Traders in Financial Futures - Futures Only Positions as of May 30, 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 200,273 Positions 88,164 11,013 644 30,341 41,960 704 18,325 97,516 5,179 28,471 3,625 736 27,709 38,896 Changes from: May 23, 2017 Total Change is: -8,031 -1,378 -761 243 627 2,670 -112 -7,071 -6,903 266 -826 -1,846 62 158 -1,650 Percent of Open Interest Represented by Each Category of Trader 44.0 5.5 0.3 15.1 21.0 0.4 9.2 48.7 2.6 14.2 1.8 0.4 13.8 19.4 Number of Traders in Each Category Total Traders: 106 10 . 6 11 13 4 18 38 20 9 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 54,403 Positions 16,207 10,156 197 3,101 3,227 0 13,505 24,759 772 6,406 1,482 0 14,215 13,810 Changes from: May 23, 2017 Total Change is: 3,225 -66 1,490 -15 510 4 0 2,107 1,504 -663 19 0 0 1,333 905 Percent of Open Interest Represented by Each Category of Trader 29.8 18.7 0.4 5.7 5.9 0.0 24.8 45.5 1.4 11.8 2.7 0.0 26.1 25.4 Number of Traders in Each Category Total Traders: 42 4 5 . 4 . 0 8 16 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 254,039 Positions 129,800 78,204 2,283 23,182 71,583 1,938 45,086 49,005 7,596 16,811 12,273 783 26,560 30,374 Changes from: May 23, 2017 Total Change is: -2,218 3,821 -6,207 905 2,150 1,879 -1,070 -4,396 1,218 -785 50 -467 20 -2,913 2,289 Percent of Open Interest Represented by Each Category of Trader 51.1 30.8 0.9 9.1 28.2 0.8 17.7 19.3 3.0 6.6 4.8 0.3 10.5 12.0 Number of Traders in Each Category Total Traders: 124 8 8 8 14 21 7 26 35 24 4 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 213,727 Positions 82,245 35,938 1,466 25,539 55,716 3,714 37,857 65,645 7,062 29,853 3,446 4,059 21,932 36,681 Changes from: May 23, 2017 Total Change is: 2,429 1,298 3,133 -47 -658 -2,609 -116 543 4,278 1,043 567 -620 -404 203 -2,229 Percent of Open Interest Represented by Each Category of Trader 38.5 16.8 0.7 11.9 26.1 1.7 17.7 30.7 3.3 14.0 1.6 1.9 10.3 17.2 Number of Traders in Each Category Total Traders: 120 8 8 4 14 18 10 32 32 21 5 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 453,280 Positions 72,432 167,397 2,564 174,423 71,486 10,745 71,490 65,844 14,254 29,694 64,083 3,637 74,041 53,270 Changes from: May 23, 2017 Total Change is: 3,920 -4,028 7,990 -19 609 -3,746 106 2,008 -8,980 2,134 -1,589 5,782 -419 5,118 1,072 Percent of Open Interest Represented by Each Category of Trader 16.0 36.9 0.6 38.5 15.8 2.4 15.8 14.5 3.1 6.6 14.1 0.8 16.3 11.8 Number of Traders in Each Category Total Traders: 254 13 22 13 53 30 34 41 39 29 35 20 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 35,335 Positions 1,823 23,363 28 17,825 0 264 2,256 6,103 287 0 836 0 12,852 4,454 Changes from: May 23, 2017 Total Change is: 366 -92 -72 0 -341 0 29 161 1,070 5 0 -700 0 604 34 Percent of Open Interest Represented by Each Category of Trader 5.2 66.1 0.1 50.4 0.0 0.7 6.4 17.3 0.8 0.0 2.4 0.0 36.4 12.6 Number of Traders in Each Category Total Traders: 23 . . . 11 0 4 . 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 129,388 Positions 56,366 34,685 478 9,391 11,968 1,095 36,056 41,863 2,600 2,701 5,649 0 20,701 31,050 Changes from: May 23, 2017 Total Change is: 1,138 -3,140 14 -23 -1,302 -410 165 2,754 -268 -169 846 623 0 2,007 1,206 Percent of Open Interest Represented by Each Category of Trader 43.6 26.8 0.4 7.3 9.2 0.8 27.9 32.4 2.0 2.1 4.4 0.0 16.0 24.0 Number of Traders in Each Category Total Traders: 83 6 5 . 7 10 6 25 23 14 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 36,012 Positions 5,951 32,264 1 6,242 0 0 21,442 2,294 54 830 549 0 1,492 850 Changes from: May 23, 2017 Total Change is: -47 422 -104 0 21 0 0 -683 -20 54 61 0 0 78 23 Percent of Open Interest Represented by Each Category of Trader 16.5 89.6 0.0 17.3 0.0 0.0 59.5 6.4 0.1 2.3 1.5 0.0 4.1 2.4 Number of Traders in Each Category Total Traders: 37 . 6 . 4 0 0 13 5 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 206,058 Positions 36,863 136,103 13 40,437 4,131 514 109,748 46,025 5,478 4,134 10,908 0 8,871 2,886 Changes from: May 23, 2017 Total Change is: -5,052 -2,431 3,432 0 -15,064 551 -131 12,543 -9,352 -629 -206 1,289 0 866 -212 Percent of Open Interest Represented by Each Category of Trader 17.9 66.1 0.0 19.6 2.0 0.2 53.3 22.3 2.7 2.0 5.3 0.0 4.3 1.4 Number of Traders in Each Category Total Traders: 156 . 12 . 17 6 . 59 23 8 17 18 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 32,902 Positions 1,018 14,165 7,924 6,187 148 0 15,043 4,046 1,317 269 4,480 0 1,144 822 Changes from: May 23, 2017 Total Change is: 9,206 13 0 7,924 21 0 0 576 210 1,154 0 60 0 -482 -142 Percent of Open Interest Represented by Each Category of Trader 3.1 43.1 24.1 18.8 0.4 0.0 45.7 12.3 4.0 0.8 13.6 0.0 3.5 2.5 Number of Traders in Each Category Total Traders: 41 . . . . . 0 15 11 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 44,203 Positions 18,273 4,108 69 1,807 10,165 0 19,028 22,557 534 700 1,806 0 3,792 4,964 Changes from: May 23, 2017 Total Change is: 38 -3,364 1,025 -75 648 -525 0 2,827 -228 -22 -519 -22 0 543 -115 Percent of Open Interest Represented by Each Category of Trader 41.3 9.3 0.2 4.1 23.0 0.0 43.0 51.0 1.2 1.6 4.1 0.0 8.6 11.2 Number of Traders in Each Category Total Traders: 67 6 5 . 6 4 0 19 19 8 . 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 17,642 Positions 5,103 2,981 8,608 827 326 0 1,773 4,682 280 0 200 0 1,051 565 Changes from: May 23, 2017 Total Change is: -166 -81 1 71 -141 0 0 -153 -157 140 0 0 0 -2 -221 Percent of Open Interest Represented by Each Category of Trader 28.9 16.9 48.8 4.7 1.8 0.0 10.0 26.5 1.6 0.0 1.1 0.0 6.0 3.2 Number of Traders in Each Category Total Traders: 25 4 . . 4 . 0 6 6 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 59,950 Positions 10,470 35,223 1,822 7,206 380 1,186 27,293 7,256 1,997 1,340 3,063 12 8,625 9,013 Changes from: May 23, 2017 Total Change is: -220 -1,381 -1,056 -1 293 -217 64 1,296 418 47 58 78 0 -596 448 Percent of Open Interest Represented by Each Category of Trader 17.5 58.8 3.0 12.0 0.6 2.0 45.5 12.1 3.3 2.2 5.1 0.0 14.4 15.0 Number of Traders in Each Category Total Traders: 115 14 22 5 13 . 4 36 13 5 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 119,900 Positions 20,940 70,445 3,644 14,412 759 2,371 54,585 14,512 3,994 2,680 6,126 24 17,250 18,025 Changes from: May 23, 2017 Total Change is: -439 -2,761 -2,111 -1 586 -433 127 2,591 835 94 116 155 0 -1,191 895 Percent of Open Interest Represented by Each Category of Trader 17.5 58.8 3.0 12.0 0.6 2.0 45.5 12.1 3.3 2.2 5.1 0.0 14.4 15.0 Number of Traders in Each Category Total Traders: 115 14 22 5 13 . 4 36 13 5 6 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 695,192 Positions 53,727 101,381 33,642 299,202 169,958 74,516 93,881 137,075 33,870 22,765 51,247 3,460 80,128 90,041 Changes from: May 23, 2017 Total Change is: 3,375 -1,093 2,375 1,238 5,218 2,015 -5,083 5,446 2,481 554 185 417 -123 -2,966 -499 Percent of Open Interest Represented by Each Category of Trader 7.7 14.6 4.8 43.0 24.4 10.7 13.5 19.7 4.9 3.3 7.4 0.5 11.5 13.0 Number of Traders in Each Category Total Traders: 602 36 34 29 120 91 87 84 122 73 48 67 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 77,966 Positions 22,384 18,619 1,620 21,037 18,495 1,169 5,808 12,312 25 3,094 3 0 22,829 25,723 Changes from: May 23, 2017 Total Change is: 140 -338 1,459 0 987 308 -240 768 -488 2 27 3 0 -1,066 -904 Percent of Open Interest Represented by Each Category of Trader 28.7 23.9 2.1 27.0 23.7 1.5 7.4 15.8 0.0 4.0 0.0 0.0 29.3 33.0 Number of Traders in Each Category Total Traders: 48 5 9 4 7 4 4 12 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,086,131 Positions 252,728 509,826 64,097 1,393,947 760,441 363,613 516,066 699,518 93,524 101,677 259,540 13,982 286,497 321,590 Changes from: May 23, 2017 Total Change is: 16,177 -8,286 71 10,701 21,093 8,471 -24,153 25,091 16,550 1,057 895 2,176 -721 -9,500 2,025 Percent of Open Interest Represented by Each Category of Trader 8.2 16.5 2.1 45.2 24.6 11.8 16.7 22.7 3.0 3.3 8.4 0.5 9.3 10.4 Number of Traders in Each Category Total Traders: 595 38 31 27 119 90 84 81 123 65 47 66 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 16,074 Positions 3,862 11,721 0 8,618 3,212 75 641 226 0 738 0 0 2,140 840 Changes from: May 23, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 24.0 72.9 0.0 53.6 20.0 0.5 4.0 1.4 0.0 4.6 0.0 0.0 13.3 5.2 Number of Traders in Each Category Total Traders: 20 4 5 0 5 . . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 91,384 Positions 5,472 40,104 730 45,116 40,212 3,581 22,209 2,383 711 1,411 280 0 12,154 3,383 Changes from: May 23, 2017 Total Change is: -1,757 714 -543 -20 -1,590 -192 -53 -658 -1,125 43 0 0 0 -193 133 Percent of Open Interest Represented by Each Category of Trader 6.0 43.9 0.8 49.4 44.0 3.9 24.3 2.6 0.8 1.5 0.3 0.0 13.3 3.7 Number of Traders in Each Category Total Traders: 78 4 7 . 29 16 14 16 4 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 55,100 Positions 6,147 20,681 738 13,011 4,763 1,013 24,503 16,399 776 1,666 3,287 237 7,008 7,205 Changes from: May 23, 2017 Total Change is: 1,058 -815 775 267 97 13 6 1,725 175 -601 -171 191 -31 581 263 Percent of Open Interest Represented by Each Category of Trader 11.2 37.5 1.3 23.6 8.6 1.8 44.5 29.8 1.4 3.0 6.0 0.4 12.7 13.1 Number of Traders in Each Category Total Traders: 255 16 22 7 50 22 14 47 57 18 15 26 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 275,501 Positions 30,733 103,405 3,691 65,056 23,815 5,066 122,517 81,995 3,882 8,332 16,436 1,186 35,038 36,025 Changes from: May 23, 2017 Total Change is: 5,292 -4,075 3,874 1,337 484 66 29 8,626 875 -3,004 -855 955 -153 2,903 1,313 Percent of Open Interest Represented by Each Category of Trader 11.2 37.5 1.3 23.6 8.6 1.8 44.5 29.8 1.4 3.0 6.0 0.4 12.7 13.1 Number of Traders in Each Category Total Traders: 255 16 22 7 50 22 14 47 57 18 15 26 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 572,884 Positions 68,004 112,404 5,182 243,520 188,983 37,325 156,195 179,823 14,631 18,411 9,326 381 29,235 24,829 Changes from: May 23, 2017 Total Change is: 4,123 5,917 -2,640 601 -4,692 3,091 -196 926 1,978 1,232 -605 -783 211 729 629 Percent of Open Interest Represented by Each Category of Trader 11.9 19.6 0.9 42.5 33.0 6.5 27.3 31.4 2.6 3.2 1.6 0.1 5.1 4.3 Number of Traders in Each Category Total Traders: 324 25 21 5 68 51 35 57 66 22 18 18 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 39,530 Positions 1,091 22,181 0 16,069 475 74 7,456 9,778 144 6,296 3,657 0 8,400 3,221 Changes from: May 23, 2017 Total Change is: -618 161 -650 -1 265 0 -1 490 -458 91 -225 339 0 -1,398 62 Percent of Open Interest Represented by Each Category of Trader 2.8 56.1 0.0 40.7 1.2 0.2 18.9 24.7 0.4 15.9 9.3 0.0 21.2 8.1 Number of Traders in Each Category Total Traders: 53 . 6 0 16 . . 11 7 . 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 79,511 Positions 16,601 24,954 245 23,140 6,667 1,864 25,236 15,634 739 2,305 1,936 0 9,381 27,472 Changes from: May 23, 2017 Total Change is: -2,245 -403 1,407 -46 -116 -1,512 186 -1,803 -1,981 368 108 -181 0 -539 -486 Percent of Open Interest Represented by Each Category of Trader 20.9 31.4 0.3 29.1 8.4 2.3 31.7 19.7 0.9 2.9 2.4 0.0 11.8 34.6 Number of Traders in Each Category Total Traders: 86 12 11 . 12 6 5 20 17 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 309,661 Positions 14,433 205,122 8,331 204,337 62,795 13,672 54,139 10,539 2,582 3,106 1,083 29 9,032 5,508 Changes from: May 23, 2017 Total Change is: 11,471 55 1,348 6,573 5,990 -794 -1,278 -166 4,451 80 -238 76 0 455 1,015 Percent of Open Interest Represented by Each Category of Trader 4.7 66.2 2.7 66.0 20.3 4.4 17.5 3.4 0.8 1.0 0.3 0.0 2.9 1.8 Number of Traders in Each Category Total Traders: 147 8 13 6 54 25 21 30 7 9 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 972,582 Positions 28,342 726,124 14,097 582,654 102,161 57,722 212,266 34,107 12,603 38,507 17,011 798 25,593 7,959 Changes from: May 23, 2017 Total Change is: 22,154 -328 6,019 9,008 11,251 -786 -3,717 2,631 7,899 1,035 4,393 -1,434 -39 -2,080 4,169 Percent of Open Interest Represented by Each Category of Trader 2.9 74.7 1.4 59.9 10.5 5.9 21.8 3.5 1.3 4.0 1.7 0.1 2.6 0.8 Number of Traders in Each Category Total Traders: 353 24 21 11 121 37 48 69 22 20 45 14 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 755,193 Positions 8,271 36,362 3,917 281,967 143,808 126,027 92,759 161,982 57,082 6,939 52,138 5,589 172,642 168,288 Changes from: May 23, 2017 Total Change is: -42,499 -1,663 -6,031 -1,971 -1,246 9,228 -5,985 -3,265 4,417 -37,894 721 5,854 1,806 6,998 -11,923 Percent of Open Interest Represented by Each Category of Trader 1.1 4.8 0.5 37.3 19.0 16.7 12.3 21.4 7.6 0.9 6.9 0.7 22.9 22.3 Number of Traders in Each Category Total Traders: 156 4 10 5 41 28 35 30 28 26 8 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 775,507 Positions 638 155,774 4,405 435,778 51,663 103,413 32,764 310,343 35,779 36,328 15,755 2,280 124,122 96,095 Changes from: May 23, 2017 Total Change is: 1,747 -2,954 3,173 2,845 8,116 -150 4,621 -2,004 -3,486 6,404 4,411 840 -286 -19,406 -12,214 Percent of Open Interest Represented by Each Category of Trader 0.1 20.1 0.6 56.2 6.7 13.3 4.2 40.0 4.6 4.7 2.0 0.3 16.0 12.4 Number of Traders in Each Category Total Traders: 111 . 12 4 48 10 34 12 19 16 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,319,632 Positions 58,179 72,829 28,671 416,803 216,294 190,546 222,133 294,979 67,530 197,003 258,892 8,972 129,795 180,919 Changes from: May 23, 2017 Total Change is: -120,045 3,233 -22,780 -8,158 -23,747 -22,757 -9,172 -3,201 23,037 -25,948 1,583 -7,899 -25,718 -28,917 -20,650 Percent of Open Interest Represented by Each Category of Trader 4.4 5.5 2.2 31.6 16.4 14.4 16.8 22.4 5.1 14.9 19.6 0.7 9.8 13.7 Number of Traders in Each Category Total Traders: 268 12 24 17 57 36 46 48 42 38 21 28 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,284,784 Positions 128,180 205,167 67,034 1,131,706 876,271 461,501 667,434 800,260 135,961 254,502 132,072 34,922 403,544 571,596 Changes from: May 23, 2017 Total Change is: -254,067 -5,765 5,443 10,099 -58,945 -142,790 1,478 -68,331 5,024 -143,114 -26,004 -17,764 2,457 34,058 25,100 Percent of Open Interest Represented by Each Category of Trader 3.9 6.2 2.0 34.5 26.7 14.0 20.3 24.4 4.1 7.7 4.0 1.1 12.3 17.4 Number of Traders in Each Category Total Traders: 378 25 28 23 65 76 75 73 53 53 21 35 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 374,990 Positions 6,101 8,045 3,221 86,629 157,127 28,283 133,657 31,313 18,770 9,265 6,629 0 89,064 121,602 Changes from: May 23, 2017 Total Change is: 4,238 3,586 -205 538 -6,350 3,315 -729 8,807 3,528 -1,581 -358 2,500 0 325 -3,128 Percent of Open Interest Represented by Each Category of Trader 1.6 2.1 0.9 23.1 41.9 7.5 35.6 8.4 5.0 2.5 1.8 0.0 23.8 32.4 Number of Traders in Each Category Total Traders: 56 . . . 11 20 24 11 6 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 3,308,891 Positions 24,774 468,259 59,917 1,682,086 618,101 381,650 424,114 938,135 168,480 206,094 236,192 21,524 340,252 416,633 Changes from: May 23, 2017 Total Change is: -39,619 7,084 -28,156 -7,367 -46,599 -73,242 -14,714 9,996 71,292 7,278 2,239 -11,370 -28,439 30,903 45,099 Percent of Open Interest Represented by Each Category of Trader 0.7 14.2 1.8 50.8 18.7 11.5 12.8 28.4 5.1 6.2 7.1 0.7 10.3 12.6 Number of Traders in Each Category Total Traders: 291 7 36 18 58 45 64 42 58 48 12 31 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 1,719,821 Positions 384,419 170,854 534,533 3,500 14,961 13,097 235,869 402,055 328,503 75,674 91,750 97,602 46,624 66,466 Changes from: May 23, 2017 Total Change is: 63,002 6,155 -12,466 38,827 0 831 1,166 6,032 31,742 20 -11,928 -13,384 15,408 7,322 858 Percent of Open Interest Represented by Each Category of Trader 22.4 9.9 31.1 0.2 0.9 0.8 13.7 23.4 19.1 4.4 5.3 5.7 2.7 3.9 Number of Traders in Each Category Total Traders: 164 24 36 52 . 5 . 15 52 46 9 12 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 is14,028,713 Positions 4,824,403 972,774 2,580,788 106,176 1,531,538 807,037 489,416 2,782,452 2,610,909 1,003,754 722,183 868,640 737,590 1,152,392 Changes from: May 23, 2017 Total Change is: 414,419 -36,534 -109,834 56,112 6,273 83,918 -30,110 -45,309 -13,573 234,036 -1,450 11,517 100,634 130,767 81,719 Percent of Open Interest Represented by Each Category of Trader 34.4 6.9 18.4 0.8 10.9 5.8 3.5 19.8 18.6 7.2 5.1 6.2 5.3 8.2 Number of Traders in Each Category Total Traders: 320 30 54 76 . 36 27 45 91 101 9 33 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 29,634 Positions 18,804 2,689 13 259 12,387 83 2,402 10,392 25 7,929 3,847 92 27 106 Changes from: May 23, 2017 Total Change is: -186 -246 -206 13 54 25 0 -435 19 23 417 -37 0 -12 -23 Percent of Open Interest Represented by Each Category of Trader 63.5 9.1 0.0 0.9 41.8 0.3 8.1 35.1 0.1 26.8 13.0 0.3 0.1 0.4 Number of Traders in Each Category Total Traders: 51 4 5 . . 12 . 8 9 . 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 24,614 Positions 14,368 712 0 650 10,202 171 9,147 9,026 130 100 4,263 0 48 110 Changes from: May 23, 2017 Total Change is: -1,292 -220 -1,067 0 32 5 0 -1,224 588 130 0 -979 0 -10 31 Percent of Open Interest Represented by Each Category of Trader 58.4 2.9 0.0 2.6 41.4 0.7 37.2 36.7 0.5 0.4 17.3 0.0 0.2 0.4 Number of Traders in Each Category Total Traders: 32 4 . 0 . 5 . 6 7 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 84,839 Positions 51 50,343 50 11,784 4,333 540 40,833 18,200 3,508 15,785 1,582 222 12,066 6,061 Changes from: May 23, 2017 Total Change is: -297 0 -3,838 0 27 492 -22 -2,477 2,197 389 -1,280 -2,554 103 2,963 2,936 Percent of Open Interest Represented by Each Category of Trader 0.1 59.3 0.1 13.9 5.1 0.6 48.1 21.5 4.1 18.6 1.9 0.3 14.2 7.1 Number of Traders in Each Category Total Traders: 149 . . . 14 5 . 30 35 16 53 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 577,687 Positions 125,589 42,581 19,089 52,254 44,804 70,782 111,104 217,719 120,468 21,980 6,048 22,268 34,153 33,928 Changes from: May 23, 2017 Total Change is: 52,531 11,319 1,307 919 24,519 6,166 -13,587 15,693 47,166 7,951 2,254 -168 2,008 1,455 769 Percent of Open Interest Represented by Each Category of Trader 21.7 7.4 3.3 9.0 7.8 12.3 19.2 37.7 20.9 3.8 1.0 3.9 5.9 5.9 Number of Traders in Each Category Total Traders: 248 24 5 17 22 24 15 50 71 53 25 13 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of May 30, 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 40,851 Positions 1,055 7,734 0 28,520 2,141 0 5,219 30,439 257 5,741 171 0 59 109 Changes from: May 23, 2017 Total Change is: -8,014 959 -332 0 -94 94 0 -8,887 -7,809 1 0 1 0 7 31 Percent of Open Interest Represented by Each Category of Trader 2.6 18.9 0.0 69.8 5.2 0.0 12.8 74.5 0.6 14.1 0.4 0.0 0.1 0.3 Number of Traders in Each Category Total Traders: 37 . . 0 8 . 0 7 8 . 6 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 2, 2017