Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 154,186 Positions 1,677 70,294 4,835 33,732 6,742 3,892 51,282 23,295 12,780 7,729 2,074 2,888 35,370 27,386 Changes from: February 21, 2017 Total Change is: 4,741 112 -170 -1,153 -863 511 47 6,099 2,991 1,147 -1,763 0 448 667 920 Percent of Open Interest Represented by Each Category of Trader 1.1 45.6 3.1 21.9 4.4 2.5 33.3 15.1 8.3 5.0 1.3 1.9 22.9 17.8 Number of Traders in Each Category Total Traders: 89 . 10 6 13 5 5 26 23 23 8 . 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 49,173 Positions 27,881 10,119 790 1,714 2,921 0 7,594 15,516 2,623 0 0 0 8,571 17,204 Changes from: February 21, 2017 Total Change is: -1,618 436 -3,191 71 10 1,417 0 -2,793 100 180 0 0 0 478 -195 Percent of Open Interest Represented by Each Category of Trader 56.7 20.6 1.6 3.5 5.9 0.0 15.4 31.6 5.3 0.0 0.0 0.0 17.4 35.0 Number of Traders in Each Category Total Traders: 40 5 . . . 4 0 11 15 13 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 261,671 Positions 129,431 7,186 9,335 9,822 84,495 4,659 29,083 73,049 29,039 16,706 11,430 5,186 28,411 37,292 Changes from: February 21, 2017 Total Change is: 16,445 4,773 1,019 -700 -66 7,340 -908 3,894 2,224 7,471 1,024 -770 382 575 387 Percent of Open Interest Represented by Each Category of Trader 49.5 2.7 3.6 3.8 32.3 1.8 11.1 27.9 11.1 6.4 4.4 2.0 10.9 14.3 Number of Traders in Each Category Total Traders: 126 11 6 10 7 25 11 21 44 30 7 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 260,367 Positions 85,127 41,702 19,601 24,529 59,709 6,162 29,736 49,124 33,385 36,341 1,433 4,124 21,362 45,128 Changes from: February 21, 2017 Total Change is: 2,321 1,995 7,131 -1,605 -581 883 -560 3,278 -497 2,665 1,140 -828 -6,035 2,025 1,167 Percent of Open Interest Represented by Each Category of Trader 32.7 16.0 7.5 9.4 22.9 2.4 11.4 18.9 12.8 14.0 0.6 1.6 8.2 17.3 Number of Traders in Each Category Total Traders: 125 9 7 7 13 21 8 26 41 26 . 5 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 515,811 Positions 108,659 88,638 27,947 148,046 103,265 11,874 46,462 129,444 55,501 47,532 21,765 8,807 60,983 68,570 Changes from: February 21, 2017 Total Change is: 12,911 -6,574 7,235 2,179 9,919 6,945 -1,630 3,348 -6,407 4,397 1,877 -896 -395 -210 1,482 Percent of Open Interest Represented by Each Category of Trader 21.1 17.2 5.4 28.7 20.0 2.3 9.0 25.1 10.8 9.2 4.2 1.7 11.8 13.3 Number of Traders in Each Category Total Traders: 254 16 14 19 50 36 35 34 52 37 30 22 18 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 30,948 Positions 764 21,302 527 17,251 0 482 456 1,091 633 0 1,736 0 10,835 5,177 Changes from: February 21, 2017 Total Change is: 1,801 0 -301 527 -344 0 28 -1 -431 465 0 900 0 1,126 613 Percent of Open Interest Represented by Each Category of Trader 2.5 68.8 1.7 55.7 0.0 1.6 1.5 3.5 2.0 0.0 5.6 0.0 35.0 16.7 Number of Traders in Each Category Total Traders: 22 . 4 . 11 0 5 . . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 163,543 Positions 4,060 71,701 7,623 27,017 13,729 3,112 72,078 19,509 14,065 1,736 5,627 2,646 31,206 25,532 Changes from: February 21, 2017 Total Change is: 4,649 -3,753 8,111 1,795 1,610 -5,537 996 3,951 -3,480 905 -106 704 -19 -730 1,174 Percent of Open Interest Represented by Each Category of Trader 2.5 43.8 4.7 16.5 8.4 1.9 44.1 11.9 8.6 1.1 3.4 1.6 19.1 15.6 Number of Traders in Each Category Total Traders: 93 4 10 9 8 8 7 34 19 15 4 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 29,183 Positions 2,046 24,580 1 6,168 0 0 18,417 3,435 2 701 257 0 1,848 908 Changes from: February 21, 2017 Total Change is: -796 0 -2 0 92 0 0 -833 -752 0 -24 0 0 -31 -42 Percent of Open Interest Represented by Each Category of Trader 7.0 84.2 0.0 21.1 0.0 0.0 63.1 11.8 0.0 2.4 0.9 0.0 6.3 3.1 Number of Traders in Each Category Total Traders: 31 . 7 . . 0 0 11 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 196,255 Positions 63,483 91,148 1,547 62,863 4,147 121 37,050 61,916 19,950 3,629 11,975 235 7,378 5,216 Changes from: February 21, 2017 Total Change is: 1,447 -110 10,306 215 -3,891 -648 -88 6,520 -8,171 -1,657 141 2,192 -68 385 -634 Percent of Open Interest Represented by Each Category of Trader 32.3 46.4 0.8 32.0 2.1 0.1 18.9 31.5 10.2 1.8 6.1 0.1 3.8 2.7 Number of Traders in Each Category Total Traders: 135 . 11 . 12 7 . 34 37 16 15 13 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 31,024 Positions 0 23,669 74 6,556 0 0 22,020 5,186 196 0 1,285 0 2,178 614 Changes from: February 21, 2017 Total Change is: -6,929 -673 -7,551 3 -77 0 0 -4,896 1,905 -1,280 0 0 0 -6 -6 Percent of Open Interest Represented by Each Category of Trader 0.0 76.3 0.2 21.1 0.0 0.0 71.0 16.7 0.6 0.0 4.1 0.0 7.0 2.0 Number of Traders in Each Category Total Traders: 29 0 . . 4 0 0 9 8 . 0 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 57,102 Positions 7,689 25,525 51 1,599 18,063 0 39,784 7,152 2,210 621 1,357 0 5,148 2,744 Changes from: February 21, 2017 Total Change is: 2,020 -122 2,392 49 575 -106 0 2,385 575 -601 -443 225 0 177 -514 Percent of Open Interest Represented by Each Category of Trader 13.5 44.7 0.1 2.8 31.6 0.0 69.7 12.5 3.9 1.1 2.4 0.0 9.0 4.8 Number of Traders in Each Category Total Traders: 70 4 7 . 6 . 0 29 12 4 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 27,639 Positions 5,378 171 12,906 780 254 0 6,996 13,629 1 0 100 0 1,578 578 Changes from: February 21, 2017 Total Change is: -2,402 359 0 -2,379 -16 -61 0 -404 0 -1 0 0 0 39 39 Percent of Open Interest Represented by Each Category of Trader 19.5 0.6 46.7 2.8 0.9 0.0 25.3 49.3 0.0 0.0 0.4 0.0 5.7 2.1 Number of Traders in Each Category Total Traders: 26 4 . . . . 0 12 4 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 70,646 Positions 8,925 39,452 1,903 9,920 222 702 34,224 9,833 3,139 1,039 4,189 392 10,403 10,814 Changes from: February 21, 2017 Total Change is: 6,235 15 2,175 378 1,499 -315 273 3,013 1,047 565 75 510 71 346 1,532 Percent of Open Interest Represented by Each Category of Trader 12.6 55.8 2.7 14.0 0.3 1.0 48.4 13.9 4.4 1.5 5.9 0.6 14.7 15.3 Number of Traders in Each Category Total Traders: 127 13 26 8 14 . 6 40 16 9 6 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 141,292 Positions 17,850 78,905 3,805 19,839 443 1,404 68,448 19,666 6,278 2,078 8,377 784 20,805 21,629 Changes from: February 21, 2017 Total Change is: 12,469 30 4,349 756 2,998 -630 546 6,027 2,093 1,130 150 1,020 141 692 3,064 Percent of Open Interest Represented by Each Category of Trader 12.6 55.8 2.7 14.0 0.3 1.0 48.4 13.9 4.4 1.5 5.9 0.6 14.7 15.3 Number of Traders in Each Category Total Traders: 127 13 26 8 14 . 6 40 16 9 6 11 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 953,625 Positions 67,730 118,274 57,514 292,883 183,501 92,497 85,554 121,491 186,593 23,967 41,570 42,247 104,640 109,938 Changes from: February 21, 2017 Total Change is: -10,052 -5,989 4,676 -1,129 -11,019 -13,022 1,159 6,948 3,566 -7,795 648 -1,841 -2,720 9,846 7,055 Percent of Open Interest Represented by Each Category of Trader 7.1 12.4 6.0 30.7 19.2 9.7 9.0 12.7 19.6 2.5 4.4 4.4 11.0 11.5 Number of Traders in Each Category Total Traders: 678 33 39 41 129 83 99 84 145 131 80 83 86 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 188,680 Positions 27,282 12,403 16,131 15,407 39,015 18,796 14,250 11,079 45,994 5,014 504 9,855 35,951 34,903 Changes from: February 21, 2017 Total Change is: -20,998 -2,580 1,380 -5,820 -263 -553 -8,216 2,629 -3,833 -7,076 1,106 81 -2,966 2,187 6,005 Percent of Open Interest Represented by Each Category of Trader 14.5 6.6 8.5 8.2 20.7 10.0 7.6 5.9 24.4 2.7 0.3 5.2 19.1 18.5 Number of Traders in Each Category Total Traders: 70 6 10 10 9 . 5 14 10 24 11 5 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 3,824,725 Positions 247,769 574,887 161,384 1,448,637 783,685 307,248 452,304 647,847 607,208 107,275 217,842 149,451 343,449 375,173 Changes from: February 21, 2017 Total Change is: 54,728 -13,070 20,459 19,477 -6,288 -14,853 -622 23,738 39,139 -5,738 1,771 -5,550 -2,832 38,292 5,249 Percent of Open Interest Represented by Each Category of Trader 6.5 15.0 4.2 37.9 20.5 8.0 11.8 16.9 15.9 2.8 5.7 3.9 9.0 9.8 Number of Traders in Each Category Total Traders: 658 32 39 39 129 81 95 81 144 127 73 79 77 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 96,283 Positions 1,151 45,189 219 52,781 38,373 3,246 24,049 3,238 2,019 541 564 0 12,277 3,435 Changes from: February 21, 2017 Total Change is: -1,189 30 -1,128 10 -1,556 171 18 -699 -929 615 0 37 0 393 17 Percent of Open Interest Represented by Each Category of Trader 1.2 46.9 0.2 54.8 39.9 3.4 25.0 3.4 2.1 0.6 0.6 0.0 12.8 3.6 Number of Traders in Each Category Total Traders: 88 . 11 . 33 14 14 20 4 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 51,218 Positions 6,318 13,813 355 9,627 5,325 1,629 21,231 15,567 3,262 1,700 4,059 727 6,368 6,481 Changes from: February 21, 2017 Total Change is: 1,297 -91 426 20 -1,477 204 666 1,701 191 252 -117 -88 89 252 -463 Percent of Open Interest Represented by Each Category of Trader 12.3 27.0 0.7 18.8 10.4 3.2 41.5 30.4 6.4 3.3 7.9 1.4 12.4 12.7 Number of Traders in Each Category Total Traders: 254 14 20 7 42 22 16 60 55 27 15 26 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 256,089 Positions 31,592 69,063 1,776 48,136 26,626 8,145 106,156 77,835 16,310 8,500 20,293 3,634 31,840 32,407 Changes from: February 21, 2017 Total Change is: 6,484 -454 2,128 101 -7,383 1,018 3,330 8,507 956 1,259 -584 -439 446 1,262 -2,315 Percent of Open Interest Represented by Each Category of Trader 12.3 27.0 0.7 18.8 10.4 3.2 41.5 30.4 6.4 3.3 7.9 1.4 12.4 12.7 Number of Traders in Each Category Total Traders: 254 14 20 7 42 22 16 60 55 27 15 26 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 616,636 Positions 53,283 168,637 5,825 299,094 148,144 38,526 164,088 196,810 13,239 10,966 20,410 2,861 28,753 22,183 Changes from: February 21, 2017 Total Change is: 1,165 2,801 -27,073 524 -6,436 950 8,568 1,056 19,560 -3,471 -1,659 -999 148 -366 2,957 Percent of Open Interest Represented by Each Category of Trader 8.6 27.3 0.9 48.5 24.0 6.2 26.6 31.9 2.1 1.8 3.3 0.5 4.7 3.6 Number of Traders in Each Category Total Traders: 348 23 21 9 85 40 35 60 77 27 20 22 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 32,043 Positions 915 13,049 3 13,909 490 85 2,969 3,421 139 5,024 7,345 0 8,999 7,511 Changes from: February 21, 2017 Total Change is: 371 3 8 0 15 -34 5 161 283 132 632 -260 0 -577 237 Percent of Open Interest Represented by Each Category of Trader 2.9 40.7 0.0 43.4 1.5 0.3 9.3 10.7 0.4 15.7 22.9 0.0 28.1 23.4 Number of Traders in Each Category Total Traders: 42 . . . 15 . . 4 9 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 58,145 Positions 16,276 12,238 534 10,672 2,640 2,096 17,307 17,684 1,619 872 2,769 0 8,769 18,565 Changes from: February 21, 2017 Total Change is: 990 -93 1,700 -1,442 72 -447 -176 3,166 166 117 205 -297 0 -859 1,369 Percent of Open Interest Represented by Each Category of Trader 28.0 21.0 0.9 18.4 4.5 3.6 29.8 30.4 2.8 1.5 4.8 0.0 15.1 31.9 Number of Traders in Each Category Total Traders: 94 16 10 4 14 5 6 26 17 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 282,794 Positions 24,860 190,472 4,399 167,736 64,239 12,996 56,343 3,136 2,272 4,757 705 409 9,022 4,166 Changes from: February 21, 2017 Total Change is: 6,436 2,616 2,270 -135 -1,208 4,049 508 5,992 -189 -428 -577 -42 0 -332 403 Percent of Open Interest Represented by Each Category of Trader 8.8 67.4 1.6 59.3 22.7 4.6 19.9 1.1 0.8 1.7 0.2 0.1 3.2 1.5 Number of Traders in Each Category Total Traders: 133 8 12 6 47 25 21 27 6 6 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 901,839 Positions 33,508 685,250 8,772 519,482 84,231 62,789 196,728 25,678 11,011 43,111 12,183 3,088 23,350 8,837 Changes from: February 21, 2017 Total Change is: 9,886 -146 6,413 1,728 -6,819 5,492 2,383 14,966 -5,453 -1,323 -1,495 -36 241 351 441 Percent of Open Interest Represented by Each Category of Trader 3.7 76.0 1.0 57.6 9.3 7.0 21.8 2.8 1.2 4.8 1.4 0.3 2.6 1.0 Number of Traders in Each Category Total Traders: 318 21 19 13 100 34 45 61 19 17 50 14 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 758,866 Positions 8,123 26,240 18,929 309,037 168,019 120,383 59,750 120,274 73,564 7,729 43,547 17,090 144,262 170,820 Changes from: February 21, 2017 Total Change is: -30,526 -69 4,157 -9,125 12,707 19,223 -7,633 4,901 650 -21,747 2,258 2,403 -6,199 -5,619 -12,254 Percent of Open Interest Represented by Each Category of Trader 1.1 3.5 2.5 40.7 22.1 15.9 7.9 15.8 9.7 1.0 5.7 2.3 19.0 22.5 Number of Traders in Each Category Total Traders: 159 6 9 12 39 34 37 23 29 36 9 10 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 748,693 Positions 5,442 139,783 10,169 415,292 56,483 84,959 43,571 274,726 43,655 28,316 19,861 354 116,935 118,703 Changes from: February 21, 2017 Total Change is: -34,357 -854 -3,611 -8,212 -826 -3,248 -26 2,091 -2,353 -15,396 2,356 3,534 -64 -13,426 -4,981 Percent of Open Interest Represented by Each Category of Trader 0.7 18.7 1.4 55.5 7.5 11.3 5.8 36.7 5.8 3.8 2.7 0.0 15.6 15.9 Number of Traders in Each Category Total Traders: 102 . 11 5 46 7 26 8 22 14 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 1,436,646 Positions 22,839 158,266 33,800 388,853 292,466 187,210 486,528 315,729 55,749 150,481 234,501 6,009 105,177 152,916 Changes from: February 21, 2017 Total Change is: -183,132 4,707 20,153 -23,228 -16,731 -43,083 -970 -71,840 2,587 -86,596 21,836 -27,566 -3,395 -6,916 -21,036 Percent of Open Interest Represented by Each Category of Trader 1.6 11.0 2.4 27.1 20.4 13.0 33.9 22.0 3.9 10.5 16.3 0.4 7.3 10.6 Number of Traders in Each Category Total Traders: 267 5 35 21 55 38 44 45 41 38 20 28 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 3,764,076 Positions 99,320 194,836 164,826 1,439,378 1,057,444 428,025 413,819 720,088 374,467 397,792 192,788 75,182 371,267 556,421 Changes from: February 21, 2017 Total Change is: -400,442 -9,365 -10,716 -132,924 79,167 -45,434 -10,113 -64,753 38,208 -184,882 -37,473 15,218 -28,152 -11,946 -41,647 Percent of Open Interest Represented by Each Category of Trader 2.6 5.2 4.4 38.2 28.1 11.4 11.0 19.1 9.9 10.6 5.1 2.0 9.9 14.8 Number of Traders in Each Category Total Traders: 367 19 40 47 46 79 73 48 72 89 25 38 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 339,258 Positions 16,332 31,254 3,175 114,456 127,142 15,876 101,458 40,531 13,093 8,662 6,629 0 66,206 101,558 Changes from: February 21, 2017 Total Change is: 3,659 4,417 11,226 326 6,493 -10,399 3,137 5,934 5,576 -3,551 -589 0 0 -12,507 -2,656 Percent of Open Interest Represented by Each Category of Trader 4.8 9.2 0.9 33.7 37.5 4.7 29.9 11.9 3.9 2.6 2.0 0.0 19.5 29.9 Number of Traders in Each Category Total Traders: 64 5 6 5 12 21 20 12 5 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 3,365,862 Positions 38,645 387,985 111,324 1,785,236 690,145 325,399 260,901 920,764 290,199 258,323 228,963 41,765 254,070 369,319 Changes from: February 21, 2017 Total Change is: -452,423 -10,820 -49,119 -64,303 -119,056 102,498 -11,198 55,338 -149,504 -221,413 -43,360 -21,330 -12,582 -25,028 -25,471 Percent of Open Interest Represented by Each Category of Trader 1.1 11.5 3.3 53.0 20.5 9.7 7.8 27.4 8.6 7.7 6.8 1.2 7.5 11.0 Number of Traders in Each Category Total Traders: 315 10 36 26 64 48 61 43 66 64 18 30 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 1,584,340 Positions 396,806 162,263 404,699 20,816 21,076 15,638 214,840 428,015 315,381 49,127 52,315 132,447 34,586 52,507 Changes from: February 21, 2017 Total Change is: 128,156 54,380 13,132 -15,721 20,816 -8,867 5,438 92,535 121,992 -34,115 -18,190 30,073 18,054 4,960 -1,829 Percent of Open Interest Represented by Each Category of Trader 25.0 10.2 25.5 1.3 1.3 1.0 13.6 27.0 19.9 3.1 3.3 8.4 2.2 3.3 Number of Traders in Each Category Total Traders: 151 26 36 51 . 4 . 23 35 40 11 10 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 is24,102,387 Positions 5,414,610 918,893 3,858,114 69,651 1,979,125 980,506 421,384 2,579,794 10,183,724 845,591 594,699 1,724,956 603,850 1,282,575 Changes from: February 21, 2017 Total Change is: 426,193 286,724 17,869 14,641 40 116,230 -2,939 3,114 51,178 273,891 38,040 114,253 -170,890 -16,428 11,960 Percent of Open Interest Represented by Each Category of Trader 22.5 3.8 16.0 0.3 8.2 4.1 1.7 10.7 42.3 3.5 2.5 7.2 2.5 5.3 Number of Traders in Each Category Total Traders: 329 26 55 76 8 32 31 41 110 118 13 32 34 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 32,387 Positions 6,138 4,407 0 172 12,928 110 16,732 8,535 1,899 7,241 4,303 56 39 149 Changes from: February 21, 2017 Total Change is: 161 833 204 0 0 -913 0 -2,484 -752 1,899 32 -179 -83 -36 -15 Percent of Open Interest Represented by Each Category of Trader 19.0 13.6 0.0 0.5 39.9 0.3 51.7 26.4 5.9 22.4 13.3 0.2 0.1 0.5 Number of Traders in Each Category Total Traders: 49 . 8 0 . 12 . 4 12 . 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 44,576 Positions 5,864 17,662 12 726 8,970 187 34,215 8,939 2,712 564 5,734 243 53 117 Changes from: February 21, 2017 Total Change is: 1,475 -249 -1,721 12 101 298 -93 -1,159 467 2,712 75 -212 68 8 -56 Percent of Open Interest Represented by Each Category of Trader 13.2 39.6 0.0 1.6 20.1 0.4 76.8 20.1 6.1 1.3 12.9 0.5 0.1 0.3 Number of Traders in Each Category Total Traders: 33 . 5 . . 4 . 6 8 . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 75,463 Positions 293 58,690 208 15,666 1,059 1,438 30,537 5,704 3,049 14,798 2,259 100 9,373 2,955 Changes from: February 21, 2017 Total Change is: 59 52 274 131 -548 0 6 -757 -68 86 1,072 16 -5 22 -380 Percent of Open Interest Represented by Each Category of Trader 0.4 77.8 0.3 20.8 1.4 1.9 40.5 7.6 4.0 19.6 3.0 0.1 12.4 3.9 Number of Traders in Each Category Total Traders: 152 4 . . 15 . 4 46 17 15 52 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 585,686 Positions 132,632 23,364 16,782 72,188 46,656 44,848 97,821 235,295 124,969 13,218 5,429 50,891 32,337 37,452 Changes from: February 21, 2017 Total Change is: 33,778 4,290 -4,103 -993 -4,317 -1,034 6,554 3,360 11,453 11,333 -1,979 -7,343 16,004 -474 1,907 Percent of Open Interest Represented by Each Category of Trader 22.6 4.0 2.9 12.3 8.0 7.7 16.7 40.2 21.3 2.3 0.9 8.7 5.5 6.4 Number of Traders in Each Category Total Traders: 255 27 . 20 18 23 19 56 72 62 20 17 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 37,884 Positions 186 0 0 26,171 79 0 7,082 37,194 369 3,969 229 0 107 13 Changes from: February 21, 2017 Total Change is: 2,812 51 -370 0 2,205 2 0 282 3,168 0 277 0 0 -3 12 Percent of Open Interest Represented by Each Category of Trader 0.5 0.0 0.0 69.1 0.2 0.0 18.7 98.2 1.0 10.5 0.6 0.0 0.3 0.0 Number of Traders in Each Category Total Traders: 40 . 0 0 13 . 0 12 5 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of February 28, 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 15,479 Positions 2,900 8,384 4 9,804 217 223 1,479 6,420 0 242 0 0 827 231 Changes from: February 21, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 18.7 54.2 0.0 63.3 1.4 1.4 9.6 41.5 0.0 1.6 0.0 0.0 5.3 1.5 Number of Traders in Each Category Total Traders: 20 . . . 9 . . . 4 0 . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated March 3, 2017