Traders in Financial Futures - Futures Only Positions as of May 23, 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 208,304 Positions 89,542 11,774 401 29,714 39,290 816 25,396 104,419 4,913 29,297 5,471 674 27,551 40,546 Changes from: May 16, 2017 Total Change is: -11,179 1,158 138 125 2,002 -624 40 -9,782 -10,386 -808 -1,092 847 588 -3,410 -1,099 Percent of Open Interest Represented by Each Category of Trader 43.0 5.7 0.2 14.3 18.9 0.4 12.2 50.1 2.4 14.1 2.6 0.3 13.2 19.5 Number of Traders in Each Category Total Traders: 112 9 4 7 11 12 4 23 37 18 10 6 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 51,178 Positions 16,273 8,666 212 2,591 3,223 0 11,398 23,255 1,435 6,387 1,482 0 12,882 12,905 Changes from: May 16, 2017 Total Change is: 2,250 -3,596 6,801 4 743 -152 0 821 264 237 -179 0 0 4,220 -4,904 Percent of Open Interest Represented by Each Category of Trader 31.8 16.9 0.4 5.1 6.3 0.0 22.3 45.4 2.8 12.5 2.9 0.0 25.2 25.2 Number of Traders in Each Category Total Traders: 43 4 5 . 4 . 0 7 18 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 256,257 Positions 125,979 84,411 1,378 21,032 69,704 3,008 49,482 47,787 8,381 16,761 12,740 763 29,473 28,085 Changes from: May 16, 2017 Total Change is: 222 513 6,474 66 710 -2,674 894 1,203 -4,589 700 -3,005 608 84 -943 -1,341 Percent of Open Interest Represented by Each Category of Trader 49.2 32.9 0.5 8.2 27.2 1.2 19.3 18.6 3.3 6.5 5.0 0.3 11.5 11.0 Number of Traders in Each Category Total Traders: 127 8 9 8 14 22 9 26 35 21 5 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 211,298 Positions 80,947 32,805 1,513 26,197 58,325 3,830 37,314 61,367 6,019 29,286 4,066 4,463 21,729 38,910 Changes from: May 16, 2017 Total Change is: -11,212 -14,237 1,509 264 1,384 -5,333 162 5 -2,493 -486 1,705 343 -649 640 -4,529 Percent of Open Interest Represented by Each Category of Trader 38.3 15.5 0.7 12.4 27.6 1.8 17.7 29.0 2.8 13.9 1.9 2.1 10.3 18.4 Number of Traders in Each Category Total Traders: 119 9 7 5 14 19 9 27 33 16 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 449,360 Positions 76,460 159,407 2,583 173,814 75,232 10,639 69,482 74,824 12,120 31,283 58,301 4,056 68,923 52,198 Changes from: May 16, 2017 Total Change is: 17,701 -297 27,790 279 2,169 844 -1,429 14,320 -13,776 1,349 -1,331 4,381 415 2,226 -2,152 Percent of Open Interest Represented by Each Category of Trader 17.0 35.5 0.6 38.7 16.7 2.4 15.5 16.7 2.7 7.0 13.0 0.9 15.3 11.6 Number of Traders in Each Category Total Traders: 266 14 21 12 54 30 34 45 45 28 35 22 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 34,969 Positions 1,915 23,435 28 18,166 0 235 2,095 5,033 282 0 1,536 0 12,248 4,420 Changes from: May 16, 2017 Total Change is: 2,044 -437 360 0 772 0 -1 1,420 2,474 12 0 -815 0 278 14 Percent of Open Interest Represented by Each Category of Trader 5.5 67.0 0.1 51.9 0.0 0.7 6.0 14.4 0.8 0.0 4.4 0.0 35.0 12.6 Number of Traders in Each Category Total Traders: 25 . . . 12 0 4 . 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 128,250 Positions 59,506 34,671 501 10,693 12,378 930 33,302 42,131 2,769 1,855 5,026 0 18,694 29,844 Changes from: May 16, 2017 Total Change is: -10,505 1,748 -24 -48 462 -7,921 23 -10,004 3,571 -808 -762 -2 -81 -1,035 -5,215 Percent of Open Interest Represented by Each Category of Trader 46.4 27.0 0.4 8.3 9.7 0.7 26.0 32.9 2.2 1.4 3.9 0.0 14.6 23.3 Number of Traders in Each Category Total Traders: 84 8 5 4 5 11 5 26 23 12 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 36,059 Positions 5,529 32,368 1 6,221 0 0 22,125 2,314 0 769 549 0 1,414 827 Changes from: May 16, 2017 Total Change is: 105 1,506 -2 -1 -251 0 0 -1,340 3 0 44 139 0 147 -34 Percent of Open Interest Represented by Each Category of Trader 15.3 89.8 0.0 17.3 0.0 0.0 61.4 6.4 0.0 2.1 1.5 0.0 3.9 2.3 Number of Traders in Each Category Total Traders: 37 . 6 . 4 0 0 13 5 0 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 211,110 Positions 39,294 132,671 13 55,501 3,580 645 97,205 55,377 6,107 4,340 9,619 0 8,005 3,098 Changes from: May 16, 2017 Total Change is: 27,253 -245 4,213 -152 17,416 650 74 5,794 19,647 2,604 2,069 65 0 -307 152 Percent of Open Interest Represented by Each Category of Trader 18.6 62.8 0.0 26.3 1.7 0.3 46.0 26.2 2.9 2.1 4.6 0.0 3.8 1.5 Number of Traders in Each Category Total Traders: 147 . 11 . 19 4 . 54 23 9 15 17 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 23,696 Positions 1,005 14,165 0 6,166 148 0 14,467 3,836 163 269 4,420 0 1,626 964 Changes from: May 16, 2017 Total Change is: 663 160 -99 0 -615 0 0 1,393 409 58 23 15 0 -356 280 Percent of Open Interest Represented by Each Category of Trader 4.2 59.8 0.0 26.0 0.6 0.0 61.1 16.2 0.7 1.1 18.7 0.0 6.9 4.1 Number of Traders in Each Category Total Traders: 37 . . 0 . . 0 13 10 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 44,165 Positions 21,637 3,083 144 1,159 10,690 0 16,201 22,785 556 1,219 1,828 0 3,249 5,079 Changes from: May 16, 2017 Total Change is: -1,022 -3,476 140 -39 -502 -768 0 2,841 -348 149 -182 293 -50 237 -399 Percent of Open Interest Represented by Each Category of Trader 49.0 7.0 0.3 2.6 24.2 0.0 36.7 51.6 1.3 2.8 4.1 0.0 7.4 11.5 Number of Traders in Each Category Total Traders: 74 9 . 4 5 6 0 21 22 8 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 17,808 Positions 5,184 2,980 8,537 968 326 0 1,926 4,839 140 0 200 0 1,053 786 Changes from: May 16, 2017 Total Change is: 123 -131 -4 102 6 70 0 68 -86 98 0 0 0 -20 -57 Percent of Open Interest Represented by Each Category of Trader 29.1 16.7 47.9 5.4 1.8 0.0 10.8 27.2 0.8 0.0 1.1 0.0 5.9 4.4 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 23, 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 60,170 Positions 11,851 36,278 1,823 6,913 596 1,122 25,997 6,839 1,950 1,282 2,986 12 9,221 8,565 Changes from: May 16, 2017 Total Change is: -557 1,180 -1,720 77 -382 42 -20 -366 400 -487 110 912 0 -669 240 Percent of Open Interest Represented by Each Category of Trader 19.7 60.3 3.0 11.5 1.0 1.9 43.2 11.4 3.2 2.1 5.0 0.0 15.3 14.2 Number of Traders in Each Category Total Traders: 109 14 23 4 12 . 4 34 10 4 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 120,339 Positions 23,701 72,556 3,645 13,826 1,192 2,244 51,994 13,677 3,900 2,564 5,971 24 18,441 17,130 Changes from: May 16, 2017 Total Change is: -1,113 2,359 -3,440 153 -764 84 -39 -731 799 -973 220 1,824 0 -1,338 479 Percent of Open Interest Represented by Each Category of Trader 19.7 60.3 3.0 11.5 1.0 1.9 43.2 11.4 3.2 2.1 5.0 0.0 15.3 14.2 Number of Traders in Each Category Total Traders: 109 14 23 4 12 . 4 34 10 4 6 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 691,817 Positions 54,820 99,006 32,404 293,984 167,944 79,599 88,435 134,594 33,316 22,580 50,830 3,584 83,094 90,540 Changes from: May 16, 2017 Total Change is: 7,253 -2,337 -8,330 4,158 -3,587 -6,180 3,712 6,507 3,413 2,468 -2,957 2,891 -30 -681 5,151 Percent of Open Interest Represented by Each Category of Trader 7.9 14.3 4.7 42.5 24.3 11.5 12.8 19.5 4.8 3.3 7.3 0.5 12.0 13.1 Number of Traders in Each Category Total Traders: 609 36 34 24 125 88 90 80 132 74 51 63 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 77,826 Positions 22,722 17,160 1,620 20,050 18,187 1,409 5,040 12,800 23 3,067 0 0 23,895 26,627 Changes from: May 16, 2017 Total Change is: 6,369 3,336 1,490 610 2,028 -1,021 -27 -660 2,455 3 -246 -13 0 1,325 2,872 Percent of Open Interest Represented by Each Category of Trader 29.2 22.0 2.1 25.8 23.4 1.8 6.5 16.4 0.0 3.9 0.0 0.0 30.7 34.2 Number of Traders in Each Category Total Traders: 46 5 8 4 7 5 4 10 9 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 3,069,954 Positions 261,014 509,755 53,396 1,372,854 751,970 387,766 490,975 682,968 92,467 100,782 257,364 14,703 295,997 319,565 Changes from: May 16, 2017 Total Change is: 4,422 -13,028 -33,763 2,405 -28,512 -26,234 19,133 41,890 10,845 6,272 -14,072 14,005 365 -10,031 11,394 Percent of Open Interest Represented by Each Category of Trader 8.5 16.6 1.7 44.7 24.5 12.6 16.0 22.2 3.0 3.3 8.4 0.5 9.6 10.4 Number of Traders in Each Category Total Traders: 603 38 31 20 124 87 87 78 132 68 50 63 20 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 93,141 Positions 4,758 40,647 750 46,706 40,404 3,634 22,867 3,508 668 1,411 280 0 12,347 3,250 Changes from: May 16, 2017 Total Change is: -2,919 530 -3,027 -7 -2,993 675 -35 389 226 -750 0 0 0 -53 -1 Percent of Open Interest Represented by Each Category of Trader 5.1 43.6 0.8 50.1 43.4 3.9 24.6 3.8 0.7 1.5 0.3 0.0 13.3 3.5 Number of Traders in Each Category Total Traders: 83 4 7 . 30 16 14 16 8 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 54,042 Positions 6,962 19,906 471 12,914 4,750 1,007 22,778 16,224 1,377 1,837 3,096 268 6,427 6,942 Changes from: May 16, 2017 Total Change is: 50 976 352 117 -1,420 -210 69 -45 213 429 5 -685 27 -109 -263 Percent of Open Interest Represented by Each Category of Trader 12.9 36.8 0.9 23.9 8.8 1.9 42.1 30.0 2.5 3.4 5.7 0.5 11.9 12.8 Number of Traders in Each Category Total Traders: 256 16 22 5 49 22 14 49 55 19 17 26 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 270,209 Positions 34,808 99,531 2,354 64,572 23,749 5,037 113,891 81,120 6,886 9,187 15,481 1,339 32,135 34,712 Changes from: May 16, 2017 Total Change is: 248 4,881 1,762 587 -7,100 -1,048 343 -226 1,065 2,146 26 -3,426 136 -545 -1,317 Percent of Open Interest Represented by Each Category of Trader 12.9 36.8 0.9 23.9 8.8 1.9 42.1 30.0 2.5 3.4 5.7 0.5 11.9 12.8 Number of Traders in Each Category Total Traders: 256 16 22 5 49 22 14 49 55 19 17 26 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 568,761 Positions 62,087 115,044 4,581 248,212 185,892 37,521 155,269 177,845 13,399 19,016 10,109 170 28,506 24,200 Changes from: May 16, 2017 Total Change is: -5,615 9,559 -15,194 -1,223 -8,833 2,497 1,164 -691 6,688 -2,245 106 2,316 -315 -3,137 697 Percent of Open Interest Represented by Each Category of Trader 10.9 20.2 0.8 43.6 32.7 6.6 27.3 31.3 2.4 3.3 1.8 0.0 5.0 4.3 Number of Traders in Each Category Total Traders: 330 23 20 5 73 52 36 55 68 24 20 19 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 40,148 Positions 930 22,831 1 15,804 475 75 6,966 10,236 53 6,521 3,318 0 9,798 3,159 Changes from: May 16, 2017 Total Change is: -906 70 -829 0 889 -42 -281 -1,682 375 18 1,284 158 0 -1,204 -305 Percent of Open Interest Represented by Each Category of Trader 2.3 56.9 0.0 39.4 1.2 0.2 17.4 25.5 0.1 16.2 8.3 0.0 24.4 7.9 Number of Traders in Each Category Total Traders: 52 . 6 . 16 . . 11 7 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 81,756 Positions 17,004 23,547 291 23,256 8,179 1,678 27,039 17,615 371 2,197 2,117 0 9,920 27,958 Changes from: May 16, 2017 Total Change is: 2,670 -1,189 1,587 134 4,253 -3,668 685 -1,469 401 -329 69 -104 0 516 3,964 Percent of Open Interest Represented by Each Category of Trader 20.8 28.8 0.4 28.4 10.0 2.1 33.1 21.5 0.5 2.7 2.6 0.0 12.1 34.2 Number of Traders in Each Category Total Traders: 91 14 13 . 12 6 5 19 19 4 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 298,190 Positions 14,378 203,774 1,758 198,347 63,589 14,950 54,305 6,088 2,502 3,344 1,007 29 8,577 4,493 Changes from: May 16, 2017 Total Change is: 1,134 -1,642 2,714 -26 944 1,757 530 1,139 -3,300 -139 137 -12 0 191 -390 Percent of Open Interest Represented by Each Category of Trader 4.8 68.3 0.6 66.5 21.3 5.0 18.2 2.0 0.8 1.1 0.3 0.0 2.9 1.5 Number of Traders in Each Category Total Traders: 146 8 12 4 54 25 22 32 5 8 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 950,428 Positions 28,670 720,105 5,089 571,403 102,947 61,439 209,635 26,208 11,568 34,114 18,445 837 27,673 3,790 Changes from: May 16, 2017 Total Change is: -7,500 2,288 -6,205 905 -801 -2,398 1,861 -11,254 193 -144 -454 1,518 0 99 -3,230 Percent of Open Interest Represented by Each Category of Trader 3.0 75.8 0.5 60.1 10.8 6.5 22.1 2.8 1.2 3.6 1.9 0.1 2.9 0.4 Number of Traders in Each Category Total Traders: 348 22 22 9 119 37 46 66 23 20 44 15 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 797,692 Positions 9,934 42,393 5,888 283,213 134,580 132,012 96,024 157,565 94,976 6,218 46,284 3,783 165,644 180,211 Changes from: May 16, 2017 Total Change is: 119,623 -7,297 25,464 1,259 15,449 4,361 6,638 17,854 -6,902 77,253 -616 809 981 8,102 9,760 Percent of Open Interest Represented by Each Category of Trader 1.2 5.3 0.7 35.5 16.9 16.5 12.0 19.8 11.9 0.8 5.8 0.5 20.8 22.6 Number of Traders in Each Category Total Traders: 159 7 14 9 43 24 34 32 24 30 7 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 773,760 Positions 3,592 152,601 1,560 427,662 51,813 98,792 34,768 313,829 29,375 31,917 14,915 2,566 143,528 108,309 Changes from: May 16, 2017 Total Change is: 16,801 -347 483 274 -6,443 3,771 4,499 -3,013 -1,722 -2,397 -243 7,536 2,075 22,396 2,282 Percent of Open Interest Represented by Each Category of Trader 0.5 19.7 0.2 55.3 6.7 12.8 4.5 40.6 3.8 4.1 1.9 0.3 18.5 14.0 Number of Traders in Each Category Total Traders: 109 . 12 4 50 9 34 10 19 13 4 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,439,677 Positions 54,946 95,609 36,829 440,550 239,051 199,718 225,334 271,942 93,478 195,420 266,791 34,690 158,712 201,569 Changes from: May 16, 2017 Total Change is: 3,188 2,401 -4,050 19,076 -31,438 -2,007 2,516 -94,128 26,756 38,145 3,545 -126,905 23,240 39,831 26,417 Percent of Open Interest Represented by Each Category of Trader 3.8 6.6 2.6 30.6 16.6 13.9 15.7 18.9 6.5 13.6 18.5 2.4 11.0 14.0 Number of Traders in Each Category Total Traders: 286 13 31 18 59 35 43 50 42 43 21 35 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 3,538,851 Positions 133,945 199,724 56,935 1,190,651 1,019,061 460,023 735,765 795,236 279,075 280,506 149,836 32,465 369,486 546,496 Changes from: May 16, 2017 Total Change is: 168,760 12,971 28,943 25,426 14,960 39,202 10,967 -12,938 -29,037 133,733 -33,636 -35,999 6,144 11,133 -10,619 Percent of Open Interest Represented by Each Category of Trader 3.8 5.6 1.6 33.6 28.8 13.0 20.8 22.5 7.9 7.9 4.2 0.9 10.4 15.4 Number of Traders in Each Category Total Traders: 400 26 35 24 65 78 79 74 52 64 31 39 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 370,752 Positions 2,515 8,250 2,683 92,979 153,812 29,012 124,850 27,785 20,351 9,623 4,129 0 88,739 124,730 Changes from: May 16, 2017 Total Change is: 18,461 2,169 2,210 287 -4,788 10,921 1,189 4,453 -7,748 8,256 -1,246 -2,500 0 8,141 5,846 Percent of Open Interest Represented by Each Category of Trader 0.7 2.2 0.7 25.1 41.5 7.8 33.7 7.5 5.5 2.6 1.1 0.0 23.9 33.6 Number of Traders in Each Category Total Traders: 54 . . . 10 21 23 12 5 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 3,348,510 Positions 17,690 496,415 67,284 1,728,685 691,343 396,364 414,118 866,843 161,202 203,855 247,562 49,963 309,349 371,534 Changes from: May 16, 2017 Total Change is: 139,038 -20,131 16,464 -1,122 -58,850 26,371 91,413 41,008 -52,790 33,716 -20,326 -17,530 33,136 40,194 9,380 Percent of Open Interest Represented by Each Category of Trader 0.5 14.8 2.0 51.6 20.6 11.8 12.4 25.9 4.8 6.1 7.4 1.5 9.2 11.1 Number of Traders in Each Category Total Traders: 310 7 41 15 59 47 66 43 63 50 13 36 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 1,656,819 Positions 378,264 183,320 495,706 3,500 14,130 11,931 229,837 370,313 328,483 87,602 105,134 82,194 39,302 65,608 Changes from: May 16, 2017 Total Change is: 128,059 -9,776 -28,647 26,472 700 -1,214 10,296 76,871 67,960 10,375 -3,974 21,000 13,540 3,555 8,277 Percent of Open Interest Represented by Each Category of Trader 22.8 11.1 29.9 0.2 0.9 0.7 13.9 22.4 19.8 5.3 6.3 5.0 2.4 4.0 Number of Traders in Each Category Total Traders: 157 24 33 47 . 5 . 13 53 45 9 11 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 is13,614,294 Positions 4,860,937 1,082,608 2,524,676 99,903 1,447,620 837,147 534,725 2,796,025 2,376,873 1,005,204 710,666 768,006 606,823 1,070,673 Changes from: May 16, 2017 Total Change is: 363,228 -219,279 70,322 73,105 6,536 131,201 59,510 200,830 -265,793 209,166 -31,676 96,083 42,979 22,057 -53,345 Percent of Open Interest Represented by Each Category of Trader 35.7 8.0 18.5 0.7 10.6 6.1 3.9 20.5 17.5 7.4 5.2 5.6 4.5 7.9 Number of Traders in Each Category Total Traders: 318 30 52 73 . 34 26 43 91 102 10 35 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 29,820 Positions 19,050 2,895 0 205 12,362 83 2,837 10,373 2 7,512 3,884 92 39 129 Changes from: May 16, 2017 Total Change is: -1,251 618 415 0 -12 -1,362 1 -2,557 -344 2 747 31 0 -50 6 Percent of Open Interest Represented by Each Category of Trader 63.9 9.7 0.0 0.7 41.5 0.3 9.5 34.8 0.0 25.2 13.0 0.3 0.1 0.4 Number of Traders in Each Category Total Traders: 49 4 6 0 . 12 . 6 9 . 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 25,906 Positions 14,588 1,779 0 618 10,197 171 10,371 8,438 0 100 5,242 0 58 79 Changes from: May 16, 2017 Total Change is: -259 316 -184 0 15 10 0 -607 -43 0 0 24 0 17 -66 Percent of Open Interest Represented by Each Category of Trader 56.3 6.9 0.0 2.4 39.4 0.7 40.0 32.6 0.0 0.4 20.2 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 35 4 . 0 . 5 . 6 8 0 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 85,136 Positions 51 54,181 50 11,757 3,841 562 43,310 16,003 3,119 17,065 4,136 119 9,103 3,125 Changes from: May 16, 2017 Total Change is: 7,086 0 -149 0 -344 1,809 22 10,588 954 224 -3,787 3,696 50 333 480 Percent of Open Interest Represented by Each Category of Trader 0.1 63.6 0.1 13.8 4.5 0.7 50.9 18.8 3.7 20.0 4.9 0.1 10.7 3.7 Number of Traders in Each Category Total Traders: 141 . . . 13 5 . 28 32 16 51 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 525,156 Positions 114,270 41,274 18,170 27,735 38,638 84,369 95,411 170,553 112,517 19,726 6,216 20,260 32,698 33,159 Changes from: May 16, 2017 Total Change is: -95,110 -25,670 -3,751 -9,318 -25,073 -11,741 24,206 -46,195 -78,072 -4,750 -1,153 -6,006 -693 -6,464 -4,985 Percent of Open Interest Represented by Each Category of Trader 21.8 7.9 3.5 5.3 7.4 16.1 18.2 32.5 21.4 3.8 1.2 3.9 6.2 6.3 Number of Traders in Each Category Total Traders: 221 25 4 18 20 21 14 50 61 56 19 9 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 23, 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 48,865 Positions 96 8,066 0 28,614 2,047 0 14,106 38,248 256 5,741 170 0 52 78 Changes from: May 16, 2017 Total Change is: 6,739 -31 -496 0 -2,184 -95 0 10,688 9,075 -1,629 -82 -113 0 -23 -3 Percent of Open Interest Represented by Each Category of Trader 0.2 16.5 0.0 58.6 4.2 0.0 28.9 78.3 0.5 11.7 0.3 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 38 . . 0 9 . 0 7 9 . 6 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated May 26, 2017