Traders in Financial Futures - Futures Only Positions as of March 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 121,699 Positions 24,506 14,796 110 27,734 8,885 836 18,157 57,086 4,025 21,564 2,970 95 24,672 32,896 Changes from: March 21, 2017 Total Change is: 2,576 6,492 62 4 1,124 -1,050 37 -4,060 4,073 -588 -317 -9 -26 -90 73 Percent of Open Interest Represented by Each Category of Trader 20.1 12.2 0.1 22.8 7.3 0.7 14.9 46.9 3.3 17.7 2.4 0.1 20.3 27.0 Number of Traders in Each Category Total Traders: 90 7 . 4 10 7 4 22 28 16 10 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 42,124 Positions 13,717 3,476 0 2,771 1,818 0 9,004 21,347 540 5,472 912 0 10,620 14,031 Changes from: March 21, 2017 Total Change is: -489 -3,743 3,476 0 793 31 0 143 -631 -775 209 493 0 2,884 -3,083 Percent of Open Interest Represented by Each Category of Trader 32.6 8.3 0.0 6.6 4.3 0.0 21.4 50.7 1.3 13.0 2.2 0.0 25.2 33.3 Number of Traders in Each Category Total Traders: 41 . . 0 4 . 0 9 18 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 246,985 Positions 136,402 22,779 371 10,488 83,443 5,521 35,183 83,462 5,811 26,182 11,440 1,298 25,729 32,860 Changes from: March 21, 2017 Total Change is: -5,495 -9,528 17,520 -14 109 -5,118 1,136 4,439 -12,929 -592 -1,031 -588 0 -14 -4,910 Percent of Open Interest Represented by Each Category of Trader 55.2 9.2 0.2 4.2 33.8 2.2 14.2 33.8 2.4 10.6 4.6 0.5 10.4 13.3 Number of Traders in Each Category Total Traders: 118 9 6 4 8 25 10 20 42 20 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 197,542 Positions 73,385 39,605 2,166 25,703 52,674 5,348 38,983 49,827 3,191 23,634 1,951 1,554 23,578 41,226 Changes from: March 21, 2017 Total Change is: 5,916 -10,554 20,278 1,492 1,157 -2,519 168 8,165 -13,809 108 337 -5 240 4,803 -37 Percent of Open Interest Represented by Each Category of Trader 37.1 20.0 1.1 13.0 26.7 2.7 19.7 25.2 1.6 12.0 1.0 0.8 11.9 20.9 Number of Traders in Each Category Total Traders: 125 7 12 . 14 17 5 34 31 17 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 408,853 Positions 80,570 82,293 2,046 161,733 90,622 10,379 55,749 115,668 6,525 30,353 41,813 2,578 58,920 56,929 Changes from: March 21, 2017 Total Change is: 2,136 1,340 16,491 276 -2,047 -5,945 937 2,816 -6,168 -352 -52 -3,898 775 -1,557 20 Percent of Open Interest Represented by Each Category of Trader 19.7 20.1 0.5 39.6 22.2 2.5 13.6 28.3 1.6 7.4 10.2 0.6 14.4 13.9 Number of Traders in Each Category Total Traders: 241 14 18 10 50 32 34 30 47 21 29 21 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 35,416 Positions 752 24,950 1 18,936 0 422 1,971 1,940 219 1,142 3,351 0 11,973 4,533 Changes from: March 21, 2017 Total Change is: 691 0 1,093 0 668 0 -22 175 88 5 0 0 0 -135 -473 Percent of Open Interest Represented by Each Category of Trader 2.1 70.4 0.0 53.5 0.0 1.2 5.6 5.5 0.6 3.2 9.5 0.0 33.8 12.8 Number of Traders in Each Category Total Traders: 25 . 5 . 12 0 5 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 134,422 Positions 3,296 75,294 297 30,506 7,780 1,665 67,042 13,946 1,163 1,382 10,290 0 29,071 23,987 Changes from: March 21, 2017 Total Change is: 418 607 10,854 278 3,356 -3,377 456 945 -6,397 -1,744 161 -1,655 -502 -3,139 2,505 Percent of Open Interest Represented by Each Category of Trader 2.5 56.0 0.2 22.7 5.8 1.2 49.9 10.4 0.9 1.0 7.7 0.0 21.6 17.8 Number of Traders in Each Category Total Traders: 93 5 8 . 9 8 5 31 18 11 4 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 29,405 Positions 711 24,779 398 5,196 0 0 20,950 3,236 0 765 217 0 1,385 775 Changes from: March 21, 2017 Total Change is: 1,142 -540 30 121 499 0 0 1,082 856 0 -78 100 0 58 35 Percent of Open Interest Represented by Each Category of Trader 2.4 84.3 1.4 17.7 0.0 0.0 71.2 11.0 0.0 2.6 0.7 0.0 4.7 2.6 Number of Traders in Each Category Total Traders: 32 . 6 . . 0 0 11 7 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 191,438 Positions 49,475 114,637 0 61,200 2,821 68 67,163 58,802 1,289 2,802 10,928 18 9,423 2,875 Changes from: March 21, 2017 Total Change is: 14,674 0 11,880 0 72 -233 -26 14,314 4,369 -274 -554 295 0 1,142 -1,337 Percent of Open Interest Represented by Each Category of Trader 25.8 59.9 0.0 32.0 1.5 0.0 35.1 30.7 0.7 1.5 5.7 0.0 4.9 1.5 Number of Traders in Each Category Total Traders: 139 . 13 0 13 5 . 46 30 9 13 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 28,988 Positions 115 22,756 724 7,122 0 0 18,045 2,921 678 0 890 0 2,304 1,019 Changes from: March 21, 2017 Total Change is: 767 12 743 337 54 0 0 -203 -372 199 0 -484 0 368 344 Percent of Open Interest Represented by Each Category of Trader 0.4 78.5 2.5 24.6 0.0 0.0 62.2 10.1 2.3 0.0 3.1 0.0 7.9 3.5 Number of Traders in Each Category Total Traders: 28 . . . 4 0 0 10 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 37,949 Positions 17,775 1,904 2 1,729 15,894 0 14,112 14,313 492 592 1,357 0 3,247 3,987 Changes from: March 21, 2017 Total Change is: 51 3,316 106 1 107 102 0 -1,869 1,270 -1,836 207 433 0 125 -25 Percent of Open Interest Represented by Each Category of Trader 46.8 5.0 0.0 4.6 41.9 0.0 37.2 37.7 1.3 1.6 3.6 0.0 8.6 10.5 Number of Traders in Each Category Total Traders: 68 9 4 . 4 5 0 16 21 7 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 27,047 Positions 11,452 1,373 10,703 919 245 0 2,746 13,335 72 0 300 0 1,155 1,019 Changes from: March 21, 2017 Total Change is: 30 107 -21 23 145 -30 0 -174 -299 0 0 200 0 -71 157 Percent of Open Interest Represented by Each Category of Trader 42.3 5.1 39.6 3.4 0.9 0.0 10.2 49.3 0.3 0.0 1.1 0.0 4.3 3.8 Number of Traders in Each Category Total Traders: 27 5 . . . . 0 8 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 67,117 Positions 6,234 46,137 1,689 11,276 514 742 32,327 4,370 2,991 1,946 3,454 10 9,904 7,212 Changes from: March 21, 2017 Total Change is: 417 -64 -344 -70 515 -347 49 819 878 -693 155 1,207 9 -304 -274 Percent of Open Interest Represented by Each Category of Trader 9.3 68.7 2.5 16.8 0.8 1.1 48.2 6.5 4.5 2.9 5.1 0.0 14.8 10.7 Number of Traders in Each Category Total Traders: 123 11 23 . 13 . 4 42 13 9 9 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 134,234 Positions 12,468 92,274 3,378 22,552 1,027 1,483 64,653 8,740 5,981 3,891 6,908 20 19,808 14,423 Changes from: March 21, 2017 Total Change is: 833 -127 -687 -139 1,029 -693 97 1,638 1,756 -1,385 310 2,414 18 -608 -548 Percent of Open Interest Represented by Each Category of Trader 9.3 68.7 2.5 16.8 0.8 1.1 48.2 6.5 4.5 2.9 5.1 0.0 14.8 10.7 Number of Traders in Each Category Total Traders: 123 11 23 . 13 . 4 42 13 9 9 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 634,041 Positions 44,192 115,894 7,343 315,451 183,859 62,707 77,849 125,222 22,916 20,916 41,641 3,051 79,615 71,407 Changes from: March 21, 2017 Total Change is: 11,256 -2,573 12,957 1,467 1,755 -3,560 -1,060 5,227 -2,851 4,510 -1,267 980 133 3,066 -1,318 Percent of Open Interest Represented by Each Category of Trader 7.0 18.3 1.2 49.8 29.0 9.9 12.3 19.7 3.6 3.3 6.6 0.5 12.6 11.3 Number of Traders in Each Category Total Traders: 606 32 36 19 126 84 88 86 138 79 45 58 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 57,078 Positions 0 14,298 3,000 19,219 16,924 783 4,669 6,865 0 2,524 36 0 26,883 15,172 Changes from: March 21, 2017 Total Change is: 7,887 -1,000 7,097 1,000 1,005 206 -146 2,264 395 0 -16 -154 0 4,780 -511 Percent of Open Interest Represented by Each Category of Trader 0.0 25.0 5.3 33.7 29.7 1.4 8.2 12.0 0.0 4.4 0.1 0.0 47.1 26.6 Number of Traders in Each Category Total Traders: 46 0 9 . 8 . . 8 14 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 2,884,815 Positions 222,952 509,972 19,724 1,485,396 838,911 305,388 393,863 619,748 86,616 91,959 208,026 15,257 263,660 281,173 Changes from: March 21, 2017 Total Change is: 16,847 -7,675 29,492 2,144 3,949 -18,632 -4,770 28,643 -2,405 8,721 -6,257 5,670 663 -8,571 -4,036 Percent of Open Interest Represented by Each Category of Trader 7.7 17.7 0.7 51.5 29.1 10.6 13.7 21.5 3.0 3.2 7.2 0.5 9.1 9.7 Number of Traders in Each Category Total Traders: 599 34 34 18 125 83 86 86 136 71 44 56 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 90,721 Positions 2,054 41,497 714 46,864 38,379 3,376 23,154 2,179 222 1,886 564 0 12,451 3,790 Changes from: March 21, 2017 Total Change is: -1,730 -576 -59 0 -460 358 -77 457 -576 -1,311 40 0 0 197 -65 Percent of Open Interest Represented by Each Category of Trader 2.3 45.7 0.8 51.7 42.3 3.7 25.5 2.4 0.2 2.1 0.6 0.0 13.7 4.2 Number of Traders in Each Category Total Traders: 81 4 9 . 31 15 14 16 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 47,894 Positions 2,589 16,507 292 15,535 4,718 1,081 19,961 15,151 564 1,526 3,706 33 6,313 5,843 Changes from: March 21, 2017 Total Change is: 166 70 1,360 -27 664 -818 -228 1,191 -85 -651 -523 384 -174 -157 404 Percent of Open Interest Represented by Each Category of Trader 5.4 34.5 0.6 32.4 9.9 2.3 41.7 31.6 1.2 3.2 7.7 0.1 13.2 12.2 Number of Traders in Each Category Total Traders: 238 13 25 6 41 18 12 55 53 15 15 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 239,468 Positions 12,945 82,534 1,458 77,676 23,589 5,403 99,805 75,754 2,818 7,631 18,530 165 31,567 29,217 Changes from: March 21, 2017 Total Change is: 832 352 6,800 -133 3,320 -4,089 -1,140 5,956 -425 -3,253 -2,617 1,920 -869 -784 2,021 Percent of Open Interest Represented by Each Category of Trader 5.4 34.5 0.6 32.4 9.9 2.3 41.7 31.6 1.2 3.2 7.7 0.1 13.2 12.2 Number of Traders in Each Category Total Traders: 238 13 25 6 41 18 12 55 53 15 15 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 544,306 Positions 46,219 112,865 3,817 262,127 156,620 34,211 147,155 185,526 11,400 13,578 18,781 1,107 24,692 19,979 Changes from: March 21, 2017 Total Change is: -5,520 655 -1,738 558 2,576 18,130 -5,319 242 -11,713 -2,884 544 1,611 286 -2,178 -4,451 Percent of Open Interest Represented by Each Category of Trader 8.5 20.7 0.7 48.2 28.8 6.3 27.0 34.1 2.1 2.5 3.5 0.2 4.5 3.7 Number of Traders in Each Category Total Traders: 331 21 20 5 84 44 32 51 72 21 19 20 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 35,387 Positions 831 18,544 0 15,429 490 34 3,594 5,005 0 6,740 3,031 0 8,759 8,283 Changes from: March 21, 2017 Total Change is: 2,041 -281 596 0 -178 0 -10 1,804 949 0 1,273 326 0 -567 180 Percent of Open Interest Represented by Each Category of Trader 2.3 52.4 0.0 43.6 1.4 0.1 10.2 14.1 0.0 19.0 8.6 0.0 24.8 23.4 Number of Traders in Each Category Total Traders: 46 . 6 0 17 . . . 9 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 58,830 Positions 8,900 8,042 260 12,907 7,736 2,044 20,831 9,719 340 2,729 2,203 0 10,819 28,486 Changes from: March 21, 2017 Total Change is: 1,920 878 2,329 129 2,499 -384 -154 -3,030 712 305 788 579 0 505 -1,596 Percent of Open Interest Represented by Each Category of Trader 15.1 13.7 0.4 21.9 13.1 3.5 35.4 16.5 0.6 4.6 3.7 0.0 18.4 48.4 Number of Traders in Each Category Total Traders: 75 7 9 . 15 6 7 23 7 4 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 279,150 Positions 23,052 184,186 1,820 170,710 61,882 13,632 56,457 9,913 2,699 1,577 1,007 170 9,033 3,841 Changes from: March 21, 2017 Total Change is: 8,137 3,872 41,601 240 2,770 228 -213 1,654 2,325 -61 -254 -23 0 129 -35,960 Percent of Open Interest Represented by Each Category of Trader 8.3 66.0 0.7 61.2 22.2 4.9 20.2 3.6 1.0 0.6 0.4 0.1 3.2 1.4 Number of Traders in Each Category Total Traders: 133 7 11 4 48 24 21 27 9 9 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 909,851 Positions 27,173 702,955 7,022 537,942 76,664 53,745 200,501 34,649 12,508 44,570 13,927 918 25,472 7,463 Changes from: March 21, 2017 Total Change is: 16,967 -10,143 15,665 1,304 23,371 1,114 -2,281 3,944 5,650 -358 1,954 -267 -118 -706 -3,742 Percent of Open Interest Represented by Each Category of Trader 3.0 77.3 0.8 59.1 8.4 5.9 22.0 3.8 1.4 4.9 1.5 0.1 2.8 0.8 Number of Traders in Each Category Total Traders: 330 19 21 7 110 30 43 62 22 17 50 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 624,686 Positions 7,092 32,365 5,510 283,296 153,870 110,891 61,294 124,847 9,603 12,094 22,769 2,576 132,330 162,255 Changes from: March 21, 2017 Total Change is: -8,477 -1,584 10,488 -1,136 7,018 -1,696 -2,281 -10,785 -7,235 -243 2,406 -2,370 -255 -1,617 -3,749 Percent of Open Interest Represented by Each Category of Trader 1.1 5.2 0.9 45.4 24.6 17.8 9.8 20.0 1.5 1.9 3.6 0.4 21.2 26.0 Number of Traders in Each Category Total Traders: 145 . 13 . 38 26 30 27 22 16 9 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 704,439 Positions 4,389 148,904 1,289 397,586 47,471 92,295 46,921 279,769 13,842 29,571 12,976 341 118,205 107,552 Changes from: March 21, 2017 Total Change is: -8,130 276 4,303 -548 -10,078 -1,660 2,773 2,585 -6,205 -2,720 -223 0 0 -195 -4,073 Percent of Open Interest Represented by Each Category of Trader 0.6 21.1 0.2 56.4 6.7 13.1 6.7 39.7 2.0 4.2 1.8 0.0 16.8 15.3 Number of Traders in Each Category Total Traders: 98 . 11 . 46 7 27 9 20 10 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 1,370,246 Positions 36,549 178,623 8,685 476,073 272,534 154,406 392,112 252,321 32,012 159,990 316,433 3,389 107,030 151,843 Changes from: March 21, 2017 Total Change is: -81,745 -22,107 33,382 1,462 38,709 12,825 -31,726 -27,043 -41,358 -38,652 -1,729 -5,480 1,130 -1,789 -13,328 Percent of Open Interest Represented by Each Category of Trader 2.7 13.0 0.6 34.7 19.9 11.3 28.6 18.4 2.3 11.7 23.1 0.2 7.8 11.1 Number of Traders in Each Category Total Traders: 280 10 33 11 60 36 45 41 45 28 18 37 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 3,034,001 Positions 111,461 153,346 38,180 1,227,666 941,371 374,582 508,640 693,696 78,462 344,633 208,825 13,375 337,002 532,164 Changes from: March 21, 2017 Total Change is: -35,673 5,122 -44,576 7,511 -54,947 15,689 11,591 48,864 -16,459 -1,591 -66,915 9,139 -4,705 19,397 -12,272 Percent of Open Interest Represented by Each Category of Trader 3.7 5.1 1.3 40.5 31.0 12.3 16.8 22.9 2.6 11.4 6.9 0.4 11.1 17.5 Number of Traders in Each Category Total Traders: 386 22 38 12 57 79 67 69 60 38 24 37 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 334,613 Positions 11,970 21,444 2,373 108,562 141,606 15,739 105,403 37,657 8,387 9,973 6,629 0 72,206 100,778 Changes from: March 21, 2017 Total Change is: 1,862 -3,931 -5,721 17 -2,421 12,566 -1,905 8,344 484 -160 -245 0 0 2,163 -3,419 Percent of Open Interest Represented by Each Category of Trader 3.6 6.4 0.7 32.4 42.3 4.7 31.5 11.3 2.5 3.0 2.0 0.0 21.6 30.1 Number of Traders in Each Category Total Traders: 60 . 6 . 12 20 20 10 5 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 3,006,166 Positions 44,774 352,688 49,202 1,669,395 701,525 305,827 318,064 906,804 100,096 255,330 234,356 13,587 249,891 342,081 Changes from: March 21, 2017 Total Change is: 2,688 -14,610 12,291 11,325 -11,878 6,728 -820 39,596 22,319 -31,577 14,087 -4,547 887 -4,322 -13,918 Percent of Open Interest Represented by Each Category of Trader 1.5 11.7 1.6 55.5 23.3 10.2 10.6 30.2 3.3 8.5 7.8 0.5 8.3 11.4 Number of Traders in Each Category Total Traders: 305 11 38 9 59 43 60 37 68 36 18 31 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 1,665,376 Positions 560,573 179,316 447,572 6,432 6,374 13,025 151,166 386,625 353,931 6,018 129,475 88,112 38,547 60,946 Changes from: March 21, 2017 Total Change is: 7,701 -1,276 -13,977 32,665 -695 4,664 -2,168 -3,993 16,808 -22,124 -105 -9,932 6,122 -725 -4,357 Percent of Open Interest Represented by Each Category of Trader 33.7 10.8 26.9 0.4 0.4 0.8 9.1 23.2 21.3 0.4 7.8 5.3 2.3 3.7 Number of Traders in Each Category Total Traders: 151 29 29 48 . . . 23 39 46 6 14 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 is12,448,958 Positions 5,577,898 842,647 2,268,738 118,271 1,467,556 586,364 252,494 3,273,349 1,697,317 812,074 590,312 519,095 616,707 1,203,580 Changes from: March 21, 2017 Total Change is: -43,551 -34,431 6,944 40,506 13,402 -46,888 2,084 16,042 19,695 -59,859 -36,626 663 23,825 -8,494 -30,521 Percent of Open Interest Represented by Each Category of Trader 44.8 6.8 18.2 1.0 11.8 4.7 2.0 26.3 13.6 6.5 4.7 4.2 5.0 9.7 Number of Traders in Each Category Total Traders: 298 26 47 63 6 28 26 22 108 101 8 30 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 32,006 Positions 12,156 3,053 0 250 13,374 100 14,206 12,048 0 5,196 3,196 92 6 143 Changes from: March 21, 2017 Total Change is: 209 2,196 57 0 43 563 -35 -2,135 -98 0 147 -326 40 -47 8 Percent of Open Interest Represented by Each Category of Trader 38.0 9.5 0.0 0.8 41.8 0.3 44.4 37.6 0.0 16.2 10.0 0.3 0.0 0.4 Number of Traders in Each Category Total Traders: 50 5 5 0 . 13 4 4 11 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 27,553 Positions 9,454 2,782 0 592 9,038 123 16,864 9,182 44 318 6,151 136 22 97 Changes from: March 21, 2017 Total Change is: -151 2,796 11 0 31 1 -23 -2,574 -25 44 -441 -195 0 16 36 Percent of Open Interest Represented by Each Category of Trader 34.3 10.1 0.0 2.1 32.8 0.4 61.2 33.3 0.2 1.2 22.3 0.5 0.1 0.4 Number of Traders in Each Category Total Traders: 35 4 . 0 . 5 . 7 8 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 74,650 Positions 238 60,218 50 12,064 2,077 841 30,860 6,645 1,999 20,561 359 0 8,037 2,461 Changes from: March 21, 2017 Total Change is: 1,897 13 -707 0 -390 978 -446 2,237 1,225 738 911 104 0 -1,166 5 Percent of Open Interest Represented by Each Category of Trader 0.3 80.7 0.1 16.2 2.8 1.1 41.3 8.9 2.7 27.5 0.5 0.0 10.8 3.3 Number of Traders in Each Category Total Traders: 140 . 5 . 11 5 4 34 23 14 55 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 515,480 Positions 136,848 31,676 9,612 51,225 48,154 50,293 89,381 197,041 116,759 11,145 8,756 19,509 30,708 33,680 Changes from: March 21, 2017 Total Change is: -85,839 -7,213 3,900 -22,287 -14,914 -424 10,217 -9,656 -32,028 -36,085 -4,380 -5,649 458 -1,979 -3,941 Percent of Open Interest Represented by Each Category of Trader 26.5 6.1 1.9 9.9 9.3 9.8 17.3 38.2 22.7 2.2 1.7 3.8 6.0 6.5 Number of Traders in Each Category Total Traders: 223 22 5 19 16 22 13 53 62 58 19 15 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of March 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 34,949 Positions 449 7,734 0 21,976 1,248 0 6,549 25,397 369 5,533 127 0 73 74 Changes from: March 21, 2017 Total Change is: -201 399 0 0 -584 1,248 0 18 -1,492 0 18 18 0 -52 25 Percent of Open Interest Represented by Each Category of Trader 1.3 22.1 0.0 62.9 3.6 0.0 18.7 72.7 1.1 15.8 0.4 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 36 . . 0 11 . 0 9 7 . 4 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 6, 2017