Traders in Financial Futures - Futures Only Positions as of April 25, 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 165,504 Positions 54,678 13,556 142 26,399 19,433 525 26,842 84,127 4,039 22,801 3,501 1,328 28,750 38,853 Changes from: April 18, 2017 Total Change is: 28,890 16,122 -2,671 31 882 5,719 -498 6,292 20,811 389 2,190 439 -180 3,662 4,850 Percent of Open Interest Represented by Each Category of Trader 33.0 8.2 0.1 16.0 11.7 0.3 16.2 50.8 2.4 13.8 2.1 0.8 17.4 23.5 Number of Traders in Each Category Total Traders: 111 10 . 4 10 13 . 21 40 15 11 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 46,882 Positions 20,288 929 0 2,304 2,227 0 8,488 23,950 357 6,138 1,482 0 9,307 17,937 Changes from: April 18, 2017 Total Change is: -1,553 -3,727 479 0 65 -2,091 0 499 1,423 167 372 190 0 1,071 -1,721 Percent of Open Interest Represented by Each Category of Trader 43.3 2.0 0.0 4.9 4.8 0.0 18.1 51.1 0.8 13.1 3.2 0.0 19.9 38.3 Number of Traders in Each Category Total Traders: 37 5 . 0 4 . 0 5 17 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 261,711 Positions 127,597 48,472 369 16,256 86,125 2,190 52,087 71,374 7,314 26,286 15,156 1,425 28,187 29,286 Changes from: April 18, 2017 Total Change is: 361 -6,395 19,087 -86 2,238 1,440 -781 6,145 -13,110 30 -477 -1,283 -66 -247 -4,870 Percent of Open Interest Represented by Each Category of Trader 48.8 18.5 0.1 6.2 32.9 0.8 19.9 27.3 2.8 10.0 5.8 0.5 10.8 11.2 Number of Traders in Each Category Total Traders: 131 8 8 7 11 23 7 31 36 19 7 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 204,179 Positions 70,474 78,114 1,023 25,570 55,496 3,946 47,203 23,520 5,418 22,406 1,590 1,176 26,963 33,896 Changes from: April 18, 2017 Total Change is: 562 1,057 7,559 -630 788 4,754 -1,073 1,219 -7,690 752 374 -453 -269 -1,656 -2,388 Percent of Open Interest Represented by Each Category of Trader 34.5 38.3 0.5 12.5 27.2 1.9 23.1 11.5 2.7 11.0 0.8 0.6 13.2 16.6 Number of Traders in Each Category Total Traders: 118 7 12 . 15 19 9 27 32 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 411,006 Positions 80,319 63,755 3,043 166,561 94,959 7,867 50,343 131,648 7,739 31,130 45,097 2,882 61,122 54,016 Changes from: April 18, 2017 Total Change is: -19,583 -24,993 8,795 537 1,995 -13,309 426 -4,005 -19,020 1,052 25 2,361 559 4,821 -984 Percent of Open Interest Represented by Each Category of Trader 19.5 15.5 0.7 40.5 23.1 1.9 12.2 32.0 1.9 7.6 11.0 0.7 14.9 13.1 Number of Traders in Each Category Total Traders: 258 15 17 11 52 36 33 31 52 20 31 24 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 32,210 Positions 1,887 23,145 28 16,282 0 198 577 633 231 1,142 2,651 0 11,865 5,324 Changes from: April 18, 2017 Total Change is: -1,938 1,135 -1,413 28 -970 0 4 -2,203 -444 -1 0 -500 0 69 388 Percent of Open Interest Represented by Each Category of Trader 5.9 71.9 0.1 50.5 0.0 0.6 1.8 2.0 0.7 3.5 8.2 0.0 36.8 16.5 Number of Traders in Each Category Total Traders: 20 . . . 10 0 4 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 108,559 Positions 11,072 46,970 598 23,454 10,656 927 45,330 15,479 973 1,610 7,528 76 24,519 25,352 Changes from: April 18, 2017 Total Change is: -5,894 1,939 -5,147 57 2,041 -1,463 6 -7,107 985 -588 571 -935 -14 -2,799 1,205 Percent of Open Interest Represented by Each Category of Trader 10.2 43.3 0.6 21.6 9.8 0.9 41.8 14.3 0.9 1.5 6.9 0.1 22.6 23.4 Number of Traders in Each Category Total Traders: 82 5 6 . 5 9 . 32 15 10 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 48,999 Positions 1,086 35,439 501 6,385 0 0 38,685 11,904 0 807 260 0 1,535 895 Changes from: April 18, 2017 Total Change is: 804 0 274 0 -1 0 0 875 434 0 -81 -2 0 11 98 Percent of Open Interest Represented by Each Category of Trader 2.2 72.3 1.0 13.0 0.0 0.0 79.0 24.3 0.0 1.6 0.5 0.0 3.1 1.8 Number of Traders in Each Category Total Traders: 35 . 7 . . 0 0 11 9 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 177,359 Positions 39,704 127,263 22 39,831 2,394 37 86,837 33,245 773 2,674 10,530 18 7,463 3,077 Changes from: April 18, 2017 Total Change is: -18,216 65 -10,639 22 -11,068 0 -15 -5,026 -6,913 -965 -130 -81 0 -1,099 375 Percent of Open Interest Represented by Each Category of Trader 22.4 71.8 0.0 22.5 1.3 0.0 49.0 18.7 0.4 1.5 5.9 0.0 4.2 1.7 Number of Traders in Each Category Total Traders: 145 . 11 . 17 . . 51 31 7 12 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 27,474 Positions 101 20,350 0 6,923 259 0 17,164 3,221 1,490 0 1,365 0 1,796 789 Changes from: April 18, 2017 Total Change is: 1,132 0 0 0 -192 111 0 -1 -899 1,369 -125 545 0 81 6 Percent of Open Interest Represented by Each Category of Trader 0.4 74.1 0.0 25.2 0.9 0.0 62.5 11.7 5.4 0.0 5.0 0.0 6.5 2.9 Number of Traders in Each Category Total Traders: 35 . . 0 . . 0 15 8 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 43,947 Positions 21,681 1,872 23 1,903 16,348 0 15,330 19,109 305 1,282 1,716 0 3,423 4,574 Changes from: April 18, 2017 Total Change is: 886 691 83 1 -321 -35 0 216 730 -93 616 24 0 -224 176 Percent of Open Interest Represented by Each Category of Trader 49.3 4.3 0.1 4.3 37.2 0.0 34.9 43.5 0.7 2.9 3.9 0.0 7.8 10.4 Number of Traders in Each Category Total Traders: 74 9 . . 5 8 0 18 22 5 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 18,507 Positions 5,449 2,981 9,221 932 115 0 1,814 4,893 70 0 200 0 1,021 1,027 Changes from: April 18, 2017 Total Change is: -2,335 -223 -511 60 -2,066 -14 0 -220 -1,741 18 0 -200 0 96 53 Percent of Open Interest Represented by Each Category of Trader 29.4 16.1 49.8 5.0 0.6 0.0 9.8 26.4 0.4 0.0 1.1 0.0 5.5 5.5 Number of Traders in Each Category Total Traders: 26 4 . . . . 0 7 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 66,700 Positions 7,934 43,109 1,683 9,837 847 1,063 32,761 6,393 2,459 1,304 2,740 18 9,643 8,390 Changes from: April 18, 2017 Total Change is: 1,170 156 -1,851 51 573 -316 115 925 1,841 -620 -300 791 11 259 1,147 Percent of Open Interest Represented by Each Category of Trader 11.9 64.6 2.5 14.7 1.3 1.6 49.1 9.6 3.7 2.0 4.1 0.0 14.5 12.6 Number of Traders in Each Category Total Traders: 119 12 22 . 14 4 4 40 14 6 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 133,399 Positions 15,868 86,217 3,365 19,673 1,694 2,125 65,521 12,785 4,918 2,608 5,480 35 19,286 16,780 Changes from: April 18, 2017 Total Change is: 2,339 311 -3,702 102 1,146 -631 230 1,849 3,682 -1,239 -600 1,581 22 518 2,294 Percent of Open Interest Represented by Each Category of Trader 11.9 64.6 2.5 14.7 1.3 1.6 49.1 9.6 3.7 2.0 4.1 0.0 14.5 12.6 Number of Traders in Each Category Total Traders: 119 12 22 . 14 4 4 40 14 6 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 653,341 Positions 45,153 128,248 14,678 302,881 159,374 69,600 90,765 128,798 28,320 22,888 45,453 2,789 76,269 76,082 Changes from: April 18, 2017 Total Change is: 10,707 2,526 15,203 1,426 -1,556 -13,559 2,515 7,358 4,404 2,149 -504 -1,228 314 -3,520 -516 Percent of Open Interest Represented by Each Category of Trader 6.9 19.6 2.2 46.4 24.4 10.7 13.9 19.7 4.3 3.5 7.0 0.4 11.7 11.6 Number of Traders in Each Category Total Traders: 592 30 35 22 125 83 88 88 123 77 48 59 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 62,290 Positions 9,002 16,907 1,000 14,045 18,620 2,020 9,726 7,138 189 2,787 13 0 23,521 16,403 Changes from: April 18, 2017 Total Change is: 2,862 1,335 5,405 0 -1,947 2,182 1,377 1,861 -2,231 -14 62 -413 0 188 -3,444 Percent of Open Interest Represented by Each Category of Trader 14.5 27.1 1.6 22.5 29.9 3.2 15.6 11.5 0.3 4.5 0.0 0.0 37.8 26.3 Number of Traders in Each Category Total Traders: 51 6 7 . 8 . 4 9 14 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 2,955,256 Positions 206,314 582,267 42,828 1,447,409 706,998 334,669 464,726 667,832 81,121 101,449 228,145 13,001 263,739 298,395 Changes from: April 18, 2017 Total Change is: 39,227 3,442 46,479 9,641 950 -79,706 6,692 44,826 50,515 -6,525 -1,965 -3,212 704 -18,538 14,639 Percent of Open Interest Represented by Each Category of Trader 7.0 19.7 1.4 49.0 23.9 11.3 15.7 22.6 2.7 3.4 7.7 0.4 8.9 10.1 Number of Traders in Each Category Total Traders: 585 31 33 20 124 81 84 88 121 74 47 60 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 95,864 Positions 2,101 46,876 688 51,899 37,362 3,358 23,213 3,195 220 1,875 496 0 12,510 3,669 Changes from: April 18, 2017 Total Change is: -1,746 -2 -206 -81 -1,795 -1,303 -249 -184 20 19 111 0 0 435 54 Percent of Open Interest Represented by Each Category of Trader 2.2 48.9 0.7 54.1 39.0 3.5 24.2 3.3 0.2 2.0 0.5 0.0 13.0 3.8 Number of Traders in Each Category Total Traders: 84 . 11 . 32 14 13 15 5 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 54,974 Positions 3,444 22,822 600 14,365 5,055 731 27,137 14,965 536 1,682 3,593 69 6,411 6,602 Changes from: April 18, 2017 Total Change is: 3,905 -321 2,154 333 904 -627 -183 3,141 1,156 -67 -181 713 33 245 392 Percent of Open Interest Represented by Each Category of Trader 6.3 41.5 1.1 26.1 9.2 1.3 49.4 27.2 1.0 3.1 6.5 0.1 11.7 12.0 Number of Traders in Each Category Total Traders: 234 16 22 5 41 19 10 58 42 14 15 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 274,869 Positions 17,218 114,112 3,002 71,824 25,277 3,657 135,684 74,826 2,678 8,408 17,964 343 32,055 33,010 Changes from: April 18, 2017 Total Change is: 19,524 -1,605 10,770 1,664 4,521 -3,135 -914 15,706 5,780 -334 -906 3,565 166 1,226 1,962 Percent of Open Interest Represented by Each Category of Trader 6.3 41.5 1.1 26.1 9.2 1.3 49.4 27.2 1.0 3.1 6.5 0.1 11.7 12.0 Number of Traders in Each Category Total Traders: 234 16 22 5 41 19 10 58 42 14 15 21 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 583,711 Positions 48,506 153,892 3,442 262,278 163,856 28,998 183,309 192,154 11,897 19,601 9,430 170 25,510 19,872 Changes from: April 18, 2017 Total Change is: 9,829 1,489 17,974 -196 1,623 -1,899 -19 25,180 -6,146 624 -20,310 -2,407 0 1,438 1,898 Percent of Open Interest Represented by Each Category of Trader 8.3 26.4 0.6 44.9 28.1 5.0 31.4 32.9 2.0 3.4 1.6 0.0 4.4 3.4 Number of Traders in Each Category Total Traders: 339 21 22 5 75 43 33 71 65 24 22 20 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 39,317 Positions 910 23,607 0 16,316 479 36 5,753 8,724 2 6,992 3,167 0 9,308 3,302 Changes from: April 18, 2017 Total Change is: -1,698 19 739 0 -2,061 0 -11 1,282 -481 2 -534 -746 0 -395 -1,201 Percent of Open Interest Represented by Each Category of Trader 2.3 60.0 0.0 41.5 1.2 0.1 14.6 22.2 0.0 17.8 8.1 0.0 23.7 8.4 Number of Traders in Each Category Total Traders: 49 . 6 0 18 . . 8 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 73,059 Positions 15,114 11,767 72 17,558 5,966 1,136 26,632 13,743 662 2,644 1,663 0 9,241 38,050 Changes from: April 18, 2017 Total Change is: -1,000 -2,175 3,413 -348 2,189 -1,182 -485 1,681 2,277 -193 -1,278 -549 0 -391 -3,933 Percent of Open Interest Represented by Each Category of Trader 20.7 16.1 0.1 24.0 8.2 1.6 36.5 18.8 0.9 3.6 2.3 0.0 12.6 52.1 Number of Traders in Each Category Total Traders: 87 12 10 . 14 5 4 24 15 6 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 284,689 Positions 21,560 192,958 1,218 179,912 61,316 12,758 54,742 7,833 2,700 3,256 1,401 210 8,333 4,295 Changes from: April 18, 2017 Total Change is: 1,083 -2,649 1,184 -493 3,470 -4,838 -82 -415 4,942 -92 1,150 -41 40 154 463 Percent of Open Interest Represented by Each Category of Trader 7.6 67.8 0.4 63.2 21.5 4.5 19.2 2.8 0.9 1.1 0.5 0.1 2.9 1.5 Number of Traders in Each Category Total Traders: 145 10 12 4 53 24 22 29 6 9 7 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 917,952 Positions 27,111 693,272 4,079 535,185 111,784 59,019 211,295 10,799 13,162 40,401 15,599 852 26,848 9,386 Changes from: April 18, 2017 Total Change is: -6,077 699 1,186 -2,574 515 -4,284 609 -10,872 -3,036 -31 4,126 259 75 1,376 1,719 Percent of Open Interest Represented by Each Category of Trader 3.0 75.5 0.4 58.3 12.2 6.4 23.0 1.2 1.4 4.4 1.7 0.1 2.9 1.0 Number of Traders in Each Category Total Traders: 340 20 23 7 117 32 47 69 16 19 48 15 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 640,749 Positions 11,216 32,541 1,475 276,423 149,975 109,853 63,189 108,808 17,791 5,013 51,673 3,056 152,733 165,577 Changes from: April 18, 2017 Total Change is: -3,478 274 8,807 -513 -256 7,290 -10,849 6,755 -21,414 5,498 -2,120 13,054 -692 -1,575 -4,659 Percent of Open Interest Represented by Each Category of Trader 1.8 5.1 0.2 43.1 23.4 17.1 9.9 17.0 2.8 0.8 8.1 0.5 23.8 25.8 Number of Traders in Each Category Total Traders: 153 8 13 4 38 27 34 30 22 20 6 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 734,068 Positions 3,757 167,369 1,412 418,259 63,982 96,818 46,732 279,778 16,113 32,738 10,637 336 117,903 97,623 Changes from: April 18, 2017 Total Change is: 3,861 -1,449 335 -355 -2,455 8,248 4,494 6,606 1,242 -1,998 2,092 -563 0 -3,074 -7,542 Percent of Open Interest Represented by Each Category of Trader 0.5 22.8 0.2 57.0 8.7 13.2 6.4 38.1 2.2 4.5 1.4 0.0 16.1 13.3 Number of Traders in Each Category Total Traders: 104 . 13 . 47 10 33 10 17 10 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 1,395,820 Positions 50,171 141,001 7,630 430,423 263,992 193,315 342,018 197,887 33,107 203,539 405,511 8,685 126,932 144,692 Changes from: April 18, 2017 Total Change is: 16,782 13,286 -14,758 -937 -32,897 -8,932 4,817 -11,075 -30,104 11,729 23,910 44,349 5,546 2,403 5,072 Percent of Open Interest Represented by Each Category of Trader 3.6 10.1 0.5 30.8 18.9 13.8 24.5 14.2 2.4 14.6 29.1 0.6 9.1 10.4 Number of Traders in Each Category Total Traders: 276 11 34 8 58 39 46 53 31 24 21 29 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 3,188,417 Positions 98,024 196,470 48,769 1,212,049 926,150 444,371 614,529 742,276 85,673 300,673 201,742 21,830 362,499 521,136 Changes from: April 18, 2017 Total Change is: 27,111 -53,081 8,056 8,300 7,945 21,166 9,572 44,052 1,575 -3,067 22,822 -11,993 -3,257 -6,175 -3,241 Percent of Open Interest Represented by Each Category of Trader 3.1 6.2 1.5 38.0 29.0 13.9 19.3 23.3 2.7 9.4 6.3 0.7 11.4 16.3 Number of Traders in Each Category Total Traders: 382 21 38 11 52 86 73 62 62 55 27 34 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 351,686 Positions 2,875 20,765 2,324 101,020 157,218 17,480 126,654 29,803 9,195 11,644 6,629 0 80,494 108,272 Changes from: April 18, 2017 Total Change is: 231 -11,781 -3,687 -500 1,513 1,153 -476 13,374 -2,439 1,254 -2,613 0 0 -540 4,926 Percent of Open Interest Represented by Each Category of Trader 0.8 5.9 0.7 28.7 44.7 5.0 36.0 8.5 2.6 3.3 1.9 0.0 22.9 30.8 Number of Traders in Each Category Total Traders: 58 . 5 . 10 21 22 12 4 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 3,178,951 Positions 18,285 380,512 41,177 1,714,733 721,535 330,766 414,182 990,972 74,550 275,584 270,275 20,012 289,662 349,152 Changes from: April 18, 2017 Total Change is: 17,463 -11,125 -45,183 3,330 -49,802 13,279 9,176 48,714 -4,414 15,674 -17,320 22,602 1,133 17,683 1,866 Percent of Open Interest Represented by Each Category of Trader 0.6 12.0 1.3 53.9 22.7 10.4 13.0 31.2 2.3 8.7 8.5 0.6 9.1 11.0 Number of Traders in Each Category Total Traders: 307 8 39 9 61 48 66 42 63 33 14 32 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 1,700,774 Positions 549,285 172,056 512,124 9,718 38,642 9,738 136,780 353,433 344,711 7,099 118,622 95,747 35,572 55,701 Changes from: April 18, 2017 Total Change is: 30,299 -33,780 4,291 54,256 0 -2,846 0 -17,226 -28,814 15,397 -43 -13,423 6,218 5,477 -4,780 Percent of Open Interest Represented by Each Category of Trader 32.3 10.1 30.1 0.6 2.3 0.6 8.0 20.8 20.3 0.4 7.0 5.6 2.1 3.3 Number of Traders in Each Category Total Traders: 165 26 34 49 . 6 . 27 40 47 6 16 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 is13,194,325 Positions 5,421,741 932,055 2,492,745 105,146 1,288,900 638,492 319,658 3,250,118 2,118,505 771,234 607,014 710,601 616,203 1,155,895 Changes from: April 18, 2017 Total Change is: 140,706 40,648 -109,765 45,091 -26,114 -31,695 92,396 -75,770 53,912 58,319 -1,344 9,203 56,012 -48,532 -32,767 Percent of Open Interest Represented by Each Category of Trader 41.1 7.1 18.9 0.8 9.8 4.8 2.4 24.6 16.1 5.8 4.6 5.4 4.7 8.8 Number of Traders in Each Category Total Traders: 309 33 47 72 4 32 27 27 103 103 13 29 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 31,357 Positions 18,331 3,929 0 233 13,494 83 6,596 10,182 0 5,974 3,466 92 48 111 Changes from: April 18, 2017 Total Change is: -255 768 73 0 0 168 0 -1,106 -568 0 45 125 0 38 -53 Percent of Open Interest Represented by Each Category of Trader 58.5 12.5 0.0 0.7 43.0 0.3 21.0 32.5 0.0 19.1 11.1 0.3 0.2 0.4 Number of Traders in Each Category Total Traders: 50 4 6 0 . 12 . 6 10 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 26,702 Positions 9,720 2,441 0 451 10,695 231 15,958 8,692 0 228 4,569 0 114 74 Changes from: April 18, 2017 Total Change is: -1,065 -1,425 -140 0 0 -255 0 321 -508 0 13 -112 -34 60 -16 Percent of Open Interest Represented by Each Category of Trader 36.4 9.1 0.0 1.7 40.1 0.9 59.8 32.6 0.0 0.9 17.1 0.0 0.4 0.3 Number of Traders in Each Category Total Traders: 35 5 . 0 . 5 . 8 5 0 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 70,209 Positions 784 58,027 50 12,143 1,676 485 26,888 4,538 1,999 19,297 351 0 8,563 3,083 Changes from: April 18, 2017 Total Change is: 3,551 83 350 0 -92 1,039 -35 626 1,586 98 2,121 -125 0 750 638 Percent of Open Interest Represented by Each Category of Trader 1.1 82.6 0.1 17.3 2.4 0.7 38.3 6.5 2.8 27.5 0.5 0.0 12.2 4.4 Number of Traders in Each Category Total Traders: 139 . . . 13 4 . 34 24 11 56 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 492,186 Positions 112,194 44,678 14,351 53,830 37,500 58,848 84,908 171,242 95,302 12,779 6,997 23,700 36,274 39,568 Changes from: April 18, 2017 Total Change is: 21,486 -19 10,957 -1,034 18,597 -637 -3,409 18,629 25,046 -26,136 6,360 879 4,022 4,476 11,798 Percent of Open Interest Represented by Each Category of Trader 22.8 9.1 2.9 10.9 7.6 12.0 17.3 34.8 19.4 2.6 1.4 4.8 7.4 8.0 Number of Traders in Each Category Total Traders: 221 19 9 21 17 21 14 59 57 52 16 12 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of April 25, 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 31,237 Positions 526 7,832 0 21,197 1,784 0 3,570 20,691 369 5,541 483 0 34 78 Changes from: April 18, 2017 Total Change is: -9,845 497 -133 0 204 0 0 -10,515 -9,797 0 -18 63 0 -13 22 Percent of Open Interest Represented by Each Category of Trader 1.7 25.1 0.0 67.9 5.7 0.0 11.4 66.2 1.2 17.7 1.5 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 40 . . 0 9 . 0 8 7 . 6 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 28, 2017