Traders in Financial Futures - Futures Only Positions as of August 1, 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 190,622
Positions
17,796 104,565 1,168 44,509 5,764 1,329 67,530 43,886 7,097 6,555 3,021 913 43,725 22,879
Changes from: July 25, 2017 Total Change is: 13,292
-1,339 16,340 6 5,089 410 -22 10,596 -2,555 1,853 -5,504 590 190 2,423 -3,520
Percent of Open Interest Represented by Each Category of Trader
9.3 54.9 0.6 23.3 3.0 0.7 35.4 23.0 3.7 3.4 1.6 0.5 22.9 12.0
Number of Traders in Each Category Total Traders: 105
5 9 4 14 5 5 33 22 19 9 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 39,812
Positions
1,829 10,368 80 3,571 3,001 0 19,157 9,328 1,193 0 1,964 0 13,982 13,878
Changes from: July 25, 2017 Total Change is: -5,193
-1,051 -1,646 13 -1,456 14 0 660 -4,348 278 0 404 0 -3,637 92
Percent of Open Interest Represented by Each Category of Trader
4.6 26.0 0.2 9.0 7.5 0.0 48.1 23.4 3.0 0.0 4.9 0.0 35.1 34.9
Number of Traders in Each Category Total Traders: 36
. 5 . . . 0 12 10 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 217,430
Positions
68,196 28,710 784 21,325 66,306 6,045 47,895 64,629 11,664 26,126 10,242 1,942 33,453 27,108
Changes from: July 25, 2017 Total Change is: 16,730
-344 1,202 -169 615 -1,859 1,885 8,649 11,201 3,590 344 26 0 2,160 854
Percent of Open Interest Represented by Each Category of Trader
31.4 13.2 0.4 9.8 30.5 2.8 22.0 29.7 5.4 12.0 4.7 0.9 15.4 12.5
Number of Traders in Each Category Total Traders: 122
7 9 4 14 21 8 35 27 22 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 242,876
Positions
110,110 26,023 413 24,372 51,063 4,096 37,767 114,947 8,216 37,105 4,585 1,005 19,792 32,528
Changes from: July 25, 2017 Total Change is: 7,736
-5,550 11,706 9 2,078 -6,512 -48 9,613 4,873 1,971 315 628 186 -838 -5,077
Percent of Open Interest Represented by Each Category of Trader
45.3 10.7 0.2 10.0 21.0 1.7 15.5 47.3 3.4 15.3 1.9 0.4 8.1 13.4
Number of Traders in Each Category Total Traders: 125
8 7 . 16 14 9 34 38 19 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 457,254
Positions
45,316 151,701 3,206 189,171 83,473 17,812 72,993 66,296 19,772 25,191 57,125 3,490 80,303 54,379
Changes from: July 25, 2017 Total Change is: 8,168
89 3,507 307 415 2,277 992 4,705 -1,640 5,508 -5,041 -2,745 555 638 -593
Percent of Open Interest Represented by Each Category of Trader
9.9 33.2 0.7 41.4 18.3 3.9 16.0 14.5 4.3 5.5 12.5 0.8 17.6 11.9
Number of Traders in Each Category Total Traders: 260
17 18 12 64 35 44 47 40 24 24 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,804
Positions
746 15,739 0 8,522 5,593 1,152 6,086 0 0 0 0 0 8,298 2,320
Changes from: July 25, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.0 63.5 0.0 34.4 22.5 4.6 24.5 0.0 0.0 0.0 0.0 0.0 33.5 9.4
Number of Traders in Each Category Total Traders: 20
. 4 0 5 4 5 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 139,228
Positions
5,199 73,585 136 8,198 13,091 1,872 81,416 22,635 3,536 525 4,902 153 38,193 19,318
Changes from: July 25, 2017 Total Change is: 6,463
1,467 5,705 -63 -119 2,035 69 4,329 57 1,141 -650 1,270 -12 301 -3,739
Percent of Open Interest Represented by Each Category of Trader
3.7 52.9 0.1 5.9 9.4 1.3 58.5 16.3 2.5 0.4 3.5 0.1 27.4 13.9
Number of Traders in Each Category Total Traders: 100
9 7 . 6 13 5 41 18 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 34,937
Positions
5,413 22,737 1 7,814 0 0 20,429 7,987 0 126 2,892 0 1,154 1,320
Changes from: July 25, 2017 Total Change is: -2,536
-693 0 0 -538 -219 0 -1,254 -2,321 0 0 -150 0 -51 154
Percent of Open Interest Represented by Each Category of Trader
15.5 65.1 0.0 22.4 0.0 0.0 58.5 22.9 0.0 0.4 8.3 0.0 3.3 3.8
Number of Traders in Each Category Total Traders: 33
. 5 . 4 0 0 15 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 214,358
Positions
10,030 163,489 515 51,280 4,591 373 135,290 30,916 4,170 3,049 7,363 178 9,473 2,763
Changes from: July 25, 2017 Total Change is: 2,012
-759 3,906 136 1,788 -91 0 1,479 -967 -157 -65 -5 -342 -68 -468
Percent of Open Interest Represented by Each Category of Trader
4.7 76.3 0.2 23.9 2.1 0.2 63.1 14.4 1.9 1.4 3.4 0.1 4.4 1.3
Number of Traders in Each Category Total Traders: 151
. 8 . 20 6 . 66 24 5 14 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 31,824
Positions
541 9,822 5,759 5,225 200 0 16,811 13,462 350 980 1,120 0 2,158 1,111
Changes from: July 25, 2017 Total Change is: 6,731
0 933 2,970 26 -35 0 2,463 2,018 165 742 140 0 365 540
Percent of Open Interest Represented by Each Category of Trader
1.7 30.9 18.1 16.4 0.6 0.0 52.8 42.3 1.1 3.1 3.5 0.0 6.8 3.5
Number of Traders in Each Category Total Traders: 32
. . . . . 0 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 54,968
Positions
1,432 32,265 140 2,956 10,039 0 43,181 6,947 419 413 1,360 0 6,427 3,798
Changes from: July 25, 2017 Total Change is: 365
24 -23 -20 -122 0 0 304 364 397 -1 118 0 -217 -471
Percent of Open Interest Represented by Each Category of Trader
2.6 58.7 0.3 5.4 18.3 0.0 78.6 12.6 0.8 0.8 2.5 0.0 11.7 6.9
Number of Traders in Each Category Total Traders: 92
. 9 . 12 . 0 46 11 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 21,408
Positions
5,703 11,640 4,282 2,440 949 0 7,946 3,043 214 0 450 0 823 830
Changes from: July 25, 2017 Total Change is: 1,137
-196 -319 465 936 16 0 -81 920 121 0 0 0 -108 -66
Percent of Open Interest Represented by Each Category of Trader
26.6 54.4 20.0 11.4 4.4 0.0 37.1 14.2 1.0 0.0 2.1 0.0 3.8 3.9
Number of Traders in Each Category Total Traders: 34
4 . . 8 . 0 6 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 68,506
Positions
9,452 37,361 1,344 12,308 2,150 214 33,076 12,436 2,711 1,011 2,286 0 8,393 10,006
Changes from: July 25, 2017 Total Change is: 3,354
1,914 -1,490 145 587 1,220 -681 1,414 3,371 -159 -108 945 0 243 4
Percent of Open Interest Represented by Each Category of Trader
13.8 54.5 2.0 18.0 3.1 0.3 48.3 18.2 4.0 1.5 3.3 0.0 12.3 14.6
Number of Traders in Each Category Total Traders: 125
15 25 . 16 4 . 34 21 8 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 137,011
Positions
18,903 74,721 2,688 24,615 4,300 427 66,151 24,872 5,421 2,021 4,571 0 16,785 20,011
Changes from: July 25, 2017 Total Change is: 6,708
3,828 -2,980 289 1,173 2,439 -1,362 2,828 6,742 -317 -216 1,890 0 485 7
Percent of Open Interest Represented by Each Category of Trader
13.8 54.5 2.0 18.0 3.1 0.3 48.3 18.2 4.0 1.5 3.3 0.0 12.3 14.6
Number of Traders in Each Category Total Traders: 125
15 25 . 16 4 . 34 21 8 . 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 668,674
Positions
49,552 141,920 13,680 326,664 165,126 60,435 79,108 127,341 30,348 23,332 40,310 1,880 83,675 87,634
Changes from: July 25, 2017 Total Change is: 13,779
5,335 -10,986 2,930 7,832 -31 -30 -4,750 13,757 1,747 1,201 3,041 -140 -345 3,492
Percent of Open Interest Represented by Each Category of Trader
7.4 21.2 2.0 48.9 24.7 9.0 11.8 19.0 4.5 3.5 6.0 0.3 12.5 13.1
Number of Traders in Each Category Total Traders: 615
35 43 25 130 92 96 86 134 76 46 49 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 56,755
Positions
3,931 24,630 650 11,693 10,814 299 5,206 5,198 0 2,633 688 0 32,343 14,476
Changes from: July 25, 2017 Total Change is: 968
961 -949 250 -153 -49 31 -1,261 518 -280 74 390 0 1,346 1,057
Percent of Open Interest Represented by Each Category of Trader
6.9 43.4 1.1 20.6 19.1 0.5 9.2 9.2 0.0 4.6 1.2 0.0 57.0 25.5
Number of Traders in Each Category Total Traders: 48
. 10 . 7 4 . 7 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 3,059,594
Positions
239,927 598,268 53,332 1,577,820 774,525 297,715 390,480 631,687 130,768 103,493 198,108 9,400 256,659 365,791
Changes from: July 25, 2017 Total Change is: 64,057
27,663 -44,391 7,604 40,073 240 -456 -18,642 64,994 11,334 5,634 13,255 -698 -8,455 12,175
Percent of Open Interest Represented by Each Category of Trader
7.8 19.6 1.7 51.6 25.3 9.7 12.8 20.6 4.3 3.4 6.5 0.3 8.4 12.0
Number of Traders in Each Category Total Traders: 610
35 42 24 129 91 95 85 134 72 46 48 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 28,629
Positions
4,356 26,698 0 9,034 736 422 11,215 0 0 270 0 0 3,332 773
Changes from: July 25, 2017 Total Change is: 3,365
742 3,084 0 -445 293 0 2,903 0 0 0 0 0 165 -12
Percent of Open Interest Represented by Each Category of Trader
15.2 93.3 0.0 31.6 2.6 1.5 39.2 0.0 0.0 0.9 0.0 0.0 11.6 2.7
Number of Traders in Each Category Total Traders: 22
. 6 0 5 . . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 15,428
Positions
5,157 13,227 0 1,720 643 40 5,509 0 822 0 0 0 2,180 696
Changes from: July 25, 2017 Total Change is: 164
3,516 319 0 241 -142 0 -3,712 0 7 0 0 0 112 -20
Percent of Open Interest Represented by Each Category of Trader
33.4 85.7 0.0 11.1 4.2 0.3 35.7 0.0 5.3 0.0 0.0 0.0 14.1 4.5
Number of Traders in Each Category Total Traders: 20
. 7 0 . . . 7 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 22,429
Positions
15,093 10,993 0 3,527 10,219 280 1,443 0 0 0 0 0 2,086 937
Changes from: July 25, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
67.3 49.0 0.0 15.7 45.6 1.2 6.4 0.0 0.0 0.0 0.0 0.0 9.3 4.2
Number of Traders in Each Category Total Traders: 21
7 5 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 92,113
Positions
3,529 39,177 455 45,306 39,034 4,458 24,176 3,678 1,203 0 280 0 12,986 3,828
Changes from: July 25, 2017 Total Change is: -924
169 -606 16 -1,326 336 40 -1,157 -287 149 0 0 0 1,185 -572
Percent of Open Interest Represented by Each Category of Trader
3.8 42.5 0.5 49.2 42.4 4.8 26.2 4.0 1.3 0.0 0.3 0.0 14.1 4.2
Number of Traders in Each Category Total Traders: 82
. 13 . 25 18 16 15 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 58,560
Positions
9,209 18,231 1,129 12,673 7,894 1,242 24,436 17,654 1,136 1,839 3,238 37 6,860 7,999
Changes from: July 25, 2017 Total Change is: 517
1,094 -419 -58 -617 -610 209 -648 1,574 144 64 -451 5 324 123
Percent of Open Interest Represented by Each Category of Trader
15.7 31.1 1.9 21.6 13.5 2.1 41.7 30.1 1.9 3.1 5.5 0.1 11.7 13.7
Number of Traders in Each Category Total Traders: 270
17 26 6 46 24 17 53 63 22 11 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 292,801
Positions
46,047 91,155 5,646 63,364 39,471 6,209 122,180 88,272 5,680 9,193 16,191 183 34,299 39,994
Changes from: July 25, 2017 Total Change is: 2,586
5,472 -2,094 -291 -3,085 -3,050 1,044 -3,238 7,872 720 318 -2,254 26 1,620 613
Percent of Open Interest Represented by Each Category of Trader
15.7 31.1 1.9 21.6 13.5 2.1 41.7 30.1 1.9 3.1 5.5 0.1 11.7 13.7
Number of Traders in Each Category Total Traders: 270
17 26 6 46 24 17 53 63 22 11 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 575,783
Positions
65,211 91,875 4,806 235,934 192,181 42,284 173,099 203,578 16,845 12,363 6,014 383 24,858 17,817
Changes from: July 25, 2017 Total Change is: 4,309
5,246 -2,045 -167 -108 -587 458 -2,642 6,357 2,983 120 -617 5 -1,586 -2,078
Percent of Open Interest Represented by Each Category of Trader
11.3 16.0 0.8 41.0 33.4 7.3 30.1 35.4 2.9 2.1 1.0 0.1 4.3 3.1
Number of Traders in Each Category Total Traders: 321
22 23 5 66 50 35 60 74 27 13 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 35,634
Positions
905 18,323 0 14,604 992 553 6,803 2,434 97 3,358 10,586 0 9,314 2,649
Changes from: July 25, 2017 Total Change is: -267
-271 0 0 -748 -36 99 698 -339 0 -328 -47 0 283 56
Percent of Open Interest Represented by Each Category of Trader
2.5 51.4 0.0 41.0 2.8 1.6 19.1 6.8 0.3 9.4 29.7 0.0 26.1 7.4
Number of Traders in Each Category Total Traders: 44
. . 0 14 . 4 10 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 55,768
Positions
10,069 4,963 1,907 10,838 2,099 1,843 17,006 10,015 519 973 1,664 0 12,613 32,758
Changes from: July 25, 2017 Total Change is: -957
-1,517 669 662 -3,243 -596 -586 2,599 3,332 212 -72 273 0 988 -4,923
Percent of Open Interest Represented by Each Category of Trader
18.1 8.9 3.4 19.4 3.8 3.3 30.5 18.0 0.9 1.7 3.0 0.0 22.6 58.7
Number of Traders in Each Category Total Traders: 79
12 6 5 13 4 5 19 19 . . . 0
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Traders in Financial Futures - Futures Only Positions as of August 1, 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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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 326,359
Positions
50,592 207,690 2,993 190,785 71,404 15,495 42,387 8,463 13,255 2,573 1,807 0 8,279 5,252
Changes from: July 25, 2017 Total Change is: 1,763
-288 6,768 -8 2,318 -2,722 473 -1,016 -2,735 -408 0 249 0 692 146
Percent of Open Interest Represented by Each Category of Trader
15.5 63.6 0.9 58.5 21.9 4.7 13.0 2.6 4.1 0.8 0.6 0.0 2.5 1.6
Number of Traders in Each Category Total Traders: 156
15 9 5 56 28 21 31 8 9 4 5 0
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Traders in Financial Futures - Futures Only Positions as of August 1, 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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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,077,100
Positions
25,833 804,339 5,049 646,709 109,576 78,923 210,941 25,343 29,137 52,621 12,823 546 27,341 11,364
Changes from: July 25, 2017 Total Change is: 24,034
764 14,718 165 -9,417 36 15,111 17,303 -7,739 -448 -2,103 1,130 -177 2,836 1,238
Percent of Open Interest Represented by Each Category of Trader
2.4 74.7 0.5 60.0 10.2 7.3 19.6 2.4 2.7 4.9 1.2 0.1 2.5 1.1
Number of Traders in Each Category Total Traders: 366
27 20 6 124 41 56 73 23 19 46 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 92,906
Positions
23,605 36,624 55,849 6,277 0 5 6,592 0 398 158 30 0 22 0
Changes from: July 25, 2017 Total Change is: 512
1,145 2,107 -1,575 82 0 0 880 0 -20 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.4 39.4 60.1 6.8 0.0 0.0 7.1 0.0 0.4 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. 11 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 737,473
Positions
8,200 36,937 4,618 284,464 181,841 129,983 136,076 147,829 12,637 8,331 53,971 3,336 149,828 166,321
Changes from: July 25, 2017 Total Change is: 6,781
-832 -2,723 -955 5,380 -882 1,230 6,193 3,792 1,498 -3,247 3,708 393 -2,879 720
Percent of Open Interest Represented by Each Category of Trader
1.1 5.0 0.6 38.6 24.7 17.6 18.5 20.0 1.7 1.1 7.3 0.5 20.3 22.6
Number of Traders in Each Category Total Traders: 168
6 16 5 44 25 33 35 26 27 5 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 821,577
Positions
0 164,391 849 454,708 40,885 118,057 75,268 365,353 24,036 34,050 12,646 1,906 112,703 93,454
Changes from: July 25, 2017 Total Change is: 13,449
0 4,339 -598 7,112 2,131 -776 733 12,161 1,856 -59 -3,079 94 5,087 -2,679
Percent of Open Interest Represented by Each Category of Trader
0.0 20.0 0.1 55.3 5.0 14.4 9.2 44.5 2.9 4.1 1.5 0.2 13.7 11.4
Number of Traders in Each Category Total Traders: 116
0 17 . 48 8 30 11 24 13 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 1,382,422
Positions
84,387 165,230 7,110 472,931 215,205 153,580 296,387 297,717 42,918 195,718 338,189 4,963 124,428 157,510
Changes from: July 25, 2017 Total Change is: 16,010
35,712 47,497 97 10,111 -32,203 -11,441 -24,409 -16,442 4,540 2,372 20,020 549 -1,521 3,393
Percent of Open Interest Represented by Each Category of Trader
6.1 12.0 0.5 34.2 15.6 11.1 21.4 21.5 3.1 14.2 24.5 0.4 9.0 11.4
Number of Traders in Each Category Total Traders: 268
14 23 7 54 41 48 45 47 35 21 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 3,227,493
Positions
170,523 186,081 24,214 1,055,257 967,248 492,079 637,977 706,110 121,717 313,520 152,014 34,468 377,738 543,562
Changes from: July 25, 2017 Total Change is: 27,476
22,695 26,601 -12,180 -47,795 -24,760 -8,300 34,578 46,075 -4,961 28,130 6,739 1,478 13,831 -3,216
Percent of Open Interest Represented by Each Category of Trader
5.3 5.8 0.8 32.7 30.0 15.2 19.8 21.9 3.8 9.7 4.7 1.1 11.7 16.8
Number of Traders in Each Category Total Traders: 389
22 36 21 57 93 77 53 78 57 22 28 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 403,258
Positions
18,486 6,071 3,970 110,578 179,353 27,796 136,576 47,124 9,383 12,973 8,006 0 83,496 121,555
Changes from: July 25, 2017 Total Change is: 1,351
287 -5,446 -375 10,091 -2,458 1,459 -12,702 7,201 -1,223 2,088 -680 0 1,726 2,873
Percent of Open Interest Represented by Each Category of Trader
4.6 1.5 1.0 27.4 44.5 6.9 33.9 11.7 2.3 3.2 2.0 0.0 20.7 30.1
Number of Traders in Each Category Total Traders: 66
5 . . 14 23 26 12 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 2,979,000
Positions
40,239 327,831 32,945 1,623,365 705,183 410,131 287,688 791,389 105,167 189,094 243,603 9,746 280,625 353,005
Changes from: July 25, 2017 Total Change is: 5,889
-21,428 42,401 -3,954 -28,253 -42,217 14,357 23,352 13,846 -2,990 20,074 7,017 -709 5,440 -21,862
Percent of Open Interest Represented by Each Category of Trader
1.4 11.0 1.1 54.5 23.7 13.8 9.7 26.6 3.5 6.3 8.2 0.3 9.4 11.8
Number of Traders in Each Category Total Traders: 298
8 35 9 57 52 64 42 61 47 15 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 1,451,972
Positions
415,852 164,803 450,014 12,619 30,128 12,192 51,412 264,027 346,951 71,557 59,713 61,668 29,707 62,476
Changes from: July 25, 2017 Total Change is: -197,524
24,481 -32,075 -79,053 0 1,129 -4,689 -152,822 -39,641 13,393 20,522 -37,220 -9,735 -9,621 -9,633
Percent of Open Interest Represented by Each Category of Trader
28.6 11.4 31.0 0.9 2.1 0.8 3.5 18.2 23.9 4.9 4.1 4.2 2.0 4.3
Number of Traders in Each Category Total Traders: 147
16 42 49 . 7 . 15 46 43 5 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 is13,239,538
Positions
4,568,148 830,928 2,619,320 94,474 1,974,292 630,309 585,292 2,375,757 2,248,833 919,600 476,505 955,031 618,531 1,128,563
Changes from: July 25, 2017 Total Change is: 265,627
230,877 59,907 18,861 4,323 104,070 -6,433 24,836 109,718 -2,093 -19,859 6,216 26,787 -11,672 -51,406
Percent of Open Interest Represented by Each Category of Trader
34.5 6.3 19.8 0.7 14.9 4.8 4.4 17.9 17.0 6.9 3.6 7.2 4.7 8.5
Number of Traders in Each Category Total Traders: 321
32 52 77 5 36 27 48 97 101 11 28 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 30,858
Positions
4,415 5,513 0 207 13,050 115 16,747 8,006 0 9,252 4,027 64 58 83
Changes from: July 25, 2017 Total Change is: -538
-588 243 0 -64 -279 0 -369 -513 0 451 0 25 7 -14
Percent of Open Interest Represented by Each Category of Trader
14.3 17.9 0.0 0.7 42.3 0.4 54.3 25.9 0.0 30.0 13.1 0.2 0.2 0.3
Number of Traders in Each Category Total Traders: 48
. 6 0 . 12 . 6 10 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 22,602
Positions
9,121 968 0 580 8,584 118 12,417 8,824 6 277 4,025 1 82 76
Changes from: July 25, 2017 Total Change is: -341
-1,203 12 0 4 109 0 953 -465 6 -143 0 0 42 -3
Percent of Open Interest Represented by Each Category of Trader
40.4 4.3 0.0 2.6 38.0 0.5 54.9 39.0 0.0 1.2 17.8 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 32
4 . 0 . 6 . 7 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 51,424
Positions
425 15,082 0 12,719 6,832 550 14,638 20,753 3,321 11,340 1,795 1 8,430 3,090
Changes from: July 25, 2017 Total Change is: 1,440
18 -253 0 930 60 2 -4,247 185 1,206 3,548 292 1 -18 -53
Percent of Open Interest Represented by Each Category of Trader
0.8 29.3 0.0 24.7 13.3 1.1 28.5 40.4 6.5 22.1 3.5 0.0 16.4 6.0
Number of Traders in Each Category Total Traders: 147
4 4 0 11 8 . 27 37 16 45 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 638,805
Positions
145,126 49,320 31,509 67,338 54,131 70,599 133,486 255,627 113,888 25,977 15,473 14,967 35,915 33,291
Changes from: July 25, 2017 Total Change is: 27,144
7,658 -198 2,066 -11,909 -526 16,385 -1,653 -3,396 14,225 2,284 981 -3,382 1,470 989
Percent of Open Interest Represented by Each Category of Trader
22.7 7.7 4.9 10.5 8.5 11.1 20.9 40.0 17.8 4.1 2.4 2.3 5.6 5.2
Number of Traders in Each Category Total Traders: 295
26 6 19 24 28 17 66 79 60 31 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 51,786
Positions
123 954 0 38,691 1,503 0 6,087 47,104 1,988 4,846 135 0 51 102
Changes from: July 25, 2017 Total Change is: 4,315
-150 954 0 267 -66 0 2,566 1,718 1,732 -101 0 0 1 -23
Percent of Open Interest Represented by Each Category of Trader
0.2 1.8 0.0 74.7 2.9 0.0 11.8 91.0 3.8 9.4 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 9 . 0 6 9 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 1, 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 15,109
Positions
3,170 7,735 0 10,202 158 282 533 6,719 0 415 0 0 507 215
Changes from: July 25, 2017 Total Change is: -234
0 0 0 -322 0 0 66 -36 -1 -20 0 0 43 -197
Percent of Open Interest Represented by Each Category of Trader
21.0 51.2 0.0 67.5 1.0 1.9 3.5 44.5 0.0 2.7 0.0 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 21
. . 0 9 . . . 5 0 . 0 0
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Updated August 4, 2017