Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 139,923 Positions 4,092 49,012 6,221 31,118 7,829 6,008 32,708 23,096 15,783 7,781 2,022 2,755 33,457 27,197 Changes from: January 24, 2017 Total Change is: 18,059 2,171 12,336 645 1,415 163 2,043 4,758 1,301 2,156 -150 245 162 4,860 -991 Percent of Open Interest Represented by Each Category of Trader 2.9 35.0 4.4 22.2 5.6 4.3 23.4 16.5 11.3 5.6 1.4 2.0 23.9 19.4 Number of Traders in Each Category Total Traders: 91 4 12 7 10 8 6 24 20 14 8 5 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 52,324 Positions 27,462 10,494 587 2,095 2,019 0 9,219 20,502 2,702 720 0 0 9,538 16,019 Changes from: January 24, 2017 Total Change is: 4,214 -132 7,901 -136 7 -9 0 571 -994 139 720 0 0 3,044 -2,687 Percent of Open Interest Represented by Each Category of Trader 52.5 20.1 1.1 4.0 3.9 0.0 17.6 39.2 5.2 1.4 0.0 0.0 18.2 30.6 Number of Traders in Each Category Total Traders: 44 4 4 . . . 0 12 17 12 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 246,403 Positions 124,107 5,059 8,247 9,354 71,987 6,515 29,255 79,675 24,568 15,089 12,667 3,048 26,219 34,639 Changes from: January 24, 2017 Total Change is: -7,339 -14,323 -1,205 855 -236 2,072 638 -525 -11,084 1,046 3,597 444 1,383 227 -1,488 Percent of Open Interest Represented by Each Category of Trader 50.4 2.1 3.3 3.8 29.2 2.6 11.9 32.3 10.0 6.1 5.1 1.2 10.6 14.1 Number of Traders in Each Category Total Traders: 130 11 6 10 6 25 9 25 46 27 4 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 268,999 Positions 86,052 28,202 19,624 23,634 55,382 8,573 27,982 61,358 37,841 34,280 2,638 11,561 19,452 43,820 Changes from: January 24, 2017 Total Change is: 12,003 -859 18,498 2,433 211 2,675 -1,188 7,087 -6,908 567 1,810 -732 -166 2,108 -3,176 Percent of Open Interest Represented by Each Category of Trader 32.0 10.5 7.3 8.8 20.6 3.2 10.4 22.8 14.1 12.7 1.0 4.3 7.2 16.3 Number of Traders in Each Category Total Traders: 130 11 6 8 13 20 9 24 42 20 5 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 485,900 Positions 107,740 94,152 21,812 138,631 85,082 15,213 44,474 121,033 50,497 41,948 22,998 7,316 58,268 67,797 Changes from: January 24, 2017 Total Change is: -1,487 -460 2,992 2,025 -10,109 -2,362 557 5,163 -9,744 3,414 -5,078 -1,919 1,025 1,977 2,525 Percent of Open Interest Represented by Each Category of Trader 22.2 19.4 4.5 28.5 17.5 3.1 9.2 24.9 10.4 8.6 4.7 1.5 12.0 14.0 Number of Traders in Each Category Total Traders: 247 15 15 15 42 37 35 29 61 32 25 22 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 26,738 Positions 764 20,454 0 16,641 0 495 0 962 197 0 758 0 8,641 3,872 Changes from: January 24, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 2.9 76.5 0.0 62.2 0.0 1.9 0.0 3.6 0.7 0.0 2.8 0.0 32.3 14.5 Number of Traders in Each Category Total Traders: 20 . 4 0 12 0 6 0 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 125,691 Positions 8,493 33,132 6,651 20,832 19,360 2,951 40,855 15,914 14,167 1,358 5,818 3,213 27,170 24,485 Changes from: January 24, 2017 Total Change is: 8,933 -198 12,806 1,100 -1,704 2,251 408 5,835 -7,502 1,073 -1,200 -112 1,012 2,607 -2,103 Percent of Open Interest Represented by Each Category of Trader 6.8 26.4 5.3 16.6 15.4 2.3 32.5 12.7 11.3 1.1 4.6 2.6 21.6 19.5 Number of Traders in Each Category Total Traders: 89 5 8 6 7 10 5 32 15 12 . 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 30,480 Positions 2,046 23,708 0 6,749 0 0 18,872 5,871 0 872 0 0 1,941 901 Changes from: January 24, 2017 Total Change is: 75 0 -111 0 100 0 0 -274 251 0 147 0 0 102 -65 Percent of Open Interest Represented by Each Category of Trader 6.7 77.8 0.0 22.1 0.0 0.0 61.9 19.3 0.0 2.9 0.0 0.0 6.4 3.0 Number of Traders in Each Category Total Traders: 28 . 7 0 . 0 0 9 5 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 187,806 Positions 63,740 49,051 8,102 64,325 4,900 88 22,937 89,162 20,038 2,260 9,496 15 6,300 6,954 Changes from: January 24, 2017 Total Change is: -6,162 169 1,914 -206 2,058 -2,483 -173 -5,184 -3,891 -900 -1,629 385 -257 -39 -550 Percent of Open Interest Represented by Each Category of Trader 33.9 26.1 4.3 34.3 2.6 0.0 12.2 47.5 10.7 1.2 5.1 0.0 3.4 3.7 Number of Traders in Each Category Total Traders: 147 5 10 4 15 10 . 25 55 15 12 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 45,732 Positions 810 23,504 8,325 5,940 0 0 28,614 6,602 0 0 6,565 0 2,043 736 Changes from: January 24, 2017 Total Change is: 7,878 0 0 8,325 -358 0 0 595 148 -915 -100 160 0 331 160 Percent of Open Interest Represented by Each Category of Trader 1.8 51.4 18.2 13.0 0.0 0.0 62.6 14.4 0.0 0.0 14.4 0.0 4.5 1.6 Number of Traders in Each Category Total Traders: 29 . . . 4 0 0 8 9 0 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 51,587 Positions 7,248 13,040 1 2,073 18,482 0 34,307 12,834 2,220 388 1,313 0 5,350 3,697 Changes from: January 24, 2017 Total Change is: 6,647 -1,676 10,746 -16 61 -6,682 -38 7,161 2,298 185 65 -184 0 905 338 Percent of Open Interest Represented by Each Category of Trader 14.1 25.3 0.0 4.0 35.8 0.0 66.5 24.9 4.3 0.8 2.5 0.0 10.4 7.2 Number of Traders in Each Category Total Traders: 73 4 5 . 7 4 0 32 14 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 19,956 Positions 3,816 81 5,000 793 372 0 8,788 13,629 160 100 100 0 1,299 614 Changes from: January 24, 2017 Total Change is: 3,439 -17 0 2,000 29 -1,651 0 1,315 3,104 1 0 -110 0 111 95 Percent of Open Interest Represented by Each Category of Trader 19.1 0.4 25.1 4.0 1.9 0.0 44.0 68.3 0.8 0.5 0.5 0.0 6.5 3.1 Number of Traders in Each Category Total Traders: 26 . . . . . 0 12 4 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 64,968 Positions 8,992 38,215 1,421 8,363 261 363 31,610 9,875 2,882 898 2,897 311 10,130 8,745 Changes from: January 24, 2017 Total Change is: -3,301 483 -3,935 137 -1,810 -6 -26 -3,341 -331 1,489 0 -99 15 -246 -544 Percent of Open Interest Represented by Each Category of Trader 13.8 58.8 2.2 12.9 0.4 0.6 48.7 15.2 4.4 1.4 4.5 0.5 15.6 13.5 Number of Traders in Each Category Total Traders: 110 15 19 4 12 . 5 35 13 8 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 129,936 Positions 17,984 76,429 2,841 16,726 522 725 63,219 19,749 5,763 1,796 5,795 622 20,260 17,490 Changes from: January 24, 2017 Total Change is: -6,601 965 -7,869 274 -3,619 -12 -52 -6,683 -663 2,977 0 -198 29 -493 -1,087 Percent of Open Interest Represented by Each Category of Trader 13.8 58.8 2.2 12.9 0.4 0.6 48.7 15.2 4.4 1.4 4.5 0.5 15.6 13.5 Number of Traders in Each Category Total Traders: 110 15 19 4 12 . 5 35 13 8 5 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 853,274 Positions 72,252 104,694 37,722 296,194 209,666 81,971 78,604 119,020 135,295 25,856 38,211 34,679 90,700 92,015 Changes from: January 24, 2017 Total Change is: -16,994 -36 9,924 1,096 2,892 4,804 2,895 -436 -16,094 -12,736 -433 -883 -248 -9,990 -5,752 Percent of Open Interest Represented by Each Category of Trader 8.5 12.3 4.4 34.7 24.6 9.6 9.2 13.9 15.9 3.0 4.5 4.1 10.6 10.8 Number of Traders in Each Category Total Traders: 665 39 31 30 133 83 99 90 127 120 79 83 81 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 170,285 Positions 25,162 13,731 18,587 14,940 41,995 20,978 10,356 9,198 33,453 3,735 224 8,211 34,863 23,909 Changes from: January 24, 2017 Total Change is: -13,549 158 5,104 1,410 1,621 7,374 2,133 -2,596 -9,550 -13,466 -130 97 -89 -2,591 -6,562 Percent of Open Interest Represented by Each Category of Trader 14.8 8.1 10.9 8.8 24.7 12.3 6.1 5.4 19.6 2.2 0.1 4.8 20.5 14.0 Number of Traders in Each Category Total Traders: 70 6 9 8 10 4 6 13 12 24 8 8 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 3,414,945 Positions 257,246 476,615 73,876 1,408,914 840,999 302,322 390,107 597,977 460,347 116,388 195,721 126,560 279,185 340,529 Changes from: January 24, 2017 Total Change is: -17,227 -16,132 8,936 13,593 9,000 -10,206 1,164 6,723 -36,800 7,726 -415 -3,794 -1,894 -36,993 4,047 Percent of Open Interest Represented by Each Category of Trader 7.5 14.0 2.2 41.3 24.6 8.9 11.4 17.5 13.5 3.4 5.7 3.7 8.2 10.0 Number of Traders in Each Category Total Traders: 646 35 34 29 133 80 96 85 127 116 75 77 75 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 94,043 Positions 1,243 44,670 188 50,902 37,829 3,377 24,781 2,195 1,417 799 547 0 11,336 3,820 Changes from: January 24, 2017 Total Change is: -3,523 27 -4,576 35 -1,212 -108 44 -2,843 46 1,306 -141 -4 0 -739 -266 Percent of Open Interest Represented by Each Category of Trader 1.3 47.5 0.2 54.1 40.2 3.6 26.4 2.3 1.5 0.8 0.6 0.0 12.1 4.1 Number of Traders in Each Category Total Traders: 89 . 10 . 34 14 15 20 4 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 49,616 Positions 5,255 19,492 311 12,917 5,530 853 20,445 13,193 1,919 1,412 2,376 526 5,977 5,415 Changes from: January 24, 2017 Total Change is: 3,061 -64 2,789 19 1,167 -95 -194 1,752 794 149 38 301 108 86 -810 Percent of Open Interest Represented by Each Category of Trader 10.6 39.3 0.6 26.0 11.1 1.7 41.2 26.6 3.9 2.8 4.8 1.1 12.0 10.9 Number of Traders in Each Category Total Traders: 252 16 21 7 41 21 15 64 51 23 14 24 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 248,078 Positions 26,274 97,461 1,556 64,585 27,650 4,267 102,226 65,965 9,594 7,061 11,881 2,629 29,886 27,075 Changes from: January 24, 2017 Total Change is: 15,304 -320 13,946 96 5,834 -474 -972 8,758 3,971 747 191 1,503 540 431 -4,052 Percent of Open Interest Represented by Each Category of Trader 10.6 39.3 0.6 26.0 11.1 1.7 41.2 26.6 3.9 2.8 4.8 1.1 12.0 10.9 Number of Traders in Each Category Total Traders: 252 16 21 7 41 21 15 64 51 23 14 24 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 632,871 Positions 50,519 202,383 3,701 306,947 151,460 27,619 177,524 189,456 14,021 20,692 20,415 2,477 29,371 21,339 Changes from: January 24, 2017 Total Change is: -16,384 5,048 -10,722 -470 -16,179 1,874 -298 -9,088 -9,462 3,602 -416 -1,531 457 960 166 Percent of Open Interest Represented by Each Category of Trader 8.0 32.0 0.6 48.5 23.9 4.4 28.1 29.9 2.2 3.3 3.2 0.4 4.6 3.4 Number of Traders in Each Category Total Traders: 338 19 20 4 80 44 35 56 76 28 15 28 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 28,665 Positions 890 12,283 0 12,518 524 40 3,611 2,496 0 3,065 7,802 500 8,041 5,020 Changes from: January 24, 2017 Total Change is: 573 199 939 0 678 -10 4 209 263 0 -532 -185 500 -485 -938 Percent of Open Interest Represented by Each Category of Trader 3.1 42.9 0.0 43.7 1.8 0.1 12.6 8.7 0.0 10.7 27.2 1.7 28.1 17.5 Number of Traders in Each Category Total Traders: 42 . . 0 13 . . 6 6 0 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 63,203 Positions 17,080 10,205 1,981 16,163 3,663 1,953 15,025 19,006 910 884 2,502 0 9,207 22,983 Changes from: January 24, 2017 Total Change is: 3,819 2,469 -1 239 157 -1,720 -71 151 4,335 -40 -216 -6 0 1,130 1,083 Percent of Open Interest Represented by Each Category of Trader 27.0 16.1 3.1 25.6 5.8 3.1 23.8 30.1 1.4 1.4 4.0 0.0 14.6 36.4 Number of Traders in Each Category Total Traders: 89 17 9 4 13 7 7 22 15 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 252,708 Positions 12,179 161,811 1,705 161,003 63,577 12,532 48,540 5,410 2,764 4,792 686 0 9,193 4,223 Changes from: January 24, 2017 Total Change is: 6,726 6,149 10,749 599 -2,899 1,108 275 1,821 -3,971 637 -262 -2,517 0 406 -154 Percent of Open Interest Represented by Each Category of Trader 4.8 64.0 0.7 63.7 25.2 5.0 19.2 2.1 1.1 1.9 0.3 0.0 3.6 1.7 Number of Traders in Each Category Total Traders: 122 4 14 4 43 25 20 21 6 7 7 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 861,609 Positions 30,179 641,927 4,935 509,304 87,829 64,803 169,006 25,835 11,611 43,016 13,361 924 27,831 10,384 Changes from: January 24, 2017 Total Change is: 10,632 496 11,786 -392 1,499 4,700 -5,594 6,117 1,742 -803 3,824 -1,693 -581 6,066 1,467 Percent of Open Interest Represented by Each Category of Trader 3.5 74.5 0.6 59.1 10.2 7.5 19.6 3.0 1.3 5.0 1.6 0.1 3.2 1.2 Number of Traders in Each Category Total Traders: 312 20 23 10 96 41 46 55 19 14 40 18 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 724,690 Positions 9,959 25,608 20,228 297,758 145,035 129,594 47,659 103,062 65,600 2,517 38,358 15,108 136,267 182,097 Changes from: January 24, 2017 Total Change is: -46,657 2,387 -10,057 -5,014 1,706 -804 3,123 -3,459 -6,821 -28,599 -9,606 618 -3,736 -3,459 4,632 Percent of Open Interest Represented by Each Category of Trader 1.4 3.5 2.8 41.1 20.0 17.9 6.6 14.2 9.1 0.3 5.3 2.1 18.8 25.1 Number of Traders in Each Category Total Traders: 155 9 8 12 41 32 37 20 30 32 6 9 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 707,817 Positions 2,059 161,114 4,187 426,276 61,322 82,286 39,198 254,201 18,239 23,129 10,627 392 112,052 115,449 Changes from: January 24, 2017 Total Change is: 11,085 503 10,412 2,280 3,932 -9,663 82 1,747 -8,102 6,691 -2,055 -147 0 -2,094 9,533 Percent of Open Interest Represented by Each Category of Trader 0.3 22.8 0.6 60.2 8.7 11.6 5.5 35.9 2.6 3.3 1.5 0.1 15.8 16.3 Number of Traders in Each Category Total Traders: 98 . 11 . 46 8 27 9 18 11 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,330,830 Positions 75,093 93,512 17,977 430,241 305,983 172,808 378,062 253,302 68,368 78,329 251,095 4,254 105,698 163,530 Changes from: January 24, 2017 Total Change is: 66,467 11,425 8,977 510 9,906 -8,184 -1,750 47,017 10,012 -2,684 4,992 53,841 -668 -2,281 6,413 Percent of Open Interest Represented by Each Category of Trader 5.6 7.0 1.4 32.3 23.0 13.0 28.4 19.0 5.1 5.9 18.9 0.3 7.9 12.3 Number of Traders in Each Category Total Traders: 253 12 23 11 59 37 45 46 31 31 20 25 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 3,697,998 Positions 88,233 221,692 169,845 1,262,687 1,098,847 455,066 455,127 566,171 376,784 448,450 191,108 95,719 346,086 522,764 Changes from: January 24, 2017 Total Change is: -129,973 -6,495 9,560 -31,005 -10,112 -20,648 8,422 -8,569 8,419 -55,349 12,599 6,389 -44,100 4,634 -11,664 Percent of Open Interest Represented by Each Category of Trader 2.4 6.0 4.6 34.1 29.7 12.3 12.3 15.3 10.2 12.1 5.2 2.6 9.4 14.1 Number of Traders in Each Category Total Traders: 386 19 41 41 51 77 78 57 76 97 27 37 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 312,723 Positions 9,385 20,696 1,677 99,368 127,129 13,454 91,258 33,482 9,486 9,342 6,629 0 78,753 100,170 Changes from: January 24, 2017 Total Change is: 3,212 -1,368 3,420 -537 -1,413 -9,448 -1,163 1,605 1,897 1,327 -2,611 0 0 7,373 7,716 Percent of Open Interest Represented by Each Category of Trader 3.0 6.6 0.5 31.8 40.7 4.3 29.2 10.7 3.0 3.0 2.1 0.0 25.2 32.0 Number of Traders in Each Category Total Traders: 53 . 5 . 11 17 16 9 5 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 3,365,913 Positions 51,208 367,907 120,041 1,950,038 522,849 268,578 187,158 1,194,906 215,210 249,754 233,300 69,729 254,196 373,392 Changes from: January 24, 2017 Total Change is: 46,148 -5,453 6,743 1,171 30,200 609 -17,724 5,854 51,049 -29,131 41,784 36,659 2,459 16,989 -5,686 Percent of Open Interest Represented by Each Category of Trader 1.5 10.9 3.6 57.9 15.5 8.0 5.6 35.5 6.4 7.4 6.9 2.1 7.6 11.1 Number of Traders in Each Category Total Traders: 314 7 37 28 63 51 60 37 70 65 19 30 17 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 1,300,733 Positions 314,635 161,860 356,703 2 16,208 5,846 161,070 322,482 199,308 66,573 27,849 97,276 99,320 113,201 Changes from: January 24, 2017 Total Change is: 181,438 22,761 26,559 34,722 -370 1,991 -1,836 3,534 17,697 18,711 16,453 -1,312 18,134 69,330 66,773 Percent of Open Interest Represented by Each Category of Trader 24.2 12.4 27.4 0.0 1.2 0.4 12.4 24.8 15.3 5.1 2.1 7.5 7.6 8.7 Number of Traders in Each Category Total Traders: 147 28 30 46 . . . 22 42 37 8 9 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 is21,870,724 Positions 5,008,062 1,116,845 3,497,202 70,459 1,783,503 832,242 349,708 2,227,148 8,927,140 848,711 481,694 1,704,727 632,472 1,300,223 Changes from: January 24, 2017 Total Change is: 238,415 70,106 34,987 51,791 -3,488 55,946 40,373 -64,122 48,952 -150,001 92,467 -59,900 62,581 138,707 153,685 Percent of Open Interest Represented by Each Category of Trader 22.9 5.1 16.0 0.3 8.2 3.8 1.6 10.2 40.8 3.9 2.2 7.8 2.9 5.9 Number of Traders in Each Category Total Traders: 311 23 52 67 6 31 31 28 108 116 15 31 32 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 33,400 Positions 4,573 5,404 0 146 14,361 119 20,350 7,804 0 6,726 4,047 173 1,313 1,492 Changes from: January 24, 2017 Total Change is: 1,115 657 566 0 0 -395 0 -608 -241 0 -54 52 -156 1,276 1,289 Percent of Open Interest Represented by Each Category of Trader 13.7 16.2 0.0 0.4 43.0 0.4 60.9 23.4 0.0 20.1 12.1 0.5 3.9 4.5 Number of Traders in Each Category Total Traders: 45 . 8 0 . 11 . 4 10 0 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 46,324 Positions 6,261 13,896 0 322 9,710 430 33,112 9,571 0 604 7,015 175 5,420 5,527 Changes from: January 24, 2017 Total Change is: 8,616 343 2,222 0 -15 507 16 3,150 192 0 -283 296 0 5,405 5,383 Percent of Open Interest Represented by Each Category of Trader 13.5 30.0 0.0 0.7 21.0 0.9 71.5 20.7 0.0 1.3 15.1 0.4 11.7 11.9 Number of Traders in Each Category Total Traders: 35 4 4 0 . 5 . 6 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 76,093 Positions 485 58,475 40 16,386 1,396 1,043 27,753 9,546 2,720 16,053 65 60 11,552 2,748 Changes from: January 24, 2017 Total Change is: 828 11 -407 9 -270 278 11 678 361 687 -889 -62 7 584 -56 Percent of Open Interest Represented by Each Category of Trader 0.6 76.8 0.1 21.5 1.8 1.4 36.5 12.5 3.6 21.1 0.1 0.1 15.2 3.6 Number of Traders in Each Category Total Traders: 151 . . . 14 6 . 43 17 17 62 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 480,876 Positions 130,449 14,483 13,549 61,908 53,002 40,903 83,102 208,856 99,010 11,360 4,424 12,410 28,185 34,239 Changes from: January 24, 2017 Total Change is: 2,864 700 -7,706 2,673 -17,254 -4,499 11,108 12 -3,822 4,928 1,098 -734 -1,138 737 2,054 Percent of Open Interest Represented by Each Category of Trader 27.1 3.0 2.8 12.9 11.0 8.5 17.3 43.4 20.6 2.4 0.9 2.6 5.9 7.1 Number of Traders in Each Category Total Traders: 226 22 . 19 16 21 15 47 74 51 21 9 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 35,047 Positions 175 686 0 24,028 78 0 6,745 33,832 369 3,623 78 0 107 4 Changes from: January 24, 2017 Total Change is: 336 45 -653 0 141 0 0 -171 989 0 336 0 0 -15 0 Percent of Open Interest Represented by Each Category of Trader 0.5 2.0 0.0 68.6 0.2 0.0 19.2 96.5 1.1 10.3 0.2 0.0 0.3 0.0 Number of Traders in Each Category Total Traders: 39 . . 0 14 . 0 12 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of January 31, 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 15,158 Positions 2,375 8,776 0 10,370 0 116 1,364 5,942 59 245 0 0 629 265 Changes from: January 24, 2017 Total Change is: -76 0 0 0 -120 0 0 116 -111 -55 -11 0 0 -6 90 Percent of Open Interest Represented by Each Category of Trader 15.7 57.9 0.0 68.4 0.0 0.8 9.0 39.2 0.4 1.6 0.0 0.0 4.1 1.7 Number of Traders in Each Category Total Traders: 20 . . 0 10 0 . . 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 3, 2017