Traders in Financial Futures - Futures Only Positions as of June 20, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 219,496 Positions 66,632 13,207 37,868 31,519 29,430 472 20,074 97,339 6,806 27,654 3,018 433 28,038 30,923 Changes from: June 13, 2017 Total Change is: 15,381 -9,343 1,382 33,181 -1,354 -8,579 -257 1,940 3,472 -8,918 -1,155 426 12 1,275 -5,338 Percent of Open Interest Represented by Each Category of Trader 30.4 6.0 17.3 14.4 13.4 0.2 9.1 44.3 3.1 12.6 1.4 0.2 12.8 14.1 Number of Traders in Each Category Total Traders: 105 12 4 9 10 7 . 21 34 18 11 5 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 35,051 Positions 2,119 4,831 0 1,853 3,003 0 16,784 11,928 1,278 0 1,521 0 13,017 12,490 Changes from: June 13, 2017 Total Change is: -20,087 -10,448 -6,083 -951 -1,178 123 0 2,700 -8,607 -2,464 -6,424 0 0 -1,322 -2,105 Percent of Open Interest Represented by Each Category of Trader 6.0 13.8 0.0 5.3 8.6 0.0 47.9 34.0 3.6 0.0 4.3 0.0 37.1 35.6 Number of Traders in Each Category Total Traders: 35 . 4 0 . . 0 12 9 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 194,700 Positions 70,976 7,469 468 19,891 75,194 2,067 46,148 60,730 7,796 21,690 10,640 916 24,748 29,420 Changes from: June 13, 2017 Total Change is: -74,893 -58,994 -51,182 -7,141 -685 2,183 -4,167 11,454 6,204 -17,482 5,748 97 -1,668 -1,958 -1,737 Percent of Open Interest Represented by Each Category of Trader 36.5 3.8 0.2 10.2 38.6 1.1 23.7 31.2 4.0 11.1 5.5 0.5 12.7 15.1 Number of Traders in Each Category Total Traders: 117 9 7 . 13 23 6 29 25 18 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 171,840 Positions 48,310 14,581 454 22,010 59,038 3,812 41,627 50,993 4,079 35,270 4,552 138 16,140 34,193 Changes from: June 13, 2017 Total Change is: -38,777 -35,670 -30,273 -3,025 -2,682 60 496 12,132 -603 -5,731 3,039 -75 58 -7,394 316 Percent of Open Interest Represented by Each Category of Trader 28.1 8.5 0.3 12.8 34.4 2.2 24.2 29.7 2.4 20.5 2.6 0.1 9.4 19.9 Number of Traders in Each Category Total Traders: 111 10 5 5 12 19 8 24 32 11 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 379,269 Positions 33,170 84,468 1,485 166,684 70,369 10,650 59,455 74,430 9,742 30,729 76,074 1,183 66,171 50,868 Changes from: June 13, 2017 Total Change is: -95,031 -47,233 -82,115 -18,589 -1,978 984 -292 -2,241 22,735 -13,640 506 11,878 -3,405 -8,159 -12,587 Percent of Open Interest Represented by Each Category of Trader 8.7 22.3 0.4 43.9 18.6 2.8 15.7 19.6 2.6 8.1 20.1 0.3 17.4 13.4 Number of Traders in Each Category Total Traders: 242 13 15 9 52 31 38 38 41 22 34 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 34,647 Positions 2,178 23,549 28 14,218 0 262 5,034 2,929 454 0 2,723 726 11,747 3,976 Changes from: June 13, 2017 Total Change is: 411 996 590 -32 -1,960 0 0 1,610 -1,921 80 0 1,887 726 -1,009 -919 Percent of Open Interest Represented by Each Category of Trader 6.3 68.0 0.1 41.0 0.0 0.8 14.5 8.5 1.3 0.0 7.9 2.1 33.9 11.5 Number of Traders in Each Category Total Traders: 22 . . . 10 0 4 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 81,975 Positions 5,722 3,025 558 7,396 11,895 1,812 38,720 27,702 2,448 693 9,073 91 24,535 25,371 Changes from: June 13, 2017 Total Change is: -52,984 -49,807 -31,234 -2,267 1,756 1,222 -96 9,011 -10,212 -9,415 -3,582 1,780 60 1,356 -2,822 Percent of Open Interest Represented by Each Category of Trader 7.0 3.7 0.7 9.0 14.5 2.2 47.2 33.8 3.0 0.8 11.1 0.1 29.9 30.9 Number of Traders in Each Category Total Traders: 85 7 . 5 8 12 5 25 20 11 . 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 30,819 Positions 3,464 23,802 1 6,493 0 0 17,946 1,967 90 925 3,179 217 1,683 1,563 Changes from: June 13, 2017 Total Change is: -11,055 -2,463 -7,291 -4,062 118 0 0 -2,523 -835 70 -148 2,673 -2,238 191 628 Percent of Open Interest Represented by Each Category of Trader 11.2 77.2 0.0 21.1 0.0 0.0 58.2 6.4 0.3 3.0 10.3 0.7 5.5 5.1 Number of Traders in Each Category Total Traders: 36 . 5 . 4 0 0 13 5 . . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 217,481 Positions 19,084 104,434 282 53,154 4,131 1,884 125,797 90,640 4,595 2,992 8,661 0 9,693 2,854 Changes from: June 13, 2017 Total Change is: -16,009 -7,730 -39,808 -13,301 16,457 892 -101 3,779 51,111 -14,308 -615 -349 -66 -124 -79 Percent of Open Interest Represented by Each Category of Trader 8.8 48.0 0.1 24.4 1.9 0.9 57.8 41.7 2.1 1.4 4.0 0.0 4.5 1.3 Number of Traders in Each Category Total Traders: 152 4 8 . 18 5 . 62 27 5 15 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 18,137 Positions 174 10,691 144 5,127 591 0 10,251 4,159 853 130 1,135 0 1,458 564 Changes from: June 13, 2017 Total Change is: 211 0 0 0 -301 -3 0 398 35 67 0 0 0 47 112 Percent of Open Interest Represented by Each Category of Trader 1.0 58.9 0.8 28.3 3.3 0.0 56.5 22.9 4.7 0.7 6.3 0.0 8.0 3.1 Number of Traders in Each Category Total Traders: 37 . . . . . 0 13 12 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 50,095 Positions 1,268 15,853 0 1,911 10,287 0 40,386 17,540 457 617 1,786 0 5,456 4,172 Changes from: June 13, 2017 Total Change is: -3,481 -9,276 9,728 -3,611 -69 140 0 10,371 -8,381 -952 291 366 -173 -62 -598 Percent of Open Interest Represented by Each Category of Trader 2.5 31.6 0.0 3.8 20.5 0.0 80.6 35.0 0.9 1.2 3.6 0.0 10.9 8.3 Number of Traders in Each Category Total Traders: 84 . 7 0 6 5 0 32 21 4 . 9 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 29,766 Positions 1,765 16,965 4,388 1,138 403 0 20,598 6,705 177 821 200 0 879 928 Changes from: June 13, 2017 Total Change is: -1,250 -1,943 -717 -629 9 25 0 2,641 1,093 -1,111 0 0 0 -217 89 Percent of Open Interest Represented by Each Category of Trader 5.9 57.0 14.7 3.8 1.4 0.0 69.2 22.5 0.6 2.8 0.7 0.0 3.0 3.1 Number of Traders in Each Category Total Traders: 27 . 4 . 5 . 0 6 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 61,134 Positions 7,609 37,369 1,139 9,088 238 870 29,539 6,659 3,103 1,411 2,046 0 8,377 9,712 Changes from: June 13, 2017 Total Change is: -10,664 -2,696 443 -5,440 749 45 70 35 -1,796 361 -467 -1,807 -821 -2,454 -1,719 Percent of Open Interest Represented by Each Category of Trader 12.4 61.1 1.9 14.9 0.4 1.4 48.3 10.9 5.1 2.3 3.3 0.0 13.7 15.9 Number of Traders in Each Category Total Traders: 111 11 23 . 15 . 4 35 15 7 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 122,268 Positions 15,217 74,737 2,278 18,176 476 1,739 59,077 13,317 6,206 2,821 4,092 0 16,754 19,423 Changes from: June 13, 2017 Total Change is: -21,328 -5,391 886 -10,880 1,497 89 140 69 -3,592 721 -934 -3,613 -1,642 -4,908 -3,437 Percent of Open Interest Represented by Each Category of Trader 12.4 61.1 1.9 14.9 0.4 1.4 48.3 10.9 5.1 2.3 3.3 0.0 13.7 15.9 Number of Traders in Each Category Total Traders: 111 11 23 . 15 . 4 35 15 7 4 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 605,483 Positions 35,178 119,728 8,732 308,100 158,550 64,169 64,313 118,394 18,060 31,202 39,591 2,245 73,483 76,013 Changes from: June 13, 2017 Total Change is: -180,411 -14,427 9,762 -68,187 13,404 -6,798 -41,128 -27,095 -13,786 -28,599 2,994 -12,023 -4,763 -12,609 -14,888 Percent of Open Interest Represented by Each Category of Trader 5.8 19.8 1.4 50.9 26.2 10.6 10.6 19.6 3.0 5.2 6.5 0.4 12.1 12.6 Number of Traders in Each Category Total Traders: 576 35 39 20 120 81 85 80 116 69 48 56 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 40,503 Positions 1,723 14,754 400 11,704 8,093 295 2,427 1,729 0 2,492 404 0 21,462 14,828 Changes from: June 13, 2017 Total Change is: -50,897 -15,266 -9,205 -8,617 -11,296 -10,558 -4,079 -5,680 -11,532 -1,463 -485 -5 0 -4,011 -5,438 Percent of Open Interest Represented by Each Category of Trader 4.3 36.4 1.0 28.9 20.0 0.7 6.0 4.3 0.0 6.2 1.0 0.0 53.0 36.6 Number of Traders in Each Category Total Traders: 44 . 9 . 7 . . 10 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 2,824,898 Positions 173,963 531,558 34,974 1,484,894 755,200 316,456 316,255 590,150 83,476 143,626 196,011 11,148 260,106 305,925 Changes from: June 13, 2017 Total Change is: -647,568 -80,294 10,348 -213,362 123,419 18,720 -185,165 -199,347 -103,545 -43,406 15,047 -62,441 -21,468 -42,992 -47,249 Percent of Open Interest Represented by Each Category of Trader 6.2 18.8 1.2 52.6 26.7 11.2 11.2 20.9 3.0 5.1 6.9 0.4 9.2 10.8 Number of Traders in Each Category Total Traders: 570 36 37 19 119 81 84 78 115 63 47 56 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 91,385 Positions 3,539 38,923 511 44,499 39,366 4,135 23,382 2,616 1,821 1,411 280 0 12,087 3,733 Changes from: June 13, 2017 Total Change is: -6,270 817 18 -7,299 3,207 331 42 -2,074 581 -304 0 0 0 -659 361 Percent of Open Interest Represented by Each Category of Trader 3.9 42.6 0.6 48.7 43.1 4.5 25.6 2.9 2.0 1.5 0.3 0.0 13.2 4.1 Number of Traders in Each Category Total Traders: 80 . 11 . 28 17 14 17 . 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 56,941 Positions 1,370 22,701 841 18,254 6,470 1,178 24,143 15,220 1,431 2,190 3,131 79 7,456 5,890 Changes from: June 13, 2017 Total Change is: -32,706 -4,215 -50 -18,176 5,155 361 -9,538 -3,482 -3,739 -30 -1,996 -190 -152 -272 -1,191 Percent of Open Interest Represented by Each Category of Trader 2.4 39.9 1.5 32.1 11.4 2.1 42.4 26.7 2.5 3.8 5.5 0.1 13.1 10.3 Number of Traders in Each Category Total Traders: 264 12 27 6 50 21 14 52 57 17 16 29 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 284,706 Positions 6,848 113,503 4,206 91,270 32,348 5,889 120,713 76,102 7,153 10,952 15,657 396 37,279 29,452 Changes from: June 13, 2017 Total Change is: -163,529 -21,073 -249 -90,879 25,777 1,803 -47,690 -17,412 -18,696 -152 -9,980 -951 -761 -1,359 -5,954 Percent of Open Interest Represented by Each Category of Trader 2.4 39.9 1.5 32.1 11.4 2.1 42.4 26.7 2.5 3.8 5.5 0.1 13.1 10.3 Number of Traders in Each Category Total Traders: 264 12 27 6 50 21 14 52 57 17 16 29 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 571,391 Positions 42,296 133,215 3,258 243,429 183,387 44,557 167,131 163,574 14,187 26,601 8,408 172 29,760 20,633 Changes from: June 13, 2017 Total Change is: -86,437 -5,160 -25,804 -67,439 -14 194 6,505 -12,825 17,001 -4,313 -208 183 -1,184 -1,799 -11,580 Percent of Open Interest Represented by Each Category of Trader 7.4 23.3 0.6 42.6 32.1 7.8 29.2 28.6 2.5 4.7 1.5 0.0 5.2 3.6 Number of Traders in Each Category Total Traders: 317 23 21 . 70 47 33 58 65 28 16 17 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 37,896 Positions 1,054 18,323 0 15,517 475 464 8,076 4,733 95 4,582 11,097 0 8,108 2,709 Changes from: June 13, 2017 Total Change is: 1,224 357 0 0 -18 -112 106 711 -141 65 -95 687 0 98 619 Percent of Open Interest Represented by Each Category of Trader 2.8 48.4 0.0 40.9 1.3 1.2 21.3 12.5 0.3 12.1 29.3 0.0 21.4 7.1 Number of Traders in Each Category Total Traders: 44 . . 0 16 . . 7 7 . 4 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 68,500 Positions 12,096 1,950 164 24,845 8,257 1,435 18,430 13,213 546 2,310 1,152 0 8,674 41,783 Changes from: June 13, 2017 Total Change is: 4,616 -1,149 252 59 770 2,553 93 5,563 2,828 503 745 0 0 -1,968 -1,672 Percent of Open Interest Represented by Each Category of Trader 17.7 2.8 0.2 36.3 12.1 2.1 26.9 19.3 0.8 3.4 1.7 0.0 12.7 61.0 Number of Traders in Each Category Total Traders: 73 12 5 . 13 5 4 19 11 5 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 309,074 Positions 39,792 199,779 3,344 183,723 74,186 13,407 55,072 8,595 3,101 2,305 1,096 0 8,330 5,566 Changes from: June 13, 2017 Total Change is: -20,789 24,968 1,858 -34,405 -4,230 13,187 -3,836 -321 4,065 -151 0 1 -29 -2,785 -1,479 Percent of Open Interest Represented by Each Category of Trader 12.9 64.6 1.1 59.4 24.0 4.3 17.8 2.8 1.0 0.7 0.4 0.0 2.7 1.8 Number of Traders in Each Category Total Traders: 138 9 9 4 52 26 23 27 8 7 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 973,076 Positions 30,953 741,853 5,037 596,630 109,273 56,656 198,503 23,340 14,077 47,308 13,024 829 23,083 8,987 Changes from: June 13, 2017 Total Change is: -167,862 6,308 26,508 -141,108 16,741 -65 -10,121 -8,608 -12,550 -7,255 5,039 -5,271 -5,517 -23,341 -12,483 Percent of Open Interest Represented by Each Category of Trader 3.2 76.2 0.5 61.3 11.2 5.8 20.4 2.4 1.4 4.9 1.3 0.1 2.4 0.9 Number of Traders in Each Category Total Traders: 350 24 20 8 120 38 46 66 21 17 48 13 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 752,497 Positions 11,523 77,500 3,002 287,692 133,935 134,895 109,445 191,552 8,413 13,641 43,158 2,493 181,393 157,549 Changes from: June 13, 2017 Total Change is: 18,757 -301 13,022 696 -521 -11,767 4,936 4,279 24,563 -1,143 1,844 -7,752 -521 9,488 -3,277 Percent of Open Interest Represented by Each Category of Trader 1.5 10.3 0.4 38.2 17.8 17.9 14.5 25.5 1.1 1.8 5.7 0.3 24.1 20.9 Number of Traders in Each Category Total Traders: 168 6 19 6 43 23 31 32 27 15 8 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 766,215 Positions 2,098 173,256 2,246 426,465 42,365 105,464 44,277 299,276 22,773 36,903 31,578 1,964 124,025 87,293 Changes from: June 13, 2017 Total Change is: 2,977 -893 9,714 1,364 535 -8,299 -2,490 9,532 -1,646 -8,855 -2,003 11,531 -86 5,873 1,744 Percent of Open Interest Represented by Each Category of Trader 0.3 22.6 0.3 55.7 5.5 13.8 5.8 39.1 3.0 4.8 4.1 0.3 16.2 11.4 Number of Traders in Each Category Total Traders: 113 . 16 . 48 9 34 12 18 12 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,328,286 Positions 42,958 166,720 4,723 441,725 177,626 190,061 295,301 264,117 47,400 191,597 319,322 3,448 111,073 154,869 Changes from: June 13, 2017 Total Change is: -57,052 2,189 -16,384 1,076 1,155 629 -5,506 -41,826 -17,189 -2,054 4,538 -21,234 -3,865 -12,759 7,475 Percent of Open Interest Represented by Each Category of Trader 3.2 12.6 0.4 33.3 13.4 14.3 22.2 19.9 3.6 14.4 24.0 0.3 8.4 11.7 Number of Traders in Each Category Total Traders: 279 11 25 8 59 34 44 49 48 33 20 33 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 3,224,389 Positions 135,857 245,978 30,291 1,109,073 871,637 495,400 643,485 756,954 119,201 282,229 151,778 39,698 369,155 513,452 Changes from: June 13, 2017 Total Change is: 43,981 10,538 16,265 -1,945 -30,183 -28,329 16,841 6,430 35,040 10,087 32,196 9,384 3,372 -3,355 -16,734 Percent of Open Interest Represented by Each Category of Trader 4.2 7.6 0.9 34.4 27.0 15.4 20.0 23.5 3.7 8.8 4.7 1.2 11.4 15.9 Number of Traders in Each Category Total Traders: 404 24 38 18 65 83 80 61 69 49 24 40 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 378,892 Positions 6,011 13,941 4,002 81,617 174,062 25,525 151,056 36,470 13,867 9,211 6,629 0 87,603 104,396 Changes from: June 13, 2017 Total Change is: 12,817 3,874 -8,619 -880 2,368 16,440 -220 7,270 8,067 1,685 -264 0 0 -1,016 -3,656 Percent of Open Interest Represented by Each Category of Trader 1.6 3.7 1.1 21.5 45.9 6.7 39.9 9.6 3.7 2.4 1.7 0.0 23.1 27.6 Number of Traders in Each Category Total Traders: 59 . 4 . 10 22 25 11 6 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 3,099,716 Positions 63,687 340,207 35,901 1,639,109 672,947 416,179 406,578 928,661 79,262 160,498 244,444 14,596 283,906 367,519 Changes from: June 13, 2017 Total Change is: -73,816 -18,491 -6,311 25,945 22,324 -16,389 -4,943 -16,265 -73,832 -8,534 -56,668 1,734 -5,913 -11,271 14,427 Percent of Open Interest Represented by Each Category of Trader 2.1 11.0 1.2 52.9 21.7 13.4 13.1 30.0 2.6 5.2 7.9 0.5 9.2 11.9 Number of Traders in Each Category Total Traders: 297 11 37 8 57 47 65 44 57 34 10 34 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 1,737,732 Positions 391,375 197,909 546,488 929 11,872 15,759 283,661 289,559 352,616 11,574 169,836 90,511 44,819 63,182 Changes from: June 13, 2017 Total Change is: 57,775 92,250 36,051 -16,056 -4,493 3,432 -9,849 6,622 -78,575 55,054 -46,200 78,032 -13,263 -6,290 2,949 Percent of Open Interest Represented by Each Category of Trader 22.5 11.4 31.4 0.1 0.7 0.9 16.3 16.7 20.3 0.7 9.8 5.2 2.6 3.6 Number of Traders in Each Category Total Traders: 144 22 37 51 . 5 . 15 39 40 7 10 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 is12,804,302 Positions 4,336,704 851,033 2,428,644 146,716 1,625,113 707,745 554,234 2,252,900 2,302,803 759,943 594,565 942,412 625,101 1,099,087 Changes from: June 13, 2017 Total Change is:-1,346,238 13,258 -140,501 -422,663 -2,345 -33,096 -89,359 -267,645 -314,481 -267,687 -324,507 -69,950 21,040 -6,330 -29,541 Percent of Open Interest Represented by Each Category of Trader 33.9 6.6 19.0 1.1 12.7 5.5 4.3 17.6 18.0 5.9 4.6 7.4 4.9 8.6 Number of Traders in Each Category Total Traders: 309 30 46 70 5 34 28 44 88 95 11 33 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 28,042 Positions 6,360 2,346 0 351 11,761 86 12,099 9,710 0 8,953 3,958 92 101 89 Changes from: June 13, 2017 Total Change is: -1,085 -10,777 -160 0 1 102 0 9,436 -1,270 0 200 252 0 55 -9 Percent of Open Interest Represented by Each Category of Trader 22.7 8.4 0.0 1.3 41.9 0.3 43.1 34.6 0.0 31.9 14.1 0.3 0.4 0.3 Number of Traders in Each Category Total Traders: 46 4 4 0 . 11 . 7 8 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 26,027 Positions 9,124 876 0 823 10,994 59 15,867 10,120 0 100 3,926 0 54 52 Changes from: June 13, 2017 Total Change is: -1,000 -7,541 -45 0 25 295 0 7,946 340 -1,458 0 -118 0 28 -14 Percent of Open Interest Represented by Each Category of Trader 35.1 3.4 0.0 3.2 42.2 0.2 61.0 38.9 0.0 0.4 15.1 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 34 4 . 0 . 5 . 7 8 0 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 46,708 Positions 285 18,943 0 10,717 3,952 517 14,858 14,178 1,766 10,400 4,864 0 8,165 2,488 Changes from: June 13, 2017 Total Change is: -38,279 184 -32,070 0 -488 -812 29 -29,301 -4,196 -1,181 -3,486 3,754 -42 -3,994 -3,761 Percent of Open Interest Represented by Each Category of Trader 0.6 40.6 0.0 22.9 8.5 1.1 31.8 30.4 3.8 22.3 10.4 0.0 17.5 5.3 Number of Traders in Each Category Total Traders: 121 . 4 0 11 6 . 26 27 14 38 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 583,594 Positions 127,939 37,948 28,032 53,540 42,599 65,587 109,586 230,367 111,397 27,089 8,661 22,966 37,458 36,037 Changes from: June 13, 2017 Total Change is: -48,871 -8,026 -6,457 -562 -2,698 -2,962 -7,570 -1,567 2,441 -37,848 2,075 -109 2,629 4,696 1,567 Percent of Open Interest Represented by Each Category of Trader 21.9 6.5 4.8 9.2 7.3 11.2 18.8 39.5 19.1 4.6 1.5 3.9 6.4 6.2 Number of Traders in Each Category Total Traders: 274 27 5 22 21 24 16 63 73 64 28 18 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 49,004 Positions 61 7,953 0 25,557 1,553 0 11,812 32,358 6,616 4,645 179 230 83 115 Changes from: June 13, 2017 Total Change is: 2,611 61 101 0 -3,874 0 0 1,482 -3,596 5,870 -1,155 1 230 -3 5 Percent of Open Interest Represented by Each Category of Trader 0.1 16.2 0.0 52.2 3.2 0.0 24.1 66.0 13.5 9.5 0.4 0.5 0.2 0.2 Number of Traders in Each Category Total Traders: 41 . . 0 9 . 0 9 8 4 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of June 20, 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 GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 14,938 Positions 3,170 8,286 0 10,383 158 282 534 5,729 0 0 0 0 569 483 Changes from: June 13, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 21.2 55.5 0.0 69.5 1.1 1.9 3.6 38.4 0.0 0.0 0.0 0.0 3.8 3.2 Number of Traders in Each Category Total Traders: 20 . . 0 8 . . . 6 0 0 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 23, 2017