Traders in Financial Futures - Futures Only Positions as of August 15, 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 192,026
Positions
18,266 118,550 1,005 46,330 4,834 1,318 72,986 28,909 5,458 4,925 7,974 1,070 40,668 22,908
Changes from: August 8, 2017 Total Change is: -13,937
-6,751 -5,661 1 3,300 -904 -2 -6,490 -8,269 215 24 513 -225 -4,009 395
Percent of Open Interest Represented by Each Category of Trader
9.5 61.7 0.5 24.1 2.5 0.7 38.0 15.1 2.8 2.6 4.2 0.6 21.2 11.9
Number of Traders in Each Category Total Traders: 103
6 8 . 15 4 5 35 23 20 7 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 39,380
Positions
4,955 6,846 17 2,781 3,394 0 18,673 10,132 1,349 0 2,846 0 11,605 14,796
Changes from: August 8, 2017 Total Change is: -3,742
531 -2,196 -63 -716 207 0 -3,053 -2,816 140 0 422 0 -581 564
Percent of Open Interest Represented by Each Category of Trader
12.6 17.4 0.0 7.1 8.6 0.0 47.4 25.7 3.4 0.0 7.2 0.0 29.5 37.6
Number of Traders in Each Category Total Traders: 40
. 5 . . . 0 12 12 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 213,259
Positions
72,301 16,107 1,626 19,834 71,781 2,566 52,125 69,702 6,796 25,778 11,033 2,623 29,610 31,025
Changes from: August 8, 2017 Total Change is: 5,168
3,924 -12,609 194 1,939 4,354 -385 4,180 9,748 -1,051 -1,940 773 681 -2,374 3,463
Percent of Open Interest Represented by Each Category of Trader
33.9 7.6 0.8 9.3 33.7 1.2 24.4 32.7 3.2 12.1 5.2 1.2 13.9 14.5
Number of Traders in Each Category Total Traders: 112
7 8 7 13 21 10 31 24 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 215,090
Positions
85,957 25,676 432 26,842 44,214 3,604 35,295 97,563 6,465 35,625 4,585 466 20,404 32,085
Changes from: August 8, 2017 Total Change is: -17,737
-20,514 -3,710 12 3,780 -4,079 -46 323 -6,797 -265 -1,250 -400 -105 328 -2,347
Percent of Open Interest Represented by Each Category of Trader
40.0 11.9 0.2 12.5 20.6 1.7 16.4 45.4 3.0 16.6 2.1 0.2 9.5 14.9
Number of Traders in Each Category Total Traders: 114
9 7 . 15 15 8 27 33 19 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 462,148
Positions
48,060 161,442 4,504 202,003 90,938 17,636 70,194 60,834 16,504 23,653 55,798 3,721 75,873 50,771
Changes from: August 8, 2017 Total Change is: 996
1,162 -5,045 740 17,968 4,515 -15 -13,274 2,699 -700 -901 -217 -378 -3,606 -603
Percent of Open Interest Represented by Each Category of Trader
10.4 34.9 1.0 43.7 19.7 3.8 15.2 13.2 3.6 5.1 12.1 0.8 16.4 11.0
Number of Traders in Each Category Total Traders: 255
17 17 11 63 36 43 44 41 23 22 14 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 23,356
Positions
729 11,940 0 7,923 7,361 1,583 5,800 0 0 0 0 0 7,321 2,472
Changes from: August 8, 2017 Total Change is: -1,004
-13 -3,060 0 -652 1,704 497 -306 0 0 0 0 0 -530 -145
Percent of Open Interest Represented by Each Category of Trader
3.1 51.1 0.0 33.9 31.5 6.8 24.8 0.0 0.0 0.0 0.0 0.0 31.3 10.6
Number of Traders in Each Category Total Traders: 21
. 4 0 5 5 5 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 149,809
Positions
3,952 84,703 1,000 7,810 17,506 1,785 95,283 16,284 2,655 581 6,986 86 36,657 18,804
Changes from: August 8, 2017 Total Change is: -102
-1,153 2,607 874 1,087 3,895 393 961 -6,535 -685 58 1,374 0 -1,637 -2,025
Percent of Open Interest Represented by Each Category of Trader
2.6 56.5 0.7 5.2 11.7 1.2 63.6 10.9 1.8 0.4 4.7 0.1 24.5 12.6
Number of Traders in Each Category Total Traders: 101
6 8 5 9 10 6 45 16 14 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 37,164
Positions
5,171 21,789 51 8,119 0 0 22,262 11,206 0 137 2,890 0 1,424 1,228
Changes from: August 8, 2017 Total Change is: 1,694
-84 -940 0 98 0 0 1,741 2,671 -42 37 0 0 -56 5
Percent of Open Interest Represented by Each Category of Trader
13.9 58.6 0.1 21.8 0.0 0.0 59.9 30.2 0.0 0.4 7.8 0.0 3.8 3.3
Number of Traders in Each Category Total Traders: 32
. 5 . . 0 0 14 4 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 237,589
Positions
8,227 169,904 1,111 76,676 4,731 364 137,063 46,976 2,894 2,683 8,762 0 8,571 2,847
Changes from: August 8, 2017 Total Change is: 18,681
-837 6,751 -401 19,271 115 0 1,615 10,680 462 -604 1,050 0 -825 24
Percent of Open Interest Represented by Each Category of Trader
3.5 71.5 0.5 32.3 2.0 0.2 57.7 19.8 1.2 1.1 3.7 0.0 3.6 1.2
Number of Traders in Each Category Total Traders: 153
. 11 . 20 6 . 60 30 5 13 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 25,648
Positions
0 14,972 0 5,297 410 0 17,400 8,883 1 1,166 940 0 1,784 442
Changes from: August 8, 2017 Total Change is: -1,470
0 -299 0 51 210 0 -1,462 -1,295 -8 153 0 0 -204 -78
Percent of Open Interest Represented by Each Category of Trader
0.0 58.4 0.0 20.7 1.6 0.0 67.8 34.6 0.0 4.5 3.7 0.0 7.0 1.7
Number of Traders in Each Category Total Traders: 38
0 4 0 . . 0 11 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 48,413
Positions
1,742 22,898 1,919 2,368 9,271 0 33,753 8,884 1,096 1,253 809 25 6,257 3,511
Changes from: August 8, 2017 Total Change is: -4,738
-1,789 -8,144 1,766 -488 435 0 -5,119 1,088 586 480 44 -175 1 -338
Percent of Open Interest Represented by Each Category of Trader
3.6 47.3 4.0 4.9 19.1 0.0 69.7 18.4 2.3 2.6 1.7 0.1 12.9 7.3
Number of Traders in Each Category Total Traders: 84
4 9 . 11 4 0 36 11 5 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 19,819
Positions
6,090 11,077 4,318 1,791 807 0 6,378 2,311 214 0 300 0 1,028 792
Changes from: August 8, 2017 Total Change is: -1,768
-554 -903 -29 -126 -146 0 -1,118 -700 0 0 0 0 59 10
Percent of Open Interest Represented by Each Category of Trader
30.7 55.9 21.8 9.0 4.1 0.0 32.2 11.7 1.1 0.0 1.5 0.0 5.2 4.0
Number of Traders in Each Category Total Traders: 30
5 . . 6 . 0 7 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 75,987
Positions
7,300 50,410 1,270 13,562 2,087 298 41,156 8,655 1,557 1,181 1,350 0 9,665 10,361
Changes from: August 8, 2017 Total Change is: 4,538
-980 9,073 -55 963 245 88 4,959 -2,713 -935 133 -856 0 364 -309
Percent of Open Interest Represented by Each Category of Trader
9.6 66.3 1.7 17.8 2.7 0.4 54.2 11.4 2.0 1.6 1.8 0.0 12.7 13.6
Number of Traders in Each Category Total Traders: 117
13 26 . 15 5 . 33 16 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 151,974
Positions
14,599 100,819 2,540 27,123 4,174 596 82,311 17,310 3,114 2,361 2,700 0 19,330 20,721
Changes from: August 8, 2017 Total Change is: 9,076
-1,959 18,145 -109 1,926 489 175 9,918 -5,426 -1,869 266 -1,712 0 728 -617
Percent of Open Interest Represented by Each Category of Trader
9.6 66.3 1.7 17.8 2.7 0.4 54.2 11.4 2.0 1.6 1.8 0.0 12.7 13.6
Number of Traders in Each Category Total Traders: 117
13 26 . 15 5 . 33 16 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 695,177
Positions
44,021 154,969 23,792 330,106 164,654 64,710 87,594 118,690 35,596 23,649 40,214 2,031 83,676 90,520
Changes from: August 8, 2017 Total Change is: 13,464
-4,311 12,891 2,797 -6,934 -1,051 2,997 11,203 -11,989 4,385 -617 902 -90 4,034 2,622
Percent of Open Interest Represented by Each Category of Trader
6.3 22.3 3.4 47.5 23.7 9.3 12.6 17.1 5.1 3.4 5.8 0.3 12.0 13.0
Number of Traders in Each Category Total Traders: 626
33 47 23 132 97 90 89 127 80 47 54 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 62,053
Positions
2,595 26,837 2,750 13,213 10,687 333 5,396 5,629 0 2,691 516 0 35,075 15,301
Changes from: August 8, 2017 Total Change is: 3,027
-2,101 1,807 -400 651 -155 38 444 952 0 54 49 0 4,341 736
Percent of Open Interest Represented by Each Category of Trader
4.2 43.2 4.4 21.3 17.2 0.5 8.7 9.1 0.0 4.3 0.8 0.0 56.5 24.7
Number of Traders in Each Category Total Traders: 48
. 10 . 7 4 . 7 14 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 3,165,620
Positions
229,139 662,671 83,202 1,587,658 773,027 318,696 425,515 579,829 163,459 104,791 198,489 10,154 243,006 376,093
Changes from: August 8, 2017 Total Change is: 52,183
-9,987 56,483 14,919 -37,626 -4,184 14,496 50,655 -67,842 25,065 -3,354 4,266 -451 -1,534 9,431
Percent of Open Interest Represented by Each Category of Trader
7.2 20.9 2.6 50.2 24.4 10.1 13.4 18.3 5.2 3.3 6.3 0.3 7.7 11.9
Number of Traders in Each Category Total Traders: 622
33 46 22 131 97 89 91 124 77 47 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 29,737
Positions
4,408 27,566 0 9,028 801 434 12,206 0 0 270 0 0 3,391 936
Changes from: August 8, 2017 Total Change is: -461
-24 -463 0 -2 -175 12 -245 0 0 0 0 0 -202 165
Percent of Open Interest Represented by Each Category of Trader
14.8 92.7 0.0 30.4 2.7 1.5 41.0 0.0 0.0 0.9 0.0 0.0 11.4 3.1
Number of Traders in Each Category Total Traders: 23
. 6 0 5 . . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 22,324
Positions
15,341 10,759 0 2,789 10,219 280 2,052 0 0 0 0 0 1,862 1,066
Changes from: August 8, 2017 Total Change is: -404
-114 -523 0 -503 0 0 298 0 0 0 0 0 -85 119
Percent of Open Interest Represented by Each Category of Trader
68.7 48.2 0.0 12.5 45.8 1.3 9.2 0.0 0.0 0.0 0.0 0.0 8.3 4.8
Number of Traders in Each Category Total Traders: 21
8 4 0 4 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 90,696
Positions
4,412 36,862 565 42,862 40,223 4,344 25,266 3,141 1,052 0 280 0 12,195 4,229
Changes from: August 8, 2017 Total Change is: -1,854
276 -2,289 59 -1,324 1,052 284 261 -837 -368 0 0 0 -1,042 245
Percent of Open Interest Represented by Each Category of Trader
4.9 40.6 0.6 47.3 44.3 4.8 27.9 3.5 1.2 0.0 0.3 0.0 13.4 4.7
Number of Traders in Each Category Total Traders: 83
4 12 . 24 17 15 20 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 60,505
Positions
11,936 15,657 1,094 12,112 8,381 1,203 24,198 19,185 1,631 1,756 4,448 78 6,497 8,828
Changes from: August 8, 2017 Total Change is: 550
953 -1,750 -53 -409 275 -170 222 918 -86 -218 578 9 302 830
Percent of Open Interest Represented by Each Category of Trader
19.7 25.9 1.8 20.0 13.9 2.0 40.0 31.7 2.7 2.9 7.4 0.1 10.7 14.6
Number of Traders in Each Category Total Traders: 276
15 28 7 47 30 17 51 62 25 10 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 302,526
Positions
59,680 78,285 5,471 60,561 41,905 6,017 120,990 95,926 8,154 8,779 22,240 390 32,484 44,138
Changes from: August 8, 2017 Total Change is: 2,752
4,766 -8,752 -267 -2,043 1,373 -851 1,108 4,592 -432 -1,088 2,891 47 1,512 4,151
Percent of Open Interest Represented by Each Category of Trader
19.7 25.9 1.8 20.0 13.9 2.0 40.0 31.7 2.7 2.9 7.4 0.1 10.7 14.6
Number of Traders in Each Category Total Traders: 276
15 28 7 47 30 17 51 62 25 10 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 13,248
Positions
2,900 6,303 41 5,025 0 56 3,508 4,358 172 96 200 0 1,450 2,118
Changes from: August 8, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.9 47.6 0.3 37.9 0.0 0.4 26.5 32.9 1.3 0.7 1.5 0.0 10.9 16.0
Number of Traders in Each Category Total Traders: 30
5 5 . 5 0 . 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 567,170
Positions
86,275 80,561 3,885 216,221 202,165 47,475 161,934 191,608 15,466 12,406 7,277 378 23,130 18,355
Changes from: August 8, 2017 Total Change is: -11,040
12,687 -11,562 -423 -12,959 7,928 5,128 -14,444 -13,409 -257 192 -237 0 -964 1,792
Percent of Open Interest Represented by Each Category of Trader
15.2 14.2 0.7 38.1 35.6 8.4 28.6 33.8 2.7 2.2 1.3 0.1 4.1 3.2
Number of Traders in Each Category Total Traders: 311
23 21 6 64 54 32 58 68 23 12 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 34,288
Positions
1,346 18,298 0 16,518 992 488 6,104 2,046 108 2,714 10,159 0 7,010 2,197
Changes from: August 8, 2017 Total Change is: -953
225 -25 0 1,015 0 -1 -562 109 13 -609 -356 0 -1,034 -693
Percent of Open Interest Represented by Each Category of Trader
3.9 53.4 0.0 48.2 2.9 1.4 17.8 6.0 0.3 7.9 29.6 0.0 20.4 6.4
Number of Traders in Each Category Total Traders: 47
4 . 0 16 . 4 10 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 53,844
Positions
14,016 6,616 1,013 9,476 9,077 2,108 15,551 9,215 482 1,170 1,433 0 10,028 23,900
Changes from: August 8, 2017 Total Change is: -1,923
3,556 442 122 -1,739 7,399 274 -1,819 -1,976 -120 36 -514 0 -2,233 -7,550
Percent of Open Interest Represented by Each Category of Trader
26.0 12.3 1.9 17.6 16.9 3.9 28.9 17.1 0.9 2.2 2.7 0.0 18.6 44.4
Number of Traders in Each Category Total Traders: 74
13 5 4 12 4 6 18 16 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 329,712
Positions
52,104 211,153 4,147 191,271 75,011 15,134 41,698 4,399 13,258 2,573 1,838 0 9,527 4,772
Changes from: August 8, 2017 Total Change is: -796
-1,045 505 905 1,314 2,034 -90 -2,395 -3,851 -125 0 28 0 640 -202
Percent of Open Interest Represented by Each Category of Trader
15.8 64.0 1.3 58.0 22.8 4.6 12.6 1.3 4.0 0.8 0.6 0.0 2.9 1.4
Number of Traders in Each Category Total Traders: 151
13 9 5 57 28 22 29 6 8 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,120,739
Positions
32,831 796,977 20,953 658,058 122,207 89,471 214,537 27,701 27,749 44,870 18,132 5,437 26,833 12,112
Changes from: August 8, 2017 Total Change is: 30,846
5,622 -9,852 15,380 2,483 13,584 9,194 6,982 -7,922 -1,992 -10,653 5,788 4,890 -1,060 1,776
Percent of Open Interest Represented by Each Category of Trader
2.9 71.1 1.9 58.7 10.9 8.0 19.1 2.5 2.5 4.0 1.6 0.5 2.4 1.1
Number of Traders in Each Category Total Traders: 353
24 20 8 124 47 55 67 20 18 40 11 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 96,738
Positions
21,095 35,714 60,591 6,277 0 5 8,192 0 398 158 30 0 22 0
Changes from: August 8, 2017 Total Change is: -850
0 400 -1,250 0 0 0 400 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.8 36.9 62.6 6.5 0.0 0.0 8.5 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 15, 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 750,087
Positions
5,641 41,344 4,399 285,328 196,424 130,044 131,386 128,135 19,682 7,547 60,265 3,614 162,446 166,180
Changes from: August 8, 2017 Total Change is: -6,464
-7,217 1,932 -363 6,207 8,262 -2,843 -17,659 -7,049 3,415 -983 -2,943 728 12,251 -7,603
Percent of Open Interest Represented by Each Category of Trader
0.8 5.5 0.6 38.0 26.2 17.3 17.5 17.1 2.6 1.0 8.0 0.5 21.7 22.2
Number of Traders in Each Category Total Traders: 163
7 13 5 43 25 33 34 26 26 6 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 869,961
Positions
0 161,012 5,895 475,503 24,469 125,620 73,515 398,629 40,118 32,137 13,346 511 116,662 100,361
Changes from: August 8, 2017 Total Change is: 22,489
0 -2,427 4,350 3,785 -6,259 9,239 -3,925 12,068 3,811 -190 700 0 5,419 1,007
Percent of Open Interest Represented by Each Category of Trader
0.0 18.5 0.7 54.7 2.8 14.4 8.5 45.8 4.6 3.7 1.5 0.1 13.4 11.5
Number of Traders in Each Category Total Traders: 118
0 15 7 51 10 33 11 24 17 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,469,407
Positions
46,629 159,619 4,277 476,647 194,349 192,914 350,184 341,165 68,165 190,461 349,068 7,278 132,852 152,572
Changes from: August 8, 2017 Total Change is: 58,900
-10,994 -8,163 -1,919 -6,146 -25,758 32,803 10,660 26,029 25,979 -1,146 12,193 1,215 8,448 -3,479
Percent of Open Interest Represented by Each Category of Trader
3.2 10.9 0.3 32.4 13.2 13.1 23.8 23.2 4.6 13.0 23.8 0.5 9.0 10.4
Number of Traders in Each Category Total Traders: 279
9 29 7 63 37 51 46 50 41 18 27 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 3,374,871
Positions
156,393 173,900 55,696 1,120,629 1,046,357 513,525 700,436 723,205 147,544 287,500 170,849 26,811 366,337 516,984
Changes from: August 8, 2017 Total Change is: 52,030
-11,569 10,405 26,254 21,857 -4,619 13,981 7,106 7,582 7,182 -17,208 19,303 -1,926 6,353 -26,132
Percent of Open Interest Represented by Each Category of Trader
4.6 5.2 1.7 33.2 31.0 15.2 20.8 21.4 4.4 8.5 5.1 0.8 10.9 15.3
Number of Traders in Each Category Total Traders: 415
27 39 23 63 97 80 62 77 62 19 31 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 417,963
Positions
9,153 7,147 3,910 120,367 181,522 29,070 145,626 48,176 10,523 12,953 8,460 0 86,361 129,155
Changes from: August 8, 2017 Total Change is: 1,622
-5,372 491 -903 3,976 -541 1,138 -838 95 2,353 9 183 0 1,259 -1,194
Percent of Open Interest Represented by Each Category of Trader
2.2 1.7 0.9 28.8 43.4 7.0 34.8 11.5 2.5 3.1 2.0 0.0 20.7 30.9
Number of Traders in Each Category Total Traders: 66
. . . 15 24 27 12 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 3,121,190
Positions
51,894 271,618 57,742 1,637,444 724,893 417,216 349,940 907,849 116,914 180,608 238,434 19,916 289,516 366,608
Changes from: August 8, 2017 Total Change is: 104,369
2,221 -34,837 25,912 4,071 13,998 3,122 37,618 71,770 13,919 -8,584 2,988 8,207 17,883 -710
Percent of Open Interest Represented by Each Category of Trader
1.7 8.7 1.8 52.5 23.2 13.4 11.2 29.1 3.7 5.8 7.6 0.6 9.3 11.7
Number of Traders in Each Category Total Traders: 305
11 30 14 60 56 64 40 66 48 18 24 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 1,633,854
Positions
457,024 198,377 497,296 12,619 31,633 19,752 55,786 291,074 403,361 85,231 59,349 68,046 34,739 64,966
Changes from: August 8, 2017 Total Change is: 120,372
41,890 18,005 34,778 0 880 7,476 -5,048 4,204 35,885 3,613 20,589 -1,042 2,820 -403
Percent of Open Interest Represented by Each Category of Trader
28.0 12.1 30.4 0.8 1.9 1.2 3.4 17.8 24.7 5.2 3.6 4.2 2.1 4.0
Number of Traders in Each Category Total Traders: 153
16 44 49 . 8 . 15 50 44 5 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 is13,489,005
Positions
4,842,649 959,044 2,465,606 91,843 2,006,718 648,817 628,943 2,363,412 2,377,220 730,091 479,003 1,033,326 670,510 1,155,859
Changes from: August 8, 2017 Total Change is: -10,840
81,107 54,443 -101,826 6,567 -53,831 7,143 56,353 -33,075 18,090 -202,763 12,549 88,128 36,361 -2,461
Percent of Open Interest Represented by Each Category of Trader
35.9 7.1 18.3 0.7 14.9 4.8 4.7 17.5 17.6 5.4 3.6 7.7 5.0 8.6
Number of Traders in Each Category Total Traders: 323
31 53 78 4 39 29 54 90 97 11 28 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 31,554
Positions
3,832 5,522 0 196 12,916 111 17,890 8,849 0 9,458 3,952 39 28 165
Changes from: August 8, 2017 Total Change is: -72
311 71 0 -4 -96 0 -65 -33 0 -318 -75 0 4 61
Percent of Open Interest Represented by Each Category of Trader
12.1 17.5 0.0 0.6 40.9 0.4 56.7 28.0 0.0 30.0 12.5 0.1 0.1 0.5
Number of Traders in Each Category Total Traders: 48
. 6 0 . 12 . 7 9 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 22,079
Positions
9,965 1,018 0 607 8,481 114 10,555 8,425 0 770 3,894 32 36 115
Changes from: August 8, 2017 Total Change is: -41
782 63 0 3 10 45 -872 -176 0 52 14 -23 -28 26
Percent of Open Interest Represented by Each Category of Trader
45.1 4.6 0.0 2.7 38.4 0.5 47.8 38.2 0.0 3.5 17.6 0.1 0.2 0.5
Number of Traders in Each Category Total Traders: 32
4 . 0 . 6 . 6 8 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 51,263
Positions
384 14,734 0 13,146 6,602 518 14,469 21,160 3,842 9,242 1,683 0 9,662 2,724
Changes from: August 8, 2017 Total Change is: -1,485
-10 -235 0 -422 238 -1 -959 -267 89 -193 -1,106 0 11 -203
Percent of Open Interest Represented by Each Category of Trader
0.7 28.7 0.0 25.6 12.9 1.0 28.2 41.3 7.5 18.0 3.3 0.0 18.8 5.3
Number of Traders in Each Category Total Traders: 151
. . 0 10 8 . 30 42 19 47 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 603,600
Positions
125,371 44,546 46,517 66,223 80,250 80,974 106,037 176,519 106,287 16,979 9,666 19,470 35,742 39,371
Changes from: August 8, 2017 Total Change is: -68,200
-19,470 -2,555 9,344 -8,034 25,390 5,470 -33,391 -92,786 -10,285 -8,416 -9,116 340 -3,758 5,998
Percent of Open Interest Represented by Each Category of Trader
20.8 7.4 7.7 11.0 13.3 13.4 17.6 29.2 17.6 2.8 1.6 3.2 5.9 6.5
Number of Traders in Each Category Total Traders: 259
24 5 23 25 21 19 56 70 70 24 18 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 47,966
Positions
98 984 0 38,421 1,528 0 4,051 44,990 256 5,089 130 0 51 78
Changes from: August 8, 2017 Total Change is: -789
0 575 0 -768 -67 0 -20 -1,280 0 0 -6 0 -1 -11
Percent of Open Interest Represented by Each Category of Trader
0.2 2.1 0.0 80.1 3.2 0.0 8.4 93.8 0.5 10.6 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 9 . 0 5 11 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 15, 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 15,495
Positions
3,170 8,376 0 10,700 0 0 544 6,725 182 415 0 0 484 212
Changes from: August 8, 2017 Total Change is: 229
0 0 0 124 0 0 3 48 182 0 0 0 -80 -1
Percent of Open Interest Represented by Each Category of Trader
20.5 54.1 0.0 69.1 0.0 0.0 3.5 43.4 1.2 2.7 0.0 0.0 3.1 1.4
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 0 . 5 . . 0 0
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Updated August 18, 2017