Traders in Financial Futures - Futures Only Positions as of May 2, 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 192,692 Positions 65,579 12,630 506 25,258 26,948 692 40,508 98,430 5,205 24,839 4,410 1,404 28,701 42,467 Changes from: April 25, 2017 Total Change is: 27,188 10,901 -926 364 -1,141 7,515 167 13,666 14,303 1,166 2,038 909 76 -49 3,614 Percent of Open Interest Represented by Each Category of Trader 34.0 6.6 0.3 13.1 14.0 0.4 21.0 51.1 2.7 12.9 2.3 0.7 14.9 22.0 Number of Traders in Each Category Total Traders: 122 10 . 5 10 13 4 24 44 15 13 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 43,343 Positions 16,579 1,299 0 2,304 2,562 0 8,462 19,683 1,067 6,186 1,482 0 8,745 17,250 Changes from: April 25, 2017 Total Change is: -3,539 -3,709 370 0 0 335 0 -26 -4,267 710 48 0 0 -562 -687 Percent of Open Interest Represented by Each Category of Trader 38.3 3.0 0.0 5.3 5.9 0.0 19.5 45.4 2.5 14.3 3.4 0.0 20.2 39.8 Number of Traders in Each Category Total Traders: 35 5 . 0 4 . 0 4 16 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 267,230 Positions 126,242 61,697 827 17,692 81,014 2,490 53,919 65,770 9,659 23,081 15,285 1,425 31,895 29,063 Changes from: April 25, 2017 Total Change is: 5,519 -1,355 13,225 458 1,436 -5,111 300 1,832 -5,604 2,345 -3,205 129 0 3,708 -223 Percent of Open Interest Represented by Each Category of Trader 47.2 23.1 0.3 6.6 30.3 0.9 20.2 24.6 3.6 8.6 5.7 0.5 11.9 10.9 Number of Traders in Each Category Total Traders: 123 8 9 8 11 23 9 28 32 23 5 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 196,845 Positions 72,161 64,213 961 25,639 55,634 3,845 37,956 25,140 7,548 22,843 1,976 1,276 24,616 36,252 Changes from: April 25, 2017 Total Change is: -7,334 1,687 -13,901 -62 69 138 -101 -9,247 1,620 2,130 437 386 100 -2,347 2,356 Percent of Open Interest Represented by Each Category of Trader 36.7 32.6 0.5 13.0 28.3 2.0 19.3 12.8 3.8 11.6 1.0 0.6 12.5 18.4 Number of Traders in Each Category Total Traders: 119 8 11 . 15 19 9 31 28 19 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 409,936 Positions 77,923 89,923 2,582 166,180 85,449 7,804 52,095 105,099 10,684 32,419 48,971 2,959 57,290 56,465 Changes from: April 25, 2017 Total Change is: -1,070 -2,396 26,168 -461 -381 -9,510 -63 1,752 -26,549 2,945 1,289 3,874 77 -3,832 2,449 Percent of Open Interest Represented by Each Category of Trader 19.0 21.9 0.6 40.5 20.8 1.9 12.7 25.6 2.6 7.9 11.9 0.7 14.0 13.8 Number of Traders in Each Category Total Traders: 261 15 18 11 53 30 31 38 48 21 34 25 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 32,849 Positions 2,299 22,964 28 15,914 0 200 769 1,955 245 1,142 2,651 0 12,252 4,806 Changes from: April 25, 2017 Total Change is: 639 412 -181 0 -368 0 2 192 1,322 14 0 0 0 387 -518 Percent of Open Interest Represented by Each Category of Trader 7.0 69.9 0.1 48.4 0.0 0.6 2.3 6.0 0.7 3.5 8.1 0.0 37.3 14.6 Number of Traders in Each Category Total Traders: 22 . . . 10 0 4 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 107,876 Positions 16,535 42,237 504 20,075 13,735 917 42,148 16,036 1,258 1,432 6,145 121 24,886 26,923 Changes from: April 25, 2017 Total Change is: -683 5,463 -4,733 -94 -3,379 3,079 -10 -3,182 557 285 -178 -1,383 45 367 1,571 Percent of Open Interest Represented by Each Category of Trader 15.3 39.2 0.5 18.6 12.7 0.9 39.1 14.9 1.2 1.3 5.7 0.1 23.1 25.0 Number of Traders in Each Category Total Traders: 76 6 5 . . 11 . 29 15 10 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 43,801 Positions 1,086 34,741 501 6,388 0 0 33,411 7,430 0 832 260 0 1,583 869 Changes from: April 25, 2017 Total Change is: -5,198 0 -698 0 3 0 0 -5,274 -4,474 0 25 0 0 48 -26 Percent of Open Interest Represented by Each Category of Trader 2.5 79.3 1.1 14.6 0.0 0.0 76.3 17.0 0.0 1.9 0.6 0.0 3.6 2.0 Number of Traders in Each Category Total Traders: 34 . 7 . . 0 0 11 8 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 177,326 Positions 39,704 127,237 0 39,681 2,394 42 86,164 34,480 780 3,563 9,522 0 7,392 2,871 Changes from: April 25, 2017 Total Change is: -33 0 -26 -22 -150 0 5 -673 1,235 7 889 -1,008 -18 -71 -206 Percent of Open Interest Represented by Each Category of Trader 22.4 71.8 0.0 22.4 1.4 0.0 48.6 19.4 0.4 2.0 5.4 0.0 4.2 1.6 Number of Traders in Each Category Total Traders: 146 . 11 0 17 . . 54 26 7 16 15 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 23,314 Positions 845 14,757 0 6,935 407 0 13,677 3,172 0 259 4,500 0 1,598 478 Changes from: April 25, 2017 Total Change is: -4,160 744 -5,593 0 12 148 0 -3,487 -49 -1,490 259 3,135 0 -198 -311 Percent of Open Interest Represented by Each Category of Trader 3.6 63.3 0.0 29.7 1.7 0.0 58.7 13.6 0.0 1.1 19.3 0.0 6.9 2.1 Number of Traders in Each Category Total Traders: 35 . . 0 . . 0 13 8 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 43,368 Positions 22,187 3,324 26 1,966 12,407 0 14,203 20,069 385 1,528 1,827 0 3,073 5,330 Changes from: April 25, 2017 Total Change is: -579 506 1,452 3 63 -3,941 0 -1,127 960 80 246 111 0 -350 756 Percent of Open Interest Represented by Each Category of Trader 51.2 7.7 0.1 4.5 28.6 0.0 32.7 46.3 0.9 3.5 4.2 0.0 7.1 12.3 Number of Traders in Each Category Total Traders: 74 8 4 . 5 8 0 16 22 6 5 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 18,246 Positions 5,346 2,979 9,221 712 129 0 1,941 4,768 42 0 200 0 984 907 Changes from: April 25, 2017 Total Change is: -261 -103 -2 0 -220 14 0 127 -125 -28 0 0 0 -37 -120 Percent of Open Interest Represented by Each Category of Trader 29.3 16.3 50.5 3.9 0.7 0.0 10.6 26.1 0.2 0.0 1.1 0.0 5.4 5.0 Number of Traders in Each Category Total Traders: 26 4 . . . . 0 7 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 63,185 Positions 8,181 42,438 1,756 9,241 737 1,148 29,475 5,521 2,088 1,304 1,927 118 9,876 7,453 Changes from: April 25, 2017 Total Change is: -3,515 247 -671 74 -596 -111 86 -3,286 -872 -371 0 -813 100 233 -937 Percent of Open Interest Represented by Each Category of Trader 12.9 67.2 2.8 14.6 1.2 1.8 46.6 8.7 3.3 2.1 3.0 0.2 15.6 11.8 Number of Traders in Each Category Total Traders: 114 13 21 . 13 4 4 37 12 6 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 126,370 Positions 16,361 84,876 3,512 18,482 1,473 2,296 58,949 11,042 4,176 2,608 3,854 235 19,751 14,906 Changes from: April 25, 2017 Total Change is: -7,029 493 -1,341 147 -1,191 -221 171 -6,572 -1,743 -742 0 -1,626 200 465 -1,874 Percent of Open Interest Represented by Each Category of Trader 12.9 67.2 2.8 14.6 1.2 1.8 46.6 8.7 3.3 2.1 3.0 0.2 15.6 11.8 Number of Traders in Each Category Total Traders: 114 13 21 . 13 4 4 37 12 6 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 656,419 Positions 50,165 127,771 14,825 311,069 161,343 71,606 81,482 124,678 32,420 22,127 44,743 3,177 69,549 75,857 Changes from: April 25, 2017 Total Change is: 3,078 5,012 -478 147 8,188 1,969 2,007 -9,283 -4,120 4,101 -761 -710 387 -6,719 -225 Percent of Open Interest Represented by Each Category of Trader 7.6 19.5 2.3 47.4 24.6 10.9 12.4 19.0 4.9 3.4 6.8 0.5 10.6 11.6 Number of Traders in Each Category Total Traders: 583 34 34 21 126 86 90 81 124 82 44 54 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 64,780 Positions 9,566 16,156 1,220 16,978 19,652 2,010 8,357 9,584 0 3,419 12 0 23,230 16,146 Changes from: April 25, 2017 Total Change is: 2,490 564 -751 220 2,933 1,032 -10 -1,369 2,446 -189 632 -1 0 -291 -257 Percent of Open Interest Represented by Each Category of Trader 14.8 24.9 1.9 26.2 30.3 3.1 12.9 14.8 0.0 5.3 0.0 0.0 35.9 24.9 Number of Traders in Each Category Total Traders: 49 5 8 . 8 4 4 10 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 2,958,197 Positions 227,200 582,279 43,818 1,473,758 711,758 344,677 441,613 651,460 86,112 98,302 228,417 11,120 231,597 298,556 Changes from: April 25, 2017 Total Change is: 2,941 20,886 12 990 26,349 4,760 10,008 -23,113 -16,372 4,991 -3,147 272 -1,881 -32,142 161 Percent of Open Interest Represented by Each Category of Trader 7.7 19.7 1.5 49.8 24.1 11.7 14.9 22.0 2.9 3.3 7.7 0.4 7.8 10.1 Number of Traders in Each Category Total Traders: 575 34 33 18 125 83 87 81 122 77 42 55 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 95,294 Positions 4,357 44,438 772 47,767 39,303 3,649 23,535 2,280 938 1,721 280 0 12,555 3,634 Changes from: April 25, 2017 Total Change is: -570 2,256 -2,438 84 -4,132 1,941 291 322 -915 718 -154 -216 0 45 -35 Percent of Open Interest Represented by Each Category of Trader 4.6 46.6 0.8 50.1 41.2 3.8 24.7 2.4 1.0 1.8 0.3 0.0 13.2 3.8 Number of Traders in Each Category Total Traders: 82 5 7 . 31 15 14 19 . 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 54,595 Positions 4,068 21,375 932 14,553 5,238 804 25,094 15,170 750 1,588 3,193 207 6,600 6,927 Changes from: April 25, 2017 Total Change is: -378 624 -1,447 332 188 183 72 -2,043 205 214 -93 -399 138 189 325 Percent of Open Interest Represented by Each Category of Trader 7.5 39.2 1.7 26.7 9.6 1.5 46.0 27.8 1.4 2.9 5.8 0.4 12.1 12.7 Number of Traders in Each Category Total Traders: 246 16 22 5 44 22 11 56 47 17 15 24 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 272,977 Positions 20,339 106,876 4,661 72,766 26,190 4,018 125,468 75,850 3,749 7,942 15,967 1,033 33,001 34,633 Changes from: April 25, 2017 Total Change is: -1,892 3,121 -7,236 1,659 942 913 361 -10,216 1,024 1,071 -466 -1,997 690 946 1,623 Percent of Open Interest Represented by Each Category of Trader 7.5 39.2 1.7 26.7 9.6 1.5 46.0 27.8 1.4 2.9 5.8 0.4 12.1 12.7 Number of Traders in Each Category Total Traders: 246 16 22 5 44 22 11 56 47 17 15 24 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 583,258 Positions 48,356 158,238 3,739 259,557 184,503 31,612 176,729 164,721 11,281 19,102 8,008 170 32,712 20,986 Changes from: April 25, 2017 Total Change is: -453 -150 4,346 297 -2,721 20,647 2,614 -6,580 -27,433 -616 -499 -1,422 0 7,202 1,114 Percent of Open Interest Represented by Each Category of Trader 8.3 27.1 0.6 44.5 31.6 5.4 30.3 28.2 1.9 3.3 1.4 0.0 5.6 3.6 Number of Traders in Each Category Total Traders: 328 21 23 5 77 47 33 64 57 25 22 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 38,715 Positions 915 23,735 0 15,956 475 71 6,161 8,017 0 7,016 3,090 0 8,596 3,327 Changes from: April 25, 2017 Total Change is: -602 5 128 0 -360 -4 35 408 -707 -2 24 -77 0 -712 25 Percent of Open Interest Represented by Each Category of Trader 2.4 61.3 0.0 41.2 1.2 0.2 15.9 20.7 0.0 18.1 8.0 0.0 22.2 8.6 Number of Traders in Each Category Total Traders: 46 . 6 0 17 . . 7 5 0 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 81,188 Positions 16,831 13,988 62 23,651 11,141 1,121 28,363 15,148 635 2,785 2,016 0 7,740 37,077 Changes from: April 25, 2017 Total Change is: 8,129 1,717 2,221 -10 6,093 5,175 -15 1,731 1,405 -27 141 353 0 -1,501 -973 Percent of Open Interest Represented by Each Category of Trader 20.7 17.2 0.1 29.1 13.7 1.4 34.9 18.7 0.8 3.4 2.5 0.0 9.5 45.7 Number of Traders in Each Category Total Traders: 92 13 12 . 13 6 4 25 14 4 4 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 288,898 Positions 20,854 195,158 1,577 186,169 65,957 13,633 51,702 4,723 2,928 2,747 885 215 9,073 3,822 Changes from: April 25, 2017 Total Change is: 4,209 -706 2,200 359 6,257 4,641 875 -3,040 -3,110 228 -509 -516 5 740 -473 Percent of Open Interest Represented by Each Category of Trader 7.2 67.6 0.5 64.4 22.8 4.7 17.9 1.6 1.0 1.0 0.3 0.1 3.1 1.3 Number of Traders in Each Category Total Traders: 144 10 12 4 50 27 21 28 8 8 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 924,551 Positions 26,300 700,419 4,133 539,150 105,511 58,957 219,327 16,189 12,167 34,425 16,592 852 29,240 9,731 Changes from: April 25, 2017 Total Change is: 6,599 -811 7,147 54 3,965 -6,273 -62 8,032 5,390 -995 -5,976 993 0 2,392 345 Percent of Open Interest Represented by Each Category of Trader 2.8 75.8 0.4 58.3 11.4 6.4 23.7 1.8 1.3 3.7 1.8 0.1 3.2 1.1 Number of Traders in Each Category Total Traders: 340 22 21 7 112 35 45 68 20 17 46 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 642,881 Positions 11,341 25,409 3,966 269,400 143,251 117,097 69,637 110,939 13,981 4,424 55,641 4,242 148,793 168,355 Changes from: April 25, 2017 Total Change is: 2,132 125 -7,132 2,491 -7,023 -6,724 7,244 6,448 2,131 -3,810 -589 3,968 1,186 -3,940 2,778 Percent of Open Interest Represented by Each Category of Trader 1.8 4.0 0.6 41.9 22.3 18.2 10.8 17.3 2.2 0.7 8.7 0.7 23.1 26.2 Number of Traders in Each Category Total Traders: 155 9 11 4 36 27 33 29 28 19 5 10 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 735,194 Positions 5,629 159,134 427 426,115 74,882 93,150 41,872 276,413 24,667 31,423 9,995 349 111,562 96,177 Changes from: April 25, 2017 Total Change is: 1,126 1,872 -8,235 -985 7,856 10,900 -3,668 -4,860 -3,365 8,554 -1,315 -642 13 -6,341 -1,446 Percent of Open Interest Represented by Each Category of Trader 0.8 21.6 0.1 58.0 10.2 12.7 5.7 37.6 3.4 4.3 1.4 0.0 15.2 13.1 Number of Traders in Each Category Total Traders: 98 . 12 . 46 9 33 9 17 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,388,577 Positions 45,538 118,927 4,992 450,627 273,738 188,816 333,083 199,194 43,570 195,135 408,739 5,213 121,603 145,388 Changes from: April 25, 2017 Total Change is: -7,243 -4,633 -22,074 -2,638 20,204 9,746 -4,499 -8,935 1,307 10,463 -8,404 3,228 -3,472 -5,329 696 Percent of Open Interest Represented by Each Category of Trader 3.3 8.6 0.4 32.5 19.7 13.6 24.0 14.3 3.1 14.1 29.4 0.4 8.8 10.5 Number of Traders in Each Category Total Traders: 279 10 34 7 60 39 45 52 32 26 23 29 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 3,250,046 Positions 102,199 188,720 40,545 1,183,706 904,112 445,160 640,361 803,841 98,850 322,358 210,026 24,006 392,861 534,786 Changes from: April 25, 2017 Total Change is: 61,629 4,175 -7,750 -8,224 -28,343 -22,038 789 25,832 61,565 13,177 21,685 8,284 2,176 30,362 13,650 Percent of Open Interest Represented by Each Category of Trader 3.1 5.8 1.2 36.4 27.8 13.7 19.7 24.7 3.0 9.9 6.5 0.7 12.1 16.5 Number of Traders in Each Category Total Traders: 391 23 41 17 52 84 72 59 64 56 26 40 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 346,813 Positions 2,730 20,264 2,386 99,876 140,607 25,705 116,292 33,215 10,207 12,022 6,629 0 77,595 107,800 Changes from: April 25, 2017 Total Change is: -4,873 -145 -501 62 -1,144 -16,611 8,225 -10,362 3,412 1,012 378 0 0 -2,899 -472 Percent of Open Interest Represented by Each Category of Trader 0.8 5.8 0.7 28.8 40.5 7.4 33.5 9.6 2.9 3.5 1.9 0.0 22.4 31.1 Number of Traders in Each Category Total Traders: 55 . 5 . 11 19 22 10 4 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 3,238,721 Positions 20,818 453,742 40,118 1,758,107 714,108 325,379 419,867 983,318 77,629 286,698 273,188 18,092 292,013 353,147 Changes from: April 25, 2017 Total Change is: 59,770 2,533 73,230 -1,059 43,374 -7,427 -5,387 5,685 -7,654 3,079 11,114 2,913 -1,920 2,351 3,995 Percent of Open Interest Represented by Each Category of Trader 0.6 14.0 1.2 54.3 22.0 10.0 13.0 30.4 2.4 8.9 8.4 0.6 9.0 10.9 Number of Traders in Each Category Total Traders: 311 8 42 9 59 49 64 39 67 37 13 34 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 1,274,482 Positions 307,742 138,988 446,299 0 33,753 1 88,124 223,690 281,780 80,929 57,408 37,043 32,564 55,520 Changes from: April 25, 2017 Total Change is: -426,292 -241,543 -33,068 -65,825 -9,718 -4,889 -9,737 -48,656 -129,743 -62,931 73,830 -61,214 -58,704 -3,008 -181 Percent of Open Interest Represented by Each Category of Trader 24.1 10.9 35.0 0.0 2.6 0.0 6.9 17.6 22.1 6.3 4.5 2.9 2.6 4.4 Number of Traders in Each Category Total Traders: 146 24 31 42 0 6 . 16 48 41 6 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 is13,306,893 Positions 5,460,396 885,838 2,483,548 100,522 1,317,555 688,474 278,373 3,337,067 2,137,841 849,678 613,713 729,725 578,336 1,113,132 Changes from: April 25, 2017 Total Change is: 112,568 38,655 -46,217 -9,197 -4,624 28,655 49,982 -41,285 86,949 19,336 78,444 6,699 19,124 -37,867 -42,763 Percent of Open Interest Represented by Each Category of Trader 41.0 6.7 18.7 0.8 9.9 5.2 2.1 25.1 16.1 6.4 4.6 5.5 4.3 8.4 Number of Traders in Each Category Total Traders: 311 32 50 71 . 34 26 27 102 95 13 29 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 29,636 Positions 18,647 3,628 0 215 12,726 83 4,483 9,240 0 6,074 3,745 92 42 122 Changes from: April 25, 2017 Total Change is: -1,721 316 -301 0 -18 -768 0 -2,113 -942 0 100 279 0 -6 11 Percent of Open Interest Represented by Each Category of Trader 62.9 12.2 0.0 0.7 42.9 0.3 15.1 31.2 0.0 20.5 12.6 0.3 0.1 0.4 Number of Traders in Each Category Total Traders: 46 4 6 0 . 11 . 5 8 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 25,965 Positions 12,143 2,387 0 472 9,944 212 12,931 8,622 0 100 4,728 0 107 72 Changes from: April 25, 2017 Total Change is: -737 2,423 -54 0 21 -751 -19 -3,027 -70 0 -128 159 0 -7 -2 Percent of Open Interest Represented by Each Category of Trader 46.8 9.2 0.0 1.8 38.3 0.8 49.8 33.2 0.0 0.4 18.2 0.0 0.4 0.3 Number of Traders in Each Category Total Traders: 34 . . 0 . 5 . 9 5 0 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 73,868 Positions 682 56,891 50 12,291 2,617 475 30,910 7,779 2,689 18,302 370 0 8,469 2,997 Changes from: April 25, 2017 Total Change is: 3,659 -102 -1,136 0 148 941 -10 4,022 3,241 690 -995 19 0 -94 -86 Percent of Open Interest Represented by Each Category of Trader 0.9 77.0 0.1 16.6 3.5 0.6 41.8 10.5 3.6 24.8 0.5 0.0 11.5 4.1 Number of Traders in Each Category Total Traders: 147 . . . 13 5 . 40 22 11 61 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 540,301 Positions 115,402 43,305 18,120 64,615 41,580 53,775 99,476 200,707 115,527 18,065 8,957 22,514 32,807 35,816 Changes from: April 25, 2017 Total Change is: 48,115 3,208 -1,373 3,769 10,785 4,080 -5,073 14,568 29,465 20,225 5,286 1,960 -1,186 -3,467 -3,752 Percent of Open Interest Represented by Each Category of Trader 21.4 8.0 3.4 12.0 7.7 10.0 18.4 37.1 21.4 3.3 1.7 4.2 6.1 6.6 Number of Traders in Each Category Total Traders: 238 23 5 20 16 24 12 61 62 59 20 16 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 2, 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 39,214 Positions 173 7,832 0 29,101 1,628 0 3,772 28,831 369 5,741 472 0 58 82 Changes from: April 25, 2017 Total Change is: 7,977 -353 0 0 7,904 -156 0 202 8,140 0 200 -11 0 24 4 Percent of Open Interest Represented by Each Category of Trader 0.4 20.0 0.0 74.2 4.2 0.0 9.6 73.5 0.9 14.6 1.2 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 42 . . 0 9 . 0 10 7 . 6 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 5, 2017