Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 151,021
Positions
29,792 14,523 4,400 26,835 9,108 2,306 22,000 64,945 14,586 21,031 3,052 2,697 27,374 35,404
Changes from: March 28, 2017 Total Change is: 13,246
5,916 -188 1,081 -1,782 1,108 -26 6,099 8,977 934 36 38 45 944 1,277
Percent of Open Interest Represented by Each Category of Trader
19.7 9.6 2.9 17.8 6.0 1.5 14.6 43.0 9.7 13.9 2.0 1.8 18.1 23.4
Number of Traders in Each Category Total Traders: 97
7 . 8 10 7 5 20 36 18 10 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 40,587
Positions
15,637 809 700 2,239 2,228 0 7,311 18,847 1,045 5,669 1,140 0 7,985 15,817
Changes from: March 28, 2017 Total Change is: -3,246
2,264 -2,667 -43 -532 410 0 -1,714 -2,174 -592 197 228 0 -2,825 1,593
Percent of Open Interest Represented by Each Category of Trader
38.5 2.0 1.7 5.5 5.5 0.0 18.0 46.4 2.6 14.0 2.8 0.0 19.7 39.0
Number of Traders in Each Category Total Traders: 38
4 . . 4 . 0 8 15 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 275,344
Positions
139,192 22,135 7,372 10,852 87,361 5,435 29,498 79,534 25,046 27,831 11,125 3,052 27,067 34,284
Changes from: March 28, 2017 Total Change is: -7,363
41 -25 -1,274 299 1,873 -464 -3,400 -3,280 -3,141 1,284 -216 324 -1,031 -1,159
Percent of Open Interest Represented by Each Category of Trader
50.6 8.0 2.7 3.9 31.7 2.0 10.7 28.9 9.1 10.1 4.0 1.1 9.8 12.5
Number of Traders in Each Category Total Traders: 124
8 8 10 8 24 11 23 44 29 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 238,969
Positions
76,469 54,317 14,088 24,762 53,835 7,223 33,853 35,385 28,156 24,949 1,201 3,978 25,490 40,786
Changes from: March 28, 2017 Total Change is: -4,759
-2,765 15,243 -778 1,423 -769 -1,017 -1,611 -12,853 -808 1,148 -546 -300 -50 -2,930
Percent of Open Interest Represented by Each Category of Trader
32.0 22.7 5.9 10.4 22.5 3.0 14.2 14.8 11.8 10.4 0.5 1.7 10.7 17.1
Number of Traders in Each Category Total Traders: 127
7 13 8 15 17 8 34 30 24 7 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 466,776
Positions
79,616 75,757 19,637 163,706 96,678 10,291 50,495 117,931 40,287 29,763 38,739 7,615 65,367 59,842
Changes from: March 28, 2017 Total Change is: -11,497
-4,624 -9,820 1,896 2,750 5,910 -3,830 -2,814 4,679 -3,838 -1,841 -2,857 -377 1,181 -3,261
Percent of Open Interest Represented by Each Category of Trader
17.1 16.2 4.2 35.1 20.7 2.2 10.8 25.3 8.6 6.4 8.3 1.6 14.0 12.8
Number of Traders in Each Category Total Traders: 247
16 17 18 50 34 35 33 46 34 32 19 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,067
Positions
752 24,239 1 18,246 0 433 1,398 1,452 219 1,142 3,351 0 11,876 4,372
Changes from: March 28, 2017 Total Change is: -1,349
0 -711 0 -690 0 11 -573 -488 0 0 0 0 -97 -161
Percent of Open Interest Represented by Each Category of Trader
2.2 71.2 0.0 53.6 0.0 1.3 4.1 4.3 0.6 3.4 9.8 0.0 34.9 12.8
Number of Traders in Each Category Total Traders: 25
. 5 . 12 0 5 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 156,684
Positions
6,899 74,394 6,572 30,096 8,113 2,539 65,514 18,948 11,532 1,811 8,971 1,578 30,144 24,038
Changes from: March 28, 2017 Total Change is: 2,544
4,489 640 33 -772 332 -415 251 4,534 469 -689 -1,187 -431 -389 -1,429
Percent of Open Interest Represented by Each Category of Trader
4.4 47.5 4.2 19.2 5.2 1.6 41.8 12.1 7.4 1.2 5.7 1.0 19.2 15.3
Number of Traders in Each Category Total Traders: 98
4 9 7 9 9 7 32 22 18 5 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 40,555
Positions
1,086 28,938 501 5,739 0 0 30,888 10,136 0 890 217 0 1,451 763
Changes from: March 28, 2017 Total Change is: 11,150
375 4,159 103 543 0 0 9,938 6,900 0 125 0 0 66 -12
Percent of Open Interest Represented by Each Category of Trader
2.7 71.4 1.2 14.2 0.0 0.0 76.2 25.0 0.0 2.2 0.5 0.0 3.6 1.9
Number of Traders in Each Category Total Traders: 35
. 7 . . 0 0 12 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 199,902
Positions
49,695 127,250 34 63,036 2,394 32 73,544 55,559 1,061 3,533 10,605 223 8,744 2,744
Changes from: March 28, 2017 Total Change is: 7,781
220 12,416 4 1,836 -427 -36 6,288 -3,367 -480 619 -243 125 -795 -211
Percent of Open Interest Represented by Each Category of Trader
24.9 63.7 0.0 31.5 1.2 0.0 36.8 27.8 0.5 1.8 5.3 0.1 4.4 1.4
Number of Traders in Each Category Total Traders: 145
. 13 . 15 . . 51 30 11 15 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 27,378
Positions
101 21,052 0 7,224 148 0 17,888 4,609 133 155 800 0 1,877 636
Changes from: March 28, 2017 Total Change is: -1,610
-14 -1,704 -724 102 148 0 -157 1,688 -545 155 -90 0 -427 -383
Percent of Open Interest Represented by Each Category of Trader
0.4 76.9 0.0 26.4 0.5 0.0 65.3 16.8 0.5 0.6 2.9 0.0 6.9 2.3
Number of Traders in Each Category Total Traders: 31
. . 0 4 . 0 11 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 40,904
Positions
20,278 1,845 4 2,019 15,961 0 14,149 17,058 392 435 1,329 0 3,627 4,315
Changes from: March 28, 2017 Total Change is: 2,955
2,503 -59 2 290 67 0 37 2,745 -100 -157 -28 0 380 328
Percent of Open Interest Represented by Each Category of Trader
49.6 4.5 0.0 4.9 39.0 0.0 34.6 41.7 1.0 1.1 3.2 0.0 8.9 10.5
Number of Traders in Each Category Total Traders: 65
9 4 . 4 5 0 15 23 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 23,815
Positions
11,375 1,213 8,750 963 252 0 1,677 12,159 1 0 400 0 1,049 1,040
Changes from: March 28, 2017 Total Change is: -3,232
-77 -160 -1,953 44 7 0 -1,069 -1,176 -71 0 100 0 -106 21
Percent of Open Interest Represented by Each Category of Trader
47.8 5.1 36.7 4.0 1.1 0.0 7.0 51.1 0.0 0.0 1.7 0.0 4.4 4.4
Number of Traders in Each Category Total Traders: 22
5 . . . . 0 6 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 65,703
Positions
8,581 44,148 1,991 9,696 617 1,141 29,421 4,809 3,236 1,800 1,709 229 9,607 7,822
Changes from: March 28, 2017 Total Change is: -2,393
2,302 -1,989 201 -1,580 114 389 -2,976 400 -174 -131 -1,745 5 -430 405
Percent of Open Interest Represented by Each Category of Trader
13.1 67.2 3.0 14.8 0.9 1.7 44.8 7.3 4.9 2.7 2.6 0.3 14.6 11.9
Number of Traders in Each Category Total Traders: 110
12 19 4 14 . 6 33 14 11 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 131,406
Positions
17,162 88,296 3,983 19,392 1,235 2,281 58,842 9,618 6,473 3,601 3,418 458 19,214 15,644
Changes from: March 28, 2017 Total Change is: -4,786
4,605 -3,978 402 -3,160 229 777 -5,951 800 -347 -262 -3,490 11 -861 810
Percent of Open Interest Represented by Each Category of Trader
13.1 67.2 3.0 14.8 0.9 1.7 44.8 7.3 4.9 2.7 2.6 0.3 14.6 11.9
Number of Traders in Each Category Total Traders: 110
12 19 4 14 . 6 33 14 11 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 801,582
Positions
52,945 113,490 18,390 298,071 184,871 83,041 78,295 113,190 125,926 21,669 42,023 26,211 97,034 94,439
Changes from: March 28, 2017 Total Change is: -22,102
3,019 321 632 -4,444 -5,613 -1,115 -1,052 -4,405 -18,274 242 2,803 -2,445 1,335 5,995
Percent of Open Interest Represented by Each Category of Trader
6.6 14.2 2.3 37.2 23.1 10.4 9.8 14.1 15.7 2.7 5.2 3.3 12.1 11.8
Number of Traders in Each Category Total Traders: 662
35 33 34 123 90 97 82 135 122 89 74 88
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 122,404
Positions
8,019 11,857 8,050 9,957 27,449 16,883 5,514 1,008 29,207 3,690 107 3,971 37,112 23,872
Changes from: March 28, 2017 Total Change is: -4,108
3,054 -978 -953 -262 488 -245 -3,740 -387 -3,403 -397 -36 -68 1,907 1,474
Percent of Open Interest Represented by Each Category of Trader
6.6 9.7 6.6 8.1 22.4 13.8 4.5 0.8 23.9 3.0 0.1 3.2 30.3 19.5
Number of Traders in Each Category Total Traders: 62
5 9 7 7 . . 13 10 23 8 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 3,395,892
Positions
236,463 520,003 39,865 1,464,626 811,166 306,735 381,927 578,935 465,572 95,821 215,505 105,272 299,610 352,839
Changes from: March 28, 2017 Total Change is: -89,972
9,245 15,906 -1,491 -21,102 -30,702 -4,159 -5,846 -39,380 -55,064 1,480 12,484 -10,172 -2,863 22,605
Percent of Open Interest Represented by Each Category of Trader
7.0 15.3 1.2 43.1 23.9 9.0 11.2 17.0 13.7 2.8 6.3 3.1 8.8 10.4
Number of Traders in Each Category Total Traders: 646
34 33 32 123 88 94 77 135 118 84 72 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 93,723
Positions
2,100 43,796 753 50,287 37,937 3,492 22,983 2,963 832 1,673 280 0 11,603 3,670
Changes from: March 28, 2017 Total Change is: 3,002
46 2,299 39 3,423 -442 116 -171 784 610 -213 -284 0 -848 -120
Percent of Open Interest Represented by Each Category of Trader
2.2 46.7 0.8 53.7 40.5 3.7 24.5 3.2 0.9 1.8 0.3 0.0 12.4 3.9
Number of Traders in Each Category Total Traders: 82
. 10 . 32 13 15 16 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 50,148
Positions
2,622 16,969 355 14,090 5,438 1,263 21,084 14,150 1,941 2,071 3,005 537 6,185 6,491
Changes from: March 28, 2017 Total Change is: 67
33 532 -86 -1,445 721 183 1,109 -875 -46 576 -795 8 -264 427
Percent of Open Interest Represented by Each Category of Trader
5.2 33.8 0.7 28.1 10.8 2.5 42.0 28.2 3.9 4.1 6.0 1.1 12.3 12.9
Number of Traders in Each Category Total Traders: 244
14 23 8 41 22 13 58 49 28 18 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 250,739
Positions
13,112 84,843 1,775 70,449 27,192 6,316 105,422 70,749 9,703 10,353 15,025 2,683 30,926 32,453
Changes from: March 28, 2017 Total Change is: 337
167 2,659 -431 -7,227 3,603 913 5,546 -4,377 -232 2,879 -3,976 41 -1,320 2,136
Percent of Open Interest Represented by Each Category of Trader
5.2 33.8 0.7 28.1 10.8 2.5 42.0 28.2 3.9 4.1 6.0 1.1 12.3 12.9
Number of Traders in Each Category Total Traders: 244
14 23 8 41 22 13 58 49 28 18 19 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 563,217
Positions
47,986 130,630 4,078 260,456 157,397 31,742 156,461 194,783 14,604 15,242 8,548 2,137 30,511 19,299
Changes from: March 28, 2017 Total Change is: 16,364
1,767 17,765 261 -1,592 777 -2,548 10,276 8,895 1,566 1,514 -8,926 -592 5,711 -835
Percent of Open Interest Represented by Each Category of Trader
8.5 23.2 0.7 46.2 27.9 5.6 27.8 34.6 2.6 2.7 1.5 0.4 5.4 3.4
Number of Traders in Each Category Total Traders: 335
20 24 6 81 42 36 58 72 28 20 18 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 37,858
Positions
841 19,763 0 15,895 479 88 4,904 6,625 0 7,612 3,023 0 8,518 7,880
Changes from: March 28, 2017 Total Change is: 2,471
10 1,219 0 466 -11 54 1,310 1,620 0 872 -8 0 -241 -403
Percent of Open Interest Represented by Each Category of Trader
2.2 52.2 0.0 42.0 1.3 0.2 13.0 17.5 0.0 20.1 8.0 0.0 22.5 20.8
Number of Traders in Each Category Total Traders: 50
. 6 0 18 . . 6 8 0 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 63,738
Positions
10,670 7,735 277 13,035 7,468 2,074 23,590 11,897 321 2,722 2,190 0 11,049 31,776
Changes from: March 28, 2017 Total Change is: 4,908
1,770 -307 17 128 -268 30 2,759 2,178 -19 -7 -13 0 230 3,290
Percent of Open Interest Represented by Each Category of Trader
16.7 12.1 0.4 20.5 11.7 3.3 37.0 18.7 0.5 4.3 3.4 0.0 17.3 49.9
Number of Traders in Each Category Total Traders: 81
9 10 . 13 5 6 22 13 4 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 284,747
Positions
25,075 191,847 1,659 173,274 62,881 12,789 58,077 7,703 2,859 1,980 967 167 8,867 3,875
Changes from: March 28, 2017 Total Change is: 5,597
2,023 7,661 -161 2,564 999 -843 1,620 -2,210 160 403 -40 -3 -166 34
Percent of Open Interest Represented by Each Category of Trader
8.8 67.4 0.6 60.9 22.1 4.5 20.4 2.7 1.0 0.7 0.3 0.1 3.1 1.4
Number of Traders in Each Category Total Traders: 136
8 11 4 51 24 21 26 8 9 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 937,179
Positions
27,272 720,295 6,912 537,730 93,782 53,980 227,359 29,002 12,676 46,376 12,807 755 24,119 6,970
Changes from: March 28, 2017 Total Change is: 27,328
99 17,340 -110 -212 17,118 235 26,858 -5,647 168 1,806 -1,120 -163 -1,353 -493
Percent of Open Interest Represented by Each Category of Trader
2.9 76.9 0.7 57.4 10.0 5.8 24.3 3.1 1.4 4.9 1.4 0.1 2.6 0.7
Number of Traders in Each Category Total Traders: 342
21 21 7 114 33 43 66 23 18 51 13 5
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 2017
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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 :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 773,196
Positions
16,095 18,776 23,209 283,134 156,574 138,122 48,298 130,521 81,813 9,554 29,587 17,026 155,945 177,568
Changes from: March 28, 2017 Total Change is: 35,596
7,908 -10,819 2,430 5,046 3,264 8,992 -7,776 9,810 9,450 -3,354 7,494 1,642 11,258 3,332
Percent of Open Interest Represented by Each Category of Trader
2.1 2.4 3.0 36.6 20.3 17.9 6.2 16.9 10.6 1.2 3.8 2.2 20.2 23.0
Number of Traders in Each Category Total Traders: 151
10 7 12 40 29 34 23 25 33 6 11 10
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 715,023
Positions
4,477 154,117 742 401,648 52,547 94,358 45,003 278,449 19,321 30,624 11,200 336 118,514 103,953
Changes from: March 28, 2017 Total Change is: 9,950
88 5,213 -547 4,062 5,076 2,063 -1,918 -1,330 5,479 1,053 -1,776 -5 -325 -4,223
Percent of Open Interest Represented by Each Category of Trader
0.6 21.6 0.1 56.2 7.3 13.2 6.3 38.9 2.7 4.3 1.6 0.0 16.6 14.5
Number of Traders in Each Category Total Traders: 97
. 11 . 46 8 30 8 19 10 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,383,217
Positions
38,766 169,531 9,173 463,141 287,013 161,833 386,589 243,919 39,270 159,854 314,698 7,289 117,303 150,491
Changes from: March 28, 2017 Total Change is: -3,321
1,951 -8,789 -1,210 -12,902 12,273 6,993 -5,638 -7,042 -2,991 52 -1,415 1,513 8,910 -2,653
Percent of Open Interest Represented by Each Category of Trader
2.8 12.3 0.7 33.5 20.7 11.7 27.9 17.6 2.8 11.6 22.8 0.5 8.5 10.9
Number of Traders in Each Category Total Traders: 277
8 32 11 58 39 46 46 39 32 21 34 12
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,707,922
Positions
90,619 174,057 194,190 1,225,709 952,709 511,091 494,803 619,657 400,027 334,327 207,623 80,251 376,905 568,317
Changes from: March 28, 2017 Total Change is: 144,108
63 4,437 36,117 -45,361 1,284 60,488 -12,729 -70,335 83,806 -10,876 2,305 19,279 13,320 6,726
Percent of Open Interest Represented by Each Category of Trader
2.4 4.7 5.2 33.1 25.7 13.8 13.3 16.7 10.8 9.0 5.6 2.2 10.2 15.3
Number of Traders in Each Category Total Traders: 399
22 47 53 49 86 77 61 67 83 31 36 29
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 345,564
Positions
14,131 18,113 2,354 103,813 152,068 18,993 104,371 37,820 7,212 12,082 6,629 0 82,608 102,375
Changes from: March 28, 2017 Total Change is: 10,725
2,161 -3,331 -19 -4,749 10,462 3,254 -989 163 -1,270 2,109 0 0 10,228 1,466
Percent of Open Interest Represented by Each Category of Trader
4.1 5.2 0.7 30.0 44.0 5.5 30.2 10.9 2.1 3.5 1.9 0.0 23.9 29.6
Number of Traders in Each Category Total Traders: 59
4 5 . 10 23 21 8 5 5 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,188,473
Positions
59,373 312,411 88,330 1,709,389 747,750 351,886 232,238 844,436 192,277 251,701 253,379 39,998 263,280 358,006
Changes from: March 28, 2017 Total Change is: -18,158
16,142 -48,664 -1,471 53,376 45,425 24,649 -86,193 -31,686 -31,788 -4,904 15,958 2,993 9,038 6,425
Percent of Open Interest Represented by Each Category of Trader
1.9 9.8 2.8 53.6 23.5 11.0 7.3 26.5 6.0 7.9 7.9 1.3 8.3 11.2
Number of Traders in Each Category Total Traders: 306
11 38 29 61 46 64 36 61 63 17 36 20
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,574,525
Positions
534,202 161,194 425,159 10,388 21,445 8,738 158,151 368,837 317,255 5,688 129,438 83,358 31,586 59,101
Changes from: March 28, 2017 Total Change is: -92,434
-26,371 -18,122 -22,413 3,956 15,071 -4,287 6,976 -17,706 -37,535 -330 -37 -4,754 -7,676 -2,651
Percent of Open Interest Represented by Each Category of Trader
33.9 10.2 27.0 0.7 1.4 0.6 10.0 23.4 20.1 0.4 8.2 5.3 2.0 3.8
Number of Traders in Each Category Total Traders: 153
27 32 47 . 4 . 22 38 46 5 16 9
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,992,254
Positions
5,607,333 1,078,120 3,666,020 164,110 1,624,497 855,594 265,060 2,912,962 8,582,235 736,037 567,035 1,453,005 662,859 1,252,785
Changes from: March 28, 2017 Total Change is: 110,052
-7,140 -39,489 107,498 28,515 -13,494 -22,858 -4,150 145,860 -114,009 22,297 -45,222 105,678 -5,780 -13,911
Percent of Open Interest Represented by Each Category of Trader
25.5 4.9 16.7 0.7 7.4 3.9 1.2 13.2 39.0 3.3 2.6 6.6 3.0 5.7
Number of Traders in Each Category Total Traders: 331
24 51 68 6 32 36 34 118 122 12 39 42
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,948
Positions
14,133 3,645 0 227 13,391 87 12,933 12,409 0 5,465 3,201 92 11 123
Changes from: March 28, 2017 Total Change is: 942
1,977 592 0 -23 17 -13 -1,273 361 0 269 5 0 5 -20
Percent of Open Interest Represented by Each Category of Trader
42.9 11.1 0.0 0.7 40.6 0.3 39.3 37.7 0.0 16.6 9.7 0.3 0.0 0.4
Number of Traders in Each Category Total Traders: 52
5 6 0 . 13 4 5 11 0 5 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 26,514
Positions
8,461 2,435 0 608 8,617 167 17,031 8,912 0 133 6,199 89 25 95
Changes from: March 28, 2017 Total Change is: -1,039
-993 -347 0 16 -421 44 167 -270 -44 -185 48 -47 3 -2
Percent of Open Interest Represented by Each Category of Trader
31.9 9.2 0.0 2.3 32.5 0.6 64.2 33.6 0.0 0.5 23.4 0.3 0.1 0.4
Number of Traders in Each Category Total Traders: 35
4 . 0 . 5 . 8 7 0 . 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 69,622
Positions
75 58,169 99 12,116 1,575 545 28,695 4,607 1,555 18,367 348 66 8,104 2,659
Changes from: March 28, 2017 Total Change is: -5,293
-124 -2,049 -24 23 -502 -296 -2,180 -2,050 -537 -2,162 -11 4 3 172
Percent of Open Interest Represented by Each Category of Trader
0.1 83.5 0.1 17.4 2.3 0.8 41.2 6.6 2.2 26.4 0.5 0.1 11.6 3.8
Number of Traders in Each Category Total Traders: 139
. 4 . 14 5 4 38 19 17 51 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 518,165
Positions
131,654 35,058 10,775 55,508 50,180 49,812 81,896 183,798 127,912 9,590 7,081 18,039 32,979 35,510
Changes from: March 28, 2017 Total Change is: 2,685
-5,194 3,382 1,163 4,283 2,026 -481 -7,485 -13,243 11,153 -1,555 -1,675 -1,470 2,271 1,830
Percent of Open Interest Represented by Each Category of Trader
25.4 6.8 2.1 10.7 9.7 9.6 15.8 35.5 24.7 1.9 1.4 3.5 6.4 6.9
Number of Traders in Each Category Total Traders: 232
24 4 18 16 24 16 57 61 61 22 13 20
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 35,552
Positions
37 7,783 0 22,068 1,867 0 7,377 25,336 369 5,643 127 0 58 70
Changes from: March 28, 2017 Total Change is: 603
-412 49 0 92 619 0 828 -61 0 110 0 0 -15 -4
Percent of Open Interest Represented by Each Category of Trader
0.1 21.9 0.0 62.1 5.3 0.0 20.7 71.3 1.0 15.9 0.4 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 10 . 0 10 6 . 5 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of April 4, 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 :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,571
Positions
2,900 8,147 0 9,861 114 326 1,482 6,729 0 242 0 0 760 255
Changes from: March 28, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
18.6 52.3 0.0 63.3 0.7 2.1 9.5 43.2 0.0 1.6 0.0 0.0 4.9 1.6
Number of Traders in Each Category Total Traders: 21
. . 0 8 . . . 5 0 . 0 0
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Updated April 7, 2017