Traders in Financial Futures - Futures Only Positions as of May 16, 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 219,483 Positions 88,384 11,636 276 27,712 39,914 776 35,178 114,805 5,721 30,389 4,624 86 30,961 41,645 Changes from: May 9, 2017 Total Change is: 4,537 9,890 697 -234 1,629 -188 0 -7,384 6,531 -521 1,157 629 -57 57 -2,320 Percent of Open Interest Represented by Each Category of Trader 40.3 5.3 0.1 12.6 18.2 0.4 16.0 52.3 2.6 13.8 2.1 0.0 14.1 19.0 Number of Traders in Each Category Total Traders: 117 10 . 5 9 13 4 22 43 17 11 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 48,928 Positions 19,869 1,865 208 1,848 3,375 0 10,577 22,991 1,198 6,566 1,482 0 8,662 17,809 Changes from: May 9, 2017 Total Change is: 518 3,476 -913 66 -456 531 0 -3,908 1,799 56 329 0 0 955 -1,021 Percent of Open Interest Represented by Each Category of Trader 40.6 3.8 0.4 3.8 6.9 0.0 21.6 47.0 2.4 13.4 3.0 0.0 17.7 36.4 Number of Traders in Each Category Total Traders: 41 5 . . . . 0 5 20 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 256,035 Positions 125,466 77,937 1,312 20,322 72,378 2,114 48,279 52,376 7,681 19,766 12,132 679 30,416 29,426 Changes from: May 9, 2017 Total Change is: -1,190 -747 8,303 -96 2,170 -3,574 -98 1,119 -5,486 -51 -2,661 -1,280 320 -1,146 772 Percent of Open Interest Represented by Each Category of Trader 49.0 30.4 0.5 7.9 28.3 0.8 18.9 20.5 3.0 7.7 4.7 0.3 11.9 11.5 Number of Traders in Each Category Total Traders: 125 8 9 8 14 22 8 25 34 20 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 222,510 Positions 95,184 31,296 1,249 24,813 63,658 3,668 37,309 63,860 6,505 27,581 3,723 5,112 21,089 43,439 Changes from: May 9, 2017 Total Change is: 19,370 15,300 -9,737 347 -301 3,773 -37 -99 22,148 643 906 -1,142 3,658 -1,047 -283 Percent of Open Interest Represented by Each Category of Trader 42.8 14.1 0.6 11.2 28.6 1.6 16.8 28.7 2.9 12.4 1.7 2.3 9.5 19.5 Number of Traders in Each Category Total Traders: 121 9 7 . 14 20 9 25 35 16 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 431,659 Positions 76,757 131,617 2,304 171,645 74,388 12,068 55,162 88,600 10,771 32,614 53,920 3,641 66,697 54,350 Changes from: May 9, 2017 Total Change is: 13,358 -3,110 21,526 -888 4,686 -3,972 3,500 5,254 -12,149 228 3,090 6,062 -518 1,116 -431 Percent of Open Interest Represented by Each Category of Trader 17.8 30.5 0.5 39.8 17.2 2.8 12.8 20.5 2.5 7.6 12.5 0.8 15.5 12.6 Number of Traders in Each Category Total Traders: 257 14 19 11 53 28 33 39 48 27 32 24 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 32,925 Positions 2,352 23,075 28 17,394 0 236 675 2,559 270 0 2,351 0 11,970 4,406 Changes from: May 9, 2017 Total Change is: 338 33 119 0 140 0 35 675 328 15 0 0 0 -560 -159 Percent of Open Interest Represented by Each Category of Trader 7.1 70.1 0.1 52.8 0.0 0.7 2.1 7.8 0.8 0.0 7.1 0.0 36.4 13.4 Number of Traders in Each Category Total Traders: 22 . . . 11 0 4 . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 138,755 Positions 57,758 34,695 549 10,231 20,299 907 43,306 38,560 3,577 2,617 5,028 81 19,729 35,059 Changes from: May 9, 2017 Total Change is: 18,716 24,378 -1,037 -304 -4,623 2,882 -17 3,015 15,226 737 -939 -843 -496 -3,035 2,568 Percent of Open Interest Represented by Each Category of Trader 41.6 25.0 0.4 7.4 14.6 0.7 31.2 27.8 2.6 1.9 3.6 0.1 14.2 25.3 Number of Traders in Each Category Total Traders: 85 8 5 . . 13 4 27 21 11 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 35,954 Positions 4,023 32,370 2 6,472 0 0 23,465 2,311 0 725 410 0 1,267 861 Changes from: May 9, 2017 Total Change is: -474 519 -165 0 -33 0 0 -806 -370 0 36 150 0 -190 -89 Percent of Open Interest Represented by Each Category of Trader 11.2 90.0 0.0 18.0 0.0 0.0 65.3 6.4 0.0 2.0 1.1 0.0 3.5 2.4 Number of Traders in Each Category Total Traders: 37 . 6 . 4 0 0 14 5 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 183,857 Positions 39,539 128,458 165 38,085 2,930 571 91,411 35,730 3,503 2,271 9,554 0 8,312 2,946 Changes from: May 9, 2017 Total Change is: 3,971 -165 -41 165 -774 -614 492 843 894 2,771 -17 148 0 656 156 Percent of Open Interest Represented by Each Category of Trader 21.5 69.9 0.1 20.7 1.6 0.3 49.7 19.4 1.9 1.2 5.2 0.0 4.5 1.6 Number of Traders in Each Category Total Traders: 149 . 12 . 17 4 . 60 24 8 12 16 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 23,033 Positions 845 14,264 0 6,781 148 0 13,074 3,427 105 246 4,405 0 1,982 684 Changes from: May 9, 2017 Total Change is: -449 0 0 0 -57 -350 0 -426 -581 103 126 130 0 -195 249 Percent of Open Interest Represented by Each Category of Trader 3.7 61.9 0.0 29.4 0.6 0.0 56.8 14.9 0.5 1.1 19.1 0.0 8.6 3.0 Number of Traders in Each Category Total Traders: 36 . . 0 . . 0 11 10 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 45,187 Positions 25,113 2,943 183 1,661 11,458 0 13,360 23,133 407 1,401 1,535 50 3,012 5,478 Changes from: May 9, 2017 Total Change is: 1,130 665 -422 141 157 -487 0 -307 1,699 217 250 -169 0 7 151 Percent of Open Interest Represented by Each Category of Trader 55.6 6.5 0.4 3.7 25.4 0.0 29.6 51.2 0.9 3.1 3.4 0.1 6.7 12.1 Number of Traders in Each Category Total Traders: 76 10 . 4 6 7 0 16 24 9 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 17,685 Positions 5,315 2,984 8,435 962 256 0 1,858 4,925 42 0 200 0 1,073 843 Changes from: May 9, 2017 Total Change is: -690 -53 5 -798 254 13 0 -18 21 -2 0 0 0 -73 71 Percent of Open Interest Represented by Each Category of Trader 30.1 16.9 47.7 5.4 1.4 0.0 10.5 27.8 0.2 0.0 1.1 0.0 6.1 4.8 Number of Traders in Each Category Total Traders: 24 4 . . . . 0 6 6 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 60,726 Positions 10,671 37,998 1,746 7,295 554 1,142 26,363 6,439 2,437 1,172 2,074 12 9,890 8,326 Changes from: May 9, 2017 Total Change is: 75 1,293 -1,397 6 -518 -99 -15 -283 846 -59 -76 161 0 -275 632 Percent of Open Interest Represented by Each Category of Trader 17.6 62.6 2.9 12.0 0.9 1.9 43.4 10.6 4.0 1.9 3.4 0.0 16.3 13.7 Number of Traders in Each Category Total Traders: 105 14 19 . 13 . 4 31 12 5 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 121,452 Positions 21,342 75,996 3,492 14,590 1,108 2,283 52,725 12,878 4,873 2,344 4,147 24 19,779 16,651 Changes from: May 9, 2017 Total Change is: 150 2,585 -2,793 12 -1,035 -198 -30 -565 1,691 -117 -151 321 0 -549 1,264 Percent of Open Interest Represented by Each Category of Trader 17.6 62.6 2.9 12.0 0.9 1.9 43.4 10.6 4.0 1.9 3.4 0.0 16.3 13.7 Number of Traders in Each Category Total Traders: 105 14 19 . 13 . 4 31 12 5 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 684,563 Positions 57,157 107,336 28,246 297,570 174,124 75,887 81,928 131,181 30,848 25,538 47,939 3,614 83,776 85,389 Changes from: May 9, 2017 Total Change is: 4,408 5,088 -5,632 5,213 843 4,161 -1,038 -3,612 4,688 -4,172 1,297 -299 415 376 1,073 Percent of Open Interest Represented by Each Category of Trader 8.3 15.7 4.1 43.5 25.4 11.1 12.0 19.2 4.5 3.7 7.0 0.5 12.2 12.5 Number of Traders in Each Category Total Traders: 605 35 34 23 127 84 88 80 127 71 53 65 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 71,457 Positions 19,386 15,670 1,010 18,022 19,208 1,436 5,700 10,345 20 3,313 13 0 22,570 23,755 Changes from: May 9, 2017 Total Change is: -1,097 2,350 1,024 -310 528 -128 -1,049 -3,346 -739 0 305 0 0 425 105 Percent of Open Interest Represented by Each Category of Trader 27.1 21.9 1.4 25.2 26.9 2.0 8.0 14.5 0.0 4.6 0.0 0.0 31.6 33.2 Number of Traders in Each Category Total Traders: 55 7 8 . 7 5 4 13 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 3,065,532 Positions 274,042 543,518 50,991 1,401,366 778,204 368,633 449,085 672,123 86,195 114,854 243,359 14,338 306,028 308,171 Changes from: May 9, 2017 Total Change is: 27,526 35,418 -11,551 5,885 2,029 21,899 -402 -22,953 5,513 760 6,235 -218 798 -244 4,842 Percent of Open Interest Represented by Each Category of Trader 8.9 17.7 1.7 45.7 25.4 12.0 14.6 21.9 2.8 3.7 7.9 0.5 10.0 10.1 Number of Traders in Each Category Total Traders: 599 35 33 20 126 84 85 77 128 65 52 64 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 96,060 Positions 4,228 43,674 757 49,699 39,729 3,669 22,478 3,282 1,418 1,411 280 0 12,400 3,251 Changes from: May 9, 2017 Total Change is: -127 289 -474 -13 459 171 58 -313 439 40 -440 0 0 -207 -348 Percent of Open Interest Represented by Each Category of Trader 4.4 45.5 0.8 51.7 41.4 3.8 23.4 3.4 1.5 1.5 0.3 0.0 12.9 3.4 Number of Traders in Each Category Total Traders: 83 4 7 . 32 16 14 14 8 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 53,992 Positions 5,985 19,554 353 14,334 4,959 939 22,823 16,011 948 1,832 3,781 241 6,536 7,206 Changes from: May 9, 2017 Total Change is: 128 1,268 -2,550 -23 -403 -71 151 -1,505 1,658 322 132 310 4 183 329 Percent of Open Interest Represented by Each Category of Trader 11.1 36.2 0.7 26.5 9.2 1.7 42.3 29.7 1.8 3.4 7.0 0.4 12.1 13.3 Number of Traders in Each Category Total Traders: 265 18 21 5 48 21 13 57 56 20 17 27 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 269,961 Positions 29,927 97,769 1,767 71,672 24,797 4,694 114,117 80,055 4,740 9,161 18,907 1,203 32,680 36,029 Changes from: May 9, 2017 Total Change is: 642 6,339 -12,752 -115 -2,015 -355 754 -7,525 8,289 1,611 658 1,549 18 917 1,643 Percent of Open Interest Represented by Each Category of Trader 11.1 36.2 0.7 26.5 9.2 1.7 42.3 29.7 1.8 3.4 7.0 0.4 12.1 13.3 Number of Traders in Each Category Total Traders: 265 18 21 5 48 21 13 57 56 20 17 27 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 574,376 Positions 52,528 130,238 5,804 257,045 183,395 36,357 155,960 171,157 15,644 18,910 7,793 485 31,643 23,503 Changes from: May 9, 2017 Total Change is: -4,839 2,457 -13,225 1,802 -7,643 -1,069 3,915 -6,082 327 464 58 585 -29 219 2,391 Percent of Open Interest Represented by Each Category of Trader 9.1 22.7 1.0 44.8 31.9 6.3 27.2 29.8 2.7 3.3 1.4 0.1 5.5 4.1 Number of Traders in Each Category Total Traders: 329 22 22 7 76 47 35 62 64 28 20 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 41,054 Positions 860 23,660 1 14,915 517 356 8,648 9,861 35 5,237 3,160 0 11,002 3,464 Changes from: May 9, 2017 Total Change is: 455 -258 0 1 -674 21 0 844 1,070 35 -1,289 -390 0 1,796 -282 Percent of Open Interest Represented by Each Category of Trader 2.1 57.6 0.0 36.3 1.3 0.9 21.1 24.0 0.1 12.8 7.7 0.0 26.8 8.4 Number of Traders in Each Category Total Traders: 50 . 6 . 14 . 4 10 7 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 79,086 Positions 18,193 21,960 157 19,003 11,847 993 28,508 17,214 700 2,128 2,221 0 9,404 23,994 Changes from: May 9, 2017 Total Change is: -5,790 1,887 734 27 -5,375 1,460 -813 -2,079 -638 149 -107 352 0 521 -7,061 Percent of Open Interest Represented by Each Category of Trader 23.0 27.8 0.2 24.0 15.0 1.3 36.0 21.8 0.9 2.7 2.8 0.0 11.9 30.3 Number of Traders in Each Category Total Traders: 96 16 12 . 12 6 5 24 17 6 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 297,056 Positions 16,020 201,060 1,784 197,403 61,832 14,420 53,166 9,388 2,641 3,207 1,019 29 8,386 4,883 Changes from: May 9, 2017 Total Change is: 4,158 -1,057 4,361 -313 6,142 -1,911 -100 1,354 1,753 -285 -736 -22 0 -847 675 Percent of Open Interest Represented by Each Category of Trader 5.4 67.7 0.6 66.5 20.8 4.9 17.9 3.2 0.9 1.1 0.3 0.0 2.8 1.6 Number of Traders in Each Category Total Traders: 147 8 12 4 56 24 21 30 7 8 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 957,928 Positions 26,382 726,310 4,184 572,204 105,345 59,578 220,889 26,015 11,712 34,568 16,927 837 27,574 7,020 Changes from: May 9, 2017 Total Change is: 14,966 73 13,011 144 12,139 2,722 150 2,615 2,799 -502 619 50 -144 -128 -3,264 Percent of Open Interest Represented by Each Category of Trader 2.8 75.8 0.4 59.7 11.0 6.2 23.1 2.7 1.2 3.6 1.8 0.1 2.9 0.7 Number of Traders in Each Category Total Traders: 353 21 25 9 116 39 47 70 21 19 45 16 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 678,069 Positions 17,231 16,929 4,629 267,764 130,219 125,374 78,170 164,467 17,723 6,834 45,475 2,802 157,542 170,451 Changes from: May 9, 2017 Total Change is: 1,157 -4,460 -9,527 1,701 -2,014 -18,034 3,814 -6,687 10,713 2,577 -1,738 3,495 221 7,743 6,197 Percent of Open Interest Represented by Each Category of Trader 2.5 2.5 0.7 39.5 19.2 18.5 11.5 24.3 2.6 1.0 6.7 0.4 23.2 25.1 Number of Traders in Each Category Total Traders: 157 12 7 6 40 25 33 30 28 23 6 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 756,959 Positions 3,939 152,118 1,286 434,105 48,042 94,293 37,781 315,551 31,772 32,160 7,379 491 121,132 106,027 Changes from: May 9, 2017 Total Change is: 16,860 -1,951 -23 32 5,718 -12,187 3,959 -4,859 18,454 5,470 893 -2,353 0 7,598 3,508 Percent of Open Interest Represented by Each Category of Trader 0.5 20.1 0.2 57.3 6.3 12.5 5.0 41.7 4.2 4.2 1.0 0.1 16.0 14.0 Number of Traders in Each Category Total Traders: 107 . 12 4 48 9 34 10 20 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,436,489 Positions 52,545 99,659 17,753 471,988 241,058 197,202 319,462 245,186 55,333 191,875 393,696 11,450 118,881 175,152 Changes from: May 9, 2017 Total Change is: 75,591 23,069 -27,479 10,096 22,513 -9,284 -528 12,396 46,704 666 2,299 35,773 2,259 2,821 17,384 Percent of Open Interest Represented by Each Category of Trader 3.7 6.9 1.2 32.9 16.8 13.7 22.2 17.1 3.9 13.4 27.4 0.8 8.3 12.2 Number of Traders in Each Category Total Traders: 274 11 31 11 58 36 44 49 37 30 25 27 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 3,370,091 Positions 120,974 170,781 31,509 1,175,691 979,859 449,056 748,703 824,273 145,342 314,142 185,835 26,321 358,353 557,115 Changes from: May 9, 2017 Total Change is: 36,196 -18,183 10,813 1,216 -35,768 -11,986 13,917 31,163 14,457 31,717 523 -29,700 -779 12,390 6,541 Percent of Open Interest Represented by Each Category of Trader 3.6 5.1 0.9 34.9 29.1 13.3 22.2 24.5 4.3 9.3 5.5 0.8 10.6 16.5 Number of Traders in Each Category Total Traders: 389 26 33 17 54 82 73 69 62 60 28 35 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 352,291 Positions 346 6,040 2,396 97,767 142,891 27,823 120,397 35,533 12,095 10,869 6,629 0 80,598 118,884 Changes from: May 9, 2017 Total Change is: 7,195 -2,110 -5,991 88 -1,240 3,571 1,469 1,134 318 2,161 1,313 0 0 4,380 5,579 Percent of Open Interest Represented by Each Category of Trader 0.1 1.7 0.7 27.8 40.6 7.9 34.2 10.1 3.4 3.1 1.9 0.0 22.9 33.7 Number of Traders in Each Category Total Traders: 52 . . . 11 20 23 10 5 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 3,209,472 Positions 37,821 479,951 68,406 1,787,535 664,972 304,951 373,110 919,633 127,486 224,181 265,092 16,827 269,155 362,154 Changes from: May 9, 2017 Total Change is: 17,530 10,730 36,613 26,818 18,626 -57,925 -18,719 -7,128 6,080 19,993 -23,534 636 -2,099 -7,157 6,133 Percent of Open Interest Represented by Each Category of Trader 1.2 15.0 2.1 55.7 20.7 9.5 11.6 28.7 4.0 7.0 8.3 0.5 8.4 11.3 Number of Traders in Each Category Total Traders: 300 11 36 12 59 47 66 37 61 47 14 35 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 1,528,760 Positions 388,040 211,967 469,234 2,800 15,344 1,635 152,966 302,353 318,108 91,576 84,134 68,654 35,747 57,331 Changes from: May 9, 2017 Total Change is: 109,414 111,748 30,564 -3,718 1,800 3,902 0 -6,039 34,671 -5,180 -16,450 21,974 27,150 103 51 Percent of Open Interest Represented by Each Category of Trader 25.4 13.9 30.7 0.2 1.0 0.1 10.0 19.8 20.8 6.0 5.5 4.5 2.3 3.8 Number of Traders in Each Category Total Traders: 152 23 33 46 . 5 . 12 51 46 8 13 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 is13,251,066 Positions 5,080,216 1,012,286 2,451,571 93,367 1,316,419 777,637 333,895 3,061,818 2,167,707 1,036,880 614,583 725,027 584,766 1,124,018 Changes from: May 9, 2017 Total Change is: -185,136 -397,221 93,885 -7,846 -23,205 22,869 63,138 21,536 -334,977 -5,300 148,555 21,014 -29,616 44,823 -8,303 Percent of Open Interest Represented by Each Category of Trader 38.3 7.6 18.5 0.7 9.9 5.9 2.5 23.1 16.4 7.8 4.6 5.5 4.4 8.5 Number of Traders in Each Category Total Traders: 302 26 48 66 . 33 24 29 98 97 9 34 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 31,071 Positions 18,432 2,480 0 217 13,724 82 5,394 10,717 0 6,765 3,853 92 89 123 Changes from: May 9, 2017 Total Change is: 778 -120 -713 0 2 476 -1 686 1,063 0 169 -59 0 42 12 Percent of Open Interest Represented by Each Category of Trader 59.3 8.0 0.0 0.7 44.2 0.3 17.4 34.5 0.0 21.8 12.4 0.3 0.3 0.4 Number of Traders in Each Category Total Traders: 46 4 6 0 . 12 . 5 9 0 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 26,165 Positions 14,272 1,963 0 603 10,187 171 10,978 8,481 0 100 5,218 0 41 145 Changes from: May 9, 2017 Total Change is: 495 1,560 -335 0 116 330 -10 -1,147 -6 0 0 454 0 -24 62 Percent of Open Interest Represented by Each Category of Trader 54.5 7.5 0.0 2.3 38.9 0.7 42.0 32.4 0.0 0.4 19.9 0.0 0.2 0.6 Number of Traders in Each Category Total Traders: 35 4 . 0 . 5 . 7 7 0 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 78,050 Positions 51 54,330 50 12,101 2,032 540 32,722 15,049 2,895 20,852 440 69 8,770 2,645 Changes from: May 9, 2017 Total Change is: 3,246 -550 -100 -9 -312 -116 52 2,749 4,186 -258 2,409 231 17 -852 -757 Percent of Open Interest Represented by Each Category of Trader 0.1 69.6 0.1 15.5 2.6 0.7 41.9 19.3 3.7 26.7 0.6 0.1 11.2 3.4 Number of Traders in Each Category Total Traders: 145 . . . 13 5 . 26 32 16 56 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 620,266 Positions 139,940 45,025 27,488 52,808 50,379 60,163 141,606 248,625 117,267 20,879 12,222 20,953 39,162 38,144 Changes from: May 9, 2017 Total Change is: 22,324 13,027 1,407 5,237 -638 3,304 99 24,529 32,489 -21,998 1,693 2,014 619 -244 -847 Percent of Open Interest Represented by Each Category of Trader 22.6 7.3 4.4 8.5 8.1 9.7 22.8 40.1 18.9 3.4 2.0 3.4 6.3 6.1 Number of Traders in Each Category Total Traders: 259 24 7 22 19 26 15 55 76 67 23 16 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 16, 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 42,126 Positions 127 8,562 0 30,798 2,142 0 3,418 29,173 1,885 5,823 283 0 75 81 Changes from: May 9, 2017 Total Change is: 523 -519 730 0 726 263 0 -459 -830 759 2 -388 0 14 -11 Percent of Open Interest Represented by Each Category of Trader 0.3 20.3 0.0 73.1 5.1 0.0 8.1 69.3 4.5 13.8 0.7 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 44 . . 0 10 . 0 10 9 . 6 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 19, 2017