Traders in Financial Futures - Futures Only Positions as of June 13, 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 204,115 Positions 75,975 11,825 4,687 32,873 38,009 729 18,134 93,867 15,724 28,809 2,592 421 26,763 36,261 Changes from: June 6, 2017 Total Change is: -6,818 -10,494 50 3,296 1,581 -3,806 2 -1,218 -4,655 -197 -362 -243 -322 896 -943 Percent of Open Interest Represented by Each Category of Trader 37.2 5.8 2.3 16.1 18.6 0.4 8.9 46.0 7.7 14.1 1.3 0.2 13.1 17.8 Number of Traders in Each Category Total Traders: 108 13 . 7 12 10 5 18 37 19 10 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 55,138 Positions 12,567 10,914 951 3,031 2,880 0 14,084 20,535 3,742 6,424 1,521 0 14,339 14,595 Changes from: June 6, 2017 Total Change is: 3,410 -1,251 537 670 -125 -319 0 1,891 -702 2,077 38 39 0 110 1,108 Percent of Open Interest Represented by Each Category of Trader 22.8 19.8 1.7 5.5 5.2 0.0 25.5 37.2 6.8 11.7 2.8 0.0 26.0 26.5 Number of Traders in Each Category Total Traders: 43 . 7 5 4 . 0 12 12 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 269,593 Positions 129,970 58,651 7,609 20,576 73,011 6,234 34,694 54,526 25,278 15,942 10,543 2,584 26,706 31,157 Changes from: June 6, 2017 Total Change is: 21,420 829 -11,458 5,023 -397 876 4,015 -5,628 4,810 17,303 167 -1,676 1,637 -1,529 890 Percent of Open Interest Represented by Each Category of Trader 48.2 21.8 2.8 7.6 27.1 2.3 12.9 20.2 9.4 5.9 3.9 1.0 9.9 11.6 Number of Traders in Each Category Total Traders: 124 8 9 7 14 23 9 21 36 24 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 210,617 Positions 83,980 44,854 3,479 24,692 58,978 3,316 29,495 51,596 9,810 32,231 4,627 80 23,534 33,877 Changes from: June 6, 2017 Total Change is: -14,932 1,487 4,760 1,597 -2,542 378 -165 -5,147 -12,342 -7,936 2,049 -17 -1,192 -3,083 -15 Percent of Open Interest Represented by Each Category of Trader 39.9 21.3 1.7 11.7 28.0 1.6 14.0 24.5 4.7 15.3 2.2 0.0 11.2 16.1 Number of Traders in Each Category Total Traders: 117 7 10 4 15 17 9 22 36 19 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 474,300 Positions 80,403 166,583 20,074 168,662 69,385 10,942 61,696 51,695 23,382 30,223 64,196 4,588 74,330 63,455 Changes from: June 6, 2017 Total Change is: 27,122 8,100 -1,975 16,719 -4,181 461 524 -3,003 -2,894 3,703 305 -492 1,548 3,407 9,528 Percent of Open Interest Represented by Each Category of Trader 17.0 35.1 4.2 35.6 14.6 2.3 13.0 10.9 4.9 6.4 13.5 1.0 15.7 13.4 Number of Traders in Each Category Total Traders: 236 15 15 16 51 33 36 38 38 31 28 15 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 34,236 Positions 1,182 22,959 60 16,178 0 262 3,424 4,850 374 0 836 0 12,756 4,895 Changes from: June 6, 2017 Total Change is: 397 -780 411 32 -578 0 19 180 -823 47 0 0 0 1,477 711 Percent of Open Interest Represented by Each Category of Trader 3.5 67.1 0.2 47.3 0.0 0.8 10.0 14.2 1.1 0.0 2.4 0.0 37.3 14.3 Number of Traders in Each Category Total Traders: 23 . . . 11 0 4 . 5 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 134,959 Positions 55,529 34,259 2,825 5,640 10,673 1,908 29,709 37,914 11,863 4,275 7,293 31 23,179 28,193 Changes from: June 6, 2017 Total Change is: 1,387 -3,442 -259 525 -3,669 -1,764 363 -2,087 -3,247 6,557 403 -434 -177 2,914 -177 Percent of Open Interest Represented by Each Category of Trader 41.1 25.4 2.1 4.2 7.9 1.4 22.0 28.1 8.8 3.2 5.4 0.0 17.2 20.9 Number of Traders in Each Category Total Traders: 87 7 6 7 7 10 6 24 23 18 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 41,874 Positions 5,927 31,093 4,063 6,375 0 0 20,469 2,802 20 1,073 506 2,455 1,492 935 Changes from: June 6, 2017 Total Change is: 4,248 -22 -816 4,062 282 0 0 -1,024 350 -499 177 67 1,255 17 -171 Percent of Open Interest Represented by Each Category of Trader 14.2 74.3 9.7 15.2 0.0 0.0 48.9 6.7 0.0 2.6 1.2 5.9 3.6 2.2 Number of Traders in Each Category Total Traders: 41 . 6 . . 0 0 14 7 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 233,490 Positions 26,814 144,242 13,583 36,697 3,239 1,985 122,018 39,529 18,903 3,607 9,010 66 9,817 2,933 Changes from: June 6, 2017 Total Change is: 26,374 -4,447 4,816 13,461 -2,342 324 825 9,317 -2,222 9,326 -479 -415 66 647 193 Percent of Open Interest Represented by Each Category of Trader 11.5 61.8 5.8 15.7 1.4 0.9 52.3 16.9 8.1 1.5 3.9 0.0 4.2 1.3 Number of Traders in Each Category Total Traders: 156 . 13 . 17 5 . 62 26 14 13 15 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 17,926 Positions 174 10,691 144 5,428 594 0 9,853 4,124 786 130 1,135 0 1,411 452 Changes from: June 6, 2017 Total Change is: 644 0 0 0 -450 356 0 1,185 349 -25 0 0 0 -66 -36 Percent of Open Interest Represented by Each Category of Trader 1.0 59.6 0.8 30.3 3.3 0.0 55.0 23.0 4.4 0.7 6.3 0.0 7.9 2.5 Number of Traders in Each Category Total Traders: 36 . . . . . 0 12 12 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 53,576 Positions 10,544 6,125 3,611 1,980 10,147 0 30,015 25,921 1,409 326 1,420 173 5,518 4,770 Changes from: June 6, 2017 Total Change is: 9,762 -4,143 1,111 3,530 199 0 0 8,386 4,589 668 -136 -450 172 1,086 142 Percent of Open Interest Represented by Each Category of Trader 19.7 11.4 6.7 3.7 18.9 0.0 56.0 48.4 2.6 0.6 2.7 0.3 10.3 8.9 Number of Traders in Each Category Total Traders: 78 6 5 . 6 4 0 30 17 11 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 31,016 Positions 3,708 17,682 5,017 1,129 378 0 17,957 5,612 1,288 821 200 0 1,096 839 Changes from: June 6, 2017 Total Change is: 9,234 -1,223 6,327 278 278 52 0 7,930 1,357 1,055 821 0 0 95 165 Percent of Open Interest Represented by Each Category of Trader 12.0 57.0 16.2 3.6 1.2 0.0 57.9 18.1 4.2 2.6 0.6 0.0 3.5 2.7 Number of Traders in Each Category Total Traders: 30 . 4 . 5 . 0 8 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 71,798 Positions 10,304 36,926 6,579 8,340 194 800 29,504 8,455 2,743 1,878 3,853 821 10,831 11,430 Changes from: June 6, 2017 Total Change is: 9,455 -89 -10 4,672 1,145 73 -86 1,167 452 435 191 968 497 1,524 2,455 Percent of Open Interest Represented by Each Category of Trader 14.4 51.4 9.2 11.6 0.3 1.1 41.1 11.8 3.8 2.6 5.4 1.1 15.1 15.9 Number of Traders in Each Category Total Traders: 120 14 22 14 12 . 4 40 11 8 9 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 143,596 Positions 20,608 73,851 13,158 16,679 387 1,599 59,008 16,909 5,485 3,755 7,705 1,642 21,662 22,860 Changes from: June 6, 2017 Total Change is: 18,910 -177 -20 9,344 2,290 146 -172 2,333 903 870 381 1,936 994 3,047 4,909 Percent of Open Interest Represented by Each Category of Trader 14.4 51.4 9.2 11.6 0.3 1.1 41.1 11.8 3.8 2.6 5.4 1.1 15.1 15.9 Number of Traders in Each Category Total Traders: 120 14 22 14 12 . 4 40 11 8 9 7 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 785,893 Positions 49,605 109,966 76,919 294,696 165,348 105,297 91,408 132,180 46,659 28,208 51,614 7,008 86,093 90,901 Changes from: June 6, 2017 Total Change is: 79,005 -5,977 8,846 32,981 2,688 1,688 28,480 -1,503 -5,827 9,188 4,155 -894 3,457 5,536 1,086 Percent of Open Interest Represented by Each Category of Trader 6.3 14.0 9.8 37.5 21.0 13.4 11.6 16.8 5.9 3.6 6.6 0.9 11.0 11.6 Number of Traders in Each Category Total Traders: 602 34 38 41 119 83 87 86 122 96 50 69 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 91,400 Positions 16,989 23,959 9,017 23,000 18,651 4,374 8,107 13,261 1,463 2,977 409 0 25,473 20,266 Changes from: June 6, 2017 Total Change is: 13,024 -5,250 6,906 7,247 952 2,328 2,866 2,265 -1,357 1,368 159 7 -1 3,418 -6,340 Percent of Open Interest Represented by Each Category of Trader 18.6 26.2 9.9 25.2 20.4 4.8 8.9 14.5 1.6 3.3 0.4 0.0 27.9 22.2 Number of Traders in Each Category Total Traders: 53 5 11 8 7 5 5 11 9 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 3,472,466 Positions 254,257 521,210 248,336 1,361,475 736,480 501,621 515,602 693,695 126,882 128,579 258,452 32,616 303,098 353,174 Changes from: June 6, 2017 Total Change is: 329,903 -7,226 6,108 132,264 8,804 -3,076 127,944 -7,504 -11,011 27,761 20,614 -3,871 16,654 10,592 37,130 Percent of Open Interest Represented by Each Category of Trader 7.3 15.0 7.2 39.2 21.2 14.4 14.8 20.0 3.7 3.7 7.4 0.9 8.7 10.2 Number of Traders in Each Category Total Traders: 597 36 35 38 118 82 85 87 121 86 50 67 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 23,719 Positions 2,380 13,439 4,929 9,023 3,263 401 2,818 677 0 1,723 0 0 2,445 1,010 Changes from: June 6, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 10.0 56.7 20.8 38.0 13.8 1.7 11.9 2.9 0.0 7.3 0.0 0.0 10.3 4.3 Number of Traders in Each Category Total Traders: 24 . 5 4 4 4 . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 #13874E Open Interest is 18,260 Positions 9 10,086 6,698 1,819 0 131 6,534 0 782 0 0 0 2,287 563 Changes from: June 6, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 55.2 36.7 10.0 0.0 0.7 35.8 0.0 4.3 0.0 0.0 0.0 12.5 3.1 Number of Traders in Each Category Total Traders: 20 . 9 7 . 0 . 7 0 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 #13874J Open Interest is 28,092 Positions 11,891 7,315 7,501 3,588 10,424 142 903 0 0 203 1,889 0 3,864 821 Changes from: June 6, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 42.3 26.0 26.7 12.8 37.1 0.5 3.2 0.0 0.0 0.7 6.7 0.0 13.8 2.9 Number of Traders in Each Category Total Traders: 21 7 . 5 . 4 . . 0 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 97,655 Positions 2,722 38,905 7,810 41,292 39,035 4,093 25,456 2,035 2,125 1,411 280 0 12,746 3,372 Changes from: June 6, 2017 Total Change is: 7,389 -1,652 329 6,527 -969 -1,092 310 1,844 -457 1,453 0 0 0 -124 319 Percent of Open Interest Represented by Each Category of Trader 2.8 39.8 8.0 42.3 40.0 4.2 26.1 2.1 2.2 1.4 0.3 0.0 13.1 3.5 Number of Traders in Each Category Total Traders: 83 4 8 6 28 17 14 19 . 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 89,647 Positions 5,584 22,750 19,017 13,099 6,109 10,716 27,625 18,960 1,461 4,186 3,322 231 7,728 7,081 Changes from: June 6, 2017 Total Change is: 26,406 114 -2,152 16,649 -2,222 32 9,328 -141 1,582 748 1,451 -90 67 412 242 Percent of Open Interest Represented by Each Category of Trader 6.2 25.4 21.2 14.6 6.8 12.0 30.8 21.1 1.6 4.7 3.7 0.3 8.6 7.9 Number of Traders in Each Category Total Traders: 262 17 25 25 47 21 20 54 54 29 18 25 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 448,235 Positions 27,921 113,752 95,085 65,493 30,545 53,579 138,125 94,798 7,305 20,932 16,608 1,157 38,638 35,406 Changes from: June 6, 2017 Total Change is: 132,029 572 -10,759 83,243 -11,108 161 46,638 -703 7,910 3,738 7,255 -448 334 2,060 1,212 Percent of Open Interest Represented by Each Category of Trader 6.2 25.4 21.2 14.6 6.8 12.0 30.8 21.1 1.6 4.7 3.7 0.3 8.6 7.9 Number of Traders in Each Category Total Traders: 262 17 25 25 47 21 20 54 54 29 18 25 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 657,828 Positions 47,456 159,019 70,697 243,443 183,193 38,052 179,956 146,573 18,500 26,809 8,225 1,356 31,559 32,213 Changes from: June 6, 2017 Total Change is: 86,714 -11,975 26,107 64,012 3,484 -1,936 2,086 14,162 -15,709 4,275 8,643 -1,504 1,186 841 8,197 Percent of Open Interest Represented by Each Category of Trader 7.2 24.2 10.7 37.0 27.8 5.8 27.4 22.3 2.8 4.1 1.3 0.2 4.8 4.9 Number of Traders in Each Category Total Traders: 333 22 25 18 67 49 36 67 67 33 17 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 36,672 Positions 697 18,323 0 15,535 587 358 7,365 4,874 30 4,677 10,410 0 8,010 2,090 Changes from: June 6, 2017 Total Change is: -19,706 -788 -3,412 -2,800 88 0 -5 637 -4,356 -4,076 -1,179 7,000 -7,525 -4,058 -4,532 Percent of Open Interest Represented by Each Category of Trader 1.9 50.0 0.0 42.4 1.6 1.0 20.1 13.3 0.1 12.8 28.4 0.0 21.8 5.7 Number of Traders in Each Category Total Traders: 41 . . 0 15 . . 6 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 63,884 Positions 13,245 1,698 105 24,075 5,704 1,342 12,867 10,385 43 1,565 1,152 0 10,642 43,455 Changes from: June 6, 2017 Total Change is: -38,977 -4,723 -28,423 -3,571 -1,588 -1,540 -537 -11,402 -8,921 -6,752 -962 -485 -148 -9,294 11,400 Percent of Open Interest Represented by Each Category of Trader 20.7 2.7 0.2 37.7 8.9 2.1 20.1 16.3 0.1 2.4 1.8 0.0 16.7 68.0 Number of Traders in Each Category Total Traders: 65 12 . . 13 4 4 16 10 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 329,863 Positions 14,824 197,921 37,749 187,953 60,999 17,243 55,393 4,530 3,252 2,305 1,095 29 11,115 7,045 Changes from: June 6, 2017 Total Change is: 23,397 -384 -1,962 23,635 -6 -832 4,467 -2,623 -132 -3,139 -30 0 0 1,477 1,360 Percent of Open Interest Represented by Each Category of Trader 4.5 60.0 11.4 57.0 18.5 5.2 16.8 1.4 1.0 0.7 0.3 0.0 3.4 2.1 Number of Traders in Each Category Total Traders: 135 9 12 15 54 23 24 25 5 8 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 1,140,938 Positions 24,645 715,345 146,145 579,889 109,338 66,777 207,111 35,890 21,332 42,269 18,295 6,346 46,424 21,470 Changes from: June 6, 2017 Total Change is: 154,054 -6,866 -10,332 114,286 4,008 2,889 8,546 97 10,054 4,517 224 2,945 5,561 23,681 15,588 Percent of Open Interest Represented by Each Category of Trader 2.2 62.7 12.8 50.8 9.6 5.9 18.2 3.1 1.9 3.7 1.6 0.6 4.1 1.9 Number of Traders in Each Category Total Traders: 355 21 22 15 117 38 51 66 24 26 46 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 733,740 Positions 11,824 64,478 2,306 288,213 145,702 129,959 105,166 166,989 9,556 11,797 50,910 3,014 171,905 160,826 Changes from: June 6, 2017 Total Change is: 29,726 2,120 22,193 -2,930 13,922 7,528 1,461 6,010 8,037 -4,434 3,195 -929 -59 10,441 -1,141 Percent of Open Interest Represented by Each Category of Trader 1.6 8.8 0.3 39.3 19.9 17.7 14.3 22.8 1.3 1.6 6.9 0.4 23.4 21.9 Number of Traders in Each Category Total Traders: 162 6 15 5 42 26 34 34 22 14 9 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 763,238 Positions 2,991 163,542 882 425,930 50,664 107,954 34,745 300,922 31,628 38,906 20,047 2,050 118,152 85,549 Changes from: June 6, 2017 Total Change is: -15,432 -1,107 8,490 -2,354 -8,562 -6,470 1,348 664 -11,584 -3,088 496 2,475 -174 -2,655 -4,075 Percent of Open Interest Represented by Each Category of Trader 0.4 21.4 0.1 55.8 6.6 14.1 4.6 39.4 4.1 5.1 2.6 0.3 15.5 11.2 Number of Traders in Each Category Total Traders: 113 . 15 4 50 8 34 11 19 14 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 1,385,338 Positions 40,769 183,104 3,647 440,570 176,997 195,567 337,127 281,306 49,454 187,059 340,556 7,313 123,832 147,394 Changes from: June 6, 2017 Total Change is: 18,999 -23,599 32,318 -4,115 37,431 -30,335 -1,636 21,727 -6,815 -4,463 483 39,930 -3,052 -3,777 -2,833 Percent of Open Interest Represented by Each Category of Trader 2.9 13.2 0.3 31.8 12.8 14.1 24.3 20.3 3.6 13.5 24.6 0.5 8.9 10.6 Number of Traders in Each Category Total Traders: 280 10 26 7 59 35 43 53 44 35 21 32 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 3,180,408 Positions 125,319 229,713 32,236 1,139,256 899,966 478,559 637,055 721,914 109,114 250,033 142,394 36,326 372,510 530,186 Changes from: June 6, 2017 Total Change is: -28,170 -25,248 10,474 5,288 -5,472 8,887 27,015 -45,492 -67,552 -855 12,758 -20,847 -138 3,974 9,558 Percent of Open Interest Represented by Each Category of Trader 3.9 7.2 1.0 35.8 28.3 15.0 20.0 22.7 3.4 7.9 4.5 1.1 11.7 16.7 Number of Traders in Each Category Total Traders: 396 21 36 18 66 83 77 58 68 47 21 43 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 366,075 Positions 2,137 22,560 4,882 79,249 157,622 25,745 143,786 28,403 12,182 9,475 6,629 0 88,619 108,052 Changes from: June 6, 2017 Total Change is: 1,353 -471 11,822 1,166 1,956 -3,973 -1,276 -8 -3,575 -463 -42 0 0 491 -2,348 Percent of Open Interest Represented by Each Category of Trader 0.6 6.2 1.3 21.6 43.1 7.0 39.3 7.8 3.3 2.6 1.8 0.0 24.2 29.5 Number of Traders in Each Category Total Traders: 60 . 7 4 10 22 26 11 5 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 3,173,532 Positions 82,178 346,518 9,956 1,616,785 689,336 421,122 422,843 1,002,493 87,796 217,166 242,710 20,509 295,177 353,092 Changes from: June 6, 2017 Total Change is: -42,722 36,944 -49,769 -13,937 -55,489 15,799 18,439 3,618 32,783 -37,385 11,033 1,151 -434 -5,511 -9,369 Percent of Open Interest Represented by Each Category of Trader 2.6 10.9 0.3 50.9 21.7 13.3 13.3 31.6 2.8 6.8 7.6 0.6 9.3 11.1 Number of Traders in Each Category Total Traders: 291 10 32 7 57 47 66 41 58 40 12 34 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 1,679,957 Positions 299,125 161,858 562,544 5,422 8,440 25,608 277,039 368,134 297,562 57,774 91,804 103,774 51,109 60,233 Changes from: June 6, 2017 Total Change is: 71,643 -16,334 4,338 47,311 990 -914 600 3,056 4,961 4,650 -206 -19,817 27,065 4,511 3,449 Percent of Open Interest Represented by Each Category of Trader 17.8 9.6 33.5 0.3 0.5 1.5 16.5 21.9 17.7 3.4 5.5 6.2 3.0 3.6 Number of Traders in Each Category Total Traders: 143 23 33 51 . 4 . 17 36 38 9 9 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 is14,150,540 Positions 4,323,446 991,534 2,851,307 149,061 1,658,209 797,104 821,879 2,567,381 2,570,490 1,084,450 664,515 921,372 631,431 1,128,628 Changes from: June 6, 2017 Total Change is: 75,176 -296,994 19,416 136,569 -8,466 83,512 -12,043 163,666 -152,058 40,489 39,824 -87,977 23,838 -11,707 23,430 Percent of Open Interest Represented by Each Category of Trader 30.6 7.0 20.1 1.1 11.7 5.6 5.8 18.1 18.2 7.7 4.7 6.5 4.5 8.0 Number of Traders in Each Category Total Traders: 329 28 55 73 6 34 27 55 85 104 14 33 37 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 29,127 Positions 17,137 2,506 0 350 11,659 86 2,663 10,980 0 8,753 3,706 92 46 98 Changes from: June 6, 2017 Total Change is: -957 -1,041 -321 0 13 -212 3 419 84 -503 166 -10 0 -14 2 Percent of Open Interest Represented by Each Category of Trader 58.8 8.6 0.0 1.2 40.0 0.3 9.1 37.7 0.0 30.1 12.7 0.3 0.2 0.3 Number of Traders in Each Category Total Traders: 48 4 5 0 . 11 . 7 8 0 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 27,027 Positions 16,665 921 0 798 10,699 59 7,921 9,780 1,458 100 4,044 0 26 66 Changes from: June 6, 2017 Total Change is: 797 512 139 0 34 118 -112 -1,062 -426 1,431 0 -352 0 -6 -1 Percent of Open Interest Represented by Each Category of Trader 61.7 3.4 0.0 3.0 39.6 0.2 29.3 36.2 5.4 0.4 15.0 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 34 5 . 0 . 5 . 7 7 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 84,987 Positions 101 51,013 0 11,205 4,764 488 44,159 18,374 2,947 13,886 1,110 42 12,159 6,249 Changes from: June 6, 2017 Total Change is: -2,256 0 101 -50 -482 -319 -59 3,393 -1,579 -331 -4,438 130 -181 -108 32 Percent of Open Interest Represented by Each Category of Trader 0.1 60.0 0.0 13.2 5.6 0.6 52.0 21.6 3.5 16.3 1.3 0.0 14.3 7.4 Number of Traders in Each Category Total Traders: 136 . 4 0 13 5 . 21 41 16 43 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 632,465 Positions 135,965 44,405 28,594 56,238 45,561 73,157 111,153 227,926 149,245 25,014 8,770 20,337 32,762 34,470 Changes from: June 6, 2017 Total Change is: 17,704 3,698 1,956 3,378 -8,328 762 4,635 9,302 -4,285 10,481 -506 1,796 -2,239 -2,717 1,220 Percent of Open Interest Represented by Each Category of Trader 21.5 7.0 4.5 8.9 7.2 11.6 17.6 36.0 23.6 4.0 1.4 3.2 5.2 5.5 Number of Traders in Each Category Total Traders: 265 28 . 21 21 25 16 56 72 63 28 17 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 13, 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 46,393 Positions 0 7,852 0 29,431 1,553 0 10,330 35,954 746 5,800 178 0 86 110 Changes from: June 6, 2017 Total Change is: -661 -826 118 0 62 50 0 -265 -1,179 342 0 4 0 26 4 Percent of Open Interest Represented by Each Category of Trader 0.0 16.9 0.0 63.4 3.3 0.0 22.3 77.5 1.6 12.5 0.4 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 40 0 . 0 10 . 0 8 8 . 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 16, 2017