Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 137,775
Positions
23,877 14,711 3,318 28,617 8,000 2,333 15,901 55,968 13,652 20,995 3,015 2,652 26,431 34,127
Changes from: March 21, 2017 Total Change is: 2,420
6,431 51 -217 1,408 -1,257 77 -4,717 3,959 -208 -272 -7 130 -211 -108
Percent of Open Interest Represented by Each Category of Trader
17.3 10.7 2.4 20.8 5.8 1.7 11.5 40.6 9.9 15.2 2.2 1.9 19.2 24.8
Number of Traders in Each Category Total Traders: 93
7 . 7 11 6 5 19 33 20 10 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,833
Positions
13,374 3,476 744 2,771 1,818 0 9,025 21,021 1,637 5,472 912 0 10,810 14,225
Changes from: March 21, 2017 Total Change is: -480
-3,911 3,476 87 793 31 0 166 -786 -713 209 493 0 2,889 -3,068
Percent of Open Interest Represented by Each Category of Trader
30.5 7.9 1.7 6.3 4.1 0.0 20.6 48.0 3.7 12.5 2.1 0.0 24.7 32.5
Number of Traders in Each Category Total Traders: 41
. . . 4 . 0 10 17 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 282,707
Positions
139,151 22,160 8,646 10,553 85,488 5,899 32,898 82,814 28,187 26,547 11,341 2,728 28,098 35,443
Changes from: March 21, 2017 Total Change is: -6,654
-11,349 17,678 606 174 -5,253 1,039 3,652 -14,642 -19 -1,216 -668 -98 556 -5,298
Percent of Open Interest Represented by Each Category of Trader
49.2 7.8 3.1 3.7 30.2 2.1 11.6 29.3 10.0 9.4 4.0 1.0 9.9 12.5
Number of Traders in Each Category Total Traders: 121
8 7 9 8 25 11 21 44 25 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 243,728
Positions
79,234 39,074 14,866 23,339 54,604 8,240 35,464 48,238 28,964 23,801 1,747 4,278 25,541 43,716
Changes from: March 21, 2017 Total Change is: 12,203
-11,926 19,860 3,990 -3 -1,865 739 7,968 -16,508 4,873 290 16 977 5,297 121
Percent of Open Interest Represented by Each Category of Trader
32.5 16.0 6.1 9.6 22.4 3.4 14.6 19.8 11.9 9.8 0.7 1.8 10.5 17.9
Number of Traders in Each Category Total Traders: 129
7 12 8 14 17 8 32 36 24 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 478,273
Positions
84,240 85,577 17,741 160,956 90,767 14,120 53,309 113,252 44,125 31,605 41,596 7,991 64,186 63,103
Changes from: March 21, 2017 Total Change is: 639
189 15,232 -122 -2,884 -6,251 1,570 2,112 -7,035 753 207 -3,427 -91 -1,094 11
Percent of Open Interest Represented by Each Category of Trader
17.6 17.9 3.7 33.7 19.0 3.0 11.1 23.7 9.2 6.6 8.7 1.7 13.4 13.2
Number of Traders in Each Category Total Traders: 251
15 17 16 49 34 36 30 50 34 31 25 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 35,416
Positions
752 24,950 1 18,936 0 422 1,971 1,940 219 1,142 3,351 0 11,973 4,533
Changes from: March 21, 2017 Total Change is: 691
0 1,093 0 668 0 -22 175 88 5 0 0 0 -135 -473
Percent of Open Interest Represented by Each Category of Trader
2.1 70.4 0.0 53.5 0.0 1.2 5.6 5.5 0.6 3.2 9.5 0.0 33.8 12.8
Number of Traders in Each Category Total Traders: 25
. 5 . 12 0 5 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 154,140
Positions
2,409 73,754 6,540 30,869 7,780 2,954 65,263 14,414 11,063 2,500 10,158 2,009 30,533 25,467
Changes from: March 21, 2017 Total Change is: 63
-21 11,425 506 4,323 -3,490 165 257 -6,706 -1,448 49 -1,758 -761 -3,007 2,129
Percent of Open Interest Represented by Each Category of Trader
1.6 47.8 4.2 20.0 5.0 1.9 42.3 9.4 7.2 1.6 6.6 1.3 19.8 16.5
Number of Traders in Each Category Total Traders: 95
. 10 6 9 8 6 33 17 16 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 29,405
Positions
711 24,779 398 5,196 0 0 20,950 3,236 0 765 217 0 1,385 775
Changes from: March 21, 2017 Total Change is: 1,142
-540 30 121 499 0 0 1,082 856 0 -78 100 0 58 35
Percent of Open Interest Represented by Each Category of Trader
2.4 84.3 1.4 17.7 0.0 0.0 71.2 11.0 0.0 2.6 0.7 0.0 4.7 2.6
Number of Traders in Each Category Total Traders: 32
. 6 . . 0 0 11 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 192,121
Positions
49,475 114,834 30 61,200 2,821 68 67,256 58,926 1,542 2,914 10,848 98 9,539 2,955
Changes from: March 21, 2017 Total Change is: 14,722
0 11,893 2 72 -233 -26 14,273 4,341 -237 -621 215 80 1,179 -1,313
Percent of Open Interest Represented by Each Category of Trader
25.8 59.8 0.0 31.9 1.5 0.0 35.0 30.7 0.8 1.5 5.6 0.1 5.0 1.5
Number of Traders in Each Category Total Traders: 139
. 13 . 13 5 . 47 29 11 14 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 28,988
Positions
115 22,756 724 7,122 0 0 18,045 2,921 678 0 890 0 2,304 1,019
Changes from: March 21, 2017 Total Change is: 767
12 743 337 54 0 0 -203 -372 199 0 -484 0 368 344
Percent of Open Interest Represented by Each Category of Trader
0.4 78.5 2.5 24.6 0.0 0.0 62.2 10.1 2.3 0.0 3.1 0.0 7.9 3.5
Number of Traders in Each Category Total Traders: 28
. . . 4 0 0 10 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 37,949
Positions
17,775 1,904 2 1,729 15,894 0 14,112 14,313 492 592 1,357 0 3,247 3,987
Changes from: March 21, 2017 Total Change is: 51
3,316 106 1 107 102 0 -1,869 1,270 -1,836 207 433 0 125 -25
Percent of Open Interest Represented by Each Category of Trader
46.8 5.0 0.0 4.6 41.9 0.0 37.2 37.7 1.3 1.6 3.6 0.0 8.6 10.5
Number of Traders in Each Category Total Traders: 68
9 4 . 4 5 0 16 21 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 27,047
Positions
11,452 1,373 10,703 919 245 0 2,746 13,335 72 0 300 0 1,155 1,019
Changes from: March 21, 2017 Total Change is: 30
107 -21 23 145 -30 0 -174 -299 0 0 200 0 -71 157
Percent of Open Interest Represented by Each Category of Trader
42.3 5.1 39.6 3.4 0.9 0.0 10.2 49.3 0.3 0.0 1.1 0.0 4.3 3.8
Number of Traders in Each Category Total Traders: 27
5 . . . . 0 8 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 68,096
Positions
6,278 46,137 1,790 11,276 503 752 32,397 4,409 3,410 1,932 3,454 224 10,037 7,417
Changes from: March 21, 2017 Total Change is: 761
-44 -344 -50 515 -353 55 911 955 -547 158 1,207 73 -310 -236
Percent of Open Interest Represented by Each Category of Trader
9.2 67.8 2.6 16.6 0.7 1.1 47.6 6.5 5.0 2.8 5.1 0.3 14.7 10.9
Number of Traders in Each Category Total Traders: 125
11 23 4 13 . 5 42 14 12 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 136,192
Positions
12,557 92,274 3,580 22,552 1,006 1,504 64,793 8,818 6,820 3,863 6,908 448 20,075 14,834
Changes from: March 21, 2017 Total Change is: 1,521
-88 -687 -100 1,029 -706 110 1,822 1,910 -1,094 316 2,414 146 -620 -472
Percent of Open Interest Represented by Each Category of Trader
9.2 67.8 2.6 16.6 0.7 1.1 47.6 6.5 5.0 2.8 5.1 0.3 14.7 10.9
Number of Traders in Each Category Total Traders: 125
11 23 4 13 . 5 42 14 12 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 823,685
Positions
49,926 113,170 17,758 302,515 190,484 84,157 79,347 117,595 144,200 21,427 39,220 28,656 95,699 88,445
Changes from: March 21, 2017 Total Change is: 17,235
-2,555 12,399 2,476 2,607 -4,630 1,826 4,196 -3,753 8,612 -1,808 864 1,246 635 -1,805
Percent of Open Interest Represented by Each Category of Trader
6.1 13.7 2.2 36.7 23.1 10.2 9.6 14.3 17.5 2.6 4.8 3.5 11.6 10.7
Number of Traders in Each Category Total Traders: 679
37 32 34 126 88 98 89 142 124 86 79 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 126,512
Positions
4,966 12,834 9,003 10,219 26,961 17,128 9,255 1,395 32,610 4,087 144 4,039 35,205 22,398
Changes from: March 21, 2017 Total Change is: 15,591
-831 6,519 2,186 1,005 -1,486 3,625 75 159 4,250 4 6 1,130 4,147 -797
Percent of Open Interest Represented by Each Category of Trader
3.9 10.1 7.1 8.1 21.3 13.5 7.3 1.1 25.8 3.2 0.1 3.2 27.8 17.7
Number of Traders in Each Category Total Traders: 62
. 10 6 7 . . 17 8 23 10 4 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,485,864
Positions
227,218 504,097 41,356 1,485,728 841,867 310,894 387,774 618,315 520,636 94,341 203,021 115,444 302,473 330,234
Changes from: March 21, 2017 Total Change is: 8,222
-10,094 27,933 2,923 4,493 -19,235 -5,478 26,370 -13,799 16,048 -8,744 4,603 265 -17,561 -5,038
Percent of Open Interest Represented by Each Category of Trader
6.5 14.5 1.2 42.6 24.2 8.9 11.1 17.7 14.9 2.7 5.8 3.3 8.7 9.5
Number of Traders in Each Category Total Traders: 665
37 32 33 126 86 95 85 142 122 79 78 80
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 90,721
Positions
2,054 41,497 714 46,864 38,379 3,376 23,154 2,179 222 1,886 564 0 12,451 3,790
Changes from: March 21, 2017 Total Change is: -1,730
-576 -59 0 -460 358 -77 457 -576 -1,311 40 0 0 197 -65
Percent of Open Interest Represented by Each Category of Trader
2.3 45.7 0.8 51.7 42.3 3.7 25.5 2.4 0.2 2.1 0.6 0.0 13.7 4.2
Number of Traders in Each Category Total Traders: 81
4 9 . 31 15 14 16 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 50,080
Positions
2,589 16,437 441 15,535 4,718 1,081 19,975 15,025 1,987 1,495 3,800 528 6,449 6,063
Changes from: March 21, 2017 Total Change is: -13
70 1,340 -5 664 -818 -228 1,248 -282 -685 -726 360 -147 -204 453
Percent of Open Interest Represented by Each Category of Trader
5.2 32.8 0.9 31.0 9.4 2.2 39.9 30.0 4.0 3.0 7.6 1.1 12.9 12.1
Number of Traders in Each Category Total Traders: 242
13 25 7 41 18 12 57 53 26 14 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 250,402
Positions
12,945 82,184 2,206 77,676 23,589 5,403 99,876 75,126 9,935 7,474 19,001 2,642 32,246 30,317
Changes from: March 21, 2017 Total Change is: -63
352 6,701 -27 3,320 -4,089 -1,140 6,242 -1,412 -3,426 -3,631 1,800 -735 -1,019 2,264
Percent of Open Interest Represented by Each Category of Trader
5.2 32.8 0.9 31.0 9.4 2.2 39.9 30.0 4.0 3.0 7.6 1.1 12.9 12.1
Number of Traders in Each Category Total Traders: 242
13 25 7 41 18 12 57 53 26 14 21 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 546,853
Positions
46,219 112,865 3,817 262,048 156,620 34,290 146,184 185,887 13,038 13,728 17,474 2,729 24,800 20,134
Changes from: March 21, 2017 Total Change is: -5,360
655 -1,738 558 2,585 18,130 -5,328 306 -11,665 -2,846 641 1,605 283 -2,214 -4,359
Percent of Open Interest Represented by Each Category of Trader
8.5 20.6 0.7 47.9 28.6 6.3 26.7 34.0 2.4 2.5 3.2 0.5 4.5 3.7
Number of Traders in Each Category Total Traders: 331
21 20 5 84 44 32 51 72 23 20 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 35,387
Positions
831 18,544 0 15,429 490 34 3,594 5,005 0 6,740 3,031 0 8,759 8,283
Changes from: March 21, 2017 Total Change is: 2,041
-281 596 0 -178 0 -10 1,804 949 0 1,273 326 0 -567 180
Percent of Open Interest Represented by Each Category of Trader
2.3 52.4 0.0 43.6 1.4 0.1 10.2 14.1 0.0 19.0 8.6 0.0 24.8 23.4
Number of Traders in Each Category Total Traders: 46
. 6 0 17 . . . 9 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 58,830
Positions
8,900 8,042 260 12,907 7,736 2,044 20,831 9,719 340 2,729 2,203 0 10,819 28,486
Changes from: March 21, 2017 Total Change is: 1,920
878 2,329 129 2,499 -384 -154 -3,030 712 305 788 579 0 505 -1,596
Percent of Open Interest Represented by Each Category of Trader
15.1 13.7 0.4 21.9 13.1 3.5 35.4 16.5 0.6 4.6 3.7 0.0 18.4 48.4
Number of Traders in Each Category Total Traders: 75
7 9 . 15 6 7 23 7 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 279,150
Positions
23,052 184,186 1,820 170,710 61,882 13,632 56,457 9,913 2,699 1,577 1,007 170 9,033 3,841
Changes from: March 21, 2017 Total Change is: 8,137
3,872 41,601 240 2,770 228 -213 1,654 2,325 -61 -254 -23 0 129 -35,960
Percent of Open Interest Represented by Each Category of Trader
8.3 66.0 0.7 61.2 22.2 4.9 20.2 3.6 1.0 0.6 0.4 0.1 3.2 1.4
Number of Traders in Each Category Total Traders: 133
7 11 4 48 24 21 27 9 9 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 909,851
Positions
27,173 702,955 7,022 537,942 76,664 53,745 200,501 34,649 12,508 44,570 13,927 918 25,472 7,463
Changes from: March 21, 2017 Total Change is: 16,967
-10,143 15,665 1,304 23,371 1,114 -2,281 3,944 5,650 -358 1,954 -267 -118 -706 -3,742
Percent of Open Interest Represented by Each Category of Trader
3.0 77.3 0.8 59.1 8.4 5.9 22.0 3.8 1.4 4.9 1.5 0.1 2.8 0.8
Number of Traders in Each Category Total Traders: 330
19 21 7 110 30 43 62 22 17 50 16 5
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 737,600
Positions
8,187 29,594 20,779 278,087 153,310 129,130 56,075 120,710 72,363 12,908 22,094 15,384 144,687 174,235
Changes from: March 21, 2017 Total Change is: -48,061
72 7,911 -3,795 -2,576 -5,271 -1,824 -9,940 -5,827 -26,883 2,539 -464 -6,118 464 -5,790
Percent of Open Interest Represented by Each Category of Trader
1.1 4.0 2.8 37.7 20.8 17.5 7.6 16.4 9.8 1.7 3.0 2.1 19.6 23.6
Number of Traders in Each Category Total Traders: 149
5 11 10 37 28 32 21 30 36 10 7 10
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 705,073
Positions
4,389 148,904 1,289 397,586 47,471 92,295 46,921 279,779 13,842 29,571 12,976 341 118,839 108,176
Changes from: March 21, 2017 Total Change is: -7,857
276 4,303 -548 -10,078 -1,660 2,773 2,585 -6,195 -2,720 -223 0 0 78 -3,810
Percent of Open Interest Represented by Each Category of Trader
0.6 21.1 0.2 56.4 6.7 13.1 6.7 39.7 2.0 4.2 1.8 0.0 16.9 15.3
Number of Traders in Each Category Total Traders: 98
. 11 . 46 7 27 9 20 10 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,386,538
Positions
36,815 178,320 10,383 476,044 274,740 154,839 392,227 250,961 42,260 159,802 316,113 5,776 108,392 153,144
Changes from: March 21, 2017 Total Change is: -84,615
-21,956 34,102 -44 38,712 12,801 -31,698 -27,453 -40,318 -41,313 -938 -6,479 1,161 -1,086 -12,827
Percent of Open Interest Represented by Each Category of Trader
2.7 12.9 0.7 34.3 19.8 11.2 28.3 18.1 3.0 11.5 22.8 0.4 7.8 11.0
Number of Traders in Each Category Total Traders: 280
10 33 13 60 36 45 43 43 33 19 36 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,563,814
Positions
90,556 169,620 158,072 1,271,071 951,425 450,603 507,531 689,992 316,221 345,202 205,318 60,972 363,585 561,590
Changes from: March 21, 2017 Total Change is: -132,411
3,294 -57,799 -9,621 -48,281 21,748 -11,899 67,402 9,179 -67,882 -70,145 8,688 -11,789 16,509 -13,035
Percent of Open Interest Represented by Each Category of Trader
2.5 4.8 4.4 35.7 26.7 12.6 14.2 19.4 8.9 9.7 5.8 1.7 10.2 15.8
Number of Traders in Each Category Total Traders: 401
20 41 44 57 80 74 64 71 87 29 39 26
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Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 334,839
Positions
11,970 21,444 2,373 108,562 141,606 15,739 105,360 37,657 8,482 9,973 6,629 0 72,380 100,909
Changes from: March 21, 2017 Total Change is: 1,854
-3,931 -5,721 17 -2,421 12,566 -1,905 8,278 484 -115 -245 0 0 2,175 -3,472
Percent of Open Interest Represented by Each Category of Trader
3.6 6.4 0.7 32.4 42.3 4.7 31.5 11.2 2.5 3.0 2.0 0.0 21.6 30.1
Number of Traders in Each Category Total Traders: 60
. 6 . 12 20 20 10 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,206,631
Positions
43,231 361,074 89,801 1,656,013 702,325 327,237 318,431 876,122 224,066 256,605 237,420 37,005 254,242 351,581
Changes from: March 21, 2017 Total Change is: -53,888
-3,419 23,337 -11,878 -12,482 6,982 -8,759 44,505 28,624 -72,429 19,653 -2,668 -2,142 -6,937 -14,955
Percent of Open Interest Represented by Each Category of Trader
1.3 11.3 2.8 51.6 21.9 10.2 9.9 27.3 7.0 8.0 7.4 1.2 7.9 11.0
Number of Traders in Each Category Total Traders: 310
11 38 25 59 43 60 45 62 66 17 35 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,666,959
Positions
560,573 179,316 447,572 6,432 6,374 13,025 151,175 386,544 354,790 6,018 129,475 88,112 39,262 61,751
Changes from: March 21, 2017 Total Change is: 7,704
-1,276 -13,977 32,665 -695 4,664 -2,168 -3,998 16,774 -22,346 -105 -9,932 6,122 -495 -4,098
Percent of Open Interest Represented by Each Category of Trader
33.6 10.8 26.8 0.4 0.4 0.8 9.1 23.2 21.3 0.4 7.8 5.3 2.4 3.7
Number of Traders in Each Category Total Traders: 151
29 29 48 . . . 23 39 46 6 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,882,202
Positions
5,614,473 1,117,610 3,558,523 135,595 1,637,991 878,452 269,210 2,767,102 8,696,244 713,740 612,257 1,347,327 668,639 1,266,697
Changes from: March 21, 2017 Total Change is: 83,975
57,808 111,610 -1,159 14,459 -71,111 2,226 -7,959 7,170 21,953 -50,213 -17,014 47,335 -476 -17,037
Percent of Open Interest Represented by Each Category of Trader
25.7 5.1 16.3 0.6 7.5 4.0 1.2 12.6 39.7 3.3 2.8 6.2 3.1 5.8
Number of Traders in Each Category Total Traders: 327
26 48 66 6 32 35 36 115 122 12 39 38
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 32,006
Positions
12,156 3,053 0 250 13,374 100 14,206 12,048 0 5,196 3,196 92 6 143
Changes from: March 21, 2017 Total Change is: 209
2,196 57 0 43 563 -35 -2,135 -98 0 147 -326 40 -47 8
Percent of Open Interest Represented by Each Category of Trader
38.0 9.5 0.0 0.8 41.8 0.3 44.4 37.6 0.0 16.2 10.0 0.3 0.0 0.4
Number of Traders in Each Category Total Traders: 50
5 5 0 . 13 4 4 11 0 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 27,553
Positions
9,454 2,782 0 592 9,038 123 16,864 9,182 44 318 6,151 136 22 97
Changes from: March 21, 2017 Total Change is: -151
2,796 11 0 31 1 -23 -2,574 -25 44 -441 -195 0 16 36
Percent of Open Interest Represented by Each Category of Trader
34.3 10.1 0.0 2.1 32.8 0.4 61.2 33.3 0.2 1.2 22.3 0.5 0.1 0.4
Number of Traders in Each Category Total Traders: 35
4 . 0 . 5 . 7 8 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 74,915
Positions
199 60,218 123 12,093 2,077 841 30,874 6,657 2,092 20,529 359 61 8,102 2,487
Changes from: March 21, 2017 Total Change is: 1,921
-26 -782 69 -401 978 -446 2,198 1,211 776 910 102 4 -1,164 9
Percent of Open Interest Represented by Each Category of Trader
0.3 80.4 0.2 16.1 2.8 1.1 41.2 8.9 2.8 27.4 0.5 0.1 10.8 3.3
Number of Traders in Each Category Total Traders: 145
. 5 . 13 5 4 35 24 16 56 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 515,480
Positions
136,848 31,676 9,612 51,225 48,154 50,293 89,381 197,041 116,759 11,145 8,756 19,509 30,708 33,680
Changes from: March 21, 2017 Total Change is: -85,839
-7,213 3,900 -22,287 -14,914 -424 10,217 -9,656 -32,028 -36,085 -4,380 -5,649 458 -1,979 -3,941
Percent of Open Interest Represented by Each Category of Trader
26.5 6.1 1.9 9.9 9.3 9.8 17.3 38.2 22.7 2.2 1.7 3.8 6.0 6.5
Number of Traders in Each Category Total Traders: 223
22 5 19 16 22 13 53 62 58 19 15 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of March 28, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,949
Positions
449 7,734 0 21,976 1,248 0 6,549 25,397 369 5,533 127 0 73 74
Changes from: March 21, 2017 Total Change is: -201
399 0 0 -584 1,248 0 18 -1,492 0 18 18 0 -52 25
Percent of Open Interest Represented by Each Category of Trader
1.3 22.1 0.0 62.9 3.6 0.0 18.7 72.7 1.1 15.8 0.4 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 11 . 0 9 7 . 4 . 0
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Updated June 6, 2017