Traders in Financial Futures - Futures Only Positions as of April 11, 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 126,412 Positions 34,790 14,738 121 25,186 9,465 685 14,045 60,134 3,386 19,661 3,084 1,650 26,888 33,149 Changes from: April 4, 2017 Total Change is: -7,276 3,753 139 5 -286 -528 -337 -10,666 -6,513 -578 -1,971 -44 1,569 1,235 -989 Percent of Open Interest Represented by Each Category of Trader 27.5 11.7 0.1 19.9 7.5 0.5 11.1 47.6 2.7 15.6 2.4 1.3 21.3 26.2 Number of Traders in Each Category Total Traders: 82 7 . 5 8 8 4 18 26 13 9 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 46,768 Positions 22,068 460 0 2,239 3,603 0 9,263 21,892 265 5,631 1,216 0 7,302 19,332 Changes from: April 4, 2017 Total Change is: 7,758 6,273 -349 -103 0 1,375 0 2,053 2,948 75 -38 76 0 -502 3,736 Percent of Open Interest Represented by Each Category of Trader 47.2 1.0 0.0 4.8 7.7 0.0 19.8 46.8 0.6 12.0 2.6 0.0 15.6 41.3 Number of Traders in Each Category Total Traders: 42 5 . 0 4 . 0 9 18 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 244,188 Positions 141,348 17,706 393 10,537 92,558 2,633 30,446 81,764 4,103 27,513 11,287 1,491 25,724 32,253 Changes from: April 4, 2017 Total Change is: 2,414 5,326 -3,455 -109 -153 7,512 -2,587 -54 1,726 -1,038 -9 -3 142 896 226 Percent of Open Interest Represented by Each Category of Trader 57.9 7.3 0.2 4.3 37.9 1.1 12.5 33.5 1.7 11.3 4.6 0.6 10.5 13.2 Number of Traders in Each Category Total Traders: 125 12 5 6 8 25 9 22 43 20 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 198,381 Positions 70,440 61,681 1,512 24,760 52,315 5,178 39,438 32,735 4,651 24,172 1,444 1,388 26,842 37,477 Changes from: April 4, 2017 Total Change is: 4,013 -1,629 6,238 -217 -2,460 1,342 928 3,936 -4,484 1,235 -498 24 -217 2,935 -836 Percent of Open Interest Represented by Each Category of Trader 35.5 31.1 0.8 12.5 26.4 2.6 19.9 16.5 2.3 12.2 0.7 0.7 13.5 18.9 Number of Traders in Each Category Total Traders: 120 6 13 4 16 17 6 29 31 15 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 420,332 Positions 98,304 61,409 2,579 164,640 107,426 7,403 48,657 136,804 6,490 30,949 39,791 2,224 59,086 56,206 Changes from: April 4, 2017 Total Change is: 22,738 20,593 -10,058 33 2,641 10,743 -872 -1,496 19,298 38 2,041 2,368 -427 187 1,615 Percent of Open Interest Represented by Each Category of Trader 23.4 14.6 0.6 39.2 25.6 1.8 11.6 32.5 1.5 7.4 9.5 0.5 14.1 13.4 Number of Traders in Each Category Total Traders: 245 19 13 11 50 36 30 24 54 22 29 20 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 33,716 Positions 752 25,108 1 17,550 0 369 1,627 533 218 1,142 3,351 0 12,057 4,136 Changes from: April 4, 2017 Total Change is: -351 0 869 0 -696 0 -64 229 -919 -1 0 0 0 181 -236 Percent of Open Interest Represented by Each Category of Trader 2.2 74.5 0.0 52.1 0.0 1.1 4.8 1.6 0.6 3.4 9.9 0.0 35.8 12.3 Number of Traders in Each Category Total Traders: 22 . 5 . 11 0 5 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 123,144 Positions 8,667 60,151 310 25,301 12,136 1,043 57,177 16,022 1,520 1,215 7,346 109 27,802 24,507 Changes from: April 4, 2017 Total Change is: -14,028 1,572 -16,243 47 -3,585 4,271 -760 -11,208 -1,756 125 75 -1,790 109 -403 1,969 Percent of Open Interest Represented by Each Category of Trader 7.0 48.8 0.3 20.5 9.9 0.8 46.4 13.0 1.2 1.0 6.0 0.1 22.6 19.9 Number of Traders in Each Category Total Traders: 87 6 6 . 6 11 5 33 16 14 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 45,157 Positions 1,086 32,554 501 6,339 0 0 34,809 11,179 0 891 212 0 1,531 711 Changes from: April 4, 2017 Total Change is: 4,602 0 3,616 0 600 0 0 3,921 1,043 0 1 -5 0 80 -52 Percent of Open Interest Represented by Each Category of Trader 2.4 72.1 1.1 14.0 0.0 0.0 77.1 24.8 0.0 2.0 0.5 0.0 3.4 1.6 Number of Traders in Each Category Total Traders: 37 . 7 . . 0 0 12 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 205,663 Positions 49,690 134,202 5 61,077 2,394 37 81,915 54,197 1,022 2,997 10,754 18 8,902 3,034 Changes from: April 4, 2017 Total Change is: 6,564 -5 7,152 5 -1,959 0 5 8,480 -1,232 255 -331 149 -205 319 435 Percent of Open Interest Represented by Each Category of Trader 24.2 65.3 0.0 29.7 1.2 0.0 39.8 26.4 0.5 1.5 5.2 0.0 4.3 1.5 Number of Traders in Each Category Total Traders: 147 . 12 . 17 . . 54 28 7 14 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 26,607 Positions 101 20,350 0 7,312 148 0 17,228 4,450 120 125 820 0 1,721 719 Changes from: April 4, 2017 Total Change is: -771 0 -702 0 88 0 0 -660 -159 -13 -30 20 0 -156 83 Percent of Open Interest Represented by Each Category of Trader 0.4 76.5 0.0 27.5 0.6 0.0 64.7 16.7 0.5 0.5 3.1 0.0 6.5 2.7 Number of Traders in Each Category Total Traders: 33 . . 0 4 . 0 12 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 43,375 Positions 22,148 1,644 12 1,926 16,365 0 14,768 19,165 398 406 1,257 0 3,717 4,534 Changes from: April 4, 2017 Total Change is: 2,471 1,870 -201 8 -93 404 0 619 2,107 6 -29 -72 0 90 219 Percent of Open Interest Represented by Each Category of Trader 51.1 3.8 0.0 4.4 37.7 0.0 34.0 44.2 0.9 0.9 2.9 0.0 8.6 10.5 Number of Traders in Each Category Total Traders: 64 9 4 . 5 6 0 17 19 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 23,769 Positions 11,733 1,213 8,607 715 248 0 1,788 12,339 1 0 500 0 925 861 Changes from: April 4, 2017 Total Change is: -46 358 0 -143 -248 -4 0 111 180 0 0 100 0 -124 -179 Percent of Open Interest Represented by Each Category of Trader 49.4 5.1 36.2 3.0 1.0 0.0 7.5 51.9 0.0 0.0 2.1 0.0 3.9 3.6 Number of Traders in Each Category Total Traders: 24 5 . . . . 0 7 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 64,569 Positions 7,396 44,101 1,822 9,252 1,048 936 30,930 4,222 2,999 1,675 1,901 7 9,554 7,535 Changes from: April 4, 2017 Total Change is: -250 -1,159 -48 -66 -445 420 -195 1,484 -649 171 -131 192 -4 94 -72 Percent of Open Interest Represented by Each Category of Trader 11.5 68.3 2.8 14.3 1.6 1.4 47.9 6.5 4.6 2.6 2.9 0.0 14.8 11.7 Number of Traders in Each Category Total Traders: 113 11 22 . 13 4 5 38 12 6 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 129,137 Positions 14,791 88,201 3,644 18,503 2,095 1,872 61,860 8,444 5,997 3,350 3,801 13 19,107 15,070 Changes from: April 4, 2017 Total Change is: -500 -2,318 -95 -131 -889 840 -389 2,968 -1,298 341 -262 383 -7 187 -144 Percent of Open Interest Represented by Each Category of Trader 11.5 68.3 2.8 14.3 1.6 1.4 47.9 6.5 4.6 2.6 2.9 0.0 14.8 11.7 Number of Traders in Each Category Total Traders: 113 11 22 . 13 4 5 38 12 6 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 631,099 Positions 41,347 108,851 10,420 306,264 175,128 62,465 80,993 120,927 24,721 23,859 52,444 2,396 78,636 73,749 Changes from: April 4, 2017 Total Change is: 5,211 -6,393 -6,193 2,509 -1,403 -3,050 1,096 2,818 1,754 6,478 2,649 6,672 -806 -1,738 -3,250 Percent of Open Interest Represented by Each Category of Trader 6.6 17.2 1.7 48.5 27.7 9.9 12.8 19.2 3.9 3.8 8.3 0.4 12.5 11.7 Number of Traders in Each Category Total Traders: 594 30 36 25 121 86 88 80 134 78 49 58 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 53,898 Positions 3,542 10,001 1,000 14,957 16,625 687 4,955 8,337 212 2,598 705 0 25,947 16,331 Changes from: April 4, 2017 Total Change is: -1,337 -48 -2,832 0 -620 -545 -55 1,510 2,419 212 102 41 0 -2,438 -577 Percent of Open Interest Represented by Each Category of Trader 6.6 18.6 1.9 27.8 30.8 1.3 9.2 15.5 0.4 4.8 1.3 0.0 48.1 30.3 Number of Traders in Each Category Total Traders: 43 . 6 . 8 . . 7 14 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 2,886,007 Positions 203,034 508,257 33,089 1,460,750 796,732 304,673 409,968 592,727 92,766 106,303 258,693 11,978 263,446 287,092 Changes from: April 4, 2017 Total Change is: 32,738 -29,048 -14,125 9,868 -3,739 -12,351 5,580 25,532 15,667 12,337 12,737 33,155 -4,030 3,501 -13,363 Percent of Open Interest Represented by Each Category of Trader 7.0 17.6 1.1 50.6 27.6 10.6 14.2 20.5 3.2 3.7 9.0 0.4 9.1 9.9 Number of Traders in Each Category Total Traders: 589 32 34 23 120 85 86 78 134 75 48 58 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 98,102 Positions 2,306 47,225 779 53,564 38,267 3,498 23,994 3,608 178 1,323 496 0 12,460 4,051 Changes from: April 4, 2017 Total Change is: 4,379 206 3,429 26 3,277 330 6 1,011 645 -654 -350 216 0 857 381 Percent of Open Interest Represented by Each Category of Trader 2.4 48.1 0.8 54.6 39.0 3.6 24.5 3.7 0.2 1.3 0.5 0.0 12.7 4.1 Number of Traders in Each Category Total Traders: 85 4 11 . 32 14 14 16 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 49,774 Positions 3,687 19,210 284 14,380 5,325 803 21,816 14,334 550 2,059 2,965 35 6,160 6,269 Changes from: April 4, 2017 Total Change is: 1,347 1,065 2,242 0 290 -114 -460 714 -98 -224 -145 -16 3 104 13 Percent of Open Interest Represented by Each Category of Trader 7.4 38.6 0.6 28.9 10.7 1.6 43.8 28.8 1.1 4.1 6.0 0.1 12.4 12.6 Number of Traders in Each Category Total Traders: 246 15 23 6 40 21 14 57 54 13 17 19 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 248,870 Positions 18,437 96,051 1,419 71,898 26,623 4,015 109,079 71,668 2,751 10,293 14,823 176 30,802 31,344 Changes from: April 4, 2017 Total Change is: 6,733 5,325 11,212 2 1,449 -569 -2,301 3,568 -488 -1,118 -723 -82 13 518 64 Percent of Open Interest Represented by Each Category of Trader 7.4 38.6 0.6 28.9 10.7 1.6 43.8 28.8 1.1 4.1 6.0 0.1 12.4 12.6 Number of Traders in Each Category Total Traders: 246 15 23 6 40 21 14 57 54 13 17 19 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 580,979 Positions 48,072 143,953 3,462 264,418 159,722 32,608 163,059 196,067 10,410 33,838 11,926 371 24,741 22,460 Changes from: April 4, 2017 Total Change is: 20,331 86 13,323 -616 3,885 2,325 943 5,789 1,811 -2,690 18,596 1,915 0 -5,662 3,320 Percent of Open Interest Represented by Each Category of Trader 8.3 24.8 0.6 45.5 27.5 5.6 28.1 33.7 1.8 5.8 2.1 0.1 4.3 3.9 Number of Traders in Each Category Total Traders: 348 22 22 5 79 45 36 59 77 20 22 22 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 40,877 Positions 882 21,908 0 18,370 479 59 5,125 9,380 0 7,529 3,769 0 8,912 5,282 Changes from: April 4, 2017 Total Change is: 3,019 41 2,145 0 2,475 0 -29 221 2,755 0 -83 746 0 394 -2,598 Percent of Open Interest Represented by Each Category of Trader 2.2 53.6 0.0 44.9 1.2 0.1 12.5 22.9 0.0 18.4 9.2 0.0 21.8 12.9 Number of Traders in Each Category Total Traders: 53 . 6 0 20 . . 6 8 0 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 72,136 Positions 14,943 8,197 249 14,737 7,132 1,836 26,328 16,403 642 3,279 2,066 0 10,122 35,611 Changes from: April 4, 2017 Total Change is: 8,398 4,273 462 -28 1,702 -336 -238 2,738 4,506 321 557 -124 0 -927 3,835 Percent of Open Interest Represented by Each Category of Trader 20.7 11.4 0.3 20.4 9.9 2.5 36.5 22.7 0.9 4.5 2.9 0.0 14.0 49.4 Number of Traders in Each Category Total Traders: 83 10 8 . 14 5 6 25 11 5 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 283,470 Positions 22,536 192,431 1,312 176,235 64,406 12,834 56,733 4,592 2,760 2,235 1,435 170 8,655 3,530 Changes from: April 4, 2017 Total Change is: -1,277 -2,539 584 -347 2,961 1,525 45 -1,344 -3,111 -99 255 468 3 -212 -345 Percent of Open Interest Represented by Each Category of Trader 8.0 67.9 0.5 62.2 22.7 4.5 20.0 1.6 1.0 0.8 0.5 0.1 3.1 1.2 Number of Traders in Each Category Total Traders: 142 8 11 . 51 26 22 29 7 8 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 921,682 Positions 25,596 706,901 6,808 537,168 99,388 55,597 220,696 17,153 12,980 37,239 15,332 755 24,843 6,768 Changes from: April 4, 2017 Total Change is: -15,497 -1,676 -13,394 -104 -562 5,606 1,617 -6,663 -11,849 304 -9,137 2,525 0 724 -202 Percent of Open Interest Represented by Each Category of Trader 2.8 76.7 0.7 58.3 10.8 6.0 23.9 1.9 1.4 4.0 1.7 0.1 2.7 0.7 Number of Traders in Each Category Total Traders: 331 20 19 7 116 29 45 66 19 19 48 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 643,041 Positions 14,580 15,218 5,556 280,613 152,233 120,645 62,373 130,462 11,043 4,743 30,117 3,720 139,768 174,047 Changes from: April 4, 2017 Total Change is: 3,005 1,388 -5,427 37 -7,741 -4,976 6,036 8,193 -6,188 1,172 -4,511 112 978 -2,547 11,261 Percent of Open Interest Represented by Each Category of Trader 2.3 2.4 0.9 43.6 23.7 18.8 9.7 20.3 1.7 0.7 4.7 0.6 21.7 27.1 Number of Traders in Each Category Total Traders: 148 10 9 . 39 26 31 24 25 14 7 8 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 723,767 Positions 7,385 158,146 1,188 411,997 55,358 91,684 44,074 284,396 16,797 30,556 11,200 336 119,750 104,662 Changes from: April 4, 2017 Total Change is: 9,366 2,908 4,029 446 10,349 2,811 -2,674 -929 5,958 -2,524 -68 0 0 1,858 1,320 Percent of Open Interest Represented by Each Category of Trader 1.0 21.9 0.2 56.9 7.6 12.7 6.1 39.3 2.3 4.2 1.5 0.0 16.5 14.5 Number of Traders in Each Category Total Traders: 98 . 10 . 47 7 30 8 20 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 1,377,420 Positions 43,582 165,885 7,987 492,618 284,701 172,693 349,601 251,921 26,265 158,957 325,451 3,501 122,216 139,016 Changes from: April 4, 2017 Total Change is: 11,584 4,918 -3,833 72 29,440 -84 11,015 -36,750 7,028 -1,604 -1,702 9,330 -19 6,214 -10,321 Percent of Open Interest Represented by Each Category of Trader 3.2 12.0 0.6 35.8 20.7 12.5 25.4 18.3 1.9 11.5 23.6 0.3 8.9 10.1 Number of Traders in Each Category Total Traders: 277 9 35 9 59 40 47 44 39 25 19 32 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 3,097,675 Positions 132,566 149,983 24,992 1,191,463 943,534 412,533 557,780 678,265 88,056 314,704 237,202 19,966 355,615 543,144 Changes from: April 4, 2017 Total Change is: 70,099 -1,168 -8,946 -1,596 18,561 -2,713 8,978 57,339 41,502 -1,075 -18,705 25,729 -1,308 9,073 9,528 Percent of Open Interest Represented by Each Category of Trader 4.3 4.8 0.8 38.5 30.5 13.3 18.0 21.9 2.8 10.2 7.7 0.6 11.5 17.5 Number of Traders in Each Category Total Traders: 385 19 43 13 52 82 70 52 72 45 26 39 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 358,725 Positions 14,651 21,379 2,827 101,027 168,250 17,511 116,996 34,761 8,011 14,210 6,629 0 83,492 99,357 Changes from: April 4, 2017 Total Change is: 13,290 520 3,266 473 -2,786 16,182 -1,482 12,621 -3,059 836 2,128 0 0 980 -2,926 Percent of Open Interest Represented by Each Category of Trader 4.1 6.0 0.8 28.2 46.9 4.9 32.6 9.7 2.2 4.0 1.8 0.0 23.3 27.7 Number of Traders in Each Category Total Traders: 63 4 5 . 11 23 23 9 6 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 3,024,155 Positions 36,929 405,902 38,459 1,768,278 759,002 310,137 259,866 818,238 73,744 246,711 258,959 18,072 271,959 341,642 Changes from: April 4, 2017 Total Change is: 49,115 -31,140 93,256 4,590 40,946 12,869 -14,600 29,195 -56,724 5,976 -4,565 6,212 4,035 14,678 -6,499 Percent of Open Interest Represented by Each Category of Trader 1.2 13.4 1.3 58.5 25.1 10.3 8.6 27.1 2.4 8.2 8.6 0.6 9.0 11.3 Number of Traders in Each Category Total Traders: 315 9 44 9 61 48 64 32 68 28 19 34 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 1,653,081 Positions 572,423 172,456 439,986 10,388 25,840 8,738 155,519 388,425 323,326 5,671 126,266 104,719 32,311 63,325 Changes from: April 4, 2017 Total Change is: 80,116 38,221 11,262 14,827 0 4,395 0 -2,632 19,624 7,412 -17 -3,172 21,361 944 4,407 Percent of Open Interest Represented by Each Category of Trader 34.6 10.4 26.6 0.6 1.6 0.5 9.4 23.5 19.6 0.3 7.6 6.3 2.0 3.8 Number of Traders in Each Category Total Traders: 159 27 33 49 . 4 . 26 36 45 5 17 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 is13,362,312 Positions 5,679,912 892,331 2,571,324 135,345 1,392,464 528,851 330,649 3,568,007 2,006,649 854,461 577,930 646,489 608,632 1,178,267 Changes from: April 4, 2017 Total Change is: 516,577 155,040 105,290 171,489 6,161 -48,229 -61,786 19,280 138,933 182,051 17,223 -940 45,920 -18,801 -16,151 Percent of Open Interest Represented by Each Category of Trader 42.5 6.7 19.2 1.0 10.4 4.0 2.5 26.7 15.0 6.4 4.3 4.8 4.6 8.8 Number of Traders in Each Category Total Traders: 307 29 46 69 4 31 26 24 109 99 15 28 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 31,709 Positions 16,240 3,697 0 231 13,658 84 9,519 10,702 0 5,533 3,341 92 10 135 Changes from: April 4, 2017 Total Change is: -1,239 2,107 52 0 4 267 -3 -3,414 -1,707 0 68 140 0 -1 12 Percent of Open Interest Represented by Each Category of Trader 51.2 11.7 0.0 0.7 43.1 0.3 30.0 33.8 0.0 17.4 10.5 0.3 0.0 0.4 Number of Traders in Each Category Total Traders: 51 5 6 0 . 13 4 4 11 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 25,798 Positions 8,977 2,443 0 470 8,636 234 15,792 9,293 0 247 5,073 35 43 84 Changes from: April 4, 2017 Total Change is: -716 516 8 0 -138 19 67 -1,239 381 0 114 -1,126 -54 18 -11 Percent of Open Interest Represented by Each Category of Trader 34.8 9.5 0.0 1.8 33.5 0.9 61.2 36.0 0.0 1.0 19.7 0.1 0.2 0.3 Number of Traders in Each Category Total Traders: 34 4 . 0 . 5 . 8 6 0 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 71,495 Positions 275 58,052 50 12,364 563 512 27,097 5,207 1,421 18,881 546 0 10,895 5,144 Changes from: April 4, 2017 Total Change is: 2,156 200 -95 0 287 -1,012 -33 -1,574 647 -51 486 198 -10 2,851 2,512 Percent of Open Interest Represented by Each Category of Trader 0.4 81.2 0.1 17.3 0.8 0.7 37.9 7.3 2.0 26.4 0.8 0.0 15.2 7.2 Number of Traders in Each Category Total Traders: 124 . . . 12 . . 35 18 13 46 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 544,927 Positions 125,321 30,243 11,960 64,579 39,857 54,698 70,921 187,551 152,533 7,569 7,443 19,388 37,958 41,254 Changes from: April 4, 2017 Total Change is: 26,762 -6,333 -4,815 1,185 9,071 -10,323 4,886 -10,975 3,753 24,621 -2,021 362 1,349 4,979 5,744 Percent of Open Interest Represented by Each Category of Trader 23.0 5.5 2.2 11.9 7.3 10.0 13.0 34.4 28.0 1.4 1.4 3.6 7.0 7.6 Number of Traders in Each Category Total Traders: 231 21 5 20 17 22 14 57 61 61 17 16 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 36,829 Positions 64 8,346 0 21,927 1,884 0 8,824 25,725 369 5,609 420 0 36 85 Changes from: April 4, 2017 Total Change is: 1,277 27 563 0 -141 17 0 1,447 389 0 -34 293 0 -22 15 Percent of Open Interest Represented by Each Category of Trader 0.2 22.7 0.0 59.5 5.1 0.0 24.0 69.8 1.0 15.2 1.1 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 40 . . 0 10 . 0 10 6 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 11, 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 15,072 Positions 2,875 8,147 0 9,585 114 326 1,094 6,144 1 253 0 0 938 340 Changes from: April 4, 2017 Total Change is: -499 -25 0 0 -276 0 0 -388 -585 1 11 0 0 178 85 Percent of Open Interest Represented by Each Category of Trader 19.1 54.1 0.0 63.6 0.8 2.2 7.3 40.8 0.0 1.7 0.0 0.0 6.2 2.3 Number of Traders in Each Category Total Traders: 20 . . 0 7 . . 4 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 14, 2017