Traders in Financial Futures - Futures Only Positions as of July 25, 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 177,330
Positions
19,135 88,225 1,162 39,420 5,354 1,351 56,934 46,441 5,244 12,059 2,431 723 41,302 26,399
Changes from: July 18, 2017 Total Change is: 7,808
-1,141 15,706 29 2,081 -764 46 7,353 -8,155 -174 -2,177 -52 155 1,636 1,017
Percent of Open Interest Represented by Each Category of Trader
10.8 49.8 0.7 22.2 3.0 0.8 32.1 26.2 3.0 6.8 1.4 0.4 23.3 14.9
Number of Traders in Each Category Total Traders: 103
5 9 4 13 4 5 30 26 19 9 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 45,005
Positions
2,880 12,014 67 5,027 2,987 0 18,497 13,676 915 0 1,560 0 17,619 13,786
Changes from: July 18, 2017 Total Change is: 1,822
-824 2,777 1 531 0 0 746 -947 -83 0 0 0 1,451 74
Percent of Open Interest Represented by Each Category of Trader
6.4 26.7 0.1 11.2 6.6 0.0 41.1 30.4 2.0 0.0 3.5 0.0 39.1 30.6
Number of Traders in Each Category Total Traders: 37
. 5 . . . 0 11 11 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 200,700
Positions
68,540 27,508 953 20,710 68,165 4,160 39,246 53,428 8,074 25,782 10,216 1,942 31,293 26,254
Changes from: July 18, 2017 Total Change is: 515
13 -7,068 86 723 -493 -98 582 11,373 175 -425 -550 0 -541 -2,910
Percent of Open Interest Represented by Each Category of Trader
34.2 13.7 0.5 10.3 34.0 2.1 19.6 26.6 4.0 12.8 5.1 1.0 15.6 13.1
Number of Traders in Each Category Total Traders: 120
7 9 5 14 20 9 32 27 21 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 235,140
Positions
115,660 14,317 404 22,294 57,575 4,144 28,154 110,074 6,245 36,790 3,957 819 20,630 37,605
Changes from: July 18, 2017 Total Change is: -14,931
-7,122 -377 0 -461 -1,511 -236 -9,915 -10,722 535 420 -716 -321 2,169 -1,583
Percent of Open Interest Represented by Each Category of Trader
49.2 6.1 0.2 9.5 24.5 1.8 12.0 46.8 2.7 15.6 1.7 0.3 8.8 16.0
Number of Traders in Each Category Total Traders: 113
10 6 . 13 17 9 25 33 15 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 449,086
Positions
45,227 148,194 2,899 188,756 81,196 16,820 68,288 67,936 14,264 30,232 59,870 2,935 79,665 54,972
Changes from: July 18, 2017 Total Change is: 2,827
9,782 2,073 -189 -83 2,110 1,781 -9,366 -3,259 1,269 190 -2,839 823 -1,380 1,058
Percent of Open Interest Represented by Each Category of Trader
10.1 33.0 0.6 42.0 18.1 3.7 15.2 15.1 3.2 6.7 13.3 0.7 17.7 12.2
Number of Traders in Each Category Total Traders: 259
15 18 12 60 34 40 48 40 19 29 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 132,765
Positions
3,732 67,880 199 8,317 11,056 1,803 77,087 22,578 2,395 1,175 3,632 165 37,892 23,057
Changes from: July 18, 2017 Total Change is: 15,047
288 8,233 82 395 -1,698 -299 11,964 10,302 375 57 -391 0 2,185 -1,557
Percent of Open Interest Represented by Each Category of Trader
2.8 51.1 0.1 6.3 8.3 1.4 58.1 17.0 1.8 0.9 2.7 0.1 28.5 17.4
Number of Traders in Each Category Total Traders: 97
7 7 4 8 12 6 42 15 13 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 37,473
Positions
6,106 22,737 1 8,352 219 0 21,683 10,308 0 126 3,042 0 1,205 1,166
Changes from: July 18, 2017 Total Change is: -2,281
-63 6 0 195 0 0 -2,468 -2,443 -12 126 87 0 -59 81
Percent of Open Interest Represented by Each Category of Trader
16.3 60.7 0.0 22.3 0.6 0.0 57.9 27.5 0.0 0.3 8.1 0.0 3.2 3.1
Number of Traders in Each Category Total Traders: 34
. 5 . . . 0 14 4 0 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 212,346
Positions
10,789 159,583 379 49,492 4,682 373 133,811 31,883 4,327 3,114 7,368 520 9,541 3,231
Changes from: July 18, 2017 Total Change is: 2,629
-194 2,600 222 540 850 0 1,157 712 -157 -93 -2,142 520 634 24
Percent of Open Interest Represented by Each Category of Trader
5.1 75.2 0.2 23.3 2.2 0.2 63.0 15.0 2.0 1.5 3.5 0.2 4.5 1.5
Number of Traders in Each Category Total Traders: 150
4 8 . 19 6 . 63 27 6 15 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 25,093
Positions
541 8,889 2,789 5,199 235 0 14,348 11,444 185 238 980 0 1,793 571
Changes from: July 18, 2017 Total Change is: 4,751
541 -1,109 2,058 -6 0 0 2,020 3,655 1 108 60 0 29 86
Percent of Open Interest Represented by Each Category of Trader
2.2 35.4 11.1 20.7 0.9 0.0 57.2 45.6 0.7 0.9 3.9 0.0 7.1 2.3
Number of Traders in Each Category Total Traders: 32
. . . . . 0 8 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 54,603
Positions
1,408 32,288 160 3,078 10,039 0 42,877 6,583 22 414 1,242 0 6,644 4,269
Changes from: July 18, 2017 Total Change is: -2,893
60 -798 80 -319 6 0 -2,410 -1,798 -302 -405 -248 0 403 167
Percent of Open Interest Represented by Each Category of Trader
2.6 59.1 0.3 5.6 18.4 0.0 78.5 12.1 0.0 0.8 2.3 0.0 12.2 7.8
Number of Traders in Each Category Total Traders: 85
. 9 . 12 . 0 40 10 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 20,271
Positions
5,899 11,959 3,817 1,504 933 0 8,027 2,123 93 0 450 0 931 896
Changes from: July 18, 2017 Total Change is: 632
-135 315 145 -181 337 0 822 -178 31 0 30 0 -50 -48
Percent of Open Interest Represented by Each Category of Trader
29.1 59.0 18.8 7.4 4.6 0.0 39.6 10.5 0.5 0.0 2.2 0.0 4.6 4.4
Number of Traders in Each Category Total Traders: 29
4 . . 5 . 0 8 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 65,152
Positions
7,538 38,851 1,200 11,721 931 895 31,662 9,065 2,869 1,119 1,341 0 8,150 10,002
Changes from: July 18, 2017 Total Change is: 533
-209 -295 16 -144 266 -16 664 -417 -144 -5 -71 -17 387 1,210
Percent of Open Interest Represented by Each Category of Trader
11.6 59.6 1.8 18.0 1.4 1.4 48.6 13.9 4.4 1.7 2.1 0.0 12.5 15.4
Number of Traders in Each Category Total Traders: 114
11 24 . 15 . . 36 17 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 130,303
Positions
15,075 77,701 2,399 23,442 1,861 1,789 63,323 18,130 5,738 2,237 2,681 0 16,300 20,004
Changes from: July 18, 2017 Total Change is: 1,066
-417 -590 31 -287 532 -31 1,327 -833 -287 -10 -142 -34 774 2,420
Percent of Open Interest Represented by Each Category of Trader
11.6 59.6 1.8 18.0 1.4 1.4 48.6 13.9 4.4 1.7 2.1 0.0 12.5 15.4
Number of Traders in Each Category Total Traders: 114
11 24 . 15 . . 36 17 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 654,894
Positions
44,218 152,906 10,751 318,832 165,157 60,466 83,858 113,585 28,601 22,131 37,269 2,020 84,020 84,142
Changes from: July 18, 2017 Total Change is: 23,718
2,417 12,331 390 13,913 4,697 -4,004 1,886 4,960 3,428 -1,321 -1,930 -445 7,454 4,291
Percent of Open Interest Represented by Each Category of Trader
6.8 23.3 1.6 48.7 25.2 9.2 12.8 17.3 4.4 3.4 5.7 0.3 12.8 12.8
Number of Traders in Each Category Total Traders: 594
33 45 23 130 89 93 81 129 74 39 48 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 55,787
Positions
2,970 25,579 400 11,846 10,863 268 6,467 4,680 280 2,559 298 0 30,997 13,419
Changes from: July 18, 2017 Total Change is: 7,430
330 4,234 -500 27 -47 2 1,856 2,322 280 18 -24 0 5,417 1,163
Percent of Open Interest Represented by Each Category of Trader
5.3 45.9 0.7 21.2 19.5 0.5 11.6 8.4 0.5 4.6 0.5 0.0 55.6 24.1
Number of Traders in Each Category Total Traders: 46
. 9 . 7 4 . 6 14 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 2,995,537
Positions
212,264 642,659 45,728 1,537,747 774,285 298,171 409,122 566,693 119,434 97,859 184,853 10,098 265,114 353,616
Changes from: July 18, 2017 Total Change is: 81,438
8,343 38,397 6,540 69,234 23,524 -19,836 13,138 26,177 2,755 -8,290 -11,127 -632 10,186 15,640
Percent of Open Interest Represented by Each Category of Trader
7.1 21.5 1.5 51.3 25.8 10.0 13.7 18.9 4.0 3.3 6.2 0.3 8.9 11.8
Number of Traders in Each Category Total Traders: 589
33 44 23 129 88 92 81 128 69 39 47 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 25,264
Positions
3,614 23,614 0 9,479 443 422 8,312 0 0 270 0 0 3,167 785
Changes from: July 18, 2017 Total Change is: 1,858
-503 1,631 0 504 214 -18 1,866 0 0 0 0 0 9 31
Percent of Open Interest Represented by Each Category of Trader
14.3 93.5 0.0 37.5 1.8 1.7 32.9 0.0 0.0 1.1 0.0 0.0 12.5 3.1
Number of Traders in Each Category Total Traders: 21
. 6 0 6 . . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 15,264
Positions
1,641 12,908 0 1,479 785 40 9,221 0 815 0 0 0 2,068 716
Changes from: July 18, 2017 Total Change is: 97
-216 -61 0 138 122 -91 -10 -288 293 0 0 0 -17 122
Percent of Open Interest Represented by Each Category of Trader
10.8 84.6 0.0 9.7 5.1 0.3 60.4 0.0 5.3 0.0 0.0 0.0 13.5 4.7
Number of Traders in Each Category Total Traders: 21
. 7 0 . . . 8 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 93,037
Positions
3,360 39,783 439 46,632 38,698 4,418 25,333 3,965 1,054 0 280 0 11,801 4,400
Changes from: July 18, 2017 Total Change is: 1,160
-1,671 1,386 -99 3,564 -771 208 -254 -84 -188 0 0 0 -400 708
Percent of Open Interest Represented by Each Category of Trader
3.6 42.8 0.5 50.1 41.6 4.7 27.2 4.3 1.1 0.0 0.3 0.0 12.7 4.7
Number of Traders in Each Category Total Traders: 84
. 12 . 28 17 17 17 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 58,043
Positions
8,115 18,650 1,187 13,290 8,504 1,033 25,084 16,080 992 1,775 3,689 31 6,536 7,876
Changes from: July 18, 2017 Total Change is: 1,340
972 1,992 57 -1,470 331 18 1,815 -1,046 -124 -55 19 3 124 89
Percent of Open Interest Represented by Each Category of Trader
14.0 32.1 2.0 22.9 14.7 1.8 43.2 27.7 1.7 3.1 6.4 0.1 11.3 13.6
Number of Traders in Each Category Total Traders: 265
15 25 5 47 23 15 50 59 18 12 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 290,215
Positions
40,575 93,249 5,937 66,449 42,521 5,165 125,418 80,400 4,960 8,875 18,445 157 32,679 39,381
Changes from: July 18, 2017 Total Change is: 6,701
4,859 9,961 287 -7,349 1,657 90 9,075 -5,232 -620 -276 97 14 621 447
Percent of Open Interest Represented by Each Category of Trader
14.0 32.1 2.0 22.9 14.7 1.8 43.2 27.7 1.7 3.1 6.4 0.1 11.3 13.6
Number of Traders in Each Category Total Traders: 265
15 25 5 47 23 15 50 59 18 12 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 571,474
Positions
59,965 93,920 4,973 236,042 192,768 41,826 175,741 197,221 13,862 12,243 6,631 378 26,444 19,895
Changes from: July 18, 2017 Total Change is: 9,711
3,476 -3,535 954 6,365 -2,139 -875 2,951 16,310 -2,030 -762 552 157 -525 317
Percent of Open Interest Represented by Each Category of Trader
10.5 16.4 0.9 41.3 33.7 7.3 30.8 34.5 2.4 2.1 1.2 0.1 4.6 3.5
Number of Traders in Each Category Total Traders: 315
23 21 6 67 49 32 62 65 24 13 15 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 35,901
Positions
1,176 18,323 0 15,352 1,028 454 6,105 2,773 97 3,686 10,633 0 9,031 2,593
Changes from: July 18, 2017 Total Change is: -364
8 0 0 426 0 -1 -803 425 0 -999 1 0 1,005 -789
Percent of Open Interest Represented by Each Category of Trader
3.3 51.0 0.0 42.8 2.9 1.3 17.0 7.7 0.3 10.3 29.6 0.0 25.2 7.2
Number of Traders in Each Category Total Traders: 44
. . 0 16 . . 7 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 56,725
Positions
11,586 4,294 1,245 14,081 2,695 2,429 14,407 6,683 307 1,045 1,391 0 11,625 37,681
Changes from: July 18, 2017 Total Change is: -2,030
-3,544 1,325 -33 -1,468 -2,559 611 1,318 -1,254 -994 43 239 0 2,037 635
Percent of Open Interest Represented by Each Category of Trader
20.4 7.6 2.2 24.8 4.8 4.3 25.4 11.8 0.5 1.8 2.5 0.0 20.5 66.4
Number of Traders in Each Category Total Traders: 79
15 6 4 14 4 7 21 13 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 324,596
Positions
50,880 200,922 3,001 188,467 74,126 15,022 43,403 11,198 13,663 2,573 1,558 0 7,587 5,106
Changes from: July 18, 2017 Total Change is: -711
2,585 -301 -4 -4,311 456 461 1,052 -1,463 -55 0 478 0 -439 -283
Percent of Open Interest Represented by Each Category of Trader
15.7 61.9 0.9 58.1 22.8 4.6 13.4 3.4 4.2 0.8 0.5 0.0 2.3 1.6
Number of Traders in Each Category Total Traders: 154
15 9 5 54 28 21 32 8 10 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 1,053,066
Positions
25,069 789,621 4,884 656,126 109,540 63,812 193,638 33,082 29,585 54,724 11,693 723 24,505 10,126
Changes from: July 18, 2017 Total Change is: -1,018
-1,182 -5,613 -136 -3,396 1,559 -1,146 6,872 3,758 -639 -2,053 -1,786 0 662 2,985
Percent of Open Interest Represented by Each Category of Trader
2.4 75.0 0.5 62.3 10.4 6.1 18.4 3.1 2.8 5.2 1.1 0.1 2.3 1.0
Number of Traders in Each Category Total Traders: 359
28 18 6 124 40 54 68 26 18 44 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 92,394
Positions
22,460 34,517 57,424 6,195 0 5 5,712 0 418 158 30 0 22 0
Changes from: July 18, 2017 Total Change is: 5,169
2,652 2,502 2,707 0 0 0 -150 0 -40 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
24.3 37.4 62.2 6.7 0.0 0.0 6.2 0.0 0.5 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 10 9 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 730,692
Positions
9,032 39,660 5,573 279,084 182,723 128,753 129,883 144,037 11,139 11,578 50,263 2,943 152,707 165,601
Changes from: July 18, 2017 Total Change is: 4,344
2,554 -2,804 600 -5,684 20,204 -3,713 7,479 2,564 2,016 -2,127 -7,505 409 2,810 -7,427
Percent of Open Interest Represented by Each Category of Trader
1.2 5.4 0.8 38.2 25.0 17.6 17.8 19.7 1.5 1.6 6.9 0.4 20.9 22.7
Number of Traders in Each Category Total Traders: 165
9 14 6 42 26 34 34 21 22 8 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 808,128
Positions
0 160,052 1,447 447,596 38,754 118,833 74,535 353,192 22,180 34,109 15,725 1,812 107,616 96,133
Changes from: July 18, 2017 Total Change is: 13,757
0 -5,611 590 11,710 -1,586 627 3,785 11,180 606 -2,008 -368 0 -1,553 8,319
Percent of Open Interest Represented by Each Category of Trader
0.0 19.8 0.2 55.4 4.8 14.7 9.2 43.7 2.7 4.2 1.9 0.2 13.3 11.9
Number of Traders in Each Category Total Traders: 118
0 16 . 48 10 32 13 22 13 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 1,366,412
Positions
48,675 117,733 7,013 462,820 247,408 165,021 320,796 314,159 38,378 193,346 318,169 4,414 125,949 154,117
Changes from: July 18, 2017 Total Change is: 9,717
-4,536 13,500 2,236 -2,258 -14,865 8,030 7,963 13,853 5,786 -1,121 -8,050 529 -6,912 -11,302
Percent of Open Interest Represented by Each Category of Trader
3.6 8.6 0.5 33.9 18.1 12.1 23.5 23.0 2.8 14.1 23.3 0.3 9.2 11.3
Number of Traders in Each Category Total Traders: 265
12 23 6 54 44 47 40 50 34 20 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 3,200,017
Positions
147,828 159,480 36,394 1,103,052 992,008 500,379 603,399 660,035 126,678 285,390 145,275 32,990 363,907 546,778
Changes from: July 18, 2017 Total Change is: 39,113
33,889 -51,552 8,161 -39,121 -10,002 19,759 7,247 31,243 4,209 -5,686 -5,946 4,147 6,508 39,094
Percent of Open Interest Represented by Each Category of Trader
4.6 5.0 1.1 34.5 31.0 15.6 18.9 20.6 4.0 8.9 4.5 1.0 11.4 17.1
Number of Traders in Each Category Total Traders: 380
24 30 20 57 95 76 56 69 55 24 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 401,907
Positions
18,199 11,517 4,345 100,487 181,811 26,337 149,278 39,923 10,606 10,885 8,686 0 81,770 118,682
Changes from: July 18, 2017 Total Change is: 11,220
8,824 6,044 -719 2,629 10,319 -772 6,823 -1,126 -2,987 -1,196 2,057 0 -1,382 -1,596
Percent of Open Interest Represented by Each Category of Trader
4.5 2.9 1.1 25.0 45.2 6.6 37.1 9.9 2.6 2.7 2.2 0.0 20.3 29.5
Number of Traders in Each Category Total Traders: 66
4 4 . 12 24 25 10 7 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 2,973,111
Positions
61,667 285,430 36,899 1,651,618 747,400 395,774 264,336 777,543 108,157 169,020 236,586 10,455 275,185 374,867
Changes from: July 18, 2017 Total Change is: -28,565
520 -29,705 18,628 -63,023 -8,921 16,364 1,384 -20,472 8,167 -4,362 -7,148 -842 -5,401 -4,636
Percent of Open Interest Represented by Each Category of Trader
2.1 9.6 1.2 55.6 25.1 13.3 8.9 26.2 3.6 5.7 8.0 0.4 9.3 12.6
Number of Traders in Each Category Total Traders: 289
11 30 11 54 52 65 37 67 48 12 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 1,649,496
Positions
391,371 196,878 529,067 12,619 28,999 16,881 204,234 303,668 333,558 51,035 96,933 71,403 39,328 72,109
Changes from: July 18, 2017 Total Change is: 12,482
-7,856 -12,134 22,175 0 -668 47 354 24,832 -16,712 12,763 -11,450 1,049 662 5,343
Percent of Open Interest Represented by Each Category of Trader
23.7 11.9 32.1 0.8 1.8 1.0 12.4 18.4 20.2 3.1 5.9 4.3 2.4 4.4
Number of Traders in Each Category Total Traders: 151
20 37 48 . 8 . 15 48 45 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 is12,973,911
Positions
4,337,271 771,021 2,600,459 90,151 1,870,222 636,742 560,456 2,266,039 2,250,926 939,459 470,289 928,244 630,203 1,179,969
Changes from: July 18, 2017 Total Change is: 37,222
108,225 -41,616 35,165 -16,584 129,279 -45,389 47,033 60,096 -33,424 -57,012 -47,319 64,529 -65,321 -84,099
Percent of Open Interest Represented by Each Category of Trader
33.4 5.9 20.0 0.7 14.4 4.9 4.3 17.5 17.3 7.2 3.6 7.2 4.9 9.1
Number of Traders in Each Category Total Traders: 309
32 47 70 4 37 27 44 94 95 10 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 31,396
Positions
5,003 5,270 0 271 13,329 115 17,116 8,519 0 8,801 4,027 39 51 97
Changes from: July 18, 2017 Total Change is: 596
76 244 0 -25 -58 25 455 448 0 60 -69 0 5 6
Percent of Open Interest Represented by Each Category of Trader
15.9 16.8 0.0 0.9 42.5 0.4 54.5 27.1 0.0 28.0 12.8 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 50
. 6 0 . 12 . 6 11 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 22,943
Positions
10,324 956 0 576 8,475 118 11,464 9,289 0 420 4,025 1 40 79
Changes from: July 18, 2017 Total Change is: -170
-300 122 0 -16 392 0 -109 -619 0 258 -52 -8 5 -5
Percent of Open Interest Represented by Each Category of Trader
45.0 4.2 0.0 2.5 36.9 0.5 50.0 40.5 0.0 1.8 17.5 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 35
5 . 0 . 6 . 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 49,984
Positions
407 15,335 0 11,789 6,772 548 18,885 20,568 2,115 7,792 1,503 0 8,448 3,143
Changes from: July 18, 2017 Total Change is: -3,102
-8 -3,549 0 628 545 -30 -924 1,329 -335 -1,718 -1 0 -715 -1,061
Percent of Open Interest Represented by Each Category of Trader
0.8 30.7 0.0 23.6 13.5 1.1 37.8 41.1 4.2 15.6 3.0 0.0 16.9 6.3
Number of Traders in Each Category Total Traders: 136
4 . 0 9 6 . 25 40 12 42 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 611,661
Positions
137,468 49,518 29,443 79,247 54,657 54,214 135,139 259,023 99,663 23,693 14,492 18,349 34,445 32,302
Changes from: July 18, 2017 Total Change is: -5,896
14,069 -1,975 -4,731 5,213 8,724 -12,707 -6,362 11,719 1,433 907 -2,935 -2,703 -1,015 -2,721
Percent of Open Interest Represented by Each Category of Trader
22.5 8.1 4.8 13.0 8.9 8.9 22.1 42.3 16.3 3.9 2.4 3.0 5.6 5.3
Number of Traders in Each Category Total Traders: 286
28 6 20 23 29 14 63 77 54 26 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 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 47,471
Positions
273 0 0 38,424 1,569 0 3,521 45,386 256 4,947 135 0 50 125
Changes from: July 18, 2017 Total Change is: 800
84 -220 0 582 0 0 73 1,031 0 59 1 0 2 -12
Percent of Open Interest Represented by Each Category of Trader
0.6 0.0 0.0 80.9 3.3 0.0 7.4 95.6 0.5 10.4 0.3 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 40
. 0 0 9 . 0 6 11 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 25, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,343
Positions
3,170 7,735 0 10,524 158 282 467 6,755 1 435 0 0 464 412
Changes from: July 18, 2017 Total Change is: -344
0 -551 0 108 0 0 13 734 -636 217 0 0 -46 109
Percent of Open Interest Represented by Each Category of Trader
20.7 50.4 0.0 68.6 1.0 1.8 3.0 44.0 0.0 2.8 0.0 0.0 3.0 2.7
Number of Traders in Each Category Total Traders: 20
. . 0 9 . . . 4 . . 0 0
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Updated July 28, 2017