Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 225,978 Positions 75,207 11,964 12,254 32,210 38,495 2,538 18,895 91,252 26,899 28,540 2,755 1,385 28,050 38,438 Changes from: June 6, 2017 Total Change is: -2,876 -9,495 185 4,489 437 -3,688 440 -280 -5,800 2,656 -1,235 -259 -177 288 -723 Percent of Open Interest Represented by Each Category of Trader 33.3 5.3 5.4 14.3 17.0 1.1 8.4 40.4 11.9 12.6 1.2 0.6 12.4 17.0 Number of Traders in Each Category Total Traders: 109 11 5 10 11 11 7 20 35 24 9 6 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 55,930 Positions 12,567 11,419 1,003 3,031 2,880 0 14,229 20,099 4,239 6,424 1,521 0 14,437 14,769 Changes from: June 6, 2017 Total Change is: 2,331 -331 1,042 -320 -125 -319 0 1,770 -146 1,350 38 39 0 -50 685 Percent of Open Interest Represented by Each Category of Trader 22.5 20.4 1.8 5.4 5.1 0.0 25.4 35.9 7.6 11.5 2.7 0.0 25.8 26.4 Number of Traders in Each Category Total Traders: 43 . 7 5 4 . 0 13 11 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 305,564 Positions 130,416 61,562 17,396 20,310 72,045 8,492 35,870 52,065 43,852 14,353 10,509 6,556 28,319 33,086 Changes from: June 6, 2017 Total Change is: 11,049 -384 -11,007 3,182 -415 763 3,785 -2,769 4,298 9,547 -2,297 -1,848 2,878 -2,479 -549 Percent of Open Interest Represented by Each Category of Trader 42.7 20.1 5.7 6.6 23.6 2.8 11.7 17.0 14.4 4.7 3.4 2.1 9.3 10.8 Number of Traders in Each Category Total Traders: 129 8 9 11 13 24 11 25 37 32 5 6 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 240,510 Positions 86,768 43,560 12,696 23,636 62,213 5,431 28,552 49,853 24,560 32,509 4,458 1,801 24,557 35,938 Changes from: June 6, 2017 Total Change is: -33,565 -1,691 2,951 -1,323 -275 -1,429 -1,788 -4,475 -11,196 -17,456 -373 -3 -1,505 -4,679 -1,815 Percent of Open Interest Represented by Each Category of Trader 36.1 18.1 5.3 9.8 25.9 2.3 11.9 20.7 10.2 13.5 1.9 0.7 10.2 14.9 Number of Traders in Each Category Total Traders: 119 6 11 9 13 19 11 24 35 25 7 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 529,531 Positions 82,748 165,923 37,029 169,874 69,703 11,559 58,884 52,170 52,209 31,025 64,315 8,539 77,664 68,085 Changes from: June 6, 2017 Total Change is: -21,545 -4,143 1,718 4,350 2,647 346 -6,223 6,474 -596 -23,558 832 668 -2,037 114 3,787 Percent of Open Interest Represented by Each Category of Trader 15.6 31.3 7.0 32.1 13.2 2.2 11.1 9.9 9.9 5.9 12.1 1.6 14.7 12.9 Number of Traders in Each Category Total Traders: 247 16 14 19 51 33 37 38 40 39 32 20 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 34,236 Positions 1,182 22,959 60 16,178 0 262 3,424 4,850 374 0 836 0 12,756 4,895 Changes from: June 6, 2017 Total Change is: 397 -780 411 32 -578 0 19 180 -823 47 0 0 0 1,477 711 Percent of Open Interest Represented by Each Category of Trader 3.5 67.1 0.2 47.3 0.0 0.8 10.0 14.2 1.1 0.0 2.4 0.0 37.3 14.3 Number of Traders in Each Category Total Traders: 23 . . . 11 0 4 . 5 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 148,086 Positions 56,532 34,289 5,912 4,849 11,684 3,192 30,305 37,087 17,229 3,866 7,248 2,045 24,156 29,401 Changes from: June 6, 2017 Total Change is: -3,564 -4,479 -252 -303 -4,408 -1,431 -121 155 -4,164 3,956 -977 -358 90 2,525 -981 Percent of Open Interest Represented by Each Category of Trader 38.2 23.2 4.0 3.3 7.9 2.2 20.5 25.0 11.6 2.6 4.9 1.4 16.3 19.9 Number of Traders in Each Category Total Traders: 89 6 7 10 6 11 6 24 23 19 4 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 41,874 Positions 5,927 31,093 4,063 6,375 0 0 20,469 2,802 20 1,073 506 2,455 1,492 935 Changes from: June 6, 2017 Total Change is: 4,248 -22 -816 4,062 282 0 0 -1,024 350 -499 177 67 1,255 17 -171 Percent of Open Interest Represented by Each Category of Trader 14.2 74.3 9.7 15.2 0.0 0.0 48.9 6.7 0.0 2.6 1.2 5.9 3.6 2.2 Number of Traders in Each Category Total Traders: 41 . 6 . . 0 0 14 7 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 234,016 Positions 26,814 144,339 13,584 36,697 3,239 1,985 122,020 39,594 19,109 3,607 8,840 354 9,846 2,972 Changes from: June 6, 2017 Total Change is: 26,024 -4,517 4,731 13,461 -2,342 324 825 9,388 -2,169 9,012 -393 -308 -19 609 168 Percent of Open Interest Represented by Each Category of Trader 11.5 61.7 5.8 15.7 1.4 0.8 52.1 16.9 8.2 1.5 3.8 0.2 4.2 1.3 Number of Traders in Each Category Total Traders: 157 . 13 4 17 5 . 62 26 16 13 16 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 17,926 Positions 174 10,691 144 5,428 594 0 9,853 4,124 786 130 1,135 0 1,411 452 Changes from: June 6, 2017 Total Change is: 644 0 0 0 -450 356 0 1,185 349 -25 0 0 0 -66 -36 Percent of Open Interest Represented by Each Category of Trader 1.0 59.6 0.8 30.3 3.3 0.0 55.0 23.0 4.4 0.7 6.3 0.0 7.9 2.5 Number of Traders in Each Category Total Traders: 36 . . . . . 0 12 12 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 53,576 Positions 10,544 6,125 3,611 1,980 10,147 0 30,015 25,921 1,409 326 1,420 173 5,518 4,770 Changes from: June 6, 2017 Total Change is: 9,762 -4,143 1,111 3,530 199 0 0 8,386 4,589 668 -136 -450 172 1,086 142 Percent of Open Interest Represented by Each Category of Trader 19.7 11.4 6.7 3.7 18.9 0.0 56.0 48.4 2.6 0.6 2.7 0.3 10.3 8.9 Number of Traders in Each Category Total Traders: 78 6 5 . 6 4 0 30 17 11 . 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 31,016 Positions 3,708 17,682 5,017 1,129 378 0 17,957 5,612 1,288 821 200 0 1,096 839 Changes from: June 6, 2017 Total Change is: 9,234 -1,223 6,327 278 278 52 0 7,930 1,357 1,055 821 0 0 95 165 Percent of Open Interest Represented by Each Category of Trader 12.0 57.0 16.2 3.6 1.2 0.0 57.9 18.1 4.2 2.6 0.6 0.0 3.5 2.7 Number of Traders in Each Category Total Traders: 30 . 4 . 5 . 0 8 6 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 72,640 Positions 10,393 36,929 6,634 8,340 194 800 29,508 8,348 3,045 1,879 3,825 1,116 10,926 11,750 Changes from: June 6, 2017 Total Change is: 9,541 -64 -7 4,657 1,145 73 -86 1,162 421 495 174 970 532 1,524 2,484 Percent of Open Interest Represented by Each Category of Trader 14.3 50.8 9.1 11.5 0.3 1.1 40.6 11.5 4.2 2.6 5.3 1.5 15.0 16.2 Number of Traders in Each Category Total Traders: 121 14 22 16 12 . 4 40 11 10 10 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 145,280 Positions 20,786 73,858 13,269 16,679 387 1,599 59,016 16,695 6,091 3,757 7,650 2,231 21,852 23,500 Changes from: June 6, 2017 Total Change is: 19,081 -127 -14 9,315 2,290 146 -172 2,324 843 990 348 1,940 1,064 3,049 4,969 Percent of Open Interest Represented by Each Category of Trader 14.3 50.8 9.1 11.5 0.3 1.1 40.6 11.5 4.2 2.6 5.3 1.5 15.0 16.2 Number of Traders in Each Category Total Traders: 121 14 22 16 12 . 4 40 11 10 10 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 976,704 Positions 53,459 109,087 90,386 294,518 171,207 112,179 91,385 131,020 164,900 28,959 48,428 38,441 102,477 111,056 Changes from: June 6, 2017 Total Change is: 80,403 -6,333 8,463 34,875 2,732 1,595 27,333 -1,780 -5,969 10,402 4,103 -999 3,766 5,305 937 Percent of Open Interest Represented by Each Category of Trader 5.5 11.2 9.3 30.2 17.5 11.5 9.4 13.4 16.9 3.0 5.0 3.9 10.5 11.4 Number of Traders in Each Category Total Traders: 686 36 37 52 121 87 96 84 138 137 89 90 101 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 154,901 Positions 18,586 22,349 17,266 23,000 23,596 9,387 9,990 14,464 33,315 3,892 192 5,209 34,256 29,124 Changes from: June 6, 2017 Total Change is: 13,544 -5,840 6,589 8,567 952 2,296 1,702 2,392 -882 1,567 9 -211 473 3,722 -6,558 Percent of Open Interest Represented by Each Category of Trader 12.0 14.4 11.1 14.8 15.2 6.1 6.4 9.3 21.5 2.5 0.1 3.4 22.1 18.8 Number of Traders in Each Category Total Traders: 72 6 11 11 7 5 5 16 10 26 8 7 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 4,109,014 Positions 262,361 521,691 277,600 1,360,588 741,051 510,967 518,600 694,404 546,298 132,354 248,198 159,142 341,105 409,662 Changes from: June 6, 2017 Total Change is: 334,295 -7,931 3,903 137,006 9,026 -3,380 128,029 -6,918 -11,496 30,237 20,458 -3,950 16,473 7,915 37,472 Percent of Open Interest Represented by Each Category of Trader 6.4 12.7 6.8 33.1 18.0 12.4 12.6 16.9 13.3 3.2 6.0 3.9 8.3 10.0 Number of Traders in Each Category Total Traders: 666 37 35 48 120 86 94 82 134 129 85 85 95 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 23,719 Positions 2,380 13,439 4,929 9,023 3,263 401 2,818 677 0 1,723 0 0 2,445 1,010 Changes from: June 6, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 10.0 56.7 20.8 38.0 13.8 1.7 11.9 2.9 0.0 7.3 0.0 0.0 10.3 4.3 Number of Traders in Each Category Total Traders: 24 . 5 4 4 4 . . . 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874E Open Interest is 18,260 Positions 9 10,086 6,698 1,819 0 131 6,534 0 782 0 0 0 2,287 563 Changes from: June 6, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 0.0 55.2 36.7 10.0 0.0 0.7 35.8 0.0 4.3 0.0 0.0 0.0 12.5 3.1 Number of Traders in Each Category Total Traders: 20 . 9 7 . 0 . 7 0 . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874J Open Interest is 28,092 Positions 11,891 7,315 7,501 3,588 10,424 142 903 0 0 203 1,889 0 3,864 821 Changes from: June 6, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 42.3 26.0 26.7 12.8 37.1 0.5 3.2 0.0 0.0 0.7 6.7 0.0 13.8 2.9 Number of Traders in Each Category Total Traders: 21 7 . 5 . 4 . . 0 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 97,655 Positions 2,722 38,905 7,810 41,292 39,035 4,093 25,456 2,035 2,125 1,411 280 0 12,746 3,372 Changes from: June 6, 2017 Total Change is: 7,389 -1,652 329 6,527 -969 -1,092 310 1,844 -457 1,453 0 0 0 -124 319 Percent of Open Interest Represented by Each Category of Trader 2.8 39.8 8.0 42.3 40.0 4.2 26.1 2.1 2.2 1.4 0.3 0.0 13.1 3.5 Number of Traders in Each Category Total Traders: 83 4 8 6 28 17 14 19 . 9 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 93,833 Positions 5,584 22,767 19,218 13,099 6,109 10,716 27,420 18,442 4,369 4,242 3,644 1,020 8,166 7,549 Changes from: June 6, 2017 Total Change is: 27,295 114 -2,208 16,719 -2,222 32 9,328 -350 1,428 1,437 1,381 3 320 568 237 Percent of Open Interest Represented by Each Category of Trader 6.0 24.3 20.5 14.0 6.5 11.4 29.2 19.7 4.7 4.5 3.9 1.1 8.7 8.0 Number of Traders in Each Category Total Traders: 270 17 25 26 47 21 20 55 56 37 22 26 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 469,167 Positions 27,921 113,836 96,090 65,493 30,545 53,579 137,099 92,211 21,845 21,211 18,218 5,100 40,829 37,744 Changes from: June 6, 2017 Total Change is: 136,476 572 -11,040 83,597 -11,108 161 46,638 -1,752 7,141 7,183 6,907 14 1,601 2,839 1,183 Percent of Open Interest Represented by Each Category of Trader 6.0 24.3 20.5 14.0 6.5 11.4 29.2 19.7 4.7 4.5 3.9 1.1 8.7 8.0 Number of Traders in Each Category Total Traders: 270 17 25 26 47 21 20 55 56 37 22 26 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 658,653 Positions 47,456 159,019 70,697 243,439 183,193 38,056 179,930 146,180 19,107 26,809 8,467 1,502 31,656 32,432 Changes from: June 6, 2017 Total Change is: 86,835 -11,975 26,107 64,012 3,517 -1,936 2,053 14,143 -15,913 4,472 8,643 -1,335 1,125 845 8,249 Percent of Open Interest Represented by Each Category of Trader 7.2 24.1 10.7 37.0 27.8 5.8 27.3 22.2 2.9 4.1 1.3 0.2 4.8 4.9 Number of Traders in Each Category Total Traders: 333 22 25 18 67 49 36 67 67 35 17 18 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 36,672 Positions 697 18,323 0 15,535 587 358 7,365 4,874 30 4,677 10,410 0 8,010 2,090 Changes from: June 6, 2017 Total Change is: -19,706 -788 -3,412 -2,800 88 0 -5 637 -4,356 -4,076 -1,179 7,000 -7,525 -4,058 -4,532 Percent of Open Interest Represented by Each Category of Trader 1.9 50.0 0.0 42.4 1.6 1.0 20.1 13.3 0.1 12.8 28.4 0.0 21.8 5.7 Number of Traders in Each Category Total Traders: 41 . . 0 15 . . 6 7 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 63,884 Positions 13,245 1,698 105 24,075 5,704 1,342 12,867 10,385 43 1,565 1,152 0 10,642 43,455 Changes from: June 6, 2017 Total Change is: -38,977 -4,723 -28,423 -3,571 -1,588 -1,540 -537 -11,402 -8,921 -6,752 -962 -485 -148 -9,294 11,400 Percent of Open Interest Represented by Each Category of Trader 20.7 2.7 0.2 37.7 8.9 2.1 20.1 16.3 0.1 2.4 1.8 0.0 16.7 68.0 Number of Traders in Each Category Total Traders: 65 12 . . 13 4 4 16 10 . 5 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 329,863 Positions 14,824 197,921 37,749 187,953 60,999 17,243 55,393 4,530 3,252 2,305 1,095 29 11,115 7,045 Changes from: June 6, 2017 Total Change is: 23,397 -384 -1,962 23,635 -6 -832 4,467 -2,623 -132 -3,139 -30 0 0 1,477 1,360 Percent of Open Interest Represented by Each Category of Trader 4.5 60.0 11.4 57.0 18.5 5.2 16.8 1.4 1.0 0.7 0.3 0.0 3.4 2.1 Number of Traders in Each Category Total Traders: 135 9 12 15 54 23 24 25 5 8 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 1,140,938 Positions 24,645 715,345 146,145 579,889 109,338 66,777 207,111 35,890 21,332 42,269 18,295 6,346 46,424 21,470 Changes from: June 6, 2017 Total Change is: 154,054 -6,866 -10,332 114,286 4,008 2,889 8,546 97 10,054 4,517 224 2,945 5,561 23,681 15,588 Percent of Open Interest Represented by Each Category of Trader 2.2 62.7 12.8 50.8 9.6 5.9 18.2 3.1 1.9 3.7 1.6 0.6 4.1 1.9 Number of Traders in Each Category Total Traders: 355 21 22 15 117 38 51 66 24 26 46 17 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 874,197 Positions 10,420 61,850 17,218 290,855 144,939 147,982 82,380 159,867 102,829 8,764 37,122 29,898 183,851 172,490 Changes from: June 6, 2017 Total Change is: 21,488 1,646 21,843 -160 17,182 7,210 -1,826 3,678 12,573 -14,753 790 -5,684 6,626 8,306 -4,341 Percent of Open Interest Represented by Each Category of Trader 1.2 7.1 2.0 33.3 16.6 16.9 9.4 18.3 11.8 1.0 4.2 3.4 21.0 19.7 Number of Traders in Each Category Total Traders: 168 5 16 13 43 27 40 34 24 38 8 11 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 763,353 Positions 2,991 163,542 882 425,930 50,664 107,954 34,745 300,922 31,631 38,906 20,047 2,050 118,264 85,661 Changes from: June 6, 2017 Total Change is: -15,433 -1,107 8,490 -2,354 -8,562 -6,470 1,348 664 -11,583 -3,088 496 2,475 -174 -2,656 -4,076 Percent of Open Interest Represented by Each Category of Trader 0.4 21.4 0.1 55.8 6.6 14.1 4.6 39.4 4.1 5.1 2.6 0.3 15.5 11.2 Number of Traders in Each Category Total Traders: 113 . 15 4 50 8 34 11 19 14 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 1,398,118 Positions 40,403 183,789 4,880 440,550 181,339 195,590 337,494 276,386 58,653 187,097 340,087 9,055 124,397 148,340 Changes from: June 6, 2017 Total Change is: 20,446 -24,128 32,940 -3,904 37,408 -30,389 -1,614 22,242 -8,754 -2,626 -172 40,306 -2,974 -3,786 -2,538 Percent of Open Interest Represented by Each Category of Trader 2.9 13.1 0.3 31.5 13.0 14.0 24.1 19.8 4.2 13.4 24.3 0.6 8.9 10.6 Number of Traders in Each Category Total Traders: 281 10 26 10 59 35 43 56 41 41 22 32 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 3,754,501 Positions 94,876 260,028 167,554 1,127,970 854,710 616,792 633,069 702,580 370,079 263,691 141,912 83,917 396,553 556,928 Changes from: June 6, 2017 Total Change is: -76,084 -20,388 18,550 -10,871 -34,828 3,753 32,189 -29,366 -78,339 -25,235 11,864 -22,336 -1,172 1,723 7,377 Percent of Open Interest Represented by Each Category of Trader 2.5 6.9 4.5 30.0 22.8 16.4 16.9 18.7 9.9 7.0 3.8 2.2 10.6 14.8 Number of Traders in Each Category Total Traders: 409 17 40 43 67 83 84 64 67 86 24 47 33 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 366,075 Positions 2,137 22,560 4,882 79,249 157,622 25,745 143,786 28,403 12,182 9,475 6,629 0 88,619 108,052 Changes from: June 6, 2017 Total Change is: 1,353 -471 11,822 1,166 1,956 -3,973 -1,276 -8 -3,575 -463 -42 0 0 491 -2,348 Percent of Open Interest Represented by Each Category of Trader 0.6 6.2 1.3 21.6 43.1 7.0 39.3 7.8 3.3 2.6 1.8 0.0 24.2 29.5 Number of Traders in Each Category Total Traders: 60 . 7 4 10 22 26 11 5 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 3,314,774 Positions 83,740 350,250 34,995 1,619,106 689,132 430,773 418,640 995,589 178,940 217,228 241,424 30,040 301,312 363,632 Changes from: June 6, 2017 Total Change is: -32,121 41,115 -47,918 -18,728 -49,141 15,876 18,270 1,441 36,228 -30,761 10,178 2,702 110 -4,606 -7,901 Percent of Open Interest Represented by Each Category of Trader 2.5 10.6 1.1 48.8 20.8 13.0 12.6 30.0 5.4 6.6 7.3 0.9 9.1 11.0 Number of Traders in Each Category Total Traders: 294 10 32 18 57 48 68 46 54 61 14 33 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 1,680,065 Positions 299,125 161,845 562,582 5,422 8,440 25,608 277,039 368,121 297,591 57,774 91,804 103,774 51,150 60,300 Changes from: June 6, 2017 Total Change is: 71,627 -16,334 4,335 47,314 990 -914 600 3,056 4,935 4,653 -206 -19,817 27,065 4,489 3,455 Percent of Open Interest Represented by Each Category of Trader 17.8 9.6 33.5 0.3 0.5 1.5 16.5 21.9 17.7 3.4 5.5 6.2 3.0 3.6 Number of Traders in Each Category Total Traders: 143 23 33 51 . 4 . 17 36 38 9 9 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is24,474,064 Positions 4,437,882 1,219,559 4,368,771 172,279 1,789,154 1,124,830 616,132 2,042,470 10,094,773 1,054,035 709,196 1,943,163 662,200 1,182,149 Changes from: June 6, 2017 Total Change is: 342,049 -338,358 35,380 222,586 -7,028 25,920 -44,924 109,530 -188,276 353,017 62,165 -83,079 -4,529 -10,410 25,955 Percent of Open Interest Represented by Each Category of Trader 18.1 5.0 17.9 0.7 7.3 4.6 2.5 8.3 41.2 4.3 2.9 7.9 2.7 4.8 Number of Traders in Each Category Total Traders: 362 27 58 77 8 37 33 54 106 124 19 42 53 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 29,127 Positions 17,137 2,506 0 350 11,659 86 2,663 10,980 0 8,753 3,706 92 46 98 Changes from: June 6, 2017 Total Change is: -957 -1,041 -321 0 13 -212 3 419 84 -503 166 -10 0 -14 2 Percent of Open Interest Represented by Each Category of Trader 58.8 8.6 0.0 1.2 40.0 0.3 9.1 37.7 0.0 30.1 12.7 0.3 0.2 0.3 Number of Traders in Each Category Total Traders: 48 4 5 0 . 11 . 7 8 0 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 27,027 Positions 16,665 921 0 798 10,699 59 7,921 9,780 1,458 100 4,044 0 26 66 Changes from: June 6, 2017 Total Change is: 797 512 139 0 34 118 -112 -1,062 -426 1,431 0 -352 0 -6 -1 Percent of Open Interest Represented by Each Category of Trader 61.7 3.4 0.0 3.0 39.6 0.2 29.3 36.2 5.4 0.4 15.0 0.0 0.1 0.2 Number of Traders in Each Category Total Traders: 34 5 . 0 . 5 . 7 7 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 85,059 Positions 101 51,013 0 11,205 4,764 488 44,155 18,391 2,952 13,869 1,120 79 12,209 6,252 Changes from: June 6, 2017 Total Change is: -2,410 0 101 -50 -482 -319 -59 3,292 -1,624 -337 -4,364 127 -270 -140 21 Percent of Open Interest Represented by Each Category of Trader 0.1 60.0 0.0 13.2 5.6 0.6 51.9 21.6 3.5 16.3 1.3 0.1 14.4 7.4 Number of Traders in Each Category Total Traders: 137 . 4 0 13 5 . 21 41 19 42 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 632,465 Positions 135,965 44,405 28,594 56,238 45,561 73,157 111,153 227,926 149,245 25,014 8,770 20,337 32,762 34,470 Changes from: June 6, 2017 Total Change is: 17,704 3,698 1,956 3,378 -8,328 762 4,635 9,302 -4,285 10,481 -506 1,796 -2,239 -2,717 1,220 Percent of Open Interest Represented by Each Category of Trader 21.5 7.0 4.5 8.9 7.2 11.6 17.6 36.0 23.6 4.0 1.4 3.2 5.2 5.5 Number of Traders in Each Category Total Traders: 265 28 . 21 21 25 16 56 72 63 28 17 31 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of June 13, 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 46,393 Positions 0 7,852 0 29,431 1,553 0 10,330 35,954 746 5,800 178 0 86 110 Changes from: June 6, 2017 Total Change is: -661 -826 118 0 62 50 0 -265 -1,179 342 0 4 0 26 4 Percent of Open Interest Represented by Each Category of Trader 0.0 16.9 0.0 63.4 3.3 0.0 22.3 77.5 1.6 12.5 0.4 0.0 0.2 0.2 Number of Traders in Each Category Total Traders: 40 0 . 0 10 . 0 8 8 . 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated June 16, 2017