Traders in Financial Futures - Futures Only Positions as of August 22, 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 186,960
Positions
21,393 117,862 1,062 46,554 4,633 1,347 65,772 22,934 4,139 4,720 8,217 994 40,979 25,772
Changes from: August 15, 2017 Total Change is: -5,066
3,127 -688 57 224 -201 29 -7,214 -5,975 -1,319 -205 243 -76 311 2,864
Percent of Open Interest Represented by Each Category of Trader
11.4 63.0 0.6 24.9 2.5 0.7 35.2 12.3 2.2 2.5 4.4 0.5 21.9 13.8
Number of Traders in Each Category Total Traders: 93
5 8 4 16 4 6 33 16 19 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 40,420
Positions
5,654 7,186 51 3,192 3,490 0 18,317 11,124 1,725 0 2,612 0 11,481 14,232
Changes from: August 15, 2017 Total Change is: 1,040
699 340 34 411 96 0 -356 992 376 0 -234 0 -124 -564
Percent of Open Interest Represented by Each Category of Trader
14.0 17.8 0.1 7.9 8.6 0.0 45.3 27.5 4.3 0.0 6.5 0.0 28.4 35.2
Number of Traders in Each Category Total Traders: 38
. 5 . 4 . 0 12 10 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 216,494
Positions
78,627 6,380 2,706 18,125 74,896 2,609 49,042 79,536 7,117 25,264 11,153 3,987 29,017 28,110
Changes from: August 15, 2017 Total Change is: 3,235
6,326 -9,727 1,080 -1,709 3,115 43 -3,083 9,834 321 -514 120 1,364 -593 -2,915
Percent of Open Interest Represented by Each Category of Trader
36.3 2.9 1.2 8.4 34.6 1.2 22.7 36.7 3.3 11.7 5.2 1.8 13.4 13.0
Number of Traders in Each Category Total Traders: 117
8 6 7 13 21 10 30 31 17 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 215,457
Positions
81,881 26,648 413 27,705 46,735 4,204 36,940 94,893 6,314 35,820 5,365 345 21,835 30,540
Changes from: August 15, 2017 Total Change is: 367
-4,076 972 -19 863 2,521 600 1,645 -2,670 -151 195 780 -121 1,431 -1,545
Percent of Open Interest Represented by Each Category of Trader
38.0 12.4 0.2 12.9 21.7 2.0 17.1 44.0 2.9 16.6 2.5 0.2 10.1 14.2
Number of Traders in Each Category Total Traders: 118
10 7 4 15 15 9 29 33 20 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 464,445
Positions
43,591 166,707 5,187 199,440 92,815 17,719 80,501 56,657 13,653 23,446 57,349 3,373 77,535 50,985
Changes from: August 15, 2017 Total Change is: 2,297
-4,469 5,265 683 -2,563 1,877 83 10,307 -4,177 -2,851 -207 1,551 -348 1,662 214
Percent of Open Interest Represented by Each Category of Trader
9.4 35.9 1.1 42.9 20.0 3.8 17.3 12.2 2.9 5.0 12.3 0.7 16.7 11.0
Number of Traders in Each Category Total Traders: 258
17 17 11 64 36 43 45 40 23 22 16 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,733
Positions
2,280 25,557 35 14,659 1,873 1,120 2,897 624 542 412 836 0 12,788 4,146
Changes from: August 15, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.6 73.6 0.1 42.2 5.4 3.2 8.3 1.8 1.6 1.2 2.4 0.0 36.8 11.9
Number of Traders in Each Category Total Traders: 22
. . . 11 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 22,455
Positions
726 11,879 0 8,687 6,737 1,018 4,775 0 27 0 0 0 7,222 2,794
Changes from: August 15, 2017 Total Change is: -901
-3 -61 0 764 -624 -565 -1,025 0 27 0 0 0 -99 322
Percent of Open Interest Represented by Each Category of Trader
3.2 52.9 0.0 38.7 30.0 4.5 21.3 0.0 0.1 0.0 0.0 0.0 32.2 12.4
Number of Traders in Each Category Total Traders: 21
. 4 0 5 5 5 6 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 149,592
Positions
4,520 85,489 1,220 8,464 16,163 2,421 93,652 13,204 2,908 625 7,793 86 35,696 20,308
Changes from: August 15, 2017 Total Change is: -217
568 786 220 654 -1,343 636 -1,631 -3,080 253 44 807 0 -961 1,504
Percent of Open Interest Represented by Each Category of Trader
3.0 57.1 0.8 5.7 10.8 1.6 62.6 8.8 1.9 0.4 5.2 0.1 23.9 13.6
Number of Traders in Each Category Total Traders: 99
7 8 4 10 10 6 41 16 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 34,843
Positions
4,559 24,334 51 8,386 0 0 19,688 6,190 122 500 2,990 0 1,537 1,156
Changes from: August 15, 2017 Total Change is: -2,321
-612 2,545 0 267 0 0 -2,574 -5,016 122 363 100 0 113 -72
Percent of Open Interest Represented by Each Category of Trader
13.1 69.8 0.1 24.1 0.0 0.0 56.5 17.8 0.4 1.4 8.6 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 35
. 5 . 4 0 0 14 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 243,849
Positions
8,227 171,879 976 76,031 5,203 279 142,949 48,376 3,105 3,234 11,237 0 9,048 2,794
Changes from: August 15, 2017 Total Change is: 6,260
0 1,975 -135 -645 472 -85 5,886 1,400 211 551 2,475 0 477 -53
Percent of Open Interest Represented by Each Category of Trader
3.4 70.5 0.4 31.2 2.1 0.1 58.6 19.8 1.3 1.3 4.6 0.0 3.7 1.1
Number of Traders in Each Category Total Traders: 159
. 10 . 20 7 . 65 29 8 13 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 24,746
Positions
0 14,972 0 5,237 410 0 16,526 7,941 26 1,136 940 0 1,821 457
Changes from: August 15, 2017 Total Change is: -902
0 0 0 -60 0 0 -874 -942 25 -30 0 0 37 15
Percent of Open Interest Represented by Each Category of Trader
0.0 60.5 0.0 21.2 1.7 0.0 66.8 32.1 0.1 4.6 3.8 0.0 7.4 1.8
Number of Traders in Each Category Total Traders: 36
0 4 0 . . 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 44,090
Positions
1,448 19,328 1,105 3,306 9,012 0 28,874 8,778 1,714 1,361 609 0 6,282 3,544
Changes from: August 15, 2017 Total Change is: -4,323
-294 -3,570 -814 938 -259 0 -4,879 -106 618 108 -200 -25 25 33
Percent of Open Interest Represented by Each Category of Trader
3.3 43.8 2.5 7.5 20.4 0.0 65.5 19.9 3.9 3.1 1.4 0.0 14.2 8.0
Number of Traders in Each Category Total Traders: 82
. 9 4 13 . 0 37 10 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 23,334
Positions
5,772 12,046 4,400 2,011 642 0 9,948 5,140 214 0 100 0 989 792
Changes from: August 15, 2017 Total Change is: 3,515
-318 969 82 220 -165 0 3,570 2,829 0 0 -200 0 -39 0
Percent of Open Interest Represented by Each Category of Trader
24.7 51.6 18.9 8.6 2.8 0.0 42.6 22.0 0.9 0.0 0.4 0.0 4.2 3.4
Number of Traders in Each Category Total Traders: 32
4 . . 7 . 0 8 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 76,255
Positions
7,211 54,120 1,285 13,716 2,147 218 41,041 5,969 1,330 1,520 1,129 2 9,935 10,058
Changes from: August 15, 2017 Total Change is: 268
-89 3,710 15 155 60 -81 -115 -2,686 -228 340 -221 2 270 -303
Percent of Open Interest Represented by Each Category of Trader
9.5 71.0 1.7 18.0 2.8 0.3 53.8 7.8 1.7 2.0 1.5 0.0 13.0 13.2
Number of Traders in Each Category Total Traders: 115
13 27 . 15 4 . 33 14 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 152,510
Positions
14,422 108,239 2,569 27,432 4,293 435 82,081 11,938 2,659 3,040 2,258 3 19,869 20,116
Changes from: August 15, 2017 Total Change is: 536
-177 7,420 29 309 119 -161 -230 -5,372 -455 679 -442 3 539 -605
Percent of Open Interest Represented by Each Category of Trader
9.5 71.0 1.7 18.0 2.8 0.3 53.8 7.8 1.7 2.0 1.5 0.0 13.0 13.2
Number of Traders in Each Category Total Traders: 115
13 27 . 15 4 . 33 14 9 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 713,658
Positions
41,436 158,827 31,074 324,197 165,033 73,895 95,086 116,829 40,707 24,236 39,026 3,073 79,954 85,194
Changes from: August 15, 2017 Total Change is: 18,481
-2,585 3,858 7,281 -5,909 379 9,185 7,491 -1,861 5,111 587 -1,188 1,042 -3,722 -5,326
Percent of Open Interest Represented by Each Category of Trader
5.8 22.3 4.4 45.4 23.1 10.4 13.3 16.4 5.7 3.4 5.5 0.4 11.2 11.9
Number of Traders in Each Category Total Traders: 618
32 49 25 133 96 96 88 127 77 41 52 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 67,563
Positions
6,059 25,881 5,500 14,251 10,899 330 8,613 8,138 283 2,736 819 0 29,791 15,713
Changes from: August 15, 2017 Total Change is: 5,510
3,464 -956 2,750 1,038 212 -3 3,217 2,509 283 45 303 0 -5,284 412
Percent of Open Interest Represented by Each Category of Trader
9.0 38.3 8.1 21.1 16.1 0.5 12.7 12.0 0.4 4.0 1.2 0.0 44.1 23.3
Number of Traders in Each Category Total Traders: 50
4 10 . 8 4 . 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 3,230,474
Positions
212,283 700,131 92,468 1,553,045 773,984 364,512 482,024 593,115 152,461 107,503 191,036 15,362 250,816 347,405
Changes from: August 15, 2017 Total Change is: 64,854
-16,856 37,460 9,266 -34,613 957 45,816 56,509 13,286 -10,998 2,712 -7,453 5,208 7,810 -28,688
Percent of Open Interest Represented by Each Category of Trader
6.6 21.7 2.9 48.1 24.0 11.3 14.9 18.4 4.7 3.3 5.9 0.5 7.8 10.8
Number of Traders in Each Category Total Traders: 613
32 48 23 131 95 95 88 126 71 42 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 29,396
Positions
4,438 27,636 0 8,943 409 456 12,223 0 0 0 0 0 3,336 895
Changes from: August 15, 2017 Total Change is: -341
30 70 0 -85 -392 22 17 0 0 -270 0 0 -55 -41
Percent of Open Interest Represented by Each Category of Trader
15.1 94.0 0.0 30.4 1.4 1.6 41.6 0.0 0.0 0.0 0.0 0.0 11.3 3.0
Number of Traders in Each Category Total Traders: 21
. 6 0 5 . . 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 23,032
Positions
16,022 11,203 0 2,795 10,219 280 2,034 0 0 0 280 0 1,901 1,050
Changes from: August 15, 2017 Total Change is: 708
681 444 0 6 0 0 -18 0 0 0 280 0 39 -16
Percent of Open Interest Represented by Each Category of Trader
69.6 48.6 0.0 12.1 44.4 1.2 8.8 0.0 0.0 0.0 1.2 0.0 8.3 4.6
Number of Traders in Each Category Total Traders: 22
8 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 88,723
Positions
5,801 33,965 631 41,360 40,760 4,421 23,700 2,968 1,314 0 280 0 11,496 4,384
Changes from: August 15, 2017 Total Change is: -1,973
1,389 -2,897 66 -1,502 537 77 -1,566 -173 262 0 0 0 -699 155
Percent of Open Interest Represented by Each Category of Trader
6.5 38.3 0.7 46.6 45.9 5.0 26.7 3.3 1.5 0.0 0.3 0.0 13.0 4.9
Number of Traders in Each Category Total Traders: 82
4 10 . 26 17 15 19 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 58,746
Positions
14,413 13,831 1,082 11,333 9,120 1,335 19,757 19,473 1,535 2,407 4,276 45 6,838 8,048
Changes from: August 15, 2017 Total Change is: -1,760
2,477 -1,826 -13 -779 739 132 -4,441 288 -95 651 -172 -33 341 -780
Percent of Open Interest Represented by Each Category of Trader
24.5 23.5 1.8 19.3 15.5 2.3 33.6 33.1 2.6 4.1 7.3 0.1 11.6 13.7
Number of Traders in Each Category Total Traders: 276
16 26 7 47 31 19 51 63 25 12 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 293,728
Positions
72,066 69,157 5,408 56,667 45,602 6,675 98,786 97,366 7,677 12,033 21,378 226 34,190 40,239
Changes from: August 15, 2017 Total Change is: -8,798
12,386 -9,128 -63 -3,894 3,697 658 -22,204 1,440 -477 3,254 -862 -164 1,706 -3,899
Percent of Open Interest Represented by Each Category of Trader
24.5 23.5 1.8 19.3 15.5 2.3 33.6 33.1 2.6 4.1 7.3 0.1 11.6 13.7
Number of Traders in Each Category Total Traders: 276
16 26 7 47 31 19 51 63 25 12 30 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 16,365
Positions
4,582 7,254 0 4,700 0 81 5,070 6,628 0 0 11 16 1,916 2,375
Changes from: August 15, 2017 Total Change is: 3,117
1,682 951 -41 -325 0 25 1,562 2,270 -172 -96 -189 16 466 257
Percent of Open Interest Represented by Each Category of Trader
28.0 44.3 0.0 28.7 0.0 0.5 31.0 40.5 0.0 0.0 0.1 0.1 11.7 14.5
Number of Traders in Each Category Total Traders: 27
4 5 0 4 0 . 6 7 0 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 565,391
Positions
99,669 79,221 4,012 209,378 204,994 48,185 157,225 185,361 12,639 13,362 7,770 170 20,751 23,039
Changes from: August 15, 2017 Total Change is: -1,779
13,394 -1,340 127 -6,843 2,829 710 -4,709 -6,247 -2,827 956 493 -208 -2,379 4,684
Percent of Open Interest Represented by Each Category of Trader
17.6 14.0 0.7 37.0 36.3 8.5 27.8 32.8 2.2 2.4 1.4 0.0 3.7 4.1
Number of Traders in Each Category Total Traders: 317
25 21 7 67 54 33 53 72 25 13 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 34,424
Positions
1,143 18,368 0 16,773 1,023 96 5,849 1,926 221 3,865 10,501 0 6,477 2,289
Changes from: August 15, 2017 Total Change is: 136
-203 70 0 255 31 -392 -255 -120 113 1,151 342 0 -533 92
Percent of Open Interest Represented by Each Category of Trader
3.3 53.4 0.0 48.7 3.0 0.3 17.0 5.6 0.6 11.2 30.5 0.0 18.8 6.6
Number of Traders in Each Category Total Traders: 48
. . 0 17 . 4 10 6 4 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 57,444
Positions
16,414 6,565 1,259 11,389 11,480 2,126 14,068 8,088 608 1,674 1,415 0 9,906 25,903
Changes from: August 15, 2017 Total Change is: 3,600
2,398 -51 246 1,913 2,403 18 -1,483 -1,127 126 504 -18 0 -122 2,003
Percent of Open Interest Represented by Each Category of Trader
28.6 11.4 2.2 19.8 20.0 3.7 24.5 14.1 1.1 2.9 2.5 0.0 17.2 45.1
Number of Traders in Each Category Total Traders: 80
15 7 5 13 5 6 18 15 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 345,266
Positions
51,587 208,283 19,263 191,430 76,405 15,643 41,675 5,688 12,016 2,573 1,519 0 11,079 6,449
Changes from: August 15, 2017 Total Change is: 15,554
-517 -2,870 15,116 159 1,394 509 -23 1,289 -1,242 0 -319 0 1,552 1,677
Percent of Open Interest Represented by Each Category of Trader
14.9 60.3 5.6 55.4 22.1 4.5 12.1 1.6 3.5 0.7 0.4 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 151
14 9 6 56 29 22 29 6 8 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,128,466
Positions
33,278 796,282 20,633 665,201 136,824 84,494 219,022 32,029 27,567 47,652 17,345 1,682 28,937 11,610
Changes from: August 15, 2017 Total Change is: 7,727
447 -695 -320 7,143 14,617 -4,977 4,485 4,328 -182 2,782 -787 -3,755 2,104 -502
Percent of Open Interest Represented by Each Category of Trader
2.9 70.6 1.8 58.9 12.1 7.5 19.4 2.8 2.4 4.2 1.5 0.1 2.6 1.0
Number of Traders in Each Category Total Traders: 358
23 21 10 128 47 54 65 23 18 41 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 99,088
Positions
20,295 35,164 63,491 6,277 0 5 8,192 0 398 408 30 0 22 0
Changes from: August 15, 2017 Total Change is: 2,350
-800 -550 2,900 0 0 0 0 0 0 250 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.5 35.5 64.1 6.3 0.0 0.0 8.3 0.0 0.4 0.4 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 11 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 778,565
Positions
4,864 52,024 6,434 283,166 189,178 134,608 128,479 134,384 37,376 10,662 55,034 2,766 170,210 166,761
Changes from: August 15, 2017 Total Change is: 28,478
-777 10,680 2,035 -2,162 -7,246 4,564 -2,907 6,249 17,694 3,115 -5,231 -848 7,764 581
Percent of Open Interest Represented by Each Category of Trader
0.6 6.7 0.8 36.4 24.3 17.3 16.5 17.3 4.8 1.4 7.1 0.4 21.9 21.4
Number of Traders in Each Category Total Traders: 161
6 18 9 43 24 36 30 24 24 5 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 890,246
Positions
0 165,717 5,643 476,685 24,507 127,968 72,412 413,807 41,817 32,469 9,818 6,643 126,609 94,326
Changes from: August 15, 2017 Total Change is: 20,285
0 4,705 -252 1,182 38 2,348 -1,103 15,178 1,699 332 -3,528 6,132 9,947 -6,035
Percent of Open Interest Represented by Each Category of Trader
0.0 18.6 0.6 53.5 2.8 14.4 8.1 46.5 4.7 3.6 1.1 0.7 14.2 10.6
Number of Traders in Each Category Total Traders: 117
0 16 5 49 10 32 10 24 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,549,827
Positions
40,352 176,825 10,310 456,091 217,392 193,987 433,431 357,258 79,026 191,185 349,057 6,209 139,236 159,763
Changes from: August 15, 2017 Total Change is: 80,420
-6,277 17,206 6,033 -20,556 23,043 1,073 83,247 16,093 10,861 724 -11 -1,069 6,384 7,191
Percent of Open Interest Represented by Each Category of Trader
2.6 11.4 0.7 29.4 14.0 12.5 28.0 23.1 5.1 12.3 22.5 0.4 9.0 10.3
Number of Traders in Each Category Total Traders: 289
11 33 12 62 38 50 47 51 40 20 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 3,432,660
Positions
135,584 197,730 78,037 1,159,581 1,027,410 498,682 709,901 708,143 166,874 278,086 168,927 35,005 370,910 551,852
Changes from: August 15, 2017 Total Change is: 57,789
-20,809 23,830 22,341 38,952 -18,947 -14,843 9,465 -15,062 19,330 -9,414 -1,922 8,194 4,573 34,868
Percent of Open Interest Represented by Each Category of Trader
3.9 5.8 2.3 33.8 29.9 14.5 20.7 20.6 4.9 8.1 4.9 1.0 10.8 16.1
Number of Traders in Each Category Total Traders: 408
20 41 27 64 97 82 60 75 60 19 31 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 420,002
Positions
10,942 12,669 5,523 122,479 178,995 32,098 142,333 48,530 10,305 9,240 8,660 0 87,082 123,222
Changes from: August 15, 2017 Total Change is: 2,039
1,789 5,522 1,613 2,112 -2,527 3,028 -3,293 354 -218 -3,713 200 0 721 -5,933
Percent of Open Interest Represented by Each Category of Trader
2.6 3.0 1.3 29.2 42.6 7.6 33.9 11.6 2.5 2.2 2.1 0.0 20.7 29.3
Number of Traders in Each Category Total Traders: 68
. 5 4 16 23 27 13 5 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,206,004
Positions
79,215 262,313 61,387 1,672,331 723,457 395,731 368,275 1,000,275 130,572 177,987 238,407 21,722 298,784 372,140
Changes from: August 15, 2017 Total Change is: 84,814
27,321 -9,305 3,645 34,887 -1,436 -21,485 18,335 92,426 13,658 -2,621 -27 1,806 9,268 5,532
Percent of Open Interest Represented by Each Category of Trader
2.5 8.2 1.9 52.2 22.6 12.3 11.5 31.2 4.1 5.6 7.4 0.7 9.3 11.6
Number of Traders in Each Category Total Traders: 307
9 31 13 63 53 65 46 62 49 18 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 1,678,809
Positions
474,046 217,267 503,853 12,619 32,792 20,769 53,696 276,134 429,123 77,716 58,655 73,473 33,514 66,743
Changes from: August 15, 2017 Total Change is: 44,955
17,022 18,890 6,557 0 1,159 1,017 -2,090 -14,940 25,762 -7,515 -694 5,427 -1,225 1,777
Percent of Open Interest Represented by Each Category of Trader
28.2 12.9 30.0 0.8 2.0 1.2 3.2 16.4 25.6 4.6 3.5 4.4 2.0 4.0
Number of Traders in Each Category Total Traders: 153
18 42 46 . 8 . 18 47 45 5 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 is13,437,818
Positions
4,695,402 1,016,056 2,486,957 105,885 1,990,831 658,174 652,621 2,194,076 2,349,315 699,421 513,430 1,101,234 688,809 1,127,745
Changes from: August 15, 2017 Total Change is: -51,187
-147,247 57,012 21,351 14,042 -15,887 9,357 23,678 -169,336 -27,905 -30,670 34,427 67,908 18,299 -28,114
Percent of Open Interest Represented by Each Category of Trader
34.9 7.6 18.5 0.8 14.8 4.9 4.9 16.3 17.5 5.2 3.8 8.2 5.1 8.4
Number of Traders in Each Category Total Traders: 327
29 54 77 5 38 31 51 89 99 9 34 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 31,230
Positions
2,830 5,501 0 193 12,584 111 18,601 8,690 0 9,143 3,952 310 42 82
Changes from: August 15, 2017 Total Change is: -324
-1,002 -21 0 -3 -332 0 711 -159 0 -315 0 271 14 -83
Percent of Open Interest Represented by Each Category of Trader
9.1 17.6 0.0 0.6 40.3 0.4 59.6 27.8 0.0 29.3 12.7 1.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 12 . 6 11 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 21,343
Positions
9,904 766 0 610 8,719 114 10,235 7,666 0 461 3,971 4 15 103
Changes from: August 15, 2017 Total Change is: -736
-61 -252 0 3 238 0 -320 -759 0 -309 77 -28 -21 -12
Percent of Open Interest Represented by Each Category of Trader
46.4 3.6 0.0 2.9 40.9 0.5 48.0 35.9 0.0 2.2 18.6 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 31
4 . 0 . 6 . 6 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 52,379
Positions
348 14,731 450 13,068 7,053 565 13,426 20,557 4,211 11,207 1,814 0 9,104 2,998
Changes from: August 15, 2017 Total Change is: 1,116
-36 -3 450 -78 451 47 -1,043 -603 369 1,965 131 0 -558 274
Percent of Open Interest Represented by Each Category of Trader
0.7 28.1 0.9 24.9 13.5 1.1 25.6 39.2 8.0 21.4 3.5 0.0 17.4 5.7
Number of Traders in Each Category Total Traders: 152
. . . 10 8 . 32 37 17 49 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 556,057
Positions
122,586 49,085 30,820 57,023 74,104 91,849 103,820 159,660 87,991 12,998 6,601 17,662 31,308 38,285
Changes from: August 15, 2017 Total Change is: -47,543
-2,785 4,539 -15,697 -9,200 -6,146 10,875 -2,217 -16,859 -18,296 -3,981 -3,065 -1,808 -4,434 -1,086
Percent of Open Interest Represented by Each Category of Trader
22.0 8.8 5.5 10.3 13.3 16.5 18.7 28.7 15.8 2.3 1.2 3.2 5.6 6.9
Number of Traders in Each Category Total Traders: 257
21 8 18 23 26 20 62 66 64 21 12 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 22, 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 47,905
Positions
98 667 0 38,421 1,619 0 3,989 45,137 256 5,089 129 0 52 97
Changes from: August 15, 2017 Total Change is: -61
0 -317 0 0 91 0 -62 147 0 0 -1 0 1 19
Percent of Open Interest Represented by Each Category of Trader
0.2 1.4 0.0 80.2 3.4 0.0 8.3 94.2 0.5 10.6 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 39
. . 0 9 . 0 5 12 . 7 . 0
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Updated August 25, 2017