921 -6,783 -14,436 -2,020 21,562 37,331 -634 5,634 2,293 -4,435 40,000 1,574 Percent of Open Interest Represented by Each Category of Trader 7.9 18.5 4.5 46.5 25.1 9.6 14.6 20.5 3.6 3.3 7.8 0.4 9.6 10.1 Number of Traders in Each Category Total Traders: 603 32 38 27 128 79 88 84 135 70 45 62 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 96,283 Positions 1,151 45,189 219 52,781 38,373 3,246 24,049 3,238 2,019 541 564 0 12,277 3,435 Changes from: February 21, 2017 Total Change is: -1,189 30 -1,128 10 -1,556 171 18 -699 -929 615 0 37 0 393 17 Percent of Open Interest Represented by Each Category of Trader 1.2 46.9 0.2 54.8 39.9 3.4 25.0 3.4 2.1 0.6 0.6 0.0 12.8 3.6 Number of Traders in Each Category Total Traders: 88 . 11 . 33 14 14 20 4 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 47,852 Positions 6,318 13,783 291 9,628 5,325 1,628 21,203 15,926 974 1,629 3,714 23 6,157 6,187 Changes from: February 21, 2017 Total Change is: 936 -91 467 16 -1,477 204 666 1,694 222 42 -134 -241 -18 237 -423 Percent of Open Interest Represented by Each Category of Trader 13.2 28.8 0.6 20.1 11.1 3.4 44.3 33.3 2.0 3.4 7.8 0.0 12.9 12.9 Number of Traders in Each Category Total Traders: 252 14 20 6 42 22 15 61 53 16 13 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 239,259 Positions 31,592 68,917 1,457 48,140 26,626 8,141 106,013 79,628 4,871 8,143 18,568 116 30,786 30,935 Changes from: February 21, 2017 Total Change is: 4,682 -454 2,337 80 -7,384 1,018 3,331 8,469 1,110 212 -670 -1,203 -89 1,187 -2,114 Percent of Open Interest Represented by Each Category of Trader 13.2 28.8 0.6 20.1 11.1 3.4 44.3 33.3 2.0 3.4 7.8 0.0 12.9 12.9 Number of Traders in Each Category Total Traders: 252 14 20 6 42 22 15 61 53 16 13 27 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 613,586 Positions 53,283 168,637 5,825 299,162 148,144 38,458 164,630 196,042 11,876 10,966 21,819 891 28,495 21,894 Changes from: February 21, 2017 Total Change is: 826 2,801 -27,073 524 -6,427 950 8,559 1,401 19,698 -3,942 -1,659 -827 -32 -399 2,969 Percent of Open Interest Represented by Each Category of Trader 8.7 27.5 0.9 48.8 24.1 6.3 26.8 32.0 1.9 1.8 3.6 0.1 4.6 3.6 Number of Traders in Each Category Total Traders: 348 23 21 9 85 40 35 61 76 25 20 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 32,043 Positions 915 13,049 3 13,909 490 85 2,969 3,421 139 5,024 7,345 0 8,999 7,511 Changes from: February 21, 2017 Total Change is: 371 3 8 0 15 -34 5 161 283 132 632 -260 0 -577 237 Percent of Open Interest Represented by Each Category of Trader 2.9 40.7 0.0 43.4 1.5 0.3 9.3 10.7 0.4 15.7 22.9 0.0 28.1 23.4 Number of Traders in Each Category Total Traders: 42 . . . 15 . . 4 9 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 58,145 Positions 16,276 12,238 534 10,672 2,640 2,096 17,307 17,684 1,619 872 2,769 0 8,769 18,565 Changes from: February 21, 2017 Total Change is: 990 -93 1,700 -1,442 72 -447 -176 3,166 166 117 205 -297 0 -859 1,369 Percent of Open Interest Represented by Each Category of Trader 28.0 21.0 0.9 18.4 4.5 3.6 29.8 30.4 2.8 1.5 4.8 0.0 15.1 31.9 Number of Traders in Each Category Total Traders: 94 16 10 4 14 5 6 26 17 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 282,794 Positions 24,860 190,472 4,399 167,736 64,239 12,996 56,343 3,136 2,272 4,757 705 409 9,022 4,166 Changes from: February 21, 2017 Total Change is: 6,436 2,616 2,270 -135 -1,208 4,049 508 5,992 -189 -428 -577 -42 0 -332 403 Percent of Open Interest Represented by Each Category of Trader 8.8 67.4 1.6 59.3 22.7 4.6 19.9 1.1 0.8 1.7 0.2 0.1 3.2 1.5 Number of Traders in Each Category Total Traders: 133 8 12 6 47 25 21 27 6 6 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 901,839 Positions 33,508 685,250 8,772 519,482 84,231 62,789 196,728 25,678 11,011 43,111 12,183 3,088 23,350 8,837 Changes from: February 21, 2017 Total Change is: 9,886 -146 6,413 1,728 -6,819 5,492 2,383 14,966 -5,453 -1,323 -1,495 -36 241 351 441 Percent of Open Interest Represented by Each Category of Trader 3.7 76.0 1.0 57.6 9.3 7.0 21.8 2.8 1.2 4.8 1.4 0.3 2.6 1.0 Number of Traders in Each Category Total Traders: 318 21 19 13 100 34 45 61 19 17 50 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 650,578 Positions 7,706 27,124 5,550 317,595 165,349 105,567 54,461 117,844 17,058 7,325 49,730 2,056 133,260 160,300 Changes from: February 21, 2017 Total Change is: 7,587 -1,371 1,681 -710 28,844 20,565 -11,932 -7,806 1,261 3,200 1,915 1,905 -267 -4,286 -8,116 Percent of Open Interest Represented by Each Category of Trader 1.2 4.2 0.9 48.8 25.4 16.2 8.4 18.1 2.6 1.1 7.6 0.3 20.5 24.6 Number of Traders in Each Category Total Traders: 153 5 10 4 39 32 33 22 27 19 7 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 748,636 Positions 5,442 139,783 10,169 415,292 56,483 84,959 43,571 274,726 43,655 28,316 19,861 354 116,878 118,646 Changes from: February 21, 2017 Total Change is: -34,319 -854 -3,611 -8,212 -826 -3,248 -26 2,091 -2,355 -15,394 2,356 3,534 -64 -13,390 -4,943 Percent of Open Interest Represented by Each Category of Trader 0.7 18.7 1.4 55.5 7.5 11.3 5.8 36.7 5.8 3.8 2.7 0.0 15.6 15.8 Number of Traders in Each Category Total Traders: 102 . 11 5 46 7 26 8 22 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 1,420,133 Positions 22,769 157,481 31,485 388,894 290,030 187,168 486,420 318,056 45,317 151,211 236,322 2,187 104,682 152,087 Changes from: February 21, 2017 Total Change is: -187,991 4,749 19,082 -23,146 -16,725 -43,357 -975 -72,252 2,695 -89,467 23,012 -25,835 -6,101 -7,086 -20,887 Percent of Open Interest Represented by Each Category of Trader 1.6 11.1 2.2 27.4 20.4 13.2 34.3 22.4 3.2 10.6 16.6 0.2 7.4 10.7 Number of Traders in Each Category Total Traders: 267 5 35 17 55 38 44 44 42 33 20 28 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 3,255,388 Positions 123,282 184,118 38,963 1,427,943 1,041,731 377,508 414,663 741,698 118,281 390,940 204,229 22,123 341,685 526,737 Changes from: February 21, 2017 Total Change is: -325,591 12,393 2,082 -134,676 76,200 -50,745 -7,742 -76,132 39,282 -130,743 -42,039 11,433 -11,134 -11,718 -43,348 Percent of Open Interest Represented by Each Category of Trader 3.8 5.7 1.2 43.9 32.0 11.6 12.7 22.8 3.6 12.0 6.3 0.7 10.5 16.2 Number of Traders in Each Category Total Traders: 353 18 40 29 45 78 69 45 70 49 19 38 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 339,202 Positions 16,332 31,254 3,175 114,456 127,142 15,876 101,458 40,531 13,093 8,662 6,629 0 66,150 101,502 Changes from: February 21, 2017 Total Change is: 3,647 4,417 11,226 326 6,493 -10,399 3,137 5,936 5,576 -3,543 -589 0 0 -12,530 -2,676 Percent of Open Interest Represented by Each Category of Trader 4.8 9.2 0.9 33.7 37.5 4.7 29.9 11.9 3.9 2.6 2.0 0.0 19.5 29.9 Number of Traders in Each Category Total Traders: 64 5 6 5 12 21 20 12 5 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 3,155,100 Positions 39,315 383,670 73,547 1,801,686 688,185 299,765 254,568 945,990 165,819 261,494 227,694 12,122 246,784 358,308 Changes from: February 21, 2017 Total Change is: -402,080 -9,263 -52,249 -38,817 -122,591 102,457 -7,874 52,008 -152,061 -198,506 -43,731 -20,549 -7,526 -25,780 -26,955 Percent of Open Interest Represented by Each Category of Trader 1.2 12.2 2.3 57.1 21.8 9.5 8.1 30.0 5.3 8.3 7.2 0.4 7.8 11.4 Number of Traders in Each Category Total Traders: 309 12 33 16 64 48 59 35 72 41 18 27 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 1,583,627 Positions 396,916 162,263 404,414 20,816 21,076 15,638 214,776 428,067 314,907 49,127 52,315 132,447 34,586 52,500 Changes from: February 21, 2017 Total Change is: 127,907 54,441 13,132 -15,857 20,816 -8,867 5,438 92,471 122,007 -34,355 -18,190 30,073 18,054 5,089 -1,718 Percent of Open Interest Represented by Each Category of Trader 25.1 10.2 25.5 1.3 1.3 1.0 13.6 27.0 19.9 3.1 3.3 8.4 2.2 3.3 Number of Traders in Each Category Total Traders: 151 26 36 51 . 4 . 23 35 40 11 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 is12,719,279 Positions 5,452,568 743,385 2,294,844 36,954 1,733,731 592,892 247,887 2,998,734 2,011,713 909,349 520,423 611,543 561,529 1,212,014 Changes from: February 21, 2017 Total Change is: 278,302 230,580 -27,330 14,850 2,718 81,537 46,408 -28,552 43,174 54,905 -42,060 37,970 15,551 -16,098 11,237 Percent of Open Interest Represented by Each Category of Trader 42.9 5.8 18.0 0.3 13.6 4.7 1.9 23.6 15.8 7.1 4.1 4.8 4.4 9.5 Number of Traders in Each Category Total Traders: 299 27 51 75 7 29 24 25 107 98 9 24 25 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 32,387 Positions 6,138 4,407 0 172 12,928 110 16,732 8,535 1,899 7,241 4,303 56 39 149 Changes from: February 21, 2017 Total Change is: 161 833 204 0 0 -913 0 -2,484 -752 1,899 32 -179 -83 -36 -15 Percent of Open Interest Represented by Each Category of Trader 19.0 13.6 0.0 0.5 39.9 0.3 51.7 26.4 5.9 22.4 13.3 0.2 0.1 0.5 Number of Traders in Each Category Total Traders: 49 . 8 0 . 12 . 4 12 . 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 44,576 Positions 5,864 17,662 12 726 8,970 187 34,215 8,939 2,712 564 5,734 243 53 117 Changes from: February 21, 2017 Total Change is: 1,475 -249 -1,721 12 101 298 -93 -1,159 467 2,712 75 -212 68 8 -56 Percent of Open Interest Represented by Each Category of Trader 13.2 39.6 0.0 1.6 20.1 0.4 76.8 20.1 6.1 1.3 12.9 0.5 0.1 0.3 Number of Traders in Each Category Total Traders: 33 . 5 . . 4 . 6 8 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 74,909 Positions 494 58,690 3 15,614 1,059 1,438 30,457 5,732 2,793 14,798 2,271 15 9,297 2,908 Changes from: February 21, 2017 Total Change is: 107 181 428 3 -544 0 6 -656 1 21 1,049 18 13 34 -383 Percent of Open Interest Represented by Each Category of Trader 0.7 78.3 0.0 20.8 1.4 1.9 40.7 7.7 3.7 19.8 3.0 0.0 12.4 3.9 Number of Traders in Each Category Total Traders: 146 4 . . 13 . 4 44 17 13 52 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 585,686 Positions 132,632 23,364 16,782 72,188 46,656 44,848 97,821 235,295 124,969 13,218 5,429 50,891 32,337 37,452 Changes from: February 21, 2017 Total Change is: 33,778 4,290 -4,103 -993 -4,317 -1,034 6,554 3,360 11,453 11,333 -1,979 -7,343 16,004 -474 1,907 Percent of Open Interest Represented by Each Category of Trader 22.6 4.0 2.9 12.3 8.0 7.7 16.7 40.2 21.3 2.3 0.9 8.7 5.5 6.4 Number of Traders in Each Category Total Traders: 255 27 . 20 18 23 19 56 72 62 20 17 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 37,884 Positions 186 0 0 26,171 79 0 7,082 37,194 369 3,969 229 0 107 13 Changes from: February 21, 2017 Total Change is: 2,812 51 -370 0 2,205 2 0 282 3,168 0 277 0 0 -3 12 Percent of Open Interest Represented by Each Category of Trader 0.5 0.0 0.0 69.1 0.2 0.0 18.7 98.2 1.0 10.5 0.6 0.0 0.3 0.0 Number of Traders in Each Category Total Traders: 40 . 0 0 13 . 0 12 5 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of February 28, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 15,479 Positions 2,900 8,384 4 9,804 217 223 1,479 6,420 0 242 0 0 827 231 Changes from: February 21, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 18.7 54.2 0.0 63.3 1.4 1.4 9.6 41.5 0.0 1.6 0.0 0.0 5.3 1.5 Number of Traders in Each Category Total Traders: 20 . . . 9 . . . 4 0 . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 3, 2017