Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 137,921 Positions 34,399 14,683 3,163 26,218 9,465 841 12,473 60,227 9,315 20,424 3,044 2,611 28,478 34,572 Changes from: April 4, 2017 Total Change is: -13,100 4,607 160 -1,237 -617 357 -1,465 -9,526 -4,718 -5,271 -607 -8 -86 1,103 -832 Percent of Open Interest Represented by Each Category of Trader 24.9 10.6 2.3 19.0 6.9 0.6 9.0 43.7 6.8 14.8 2.2 1.9 20.6 25.1 Number of Traders in Each Category Total Traders: 85 7 . 8 8 8 4 17 29 17 10 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 48,082 Positions 22,152 460 478 2,239 3,603 0 9,226 21,910 954 5,631 1,216 0 7,402 19,461 Changes from: April 4, 2017 Total Change is: 7,495 6,514 -349 -222 0 1,375 0 1,915 3,062 -91 -38 76 0 -583 3,644 Percent of Open Interest Represented by Each Category of Trader 46.1 1.0 1.0 4.7 7.5 0.0 19.2 45.6 2.0 11.7 2.5 0.0 15.4 40.5 Number of Traders in Each Category Total Traders: 42 5 . . 4 . 0 9 18 8 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 270,924 Positions 141,264 17,769 7,225 10,501 92,558 2,842 30,516 82,036 20,357 27,894 11,090 2,913 27,412 34,135 Changes from: April 4, 2017 Total Change is: -4,420 2,072 -4,366 -148 -350 5,197 -2,593 1,019 2,502 -4,690 63 -35 -139 345 -149 Percent of Open Interest Represented by Each Category of Trader 52.1 6.6 2.7 3.9 34.2 1.0 11.3 30.3 7.5 10.3 4.1 1.1 10.1 12.6 Number of Traders in Each Category Total Traders: 126 11 6 11 8 25 10 20 46 27 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 235,242 Positions 73,696 62,934 12,048 24,818 53,097 5,619 40,250 33,721 22,532 24,039 1,090 3,533 28,707 40,668 Changes from: April 4, 2017 Total Change is: -3,727 -2,773 8,617 -2,040 56 -738 -1,603 6,396 -1,664 -5,624 -910 -111 -445 3,216 -118 Percent of Open Interest Represented by Each Category of Trader 31.3 26.8 5.1 10.5 22.6 2.4 17.1 14.3 9.6 10.2 0.5 1.5 12.2 17.3 Number of Traders in Each Category Total Traders: 124 8 11 8 16 18 7 32 30 22 4 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 485,655 Positions 96,825 64,909 20,843 164,696 107,071 9,622 50,649 134,122 38,932 31,653 41,976 7,068 65,367 61,111 Changes from: April 4, 2017 Total Change is: 18,879 17,209 -10,848 1,206 990 10,393 -669 154 16,191 -1,355 1,889 3,237 -547 1 1,269 Percent of Open Interest Represented by Each Category of Trader 19.9 13.4 4.3 33.9 22.0 2.0 10.4 27.6 8.0 6.5 8.6 1.5 13.5 12.6 Number of Traders in Each Category Total Traders: 252 18 14 18 50 37 34 31 50 35 33 19 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 33,716 Positions 752 25,108 1 17,550 0 369 1,627 533 218 1,142 3,351 0 12,057 4,136 Changes from: April 4, 2017 Total Change is: -351 0 869 0 -696 0 -64 229 -919 -1 0 0 0 181 -236 Percent of Open Interest Represented by Each Category of Trader 2.2 74.5 0.0 52.1 0.0 1.1 4.8 1.6 0.6 3.4 9.9 0.0 35.8 12.3 Number of Traders in Each Category Total Traders: 22 . 5 . 11 0 5 . . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 142,627 Positions 8,720 59,256 6,232 26,231 12,162 1,129 55,679 17,385 10,517 1,828 7,273 2,276 30,015 26,396 Changes from: April 4, 2017 Total Change is: -14,057 1,821 -15,138 -340 -3,866 4,049 -1,410 -9,834 -1,563 -1,015 17 -1,697 699 -129 2,359 Percent of Open Interest Represented by Each Category of Trader 6.1 41.5 4.4 18.4 8.5 0.8 39.0 12.2 7.4 1.3 5.1 1.6 21.0 18.5 Number of Traders in Each Category Total Traders: 89 4 8 7 6 11 6 34 16 18 4 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 45,157 Positions 1,086 32,554 501 6,339 0 0 34,809 11,179 0 891 212 0 1,531 711 Changes from: April 4, 2017 Total Change is: 4,602 0 3,616 0 600 0 0 3,921 1,043 0 1 -5 0 80 -52 Percent of Open Interest Represented by Each Category of Trader 2.4 72.1 1.1 14.0 0.0 0.0 77.1 24.8 0.0 2.0 0.5 0.0 3.4 1.6 Number of Traders in Each Category Total Traders: 37 . 7 . . 0 0 12 10 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 206,297 Positions 49,704 134,420 37 61,077 2,394 37 82,007 54,280 1,230 2,997 10,543 229 8,979 3,127 Changes from: April 4, 2017 Total Change is: 6,395 9 7,170 4 -1,959 0 5 8,463 -1,279 169 -536 -62 6 235 383 Percent of Open Interest Represented by Each Category of Trader 24.1 65.2 0.0 29.6 1.2 0.0 39.8 26.3 0.6 1.5 5.1 0.1 4.4 1.5 Number of Traders in Each Category Total Traders: 147 . 12 . 17 . . 55 27 10 14 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 26,607 Positions 101 20,350 0 7,312 148 0 17,228 4,450 120 125 820 0 1,721 719 Changes from: April 4, 2017 Total Change is: -771 0 -702 0 88 0 0 -660 -159 -13 -30 20 0 -156 83 Percent of Open Interest Represented by Each Category of Trader 0.4 76.5 0.0 27.5 0.6 0.0 64.7 16.7 0.5 0.5 3.1 0.0 6.5 2.7 Number of Traders in Each Category Total Traders: 33 . . 0 4 . 0 12 9 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 43,375 Positions 22,148 1,644 12 1,926 16,365 0 14,768 19,165 398 406 1,257 0 3,717 4,534 Changes from: April 4, 2017 Total Change is: 2,471 1,870 -201 8 -93 404 0 619 2,107 6 -29 -72 0 90 219 Percent of Open Interest Represented by Each Category of Trader 51.1 3.8 0.0 4.4 37.7 0.0 34.0 44.2 0.9 0.9 2.9 0.0 8.6 10.5 Number of Traders in Each Category Total Traders: 64 9 4 . 5 6 0 17 19 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 23,769 Positions 11,733 1,213 8,607 715 248 0 1,788 12,339 1 0 500 0 925 861 Changes from: April 4, 2017 Total Change is: -46 358 0 -143 -248 -4 0 111 180 0 0 100 0 -124 -179 Percent of Open Interest Represented by Each Category of Trader 49.4 5.1 36.2 3.0 1.0 0.0 7.5 51.9 0.0 0.0 2.1 0.0 3.9 3.6 Number of Traders in Each Category Total Traders: 24 5 . . . . 0 7 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 65,450 Positions 7,411 44,101 1,943 9,252 1,038 946 30,843 4,113 3,417 1,683 1,871 267 9,689 7,756 Changes from: April 4, 2017 Total Change is: -253 -1,170 -48 -48 -445 420 -195 1,421 -696 181 -117 162 38 82 -66 Percent of Open Interest Represented by Each Category of Trader 11.3 67.4 3.0 14.1 1.6 1.4 47.1 6.3 5.2 2.6 2.9 0.4 14.8 11.8 Number of Traders in Each Category Total Traders: 114 11 22 4 13 4 6 38 12 9 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 130,900 Positions 14,822 88,201 3,887 18,503 2,075 1,892 61,685 8,225 6,834 3,366 3,741 534 19,378 15,512 Changes from: April 4, 2017 Total Change is: -506 -2,339 -95 -96 -889 841 -390 2,843 -1,393 361 -235 323 75 164 -132 Percent of Open Interest Represented by Each Category of Trader 11.3 67.4 3.0 14.1 1.6 1.4 47.1 6.3 5.2 2.6 2.9 0.4 14.8 11.8 Number of Traders in Each Category Total Traders: 114 11 22 4 13 4 6 38 12 9 8 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 827,589 Positions 46,568 107,174 22,209 297,248 181,925 84,179 82,625 117,431 144,907 24,544 48,570 28,777 96,531 92,417 Changes from: April 4, 2017 Total Change is: 26,007 -6,378 -6,316 3,819 -823 -2,946 1,138 4,330 4,241 18,981 2,876 6,547 2,565 -503 -2,023 Percent of Open Interest Represented by Each Category of Trader 5.6 13.0 2.7 35.9 22.0 10.2 10.0 14.2 17.5 3.0 5.9 3.5 11.7 11.2 Number of Traders in Each Category Total Traders: 675 32 36 38 123 88 99 85 139 123 100 71 95 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 126,763 Positions 8,170 8,845 8,425 9,957 26,936 16,754 6,929 4,333 33,241 3,785 166 4,168 35,333 23,895 Changes from: April 4, 2017 Total Change is: 4,359 151 -3,012 375 0 -513 -129 1,415 3,325 4,034 96 59 197 -1,779 23 Percent of Open Interest Represented by Each Category of Trader 6.4 7.0 6.6 7.9 21.2 13.2 5.5 3.4 26.2 3.0 0.1 3.3 27.9 18.9 Number of Traders in Each Category Total Traders: 66 . 9 7 7 . . 12 14 27 10 6 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 3,504,131 Positions 206,732 506,391 54,177 1,460,689 799,178 312,893 412,841 599,850 523,970 109,865 248,092 116,972 305,993 342,607 Changes from: April 4, 2017 Total Change is: 108,239 -29,731 -13,612 14,312 -3,938 -11,988 6,158 30,914 20,915 58,397 14,045 32,587 11,700 6,383 -10,231 Percent of Open Interest Represented by Each Category of Trader 5.9 14.5 1.5 41.7 22.8 8.9 11.8 17.1 15.0 3.1 7.1 3.3 8.7 9.8 Number of Traders in Each Category Total Traders: 656 33 34 36 123 86 96 81 137 117 94 68 91 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 98,102 Positions 2,306 47,225 779 53,564 38,267 3,498 23,994 3,608 178 1,323 496 0 12,460 4,051 Changes from: April 4, 2017 Total Change is: 4,379 206 3,429 26 3,277 330 6 1,011 645 -654 -350 216 0 857 381 Percent of Open Interest Represented by Each Category of Trader 2.4 48.1 0.8 54.6 39.0 3.6 24.5 3.7 0.2 1.3 0.5 0.0 12.7 4.1 Number of Traders in Each Category Total Traders: 85 4 11 . 32 14 14 16 5 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 51,424 Positions 3,687 19,215 343 14,380 5,325 803 21,810 14,146 1,627 1,947 2,986 500 6,327 6,480 Changes from: April 4, 2017 Total Change is: 1,277 1,065 2,246 -12 290 -114 -460 726 -4 -314 -124 -18 -36 142 -10 Percent of Open Interest Represented by Each Category of Trader 7.2 37.4 0.7 28.0 10.4 1.6 42.4 27.5 3.2 3.8 5.8 1.0 12.3 12.6 Number of Traders in Each Category Total Traders: 253 15 23 7 40 21 14 58 55 24 20 21 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 257,122 Positions 18,437 96,074 1,713 71,898 26,623 4,015 109,052 70,729 8,133 9,735 14,932 2,502 31,636 32,401 Changes from: April 4, 2017 Total Change is: 6,383 5,325 11,230 -62 1,449 -569 -2,301 3,631 -20 -1,570 -618 -92 -181 710 -52 Percent of Open Interest Represented by Each Category of Trader 7.2 37.4 0.7 28.0 10.4 1.6 42.4 27.5 3.2 3.8 5.8 1.0 12.3 12.6 Number of Traders in Each Category Total Traders: 253 15 23 7 40 21 14 58 55 24 20 21 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 583,576 Positions 48,072 143,953 3,462 264,348 159,722 32,678 162,092 196,485 12,061 33,838 10,390 2,205 24,820 22,620 Changes from: April 4, 2017 Total Change is: 20,359 86 13,323 -616 3,891 2,325 937 5,631 1,703 -2,543 18,596 1,841 68 -5,691 3,321 Percent of Open Interest Represented by Each Category of Trader 8.2 24.7 0.6 45.3 27.4 5.6 27.8 33.7 2.1 5.8 1.8 0.4 4.3 3.9 Number of Traders in Each Category Total Traders: 348 22 22 5 79 45 36 59 77 23 22 22 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 40,877 Positions 882 21,908 0 18,370 479 59 5,125 9,380 0 7,529 3,769 0 8,912 5,282 Changes from: April 4, 2017 Total Change is: 3,019 41 2,145 0 2,475 0 -29 221 2,755 0 -83 746 0 394 -2,598 Percent of Open Interest Represented by Each Category of Trader 2.2 53.6 0.0 44.9 1.2 0.1 12.5 22.9 0.0 18.4 9.2 0.0 21.8 12.9 Number of Traders in Each Category Total Traders: 53 . 6 0 20 . . 6 8 0 5 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 72,136 Positions 14,943 8,197 249 14,737 7,132 1,836 26,328 16,403 642 3,279 2,066 0 10,122 35,611 Changes from: April 4, 2017 Total Change is: 8,398 4,273 462 -28 1,702 -336 -238 2,738 4,506 321 557 -124 0 -927 3,835 Percent of Open Interest Represented by Each Category of Trader 20.7 11.4 0.3 20.4 9.9 2.5 36.5 22.7 0.9 4.5 2.9 0.0 14.0 49.4 Number of Traders in Each Category Total Traders: 83 10 8 . 14 5 6 25 11 5 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 283,470 Positions 22,536 192,431 1,312 176,235 64,406 12,834 56,733 4,592 2,760 2,235 1,435 170 8,655 3,530 Changes from: April 4, 2017 Total Change is: -1,277 -2,539 584 -347 2,961 1,525 45 -1,344 -3,111 -99 255 468 3 -212 -345 Percent of Open Interest Represented by Each Category of Trader 8.0 67.9 0.5 62.2 22.7 4.5 20.0 1.6 1.0 0.8 0.5 0.1 3.1 1.2 Number of Traders in Each Category Total Traders: 142 8 11 . 51 26 22 29 7 8 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 921,682 Positions 25,596 706,901 6,808 537,168 99,388 55,597 220,696 17,153 12,980 37,239 15,332 755 24,843 6,768 Changes from: April 4, 2017 Total Change is: -15,497 -1,676 -13,394 -104 -562 5,606 1,617 -6,663 -11,849 304 -9,137 2,525 0 724 -202 Percent of Open Interest Represented by Each Category of Trader 2.8 76.7 0.7 58.3 10.8 6.0 23.9 1.9 1.4 4.0 1.7 0.1 2.7 0.7 Number of Traders in Each Category Total Traders: 331 20 19 7 116 29 45 66 19 19 48 14 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 807,481 Positions 20,196 13,400 26,355 273,273 152,607 151,674 62,512 124,057 94,557 5,997 32,724 16,992 155,926 195,114 Changes from: April 4, 2017 Total Change is: 34,285 4,101 -5,376 3,146 -9,861 -3,967 13,552 14,213 -6,463 12,744 -3,557 3,137 -34 -19 17,547 Percent of Open Interest Represented by Each Category of Trader 2.5 1.7 3.3 33.8 18.9 18.8 7.7 15.4 11.7 0.7 4.1 2.1 19.3 24.2 Number of Traders in Each Category Total Traders: 154 12 7 15 39 28 34 30 21 37 6 11 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 724,764 Positions 7,385 158,146 1,188 411,997 55,358 91,684 44,074 284,372 16,835 30,556 11,200 336 120,709 105,645 Changes from: April 4, 2017 Total Change is: 9,741 2,908 4,029 446 10,349 2,811 -2,674 -929 5,923 -2,486 -68 0 0 2,195 1,692 Percent of Open Interest Represented by Each Category of Trader 1.0 21.8 0.2 56.8 7.6 12.7 6.1 39.2 2.3 4.2 1.5 0.0 16.7 14.6 Number of Traders in Each Category Total Traders: 98 . 10 . 47 7 30 8 20 12 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 1,397,844 Positions 43,772 166,034 9,232 492,577 287,119 172,887 349,177 250,192 39,579 157,978 323,517 9,068 123,574 140,216 Changes from: April 4, 2017 Total Change is: 14,627 5,006 -3,497 59 29,435 105 11,054 -37,412 6,273 310 -1,876 8,819 1,779 6,272 -10,276 Percent of Open Interest Represented by Each Category of Trader 3.1 11.9 0.7 35.2 20.5 12.4 25.0 17.9 2.8 11.3 23.1 0.6 8.8 10.0 Number of Traders in Each Category Total Traders: 277 9 35 11 59 40 47 45 38 32 19 32 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 3,900,478 Positions 85,723 181,920 208,792 1,254,531 946,887 554,432 544,955 648,992 449,201 318,309 239,402 97,359 387,176 573,494 Changes from: April 4, 2017 Total Change is: 192,556 -4,896 7,864 14,602 28,821 -5,823 43,340 50,152 29,335 49,174 -16,018 31,779 17,108 10,271 5,177 Percent of Open Interest Represented by Each Category of Trader 2.2 4.7 5.4 32.2 24.3 14.2 14.0 16.6 11.5 8.2 6.1 2.5 9.9 14.7 Number of Traders in Each Category Total Traders: 409 16 48 52 54 84 80 63 71 89 31 42 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 358,765 Positions 14,651 21,379 2,827 101,027 168,250 17,511 117,006 34,761 8,016 14,210 6,629 0 83,517 99,392 Changes from: April 4, 2017 Total Change is: 13,201 520 3,266 473 -2,786 16,182 -1,482 12,635 -3,059 804 2,128 0 0 908 -2,983 Percent of Open Interest Represented by Each Category of Trader 4.1 6.0 0.8 28.2 46.9 4.9 32.6 9.7 2.2 4.0 1.8 0.0 23.3 27.7 Number of Traders in Each Category Total Traders: 63 4 5 . 11 23 23 9 6 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 3,318,670 Positions 32,819 417,317 100,744 1,745,458 761,557 345,949 262,885 770,672 249,359 244,200 258,374 56,280 280,976 358,420 Changes from: April 4, 2017 Total Change is: 130,197 -26,554 104,906 12,414 36,069 13,807 -5,937 30,647 -73,765 57,082 -7,501 4,995 16,282 17,696 414 Percent of Open Interest Represented by Each Category of Trader 1.0 12.6 3.0 52.6 22.9 10.4 7.9 23.2 7.5 7.4 7.8 1.7 8.5 10.8 Number of Traders in Each Category Total Traders: 320 9 44 26 62 48 66 43 59 60 18 37 21 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 1,654,666 Positions 572,423 172,456 439,986 10,388 25,840 8,738 155,519 388,447 324,691 5,671 126,266 104,719 32,531 63,522 Changes from: April 4, 2017 Total Change is: 80,141 38,221 11,262 14,827 0 4,395 0 -2,632 19,610 7,436 -17 -3,172 21,361 945 4,422 Percent of Open Interest Represented by Each Category of Trader 34.6 10.4 26.6 0.6 1.6 0.5 9.4 23.5 19.6 0.3 7.6 6.3 2.0 3.8 Number of Traders in Each Category Total Traders: 159 27 33 49 . 4 . 26 36 45 5 17 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 is22,934,328 Positions 5,788,575 1,212,708 3,896,628 157,948 1,601,788 814,814 283,316 3,028,673 9,037,331 768,199 558,848 1,543,155 644,363 1,240,384 Changes from: April 4, 2017 Total Change is: 942,074 181,241 134,588 230,607 -6,162 -22,709 -40,780 18,255 115,711 455,096 32,162 -8,188 90,150 -18,496 -12,402 Percent of Open Interest Represented by Each Category of Trader 25.2 5.3 17.0 0.7 7.0 3.6 1.2 13.2 39.4 3.3 2.4 6.7 2.8 5.4 Number of Traders in Each Category Total Traders: 339 26 50 70 7 33 34 35 120 118 18 39 45 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 31,709 Positions 16,240 3,697 0 231 13,658 84 9,519 10,702 0 5,533 3,341 92 10 135 Changes from: April 4, 2017 Total Change is: -1,239 2,107 52 0 4 267 -3 -3,414 -1,707 0 68 140 0 -1 12 Percent of Open Interest Represented by Each Category of Trader 51.2 11.7 0.0 0.7 43.1 0.3 30.0 33.8 0.0 17.4 10.5 0.3 0.0 0.4 Number of Traders in Each Category Total Traders: 51 5 6 0 . 13 4 4 11 0 5 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 25,798 Positions 8,977 2,443 0 470 8,636 234 15,792 9,293 0 247 5,073 35 43 84 Changes from: April 4, 2017 Total Change is: -716 516 8 0 -138 19 67 -1,239 381 0 114 -1,126 -54 18 -11 Percent of Open Interest Represented by Each Category of Trader 34.8 9.5 0.0 1.8 33.5 0.9 61.2 36.0 0.0 1.0 19.7 0.1 0.2 0.3 Number of Traders in Each Category Total Traders: 34 4 . 0 . 5 . 8 6 0 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 71,796 Positions 275 58,083 95 12,407 563 512 27,142 5,258 1,511 18,855 547 51 10,948 5,176 Changes from: April 4, 2017 Total Change is: 2,174 200 -86 -4 290 -1,012 -33 -1,552 652 -44 488 199 -15 2,844 2,518 Percent of Open Interest Represented by Each Category of Trader 0.4 80.9 0.1 17.3 0.8 0.7 37.8 7.3 2.1 26.3 0.8 0.1 15.2 7.2 Number of Traders in Each Category Total Traders: 128 . . . 14 . . 36 19 16 45 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 544,927 Positions 125,321 30,243 11,960 64,579 39,857 54,698 70,921 187,551 152,533 7,569 7,443 19,388 37,958 41,254 Changes from: April 4, 2017 Total Change is: 26,762 -6,333 -4,815 1,185 9,071 -10,323 4,886 -10,975 3,753 24,621 -2,021 362 1,349 4,979 5,744 Percent of Open Interest Represented by Each Category of Trader 23.0 5.5 2.2 11.9 7.3 10.0 13.0 34.4 28.0 1.4 1.4 3.6 7.0 7.6 Number of Traders in Each Category Total Traders: 231 21 5 20 17 22 14 57 61 61 17 16 29 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 36,829 Positions 64 8,346 0 21,927 1,884 0 8,824 25,725 369 5,609 420 0 36 85 Changes from: April 4, 2017 Total Change is: 1,277 27 563 0 -141 17 0 1,447 389 0 -34 293 0 -22 15 Percent of Open Interest Represented by Each Category of Trader 0.2 22.7 0.0 59.5 5.1 0.0 24.0 69.8 1.0 15.2 1.1 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 40 . . 0 10 . 0 10 6 . 6 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of April 11, 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 15,072 Positions 2,875 8,147 0 9,585 114 326 1,094 6,144 1 253 0 0 938 340 Changes from: April 4, 2017 Total Change is: -499 -25 0 0 -276 0 0 -388 -585 1 11 0 0 178 85 Percent of Open Interest Represented by Each Category of Trader 19.1 54.1 0.0 63.6 0.8 2.2 7.3 40.8 0.0 1.7 0.0 0.0 6.2 2.3 Number of Traders in Each Category Total Traders: 20 . . 0 7 . . 4 4 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated April 14, 2017