Traders in Financial Futures - Futures Only Positions as of April 4, 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 133,688 Positions 31,037 14,599 116 25,472 9,993 1,022 24,711 66,647 3,964 21,632 3,128 81 25,653 34,138 Changes from: March 28, 2017 Total Change is: 11,989 6,531 -197 6 -2,262 1,108 186 6,554 9,561 -61 68 158 -14 981 1,242 Percent of Open Interest Represented by Each Category of Trader 23.2 10.9 0.1 19.1 7.5 0.8 18.5 49.9 3.0 16.2 2.3 0.1 19.2 25.5 Number of Traders in Each Category Total Traders: 94 7 . 5 9 8 4 20 34 14 9 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 39,010 Positions 15,795 809 103 2,239 2,228 0 7,210 18,944 190 5,669 1,140 0 7,804 15,596 Changes from: March 28, 2017 Total Change is: -3,114 2,078 -2,667 103 -532 410 0 -1,794 -2,403 -350 197 228 0 -2,816 1,565 Percent of Open Interest Represented by Each Category of Trader 40.5 2.1 0.3 5.7 5.7 0.0 18.5 48.6 0.5 14.5 2.9 0.0 20.0 40.0 Number of Traders in Each Category Total Traders: 38 4 . . 4 . 0 7 16 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 241,774 Positions 136,022 21,161 502 10,690 85,046 5,220 30,500 80,038 5,141 27,522 11,290 1,349 24,828 32,027 Changes from: March 28, 2017 Total Change is: -5,211 -380 -1,618 131 202 1,603 -301 -4,683 -3,424 -670 1,340 -150 51 -901 -833 Percent of Open Interest Represented by Each Category of Trader 56.3 8.8 0.2 4.4 35.2 2.2 12.6 33.1 2.1 11.4 4.7 0.6 10.3 13.2 Number of Traders in Each Category Total Traders: 121 10 6 6 8 24 10 22 42 22 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 194,368 Positions 72,069 55,443 1,729 27,220 50,973 4,250 35,502 37,219 3,416 24,670 1,420 1,605 23,907 38,313 Changes from: March 28, 2017 Total Change is: -3,174 -1,316 15,838 -437 1,517 -1,701 -1,098 -3,481 -12,608 225 1,036 -531 51 329 -2,913 Percent of Open Interest Represented by Each Category of Trader 37.1 28.5 0.9 14.0 26.2 2.2 18.3 19.1 1.8 12.7 0.7 0.8 12.3 19.7 Number of Traders in Each Category Total Traders: 123 7 13 . 16 16 6 31 30 15 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 397,594 Positions 77,711 71,467 2,546 161,999 96,683 8,275 50,153 117,506 6,452 28,908 37,423 2,651 58,899 54,591 Changes from: March 28, 2017 Total Change is: -11,259 -2,859 -10,826 500 266 6,061 -2,104 -5,596 1,838 -73 -1,445 -4,390 73 -21 -2,338 Percent of Open Interest Represented by Each Category of Trader 19.5 18.0 0.6 40.7 24.3 2.1 12.6 29.6 1.6 7.3 9.4 0.7 14.8 13.7 Number of Traders in Each Category Total Traders: 236 15 18 10 50 33 34 27 49 21 27 17 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 34,067 Positions 752 24,239 1 18,246 0 433 1,398 1,452 219 1,142 3,351 0 11,876 4,372 Changes from: March 28, 2017 Total Change is: -1,349 0 -711 0 -690 0 11 -573 -488 0 0 0 0 -97 -161 Percent of Open Interest Represented by Each Category of Trader 2.2 71.2 0.0 53.6 0.0 1.3 4.1 4.3 0.6 3.4 9.8 0.0 34.9 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 April 4, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 137,172 Positions 7,095 76,394 263 28,886 7,865 1,803 68,385 17,778 1,395 1,140 9,136 0 28,205 22,538 Changes from: March 28, 2017 Total Change is: 2,750 3,799 1,100 -34 -1,620 85 138 1,343 3,832 232 -242 -1,154 0 -866 -1,449 Percent of Open Interest Represented by Each Category of Trader 5.2 55.7 0.2 21.1 5.7 1.3 49.9 13.0 1.0 0.8 6.7 0.0 20.6 16.4 Number of Traders in Each Category Total Traders: 95 5 8 . 7 10 4 35 18 11 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 40,555 Positions 1,086 28,938 501 5,739 0 0 30,888 10,136 0 890 217 0 1,451 763 Changes from: March 28, 2017 Total Change is: 11,150 375 4,159 103 543 0 0 9,938 6,900 0 125 0 0 66 -12 Percent of Open Interest Represented by Each Category of Trader 2.7 71.4 1.2 14.2 0.0 0.0 76.2 25.0 0.0 2.2 0.5 0.0 3.6 1.9 Number of Traders in Each Category Total Traders: 35 . 7 . . 0 0 12 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 199,099 Positions 49,695 127,050 0 63,036 2,394 32 73,435 55,429 767 3,328 10,605 223 8,583 2,599 Changes from: March 28, 2017 Total Change is: 7,661 220 12,413 0 1,836 -427 -36 6,272 -3,373 -522 526 -323 205 -840 -276 Percent of Open Interest Represented by Each Category of Trader 25.0 63.8 0.0 31.7 1.2 0.0 36.9 27.8 0.4 1.7 5.3 0.1 4.3 1.3 Number of Traders in Each Category Total Traders: 144 . 13 0 15 . . 50 31 9 14 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 27,378 Positions 101 21,052 0 7,224 148 0 17,888 4,609 133 155 800 0 1,877 636 Changes from: March 28, 2017 Total Change is: -1,610 -14 -1,704 -724 102 148 0 -157 1,688 -545 155 -90 0 -427 -383 Percent of Open Interest Represented by Each Category of Trader 0.4 76.9 0.0 26.4 0.5 0.0 65.3 16.8 0.5 0.6 2.9 0.0 6.9 2.3 Number of Traders in Each Category Total Traders: 31 . . 0 4 . 0 11 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 40,904 Positions 20,278 1,845 4 2,019 15,961 0 14,149 17,058 392 435 1,329 0 3,627 4,315 Changes from: March 28, 2017 Total Change is: 2,955 2,503 -59 2 290 67 0 37 2,745 -100 -157 -28 0 380 328 Percent of Open Interest Represented by Each Category of Trader 49.6 4.5 0.0 4.9 39.0 0.0 34.6 41.7 1.0 1.1 3.2 0.0 8.9 10.5 Number of Traders in Each Category Total Traders: 65 9 4 . 4 5 0 15 23 7 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 23,815 Positions 11,375 1,213 8,750 963 252 0 1,677 12,159 1 0 400 0 1,049 1,040 Changes from: March 28, 2017 Total Change is: -3,232 -77 -160 -1,953 44 7 0 -1,069 -1,176 -71 0 100 0 -106 21 Percent of Open Interest Represented by Each Category of Trader 47.8 5.1 36.7 4.0 1.1 0.0 7.0 51.1 0.0 0.0 1.7 0.0 4.4 4.4 Number of Traders in Each Category Total Traders: 22 5 . . . . 0 6 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 64,819 Positions 8,555 44,148 1,888 9,696 628 1,131 29,446 4,871 2,828 1,806 1,709 10 9,460 7,607 Changes from: March 28, 2017 Total Change is: -2,299 2,321 -1,989 199 -1,580 114 389 -2,881 501 -163 -140 -1,745 0 -444 396 Percent of Open Interest Represented by Each Category of Trader 13.2 68.1 2.9 15.0 1.0 1.7 45.4 7.5 4.4 2.8 2.6 0.0 14.6 11.7 Number of Traders in Each Category Total Traders: 109 12 19 . 14 . 5 33 14 8 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 129,637 Positions 17,109 88,296 3,775 19,392 1,255 2,261 58,892 9,742 5,656 3,612 3,418 20 18,920 15,214 Changes from: March 28, 2017 Total Change is: -4,597 4,641 -3,978 397 -3,160 228 778 -5,761 1,002 -325 -279 -3,490 0 -888 791 Percent of Open Interest Represented by Each Category of Trader 13.2 68.1 2.9 15.0 1.0 1.7 45.4 7.5 4.4 2.8 2.6 0.0 14.6 11.7 Number of Traders in Each Category Total Traders: 109 12 19 . 14 . 5 33 14 8 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 625,889 Positions 47,740 115,043 7,910 307,667 178,178 61,369 78,175 119,173 18,243 21,209 45,772 3,202 80,374 76,999 Changes from: March 28, 2017 Total Change is: -8,152 3,548 -851 567 -7,785 -5,681 -1,339 326 -6,049 -4,673 293 4,130 150 759 5,592 Percent of Open Interest Represented by Each Category of Trader 7.6 18.4 1.3 49.2 28.5 9.8 12.5 19.0 2.9 3.4 7.3 0.5 12.8 12.3 Number of Traders in Each Category Total Traders: 586 32 34 20 122 87 87 80 129 74 43 59 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 55,235 Positions 3,590 12,833 1,000 15,577 17,170 742 3,445 5,918 0 2,496 664 0 28,385 16,908 Changes from: March 28, 2017 Total Change is: -1,843 3,590 -1,465 -2,000 -3,642 246 -41 -1,224 -947 0 -28 628 0 1,502 1,736 Percent of Open Interest Represented by Each Category of Trader 6.5 23.2 1.8 28.2 31.1 1.3 6.2 10.7 0.0 4.5 1.2 0.0 51.4 30.6 Number of Traders in Each Category Total Traders: 43 4 7 . 8 . . 7 12 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 2,853,269 Positions 232,082 522,382 23,221 1,464,489 809,083 299,093 384,436 577,060 80,429 93,566 225,538 16,008 259,945 300,455 Changes from: March 28, 2017 Total Change is: -31,546 9,130 12,410 3,497 -20,907 -29,828 -6,295 -9,427 -42,688 -6,187 1,607 17,512 751 -3,715 19,282 Percent of Open Interest Represented by Each Category of Trader 8.1 18.3 0.8 51.3 28.4 10.5 13.5 20.2 2.8 3.3 7.9 0.6 9.1 10.5 Number of Traders in Each Category Total Traders: 580 32 34 18 121 86 85 78 129 72 42 58 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 93,723 Positions 2,100 43,796 753 50,287 37,937 3,492 22,983 2,963 832 1,673 280 0 11,603 3,670 Changes from: March 28, 2017 Total Change is: 3,002 46 2,299 39 3,423 -442 116 -171 784 610 -213 -284 0 -848 -120 Percent of Open Interest Represented by Each Category of Trader 2.2 46.7 0.8 53.7 40.5 3.7 24.5 3.2 0.9 1.8 0.3 0.0 12.4 3.9 Number of Traders in Each Category Total Traders: 82 . 10 . 32 13 15 16 5 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 48,427 Positions 2,622 16,968 283 14,090 5,438 1,263 21,102 14,431 774 2,203 2,981 33 6,057 6,256 Changes from: March 28, 2017 Total Change is: 534 33 461 -8 -1,445 721 183 1,141 -720 210 677 -725 0 -257 413 Percent of Open Interest Represented by Each Category of Trader 5.4 35.0 0.6 29.1 11.2 2.6 43.6 29.8 1.6 4.5 6.2 0.1 12.5 12.9 Number of Traders in Each Category Total Traders: 239 14 23 7 41 22 13 55 50 17 16 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 242,137 Positions 13,112 84,839 1,417 70,449 27,192 6,316 105,511 72,156 3,869 11,016 14,905 163 30,284 31,280 Changes from: March 28, 2017 Total Change is: 2,669 167 2,305 -41 -7,227 3,603 913 5,706 -3,598 1,051 3,385 -3,625 -2 -1,283 2,063 Percent of Open Interest Represented by Each Category of Trader 5.4 35.0 0.6 29.1 11.2 2.6 43.6 29.8 1.6 4.5 6.2 0.1 12.5 12.9 Number of Traders in Each Category Total Traders: 239 14 23 7 41 22 13 55 50 17 16 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 560,648 Positions 47,986 130,630 4,078 260,533 157,397 31,665 157,270 194,256 13,100 15,242 10,011 371 30,403 19,140 Changes from: March 28, 2017 Total Change is: 16,342 1,767 17,765 261 -1,594 777 -2,546 10,115 8,730 1,700 1,664 -8,770 -736 5,711 -839 Percent of Open Interest Represented by Each Category of Trader 8.6 23.3 0.7 46.5 28.1 5.6 28.1 34.6 2.3 2.7 1.8 0.1 5.4 3.4 Number of Traders in Each Category Total Traders: 335 20 24 6 81 42 36 59 71 25 20 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 37,858 Positions 841 19,763 0 15,895 479 88 4,904 6,625 0 7,612 3,023 0 8,518 7,880 Changes from: March 28, 2017 Total Change is: 2,471 10 1,219 0 466 -11 54 1,310 1,620 0 872 -8 0 -241 -403 Percent of Open Interest Represented by Each Category of Trader 2.2 52.2 0.0 42.0 1.3 0.2 13.0 17.5 0.0 20.1 8.0 0.0 22.5 20.8 Number of Traders in Each Category Total Traders: 50 . 6 0 18 . . 6 8 0 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 63,738 Positions 10,670 7,735 277 13,035 7,468 2,074 23,590 11,897 321 2,722 2,190 0 11,049 31,776 Changes from: March 28, 2017 Total Change is: 4,908 1,770 -307 17 128 -268 30 2,759 2,178 -19 -7 -13 0 230 3,290 Percent of Open Interest Represented by Each Category of Trader 16.7 12.1 0.4 20.5 11.7 3.3 37.0 18.7 0.5 4.3 3.4 0.0 17.3 49.9 Number of Traders in Each Category Total Traders: 81 9 10 . 13 5 6 22 13 4 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 284,747 Positions 25,075 191,847 1,659 173,274 62,881 12,789 58,077 7,703 2,859 1,980 967 167 8,867 3,875 Changes from: March 28, 2017 Total Change is: 5,597 2,023 7,661 -161 2,564 999 -843 1,620 -2,210 160 403 -40 -3 -166 34 Percent of Open Interest Represented by Each Category of Trader 8.8 67.4 0.6 60.9 22.1 4.5 20.4 2.7 1.0 0.7 0.3 0.1 3.1 1.4 Number of Traders in Each Category Total Traders: 136 8 11 4 51 24 21 26 8 9 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 937,179 Positions 27,272 720,295 6,912 537,730 93,782 53,980 227,359 29,002 12,676 46,376 12,807 755 24,119 6,970 Changes from: March 28, 2017 Total Change is: 27,328 99 17,340 -110 -212 17,118 235 26,858 -5,647 168 1,806 -1,120 -163 -1,353 -493 Percent of Open Interest Represented by Each Category of Trader 2.9 76.9 0.7 57.4 10.0 5.8 24.3 3.1 1.4 4.9 1.4 0.1 2.6 0.7 Number of Traders in Each Category Total Traders: 342 21 21 7 114 33 43 66 23 18 51 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 640,036 Positions 13,192 20,645 5,519 288,354 157,209 114,609 54,180 136,650 9,871 9,254 30,005 2,742 142,315 162,786 Changes from: March 28, 2017 Total Change is: 15,350 6,100 -11,720 9 5,058 3,339 3,718 -7,114 11,803 268 -2,840 7,236 166 9,985 531 Percent of Open Interest Represented by Each Category of Trader 2.1 3.2 0.9 45.1 24.6 17.9 8.5 21.4 1.5 1.4 4.7 0.4 22.2 25.4 Number of Traders in Each Category Total Traders: 144 8 8 . 39 28 31 21 25 13 6 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 714,401 Positions 4,477 154,117 742 401,648 52,547 94,358 45,003 278,438 19,321 30,624 11,200 336 117,892 103,342 Changes from: March 28, 2017 Total Change is: 9,962 88 5,213 -547 4,062 5,076 2,063 -1,918 -1,331 5,479 1,053 -1,776 -5 -313 -4,210 Percent of Open Interest Represented by Each Category of Trader 0.6 21.6 0.1 56.2 7.4 13.2 6.3 39.0 2.7 4.3 1.6 0.0 16.5 14.5 Number of Traders in Each Category Total Traders: 97 . 11 . 46 8 30 8 19 10 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 1,365,836 Positions 38,664 169,718 7,915 463,178 284,785 161,678 386,351 244,893 27,869 160,659 316,121 3,520 116,002 149,337 Changes from: March 28, 2017 Total Change is: -4,410 2,115 -8,905 -770 -12,895 12,251 7,272 -5,761 -7,428 -4,143 669 -312 131 8,972 -2,506 Percent of Open Interest Represented by Each Category of Trader 2.8 12.4 0.6 33.9 20.9 11.8 28.3 17.9 2.0 11.8 23.1 0.3 8.5 10.9 Number of Traders in Each Category Total Traders: 277 8 32 9 58 39 46 44 41 27 20 35 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 3,027,576 Positions 133,734 158,929 26,588 1,172,902 946,247 403,555 500,441 636,763 89,131 333,409 211,473 21,274 346,542 533,616 Changes from: March 28, 2017 Total Change is: -6,425 22,273 5,583 -11,592 -54,764 4,876 28,973 -8,199 -56,933 10,669 -11,224 2,648 7,899 9,540 1,452 Percent of Open Interest Represented by Each Category of Trader 4.4 5.2 0.9 38.7 31.3 13.3 16.5 21.0 2.9 11.0 7.0 0.7 11.4 17.6 Number of Traders in Each Category Total Traders: 382 26 42 12 51 82 69 56 65 42 26 34 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 345,435 Positions 14,131 18,113 2,354 103,813 152,068 18,993 104,375 37,820 7,175 12,082 6,629 0 82,512 102,283 Changes from: March 28, 2017 Total Change is: 10,822 2,161 -3,331 -19 -4,749 10,462 3,254 -1,028 163 -1,212 2,109 0 0 10,306 1,505 Percent of Open Interest Represented by Each Category of Trader 4.1 5.2 0.7 30.1 44.0 5.5 30.2 10.9 2.1 3.5 1.9 0.0 23.9 29.6 Number of Traders in Each Category Total Traders: 59 4 5 . 10 23 21 8 5 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 2,975,040 Positions 68,069 312,646 33,869 1,727,332 746,133 324,737 230,671 874,962 67,768 251,276 252,747 14,037 257,281 348,141 Changes from: March 28, 2017 Total Change is: -31,126 23,295 -40,042 -15,333 57,937 44,608 18,910 -87,393 -31,842 -32,328 -4,054 18,391 450 7,390 6,060 Percent of Open Interest Represented by Each Category of Trader 2.3 10.5 1.1 58.1 25.1 10.9 7.8 29.4 2.3 8.4 8.5 0.5 8.6 11.7 Number of Traders in Each Category Total Traders: 300 12 37 11 60 46 64 26 69 27 19 31 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 1,572,965 Positions 534,202 161,194 425,159 10,388 21,445 8,738 158,151 368,801 315,914 5,688 129,438 83,358 31,367 58,918 Changes from: March 28, 2017 Total Change is: -92,411 -26,371 -18,122 -22,413 3,956 15,071 -4,287 6,985 -17,824 -38,017 -330 -37 -4,754 -7,180 -2,028 Percent of Open Interest Represented by Each Category of Trader 34.0 10.2 27.0 0.7 1.4 0.6 10.1 23.4 20.1 0.4 8.2 5.3 2.0 3.7 Number of Traders in Each Category Total Traders: 153 27 32 47 . 4 . 22 38 46 5 16 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 is12,845,735 Positions 5,524,872 787,041 2,399,835 129,184 1,440,693 590,637 311,369 3,429,074 1,824,598 837,238 578,870 600,569 627,433 1,194,418 Changes from: March 28, 2017 Total Change is: 396,777 -53,026 -55,606 131,097 10,913 -26,863 4,273 58,875 155,725 127,281 25,164 -11,442 81,474 10,726 -9,162 Percent of Open Interest Represented by Each Category of Trader 43.0 6.1 18.7 1.0 11.2 4.6 2.4 26.7 14.2 6.5 4.5 4.7 4.9 9.3 Number of Traders in Each Category Total Traders: 303 25 50 67 4 29 28 22 111 101 8 30 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 32,948 Positions 14,133 3,645 0 227 13,391 87 12,933 12,409 0 5,465 3,201 92 11 123 Changes from: March 28, 2017 Total Change is: 942 1,977 592 0 -23 17 -13 -1,273 361 0 269 5 0 5 -20 Percent of Open Interest Represented by Each Category of Trader 42.9 11.1 0.0 0.7 40.6 0.3 39.3 37.7 0.0 16.6 9.7 0.3 0.0 0.4 Number of Traders in Each Category Total Traders: 52 5 6 0 . 13 4 5 11 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 26,514 Positions 8,461 2,435 0 608 8,617 167 17,031 8,912 0 133 6,199 89 25 95 Changes from: March 28, 2017 Total Change is: -1,039 -993 -347 0 16 -421 44 167 -270 -44 -185 48 -47 3 -2 Percent of Open Interest Represented by Each Category of Trader 31.9 9.2 0.0 2.3 32.5 0.6 64.2 33.6 0.0 0.5 23.4 0.3 0.1 0.4 Number of Traders in Each Category Total Traders: 35 4 . 0 . 5 . 8 7 0 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 69,339 Positions 75 58,147 50 12,077 1,575 545 28,671 4,560 1,472 18,395 348 10 8,044 2,632 Changes from: March 28, 2017 Total Change is: -5,311 -163 -2,071 0 13 -502 -296 -2,189 -2,085 -527 -2,166 -11 10 7 171 Percent of Open Interest Represented by Each Category of Trader 0.1 83.9 0.1 17.4 2.3 0.8 41.3 6.6 2.1 26.5 0.5 0.0 11.6 3.8 Number of Traders in Each Category Total Traders: 134 . 4 . 12 5 4 37 18 14 50 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 518,165 Positions 131,654 35,058 10,775 55,508 50,180 49,812 81,896 183,798 127,912 9,590 7,081 18,039 32,979 35,510 Changes from: March 28, 2017 Total Change is: 2,685 -5,194 3,382 1,163 4,283 2,026 -481 -7,485 -13,243 11,153 -1,555 -1,675 -1,470 2,271 1,830 Percent of Open Interest Represented by Each Category of Trader 25.4 6.8 2.1 10.7 9.7 9.6 15.8 35.5 24.7 1.9 1.4 3.5 6.4 6.9 Number of Traders in Each Category Total Traders: 232 24 4 18 16 24 16 57 61 61 22 13 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 35,552 Positions 37 7,783 0 22,068 1,867 0 7,377 25,336 369 5,643 127 0 58 70 Changes from: March 28, 2017 Total Change is: 603 -412 49 0 92 619 0 828 -61 0 110 0 0 -15 -4 Percent of Open Interest Represented by Each Category of Trader 0.1 21.9 0.0 62.1 5.3 0.0 20.7 71.3 1.0 15.9 0.4 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 38 . . 0 10 . 0 10 6 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 4, 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 15,571 Positions 2,900 8,147 0 9,861 114 326 1,482 6,729 0 242 0 0 760 255 Changes from: March 28, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 18.6 52.3 0.0 63.3 0.7 2.1 9.5 43.2 0.0 1.6 0.0 0.0 4.9 1.6 Number of Traders in Each Category Total Traders: 21 . . 0 8 . . . 5 0 . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 7, 2017