Traders in Financial Futures - Futures Only Positions as of August 8, 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 205,963
Positions
25,017 124,211 1,004 43,030 5,738 1,320 79,476 37,178 5,243 4,901 7,461 1,295 44,677 22,513
Changes from: August 1, 2017 Total Change is: 15,341
7,221 19,646 -164 -1,479 -26 -9 11,946 -6,708 -1,854 -1,654 4,440 382 952 -366
Percent of Open Interest Represented by Each Category of Trader
12.1 60.3 0.5 20.9 2.8 0.6 38.6 18.1 2.5 2.4 3.6 0.6 21.7 10.9
Number of Traders in Each Category Total Traders: 109
7 8 . 15 5 4 40 22 17 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,122
Positions
4,424 9,042 80 3,497 3,187 0 21,726 12,948 1,209 0 2,424 0 12,186 14,232
Changes from: August 1, 2017 Total Change is: 3,310
2,595 -1,326 0 -74 186 0 2,569 3,620 16 0 460 0 -1,796 354
Percent of Open Interest Represented by Each Category of Trader
10.3 21.0 0.2 8.1 7.4 0.0 50.4 30.0 2.8 0.0 5.6 0.0 28.3 33.0
Number of Traders in Each Category Total Traders: 46
. 7 . . . 0 14 14 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 208,091
Positions
68,377 28,716 1,432 17,895 67,427 2,951 47,945 59,954 7,847 27,718 10,260 1,942 31,984 27,562
Changes from: August 1, 2017 Total Change is: -9,339
181 6 648 -3,430 1,121 -3,094 50 -4,675 -3,817 1,592 18 0 -1,469 454
Percent of Open Interest Represented by Each Category of Trader
32.9 13.8 0.7 8.6 32.4 1.4 23.0 28.8 3.8 13.3 4.9 0.9 15.4 13.2
Number of Traders in Each Category Total Traders: 116
8 10 6 12 20 9 34 22 18 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 232,827
Positions
106,471 29,386 420 23,062 48,293 3,650 34,972 104,360 6,730 36,875 4,985 571 20,076 34,432
Changes from: August 1, 2017 Total Change is: -10,049
-3,639 3,363 7 -1,310 -2,770 -446 -2,795 -10,587 -1,486 -230 400 -434 284 1,904
Percent of Open Interest Represented by Each Category of Trader
45.7 12.6 0.2 9.9 20.7 1.6 15.0 44.8 2.9 15.8 2.1 0.2 8.6 14.8
Number of Traders in Each Category Total Traders: 119
9 7 . 14 15 7 29 35 14 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 461,152
Positions
46,898 166,487 3,764 184,035 86,423 17,651 83,468 58,135 17,204 24,554 56,015 4,099 79,479 51,374
Changes from: August 1, 2017 Total Change is: 3,898
1,582 14,786 558 -5,136 2,950 -161 10,475 -8,161 -2,568 -637 -1,110 609 -824 -3,005
Percent of Open Interest Represented by Each Category of Trader
10.2 36.1 0.8 39.9 18.7 3.8 18.1 12.6 3.7 5.3 12.1 0.9 17.2 11.1
Number of Traders in Each Category Total Traders: 261
19 17 11 64 36 44 43 40 24 25 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 24,360
Positions
742 15,000 0 8,575 5,657 1,086 6,106 0 0 0 0 0 7,851 2,617
Changes from: August 1, 2017 Total Change is: -444
-4 -739 0 53 64 -66 20 0 0 0 0 0 -447 297
Percent of Open Interest Represented by Each Category of Trader
3.0 61.6 0.0 35.2 23.2 4.5 25.1 0.0 0.0 0.0 0.0 0.0 32.2 10.7
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 8, 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 149,911
Positions
5,105 82,096 126 6,723 13,611 1,392 94,322 22,819 3,340 523 5,612 86 38,294 20,829
Changes from: August 1, 2017 Total Change is: 10,683
-94 8,511 -10 -1,475 520 -480 12,906 184 -196 -2 710 -67 101 1,511
Percent of Open Interest Represented by Each Category of Trader
3.4 54.8 0.1 4.5 9.1 0.9 62.9 15.2 2.2 0.3 3.7 0.1 25.5 13.9
Number of Traders in Each Category Total Traders: 104
8 7 4 8 10 5 48 17 14 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 35,470
Positions
5,255 22,729 51 8,021 0 0 20,521 8,535 42 100 2,890 0 1,480 1,223
Changes from: August 1, 2017 Total Change is: 533
-158 -8 50 207 0 0 92 548 42 -26 -2 0 326 -97
Percent of Open Interest Represented by Each Category of Trader
14.8 64.1 0.1 22.6 0.0 0.0 57.9 24.1 0.1 0.3 8.1 0.0 4.2 3.4
Number of Traders in Each Category Total Traders: 31
. 5 . . 0 0 14 . . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 218,908
Positions
9,064 163,153 1,512 57,405 4,616 364 135,448 36,296 2,432 3,287 7,712 0 9,396 2,823
Changes from: August 1, 2017 Total Change is: 4,550
-966 -336 997 6,125 25 -9 158 5,380 -1,738 238 349 -178 -77 60
Percent of Open Interest Represented by Each Category of Trader
4.1 74.5 0.7 26.2 2.1 0.2 61.9 16.6 1.1 1.5 3.5 0.0 4.3 1.3
Number of Traders in Each Category Total Traders: 155
. 8 . 22 6 . 63 26 7 15 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 27,118
Positions
0 15,271 0 5,246 200 0 18,862 10,178 9 1,013 940 0 1,988 520
Changes from: August 1, 2017 Total Change is: -4,706
-541 5,449 -5,759 21 0 0 2,051 -3,284 -341 33 -180 0 -170 -591
Percent of Open Interest Represented by Each Category of Trader
0.0 56.3 0.0 19.3 0.7 0.0 69.6 37.5 0.0 3.7 3.5 0.0 7.3 1.9
Number of Traders in Each Category Total Traders: 35
0 4 0 . . 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 53,151
Positions
3,531 31,042 153 2,856 8,836 0 38,872 7,796 510 773 765 200 6,256 3,849
Changes from: August 1, 2017 Total Change is: -1,817
2,099 -1,223 13 -100 -1,203 0 -4,309 849 91 360 -595 200 -171 51
Percent of Open Interest Represented by Each Category of Trader
6.6 58.4 0.3 5.4 16.6 0.0 73.1 14.7 1.0 1.5 1.4 0.4 11.8 7.2
Number of Traders in Each Category Total Traders: 89
4 9 . 12 . 0 39 12 4 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 21,587
Positions
6,644 11,980 4,347 1,917 953 0 7,496 3,011 214 0 300 0 969 782
Changes from: August 1, 2017 Total Change is: 179
941 340 65 -523 4 0 -450 -32 0 0 -150 0 146 -48
Percent of Open Interest Represented by Each Category of Trader
30.8 55.5 20.1 8.9 4.4 0.0 34.7 13.9 1.0 0.0 1.4 0.0 4.5 3.6
Number of Traders in Each Category Total Traders: 32
5 . . 7 . 0 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 71,449
Positions
8,279 41,337 1,325 12,599 1,843 211 36,197 11,368 2,492 1,048 2,206 0 9,301 10,669
Changes from: August 1, 2017 Total Change is: 2,944
-1,173 3,977 -20 291 -308 -3 3,121 -1,068 -219 37 -80 0 909 664
Percent of Open Interest Represented by Each Category of Trader
11.6 57.9 1.9 17.6 2.6 0.3 50.7 15.9 3.5 1.5 3.1 0.0 13.0 14.9
Number of Traders in Each Category Total Traders: 128
12 27 . 16 4 . 38 22 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 142,898
Positions
16,558 82,674 2,649 25,197 3,685 421 72,393 22,736 4,983 2,095 4,412 0 18,602 21,338
Changes from: August 1, 2017 Total Change is: 5,887
-2,345 7,953 -39 582 -615 -6 6,242 -2,136 -438 74 -159 0 1,817 1,327
Percent of Open Interest Represented by Each Category of Trader
11.6 57.9 1.9 17.6 2.6 0.3 50.7 15.9 3.5 1.5 3.1 0.0 13.0 14.9
Number of Traders in Each Category Total Traders: 128
12 27 . 16 4 . 38 22 9 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 681,713
Positions
48,332 142,079 20,996 337,040 165,705 61,714 76,392 130,679 31,211 24,266 39,312 2,121 79,642 87,897
Changes from: August 1, 2017 Total Change is: 13,040
-1,220 159 7,315 10,376 580 1,278 -2,716 3,338 863 934 -998 241 -4,033 263
Percent of Open Interest Represented by Each Category of Trader
7.1 20.8 3.1 49.4 24.3 9.1 11.2 19.2 4.6 3.6 5.8 0.3 11.7 12.9
Number of Traders in Each Category Total Traders: 630
36 45 24 134 96 92 81 136 75 48 54 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 59,026
Positions
4,696 25,030 3,150 12,562 10,842 295 4,952 4,677 0 2,637 467 0 30,734 14,565
Changes from: August 1, 2017 Total Change is: 2,271
765 400 2,500 869 28 -4 -254 -521 0 4 -221 0 -1,609 89
Percent of Open Interest Represented by Each Category of Trader
8.0 42.4 5.3 21.3 18.4 0.5 8.4 7.9 0.0 4.5 0.8 0.0 52.1 24.7
Number of Traders in Each Category Total Traders: 47
4 9 . 8 4 . 7 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 3,113,437
Positions
239,126 606,188 68,283 1,625,284 777,211 304,200 374,860 647,671 138,394 108,145 194,223 10,605 244,540 366,662
Changes from: August 1, 2017 Total Change is: 53,843
-801 7,920 14,951 47,464 2,686 6,485 -15,620 15,984 7,626 4,652 -3,885 1,205 -12,119 871
Percent of Open Interest Represented by Each Category of Trader
7.7 19.5 2.2 52.2 25.0 9.8 12.0 20.8 4.4 3.5 6.2 0.3 7.9 11.8
Number of Traders in Each Category Total Traders: 625
36 44 23 132 96 91 81 135 71 48 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 30,198
Positions
4,432 28,029 0 9,030 976 422 12,451 0 0 270 0 0 3,593 771
Changes from: August 1, 2017 Total Change is: 1,569
76 1,331 0 -4 240 0 1,236 0 0 0 0 0 261 -2
Percent of Open Interest Represented by Each Category of Trader
14.7 92.8 0.0 29.9 3.2 1.4 41.2 0.0 0.0 0.9 0.0 0.0 11.9 2.6
Number of Traders in Each Category Total Traders: 24
. 6 0 5 . . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 22,728
Positions
15,455 11,282 0 3,292 10,219 280 1,754 0 0 0 0 0 1,947 947
Changes from: August 1, 2017 Total Change is: 299
362 289 0 -235 0 0 311 0 0 0 0 0 -139 10
Percent of Open Interest Represented by Each Category of Trader
68.0 49.6 0.0 14.5 45.0 1.2 7.7 0.0 0.0 0.0 0.0 0.0 8.6 4.2
Number of Traders in Each Category Total Traders: 23
7 6 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 92,550
Positions
4,136 39,151 506 44,186 39,171 4,060 25,005 3,978 1,420 0 280 0 13,237 3,984
Changes from: August 1, 2017 Total Change is: 437
607 -26 51 -1,120 137 -398 829 300 217 0 0 0 251 156
Percent of Open Interest Represented by Each Category of Trader
4.5 42.3 0.5 47.7 42.3 4.4 27.0 4.3 1.5 0.0 0.3 0.0 14.3 4.3
Number of Traders in Each Category Total Traders: 85
4 12 . 25 17 15 18 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 59,955
Positions
10,983 17,407 1,148 12,521 8,106 1,374 23,976 18,267 1,717 1,973 3,870 69 6,194 7,997
Changes from: August 1, 2017 Total Change is: 1,395
1,773 -824 18 -152 212 132 -460 612 581 135 632 32 -665 -1
Percent of Open Interest Represented by Each Category of Trader
18.3 29.0 1.9 20.9 13.5 2.3 40.0 30.5 2.9 3.3 6.5 0.1 10.3 13.3
Number of Traders in Each Category Total Traders: 278
15 29 7 46 25 17 57 60 23 12 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 299,774
Positions
54,914 87,037 5,738 62,604 40,532 6,868 119,882 91,334 8,586 9,867 19,349 343 30,972 39,987
Changes from: August 1, 2017 Total Change is: 6,973
8,867 -4,118 92 -760 1,061 659 -2,298 3,062 2,906 674 3,158 160 -3,327 -7
Percent of Open Interest Represented by Each Category of Trader
18.3 29.0 1.9 20.9 13.5 2.3 40.0 30.5 2.9 3.3 6.5 0.1 10.3 13.3
Number of Traders in Each Category Total Traders: 278
15 29 7 46 25 17 57 60 23 12 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 578,210
Positions
73,588 92,123 4,308 229,180 194,237 42,347 176,378 205,017 15,723 12,214 7,514 378 24,094 16,563
Changes from: August 1, 2017 Total Change is: 2,427
8,377 248 -498 -6,754 2,056 63 3,279 1,439 -1,122 -149 1,500 -5 -764 -1,254
Percent of Open Interest Represented by Each Category of Trader
12.7 15.9 0.7 39.6 33.6 7.3 30.5 35.5 2.7 2.1 1.3 0.1 4.2 2.9
Number of Traders in Each Category Total Traders: 318
22 23 6 69 50 34 59 71 24 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 35,241
Positions
1,121 18,323 0 15,503 992 489 6,666 1,937 95 3,323 10,515 0 8,044 2,890
Changes from: August 1, 2017 Total Change is: -393
216 0 0 899 0 -64 -137 -497 -2 -35 -71 0 -1,270 241
Percent of Open Interest Represented by Each Category of Trader
3.2 52.0 0.0 44.0 2.8 1.4 18.9 5.5 0.3 9.4 29.8 0.0 22.8 8.2
Number of Traders in Each Category Total Traders: 45
. . 0 15 . 4 11 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 55,767
Positions
10,460 6,174 891 11,215 1,678 1,834 17,370 11,191 602 1,134 1,947 0 12,261 31,450
Changes from: August 1, 2017 Total Change is: -1
391 1,211 -1,016 377 -421 -9 364 1,176 83 161 283 0 -352 -1,308
Percent of Open Interest Represented by Each Category of Trader
18.8 11.1 1.6 20.1 3.0 3.3 31.1 20.1 1.1 2.0 3.5 0.0 22.0 56.4
Number of Traders in Each Category Total Traders: 78
12 6 4 13 . 5 19 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 330,508
Positions
53,149 210,648 3,242 189,957 72,977 15,224 44,093 8,250 13,383 2,573 1,810 0 8,887 4,974
Changes from: August 1, 2017 Total Change is: 4,149
2,557 2,958 249 -828 1,573 -271 1,706 -213 128 0 3 0 608 -278
Percent of Open Interest Represented by Each Category of Trader
16.1 63.7 1.0 57.5 22.1 4.6 13.3 2.5 4.0 0.8 0.5 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 155
14 10 5 56 28 21 30 8 8 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,089,893
Positions
27,209 806,829 5,573 655,575 108,623 80,277 207,555 35,623 29,741 55,523 12,344 547 27,893 10,336
Changes from: August 1, 2017 Total Change is: 12,793
1,376 2,490 524 8,866 -953 1,354 -3,386 10,280 604 2,902 -479 1 552 -1,028
Percent of Open Interest Represented by Each Category of Trader
2.5 74.0 0.5 60.2 10.0 7.4 19.0 3.3 2.7 5.1 1.1 0.1 2.6 0.9
Number of Traders in Each Category Total Traders: 359
26 20 7 125 41 55 65 28 18 44 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 97,588
Positions
21,095 35,314 61,841 6,277 0 5 7,792 0 398 158 30 0 22 0
Changes from: August 1, 2017 Total Change is: 4,682
-2,510 -1,310 5,992 0 0 0 1,200 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.6 36.2 63.4 6.4 0.0 0.0 8.0 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 8, 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 756,551
Positions
12,858 39,412 4,762 279,121 188,162 132,887 149,045 135,184 16,267 8,530 63,208 2,886 150,195 173,783
Changes from: August 1, 2017 Total Change is: 19,078
4,658 2,475 144 -5,343 6,321 2,904 12,969 -12,645 3,630 199 9,237 -450 367 7,462
Percent of Open Interest Represented by Each Category of Trader
1.7 5.2 0.6 36.9 24.9 17.6 19.7 17.9 2.2 1.1 8.4 0.4 19.9 23.0
Number of Traders in Each Category Total Traders: 167
7 15 4 43 25 33 32 29 24 5 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 847,472
Positions
0 163,439 1,545 471,718 30,728 116,381 77,440 386,561 36,307 32,327 12,646 511 111,243 99,354
Changes from: August 1, 2017 Total Change is: 25,895
0 -952 696 17,010 -10,157 -1,676 2,172 21,208 12,271 -1,723 0 -1,395 -1,460 5,900
Percent of Open Interest Represented by Each Category of Trader
0.0 19.3 0.2 55.7 3.6 13.7 9.1 45.6 4.3 3.8 1.5 0.1 13.1 11.7
Number of Traders in Each Category Total Traders: 118
0 16 5 49 9 31 13 24 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,410,507
Positions
57,623 167,782 6,196 482,793 220,107 160,111 339,524 315,136 42,186 191,607 336,875 6,063 124,404 156,051
Changes from: August 1, 2017 Total Change is: 28,085
-26,764 2,552 -914 9,862 4,902 6,531 43,137 17,419 -732 -4,111 -1,314 1,100 -24 -1,459
Percent of Open Interest Represented by Each Category of Trader
4.1 11.9 0.4 34.2 15.6 11.4 24.1 22.3 3.0 13.6 23.9 0.4 8.8 11.1
Number of Traders in Each Category Total Traders: 268
11 23 8 58 36 49 47 51 39 19 23 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 3,322,841
Positions
167,962 163,495 29,442 1,098,772 1,050,976 499,544 693,330 715,623 140,362 304,708 151,546 28,737 359,984 543,116
Changes from: August 1, 2017 Total Change is: 95,348
-2,561 -22,586 5,228 43,515 83,728 7,465 55,353 9,513 18,645 -8,812 -468 -5,731 -17,754 -446
Percent of Open Interest Represented by Each Category of Trader
5.1 4.9 0.9 33.1 31.6 15.0 20.9 21.5 4.2 9.2 4.6 0.9 10.8 16.3
Number of Traders in Each Category Total Traders: 403
22 34 21 57 102 82 59 79 54 20 30 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 416,341
Positions
14,525 6,656 4,813 116,391 182,063 27,932 146,464 48,081 8,170 12,944 8,277 0 85,102 130,349
Changes from: August 1, 2017 Total Change is: 13,083
-3,961 585 843 5,813 2,710 136 9,888 957 -1,213 -29 271 0 1,606 8,794
Percent of Open Interest Represented by Each Category of Trader
3.5 1.6 1.2 28.0 43.7 6.7 35.2 11.5 2.0 3.1 2.0 0.0 20.4 31.3
Number of Traders in Each Category Total Traders: 66
5 . . 15 23 27 11 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,016,821
Positions
49,673 306,455 31,830 1,633,373 710,895 414,094 312,322 836,079 102,995 189,192 235,446 11,709 271,633 367,318
Changes from: August 1, 2017 Total Change is: 37,821
9,434 -21,376 -1,115 10,008 5,712 3,963 24,634 44,690 -2,172 98 -8,157 1,963 -8,992 14,313
Percent of Open Interest Represented by Each Category of Trader
1.6 10.2 1.1 54.1 23.6 13.7 10.4 27.7 3.4 6.3 7.8 0.4 9.0 12.2
Number of Traders in Each Category Total Traders: 302
9 34 11 58 54 64 42 61 47 18 26 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 1,513,482
Positions
415,134 180,372 462,518 12,619 30,753 12,276 60,834 286,870 367,476 81,618 38,760 69,088 31,919 65,369
Changes from: August 1, 2017 Total Change is: 61,510
-718 15,569 12,504 0 625 84 9,422 22,843 20,525 10,061 -20,953 7,420 2,212 2,893
Percent of Open Interest Represented by Each Category of Trader
27.4 11.9 30.6 0.8 2.0 0.8 4.0 19.0 24.3 5.4 2.6 4.6 2.1 4.3
Number of Traders in Each Category Total Traders: 152
16 43 47 . 7 . 15 50 44 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 is13,499,845
Positions
4,761,542 904,601 2,567,432 85,276 2,060,549 641,674 572,590 2,396,487 2,359,130 932,854 466,454 945,198 634,149 1,158,320
Changes from: August 1, 2017 Total Change is: 260,307
193,394 73,673 -51,888 -9,198 86,257 11,365 -12,702 20,730 110,297 13,254 -10,051 -9,833 15,618 29,757
Percent of Open Interest Represented by Each Category of Trader
35.3 6.7 19.0 0.6 15.3 4.8 4.2 17.8 17.5 6.9 3.5 7.0 4.7 8.6
Number of Traders in Each Category Total Traders: 323
32 52 77 5 37 28 47 96 97 11 29 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,626
Positions
3,521 5,451 0 200 13,012 111 17,955 8,882 0 9,776 4,027 39 24 104
Changes from: August 1, 2017 Total Change is: 768
-894 -62 0 -7 -38 -4 1,208 876 0 524 0 -25 -34 21
Percent of Open Interest Represented by Each Category of Trader
11.1 17.2 0.0 0.6 41.1 0.4 56.8 28.1 0.0 30.9 12.7 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 50
. 6 0 . 12 . 8 9 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 22,120
Positions
9,183 955 0 604 8,471 69 11,427 8,601 0 718 3,880 55 64 89
Changes from: August 1, 2017 Total Change is: -482
62 -13 0 24 -113 -49 -990 -223 -6 441 -145 54 -18 13
Percent of Open Interest Represented by Each Category of Trader
41.5 4.3 0.0 2.7 38.3 0.3 51.7 38.9 0.0 3.2 17.5 0.2 0.3 0.4
Number of Traders in Each Category Total Traders: 31
4 . 0 . 6 . 7 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 52,748
Positions
394 14,969 0 13,568 6,364 519 15,428 21,427 3,753 9,435 2,789 0 9,651 2,927
Changes from: August 1, 2017 Total Change is: 1,324
-31 -113 0 849 -468 -31 790 674 432 -1,905 994 -1 1,221 -163
Percent of Open Interest Represented by Each Category of Trader
0.7 28.4 0.0 25.7 12.1 1.0 29.2 40.6 7.1 17.9 5.3 0.0 18.3 5.5
Number of Traders in Each Category Total Traders: 150
. . 0 11 8 . 25 40 18 50 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 671,800
Positions
144,841 47,101 37,173 74,257 54,860 75,504 139,428 269,305 116,572 25,395 18,782 19,130 39,500 33,373
Changes from: August 1, 2017 Total Change is: 32,995
-285 -2,219 5,664 6,919 729 4,905 5,942 13,678 2,684 -582 3,309 4,163 3,585 82
Percent of Open Interest Represented by Each Category of Trader
21.6 7.0 5.5 11.1 8.2 11.2 20.8 40.1 17.4 3.8 2.8 2.8 5.9 5.0
Number of Traders in Each Category Total Traders: 293
24 6 17 28 26 22 71 79 67 27 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 48,755
Positions
98 409 0 39,189 1,595 0 4,071 46,270 256 5,089 136 0 52 89
Changes from: August 1, 2017 Total Change is: -3,031
-25 -545 0 498 92 0 -2,016 -834 -1,732 243 1 0 1 -13
Percent of Open Interest Represented by Each Category of Trader
0.2 0.8 0.0 80.4 3.3 0.0 8.3 94.9 0.5 10.4 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 9 . 0 6 9 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 8, 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 15,266
Positions
3,170 8,376 0 10,576 0 0 541 6,677 0 415 0 0 564 213
Changes from: August 1, 2017 Total Change is: 157
0 641 0 374 -158 -282 8 -42 0 0 0 0 57 -2
Percent of Open Interest Represented by Each Category of Trader
20.8 54.9 0.0 69.3 0.0 0.0 3.5 43.7 0.0 2.7 0.0 0.0 3.7 1.4
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 0 . 5 0 . 0 0
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Updated August 11, 2017