Traders in Financial Futures - Futures Only Positions as of May 9, 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 214,946 Positions 78,494 10,939 510 26,083 40,102 776 42,562 108,274 6,242 29,232 3,995 143 30,904 43,965 Changes from: May 2, 2017 Total Change is: 22,254 12,915 -1,691 4 825 13,154 84 2,054 9,844 1,037 4,393 -415 -1,261 2,203 1,498 Percent of Open Interest Represented by Each Category of Trader 36.5 5.1 0.2 12.1 18.7 0.4 19.8 50.4 2.9 13.6 1.9 0.1 14.4 20.5 Number of Traders in Each Category Total Traders: 115 10 . 5 8 14 4 23 42 16 12 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 48,410 Positions 16,393 2,778 142 2,304 2,844 0 14,485 21,192 1,142 6,237 1,482 0 7,707 18,830 Changes from: May 2, 2017 Total Change is: 5,067 -186 1,479 142 0 282 0 6,023 1,509 75 51 0 0 -1,038 1,580 Percent of Open Interest Represented by Each Category of Trader 33.9 5.7 0.3 4.8 5.9 0.0 29.9 43.8 2.4 12.9 3.1 0.0 15.9 38.9 Number of Traders in Each Category Total Traders: 43 4 . . 4 . 0 9 19 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 257,225 Positions 126,213 69,634 1,408 18,152 75,952 2,212 47,160 57,862 7,732 22,427 13,412 359 31,562 28,654 Changes from: May 2, 2017 Total Change is: -10,005 -29 7,937 581 460 -5,062 -278 -6,759 -7,908 -1,927 -654 -1,873 -1,066 -333 -409 Percent of Open Interest Represented by Each Category of Trader 49.1 27.1 0.5 7.1 29.5 0.9 18.3 22.5 3.0 8.7 5.2 0.1 12.3 11.1 Number of Traders in Each Category Total Traders: 124 7 10 7 13 22 9 26 33 21 4 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 203,140 Positions 79,884 41,033 902 25,114 59,885 3,705 37,408 41,712 5,862 26,675 4,865 1,454 22,136 43,722 Changes from: May 2, 2017 Total Change is: 6,295 7,723 -23,180 -59 -525 4,251 -140 -548 16,572 -1,686 3,832 2,889 178 -2,480 7,470 Percent of Open Interest Represented by Each Category of Trader 39.3 20.2 0.4 12.4 29.5 1.8 18.4 20.5 2.9 13.1 2.4 0.7 10.9 21.5 Number of Traders in Each Category Total Traders: 123 8 8 . 14 19 9 28 34 18 6 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 418,301 Positions 79,867 110,091 3,192 166,959 78,360 8,568 49,908 100,749 10,543 29,524 47,858 4,159 65,581 54,781 Changes from: May 2, 2017 Total Change is: 8,365 1,944 20,168 610 779 -7,089 764 -2,187 -4,350 -141 -2,895 -1,113 1,200 8,291 -1,684 Percent of Open Interest Represented by Each Category of Trader 19.1 26.3 0.8 39.9 18.7 2.0 11.9 24.1 2.5 7.1 11.4 1.0 15.7 13.1 Number of Traders in Each Category Total Traders: 250 16 18 11 50 30 31 31 54 22 29 22 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 32,587 Positions 2,319 22,956 28 17,254 0 201 0 2,231 255 0 2,351 0 12,530 4,565 Changes from: May 2, 2017 Total Change is: -262 20 -8 0 1,340 0 1 -769 276 10 -1,142 -300 0 278 -241 Percent of Open Interest Represented by Each Category of Trader 7.1 70.4 0.1 52.9 0.0 0.6 0.0 6.8 0.8 0.0 7.2 0.0 38.5 14.0 Number of Traders in Each Category Total Traders: 21 . . . 11 0 4 0 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 120,039 Positions 33,380 35,732 853 14,854 17,417 924 40,291 23,334 2,840 3,556 5,871 577 22,764 32,491 Changes from: May 2, 2017 Total Change is: 12,163 16,845 -6,505 349 -5,221 3,682 7 -1,857 7,298 1,582 2,124 -274 456 -2,122 5,568 Percent of Open Interest Represented by Each Category of Trader 27.8 29.8 0.7 12.4 14.5 0.8 33.6 19.4 2.4 3.0 4.9 0.5 19.0 27.1 Number of Traders in Each Category Total Traders: 83 8 5 . . 11 . 27 18 13 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 36,428 Positions 3,504 32,535 2 6,505 0 0 24,271 2,681 0 689 260 0 1,457 950 Changes from: May 2, 2017 Total Change is: -7,373 2,418 -2,206 -499 117 0 0 -9,140 -4,749 0 -143 0 0 -126 81 Percent of Open Interest Represented by Each Category of Trader 9.6 89.3 0.0 17.9 0.0 0.0 66.6 7.4 0.0 1.9 0.7 0.0 4.0 2.6 Number of Traders in Each Category Total Traders: 36 . 6 . . 0 0 15 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 179,886 Positions 39,704 128,499 0 38,859 3,544 79 90,568 34,836 732 2,288 9,406 0 7,656 2,790 Changes from: May 2, 2017 Total Change is: 2,560 0 1,262 0 -822 1,150 37 4,404 356 -48 -1,275 -116 0 264 -81 Percent of Open Interest Represented by Each Category of Trader 22.1 71.4 0.0 21.6 2.0 0.0 50.3 19.4 0.4 1.3 5.2 0.0 4.3 1.6 Number of Traders in Each Category Total Traders: 145 . 11 0 17 4 . 55 26 6 12 16 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 23,482 Positions 845 14,264 0 6,838 498 0 13,500 4,008 2 120 4,275 0 2,177 435 Changes from: May 2, 2017 Total Change is: 168 0 -493 0 -97 91 0 -177 836 2 -139 -225 0 579 -43 Percent of Open Interest Represented by Each Category of Trader 3.6 60.7 0.0 29.1 2.1 0.0 57.5 17.1 0.0 0.5 18.2 0.0 9.3 1.9 Number of Traders in Each Category Total Traders: 35 . . 0 . . 0 12 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 44,057 Positions 24,448 3,365 42 1,504 11,945 0 13,667 21,434 190 1,151 1,704 50 3,005 5,327 Changes from: May 2, 2017 Total Change is: 689 2,261 41 16 -462 -462 0 -536 1,365 -195 -377 -123 50 -68 -3 Percent of Open Interest Represented by Each Category of Trader 55.5 7.6 0.1 3.4 27.1 0.0 31.0 48.7 0.4 2.6 3.9 0.1 6.8 12.1 Number of Traders in Each Category Total Traders: 71 10 . 4 6 7 0 14 23 6 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 18,375 Positions 5,368 2,979 9,233 708 243 0 1,876 4,904 44 0 200 0 1,146 772 Changes from: May 2, 2017 Total Change is: 129 22 0 12 -4 114 0 -65 136 2 0 0 0 162 -135 Percent of Open Interest Represented by Each Category of Trader 29.2 16.2 50.2 3.9 1.3 0.0 10.2 26.7 0.2 0.0 1.1 0.0 6.2 4.2 Number of Traders in Each Category Total Traders: 25 4 . . . . 0 6 7 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 60,651 Positions 9,379 39,395 1,740 7,813 653 1,157 26,645 5,594 2,495 1,248 1,913 12 10,164 7,694 Changes from: May 2, 2017 Total Change is: -2,534 1,198 -3,044 -16 -1,429 -84 9 -2,830 73 407 -57 -14 -106 289 241 Percent of Open Interest Represented by Each Category of Trader 15.5 65.0 2.9 12.9 1.1 1.9 43.9 9.2 4.1 2.1 3.2 0.0 16.8 12.7 Number of Traders in Each Category Total Traders: 111 14 19 . 13 4 4 34 13 7 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 121,302 Positions 18,757 78,789 3,480 15,625 1,306 2,313 53,290 11,187 4,990 2,495 3,826 24 20,328 15,387 Changes from: May 2, 2017 Total Change is: -5,068 2,396 -6,087 -32 -2,857 -167 17 -5,659 145 814 -113 -28 -211 577 481 Percent of Open Interest Represented by Each Category of Trader 15.5 65.0 2.9 12.9 1.1 1.9 43.9 9.2 4.1 2.1 3.2 0.0 16.8 12.7 Number of Traders in Each Category Total Traders: 111 14 19 . 13 4 4 34 13 7 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 680,155 Positions 52,069 112,968 23,033 296,728 169,963 76,926 85,540 126,493 35,020 24,241 48,238 3,199 83,399 84,316 Changes from: May 2, 2017 Total Change is: 23,736 1,904 -14,803 8,209 -14,341 8,621 5,319 4,059 1,815 2,600 2,114 3,495 22 13,850 8,459 Percent of Open Interest Represented by Each Category of Trader 7.7 16.6 3.4 43.6 25.0 11.3 12.6 18.6 5.1 3.6 7.1 0.5 12.3 12.4 Number of Traders in Each Category Total Traders: 594 38 29 21 126 85 88 86 120 73 50 60 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 72,554 Positions 17,036 14,646 1,320 17,494 19,336 2,485 9,046 11,084 20 3,008 13 0 22,145 23,650 Changes from: May 2, 2017 Total Change is: 7,774 7,470 -1,510 100 516 -316 475 689 1,500 20 -411 1 0 -1,085 7,504 Percent of Open Interest Represented by Each Category of Trader 23.5 20.2 1.8 24.1 26.7 3.4 12.5 15.3 0.0 4.1 0.0 0.0 30.5 32.6 Number of Traders in Each Category Total Traders: 52 6 7 . 8 4 4 12 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 3,038,006 Positions 238,624 555,069 45,106 1,399,337 756,305 369,035 472,038 666,610 85,435 108,619 243,577 13,540 306,272 303,329 Changes from: May 2, 2017 Total Change is: 79,809 11,424 -27,210 1,288 -74,421 44,547 24,358 30,425 15,150 -677 10,317 15,160 2,420 74,675 4,773 Percent of Open Interest Represented by Each Category of Trader 7.9 18.3 1.5 46.1 24.9 12.1 15.5 21.9 2.8 3.6 8.0 0.4 10.1 10.0 Number of Traders in Each Category Total Traders: 586 39 27 17 125 83 85 85 119 68 48 60 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 96,187 Positions 3,939 44,148 770 49,240 39,558 3,611 22,791 2,843 1,378 1,851 280 0 12,607 3,599 Changes from: May 2, 2017 Total Change is: 893 -418 -290 -2 1,473 255 -38 -744 563 440 130 0 0 52 -35 Percent of Open Interest Represented by Each Category of Trader 4.1 45.9 0.8 51.2 41.1 3.8 23.7 3.0 1.4 1.9 0.3 0.0 13.1 3.7 Number of Traders in Each Category Total Traders: 83 . 7 . 32 16 14 18 4 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 53,864 Positions 4,718 22,104 376 14,737 5,030 788 24,328 14,353 626 1,701 3,472 237 6,353 6,877 Changes from: May 2, 2017 Total Change is: -732 650 729 -556 184 -208 -16 -765 -817 -124 112 278 30 -248 -49 Percent of Open Interest Represented by Each Category of Trader 8.8 41.0 0.7 27.4 9.3 1.5 45.2 26.6 1.2 3.2 6.4 0.4 11.8 12.8 Number of Traders in Each Category Total Traders: 253 16 20 5 46 23 10 55 51 17 17 25 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 269,319 Positions 23,588 110,521 1,882 73,687 25,152 3,940 121,642 71,766 3,129 8,503 17,358 1,185 31,763 34,386 Changes from: May 2, 2017 Total Change is: -3,658 3,249 3,645 -2,779 921 -1,038 -78 -3,826 -4,084 -620 561 1,391 152 -1,238 -247 Percent of Open Interest Represented by Each Category of Trader 8.8 41.0 0.7 27.4 9.3 1.5 45.2 26.6 1.2 3.2 6.4 0.4 11.8 12.8 Number of Traders in Each Category Total Traders: 253 16 20 5 46 23 10 55 51 17 17 25 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 579,215 Positions 50,071 143,463 4,002 264,688 184,464 32,442 162,042 170,830 15,180 18,852 7,208 514 31,424 21,112 Changes from: May 2, 2017 Total Change is: -4,043 1,715 -14,775 263 5,131 -39 830 -14,687 6,109 3,899 -250 -800 344 -1,288 126 Percent of Open Interest Represented by Each Category of Trader 8.6 24.8 0.7 45.7 31.8 5.6 28.0 29.5 2.6 3.3 1.2 0.1 5.4 3.6 Number of Traders in Each Category Total Traders: 331 22 22 5 77 47 35 63 63 26 20 17 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 40,599 Positions 1,118 23,660 0 15,589 496 356 7,804 8,791 0 6,526 3,550 0 9,206 3,746 Changes from: May 2, 2017 Total Change is: 1,884 203 -75 0 -367 21 285 1,643 774 0 -490 460 0 610 419 Percent of Open Interest Represented by Each Category of Trader 2.8 58.3 0.0 38.4 1.2 0.9 19.2 21.7 0.0 16.1 8.7 0.0 22.7 9.2 Number of Traders in Each Category Total Traders: 48 4 6 0 15 . . 8 6 0 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 84,876 Positions 16,306 21,226 130 24,378 10,387 1,806 30,587 17,852 551 2,235 1,869 0 8,883 31,055 Changes from: May 2, 2017 Total Change is: 3,688 -525 7,238 68 727 -754 685 2,224 2,704 -84 -550 -147 0 1,143 -6,022 Percent of Open Interest Represented by Each Category of Trader 19.2 25.0 0.2 28.7 12.2 2.1 36.0 21.0 0.6 2.6 2.2 0.0 10.5 36.6 Number of Traders in Each Category Total Traders: 98 14 14 . 12 6 5 27 17 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 292,898 Positions 17,077 196,699 2,097 191,261 63,743 14,520 51,812 7,635 2,926 3,943 1,041 29 9,233 4,208 Changes from: May 2, 2017 Total Change is: 4,000 -3,777 1,541 520 5,092 -2,214 887 110 2,912 -2 1,196 156 -186 160 386 Percent of Open Interest Represented by Each Category of Trader 5.8 67.2 0.7 65.3 21.8 5.0 17.7 2.6 1.0 1.3 0.4 0.0 3.2 1.4 Number of Traders in Each Category Total Traders: 145 9 11 . 54 26 22 28 7 9 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 942,962 Positions 26,309 713,299 4,040 560,065 102,623 59,428 218,274 23,216 12,214 33,949 16,877 981 27,702 10,284 Changes from: May 2, 2017 Total Change is: 18,411 9 12,880 -93 20,915 -2,888 471 -1,053 7,027 47 -476 285 129 -1,538 553 Percent of Open Interest Represented by Each Category of Trader 2.8 75.6 0.4 59.4 10.9 6.3 23.1 2.5 1.3 3.6 1.8 0.1 2.9 1.1 Number of Traders in Each Category Total Traders: 343 22 23 8 117 34 45 65 22 19 44 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 676,912 Positions 21,691 26,456 2,928 269,778 148,253 121,560 84,857 153,754 15,146 8,572 41,980 2,581 149,799 164,254 Changes from: May 2, 2017 Total Change is: 34,031 10,350 1,047 -1,038 378 5,002 4,463 15,220 42,815 1,165 4,148 -13,661 -1,661 1,006 -4,101 Percent of Open Interest Represented by Each Category of Trader 3.2 3.9 0.4 39.9 21.9 18.0 12.5 22.7 2.2 1.3 6.2 0.4 22.1 24.3 Number of Traders in Each Category Total Traders: 159 13 8 . 35 30 33 34 24 26 9 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 740,099 Positions 5,890 152,141 1,254 428,387 60,229 90,334 42,640 297,097 26,302 31,267 9,732 491 113,534 102,519 Changes from: May 2, 2017 Total Change is: 4,905 261 -6,993 827 2,272 -14,653 -2,816 768 20,684 1,635 -156 -263 142 1,972 6,342 Percent of Open Interest Represented by Each Category of Trader 0.8 20.6 0.2 57.9 8.1 12.2 5.8 40.1 3.6 4.2 1.3 0.1 15.3 13.9 Number of Traders in Each Category Total Traders: 103 . 12 . 47 9 33 9 20 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 1,360,898 Positions 29,476 127,138 7,657 449,475 250,342 197,730 307,066 198,482 54,667 189,576 357,923 9,191 116,060 157,768 Changes from: May 2, 2017 Total Change is: -27,679 -16,062 8,211 2,665 -1,152 -23,396 8,914 -26,017 -712 11,097 -5,559 -50,816 3,978 -5,543 12,380 Percent of Open Interest Represented by Each Category of Trader 2.2 9.3 0.6 33.0 18.4 14.5 22.6 14.6 4.0 13.9 26.3 0.7 8.5 11.6 Number of Traders in Each Category Total Traders: 270 9 36 10 61 34 43 48 32 28 24 26 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 3,333,895 Positions 139,157 159,968 30,293 1,211,459 991,845 435,139 717,540 809,816 113,625 313,619 215,535 27,100 345,963 550,574 Changes from: May 2, 2017 Total Change is: 83,849 36,958 -28,752 -10,252 27,753 87,733 -10,021 77,179 5,975 14,775 -8,739 5,509 3,094 -46,898 15,788 Percent of Open Interest Represented by Each Category of Trader 4.2 4.8 0.9 36.3 29.8 13.1 21.5 24.3 3.4 9.4 6.5 0.8 10.4 16.5 Number of Traders in Each Category Total Traders: 391 29 32 16 50 84 71 64 68 60 26 38 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 345,096 Positions 2,456 12,031 2,308 99,007 139,320 26,354 119,263 35,215 9,934 9,556 6,629 0 76,218 113,305 Changes from: May 2, 2017 Total Change is: -1,717 -274 -8,233 -78 -869 -1,287 649 2,971 2,000 -273 -2,466 0 0 -1,377 5,505 Percent of Open Interest Represented by Each Category of Trader 0.7 3.5 0.7 28.7 40.4 7.6 34.6 10.2 2.9 2.8 1.9 0.0 22.1 32.8 Number of Traders in Each Category Total Traders: 54 . 4 . 11 20 23 10 4 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 3,191,942 Positions 27,091 443,338 41,588 1,768,909 722,897 323,670 380,238 913,553 107,493 247,715 264,456 18,926 276,312 356,021 Changes from: May 2, 2017 Total Change is: -46,779 6,273 -10,404 1,470 10,802 8,789 -1,709 -39,629 -69,765 29,864 -38,983 -8,732 834 -15,701 2,874 Percent of Open Interest Represented by Each Category of Trader 0.8 13.9 1.3 55.4 22.6 10.1 11.9 28.6 3.4 7.8 8.3 0.6 8.7 11.2 Number of Traders in Each Category Total Traders: 304 8 39 9 61 47 63 36 64 41 15 34 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 1,419,346 Positions 276,292 181,403 472,952 1,000 11,442 1,635 159,005 267,682 323,288 108,026 62,160 41,504 35,644 57,280 Changes from: May 2, 2017 Total Change is: 144,864 -31,450 42,415 26,653 1,000 -22,311 1,634 70,881 43,992 41,508 27,097 4,752 4,461 3,080 1,760 Percent of Open Interest Represented by Each Category of Trader 19.5 12.8 33.3 0.1 0.8 0.1 11.2 18.9 22.8 7.6 4.4 2.9 2.5 4.0 Number of Traders in Each Category Total Traders: 150 24 29 44 . 5 . 14 53 46 8 11 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 is13,436,202 Positions 5,477,437 918,401 2,459,417 116,572 1,293,550 714,499 312,359 3,396,795 2,173,007 888,325 593,569 754,643 539,943 1,132,321 Changes from: May 2, 2017 Total Change is: 129,309 17,041 32,563 -24,131 16,050 -24,005 26,025 33,986 59,728 35,166 38,647 -20,144 24,918 -38,393 19,189 Percent of Open Interest Represented by Each Category of Trader 40.8 6.8 18.3 0.9 9.6 5.3 2.3 25.3 16.2 6.6 4.4 5.6 4.0 8.4 Number of Traders in Each Category Total Traders: 308 27 51 68 . 34 24 28 101 99 15 29 37 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 30,293 Positions 18,552 3,193 0 215 13,248 83 4,708 9,654 0 6,596 3,912 92 47 111 Changes from: May 2, 2017 Total Change is: 657 -95 -435 0 0 522 0 225 414 0 522 167 0 5 -11 Percent of Open Interest Represented by Each Category of Trader 61.2 10.5 0.0 0.7 43.7 0.3 15.5 31.9 0.0 21.8 12.9 0.3 0.2 0.4 Number of Traders in Each Category Total Traders: 46 . 7 0 . 11 . 5 9 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 25,670 Positions 12,712 2,298 0 487 9,857 181 12,125 8,487 0 100 4,764 0 65 83 Changes from: May 2, 2017 Total Change is: -295 569 -89 0 15 -87 -31 -806 -135 0 0 36 0 -42 11 Percent of Open Interest Represented by Each Category of Trader 49.5 9.0 0.0 1.9 38.4 0.7 47.2 33.1 0.0 0.4 18.6 0.0 0.3 0.3 Number of Traders in Each Category Total Traders: 34 4 . 0 . 5 . 7 6 0 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 74,804 Positions 601 54,430 59 12,413 2,148 488 29,973 10,863 3,153 18,443 209 52 9,622 3,402 Changes from: May 2, 2017 Total Change is: 936 -81 -2,461 9 122 -469 13 -937 3,084 464 141 -161 52 1,153 405 Percent of Open Interest Represented by Each Category of Trader 0.8 72.8 0.1 16.6 2.9 0.7 40.1 14.5 4.2 24.7 0.3 0.1 12.9 4.5 Number of Traders in Each Category Total Traders: 141 . . . 13 5 . 33 23 14 57 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 597,942 Positions 126,913 43,618 22,251 53,446 47,075 60,064 117,077 216,136 139,265 19,186 10,208 20,334 39,406 38,991 Changes from: May 2, 2017 Total Change is: 57,641 11,511 313 4,131 -11,169 5,495 6,289 17,601 15,429 23,738 1,121 1,251 -2,180 6,599 3,175 Percent of Open Interest Represented by Each Category of Trader 21.2 7.3 3.7 8.9 7.9 10.0 19.6 36.1 23.3 3.2 1.7 3.4 6.6 6.5 Number of Traders in Each Category Total Traders: 246 26 7 23 16 26 11 59 65 61 22 13 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 9, 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 41,603 Positions 646 7,832 0 30,072 1,879 0 3,877 30,003 1,126 5,821 671 0 61 92 Changes from: May 2, 2017 Total Change is: 2,389 473 0 0 971 251 0 105 1,172 757 80 199 0 3 10 Percent of Open Interest Represented by Each Category of Trader 1.6 18.8 0.0 72.3 4.5 0.0 9.3 72.1 2.7 14.0 1.6 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 44 . . 0 9 . 0 10 7 . 6 5 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 12, 2017