Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 136,789
Positions
2,117 60,672 5,292 34,176 6,207 3,610 35,287 20,699 11,680 7,463 2,114 1,936 35,227 24,578
Changes from: January 31, 2017 Total Change is: -3,134
-1,976 11,660 -929 3,058 -1,622 -2,397 2,579 -2,397 -4,102 -318 92 -820 1,771 -2,619
Percent of Open Interest Represented by Each Category of Trader
1.5 44.4 3.9 25.0 4.5 2.6 25.8 15.1 8.5 5.5 1.5 1.4 25.8 18.0
Number of Traders in Each Category Total Traders: 88
. 12 7 12 5 6 29 15 16 9 4 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 51,183
Positions
27,406 13,748 546 2,117 1,956 0 9,796 18,526 2,075 480 0 240 8,523 14,092
Changes from: January 31, 2017 Total Change is: -1,141
-56 3,254 -42 22 -63 0 577 -1,976 -627 -240 0 240 -1,015 -1,927
Percent of Open Interest Represented by Each Category of Trader
53.5 26.9 1.1 4.1 3.8 0.0 19.1 36.2 4.1 0.9 0.0 0.5 16.7 27.5
Number of Traders in Each Category Total Traders: 46
4 4 . . . 0 11 20 11 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 244,622
Positions
124,792 6,862 8,777 9,592 69,917 4,725 25,563 76,405 22,959 16,182 12,087 5,151 26,880 37,739
Changes from: January 31, 2017 Total Change is: -1,781
685 1,804 531 238 -2,070 -1,789 -3,692 -3,270 -1,609 1,093 -580 2,103 661 3,100
Percent of Open Interest Represented by Each Category of Trader
51.0 2.8 3.6 3.9 28.6 1.9 10.5 31.2 9.4 6.6 4.9 2.1 11.0 15.4
Number of Traders in Each Category Total Traders: 124
10 8 10 7 26 11 21 39 25 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 255,309
Positions
85,397 30,836 18,203 23,733 55,398 6,307 26,009 57,384 30,747 35,151 2,101 10,563 19,199 43,769
Changes from: January 31, 2017 Total Change is: -13,690
-655 2,634 -1,421 98 16 -2,266 -1,973 -3,974 -7,093 871 -537 -998 -253 -51
Percent of Open Interest Represented by Each Category of Trader
33.4 12.1 7.1 9.3 21.7 2.5 10.2 22.5 12.0 13.8 0.8 4.1 7.5 17.1
Number of Traders in Each Category Total Traders: 120
11 6 7 13 19 7 23 37 21 4 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 482,552
Positions
108,788 100,004 21,392 140,003 88,431 14,195 43,974 122,385 43,033 44,303 22,117 7,650 59,215 63,345
Changes from: January 31, 2017 Total Change is: -3,348
1,049 5,852 -421 1,371 3,350 -1,018 -500 1,352 -7,464 2,355 -881 333 947 -4,451
Percent of Open Interest Represented by Each Category of Trader
22.5 20.7 4.4 29.0 18.3 2.9 9.1 25.4 8.9 9.2 4.6 1.6 12.3 13.1
Number of Traders in Each Category Total Traders: 243
16 14 15 44 35 34 26 60 35 30 17 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 27,258
Positions
764 20,543 0 16,564 0 473 463 1,085 156 0 758 0 8,838 4,243
Changes from: January 31, 2017 Total Change is: 520
0 89 0 -77 0 -22 463 123 -41 0 0 0 197 371
Percent of Open Interest Represented by Each Category of Trader
2.8 75.4 0.0 60.8 0.0 1.7 1.7 4.0 0.6 0.0 2.8 0.0 32.4 15.6
Number of Traders in Each Category Total Traders: 21
. 4 0 12 0 6 . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 135,129
Positions
8,459 46,943 6,667 22,382 19,200 1,519 48,877 17,386 13,332 1,464 5,607 2,432 29,998 22,043
Changes from: January 31, 2017 Total Change is: 9,438
-35 13,812 15 1,550 -160 -1,433 8,022 1,473 -835 107 -211 -780 2,827 -2,442
Percent of Open Interest Represented by Each Category of Trader
6.3 34.7 4.9 16.6 14.2 1.1 36.2 12.9 9.9 1.1 4.1 1.8 22.2 16.3
Number of Traders in Each Category Total Traders: 91
4 9 7 7 9 5 32 20 15 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 31,003
Positions
2,046 23,829 0 6,758 0 0 19,177 6,161 2 872 0 0 2,148 1,011
Changes from: January 31, 2017 Total Change is: 523
0 121 0 9 0 0 305 290 2 0 0 0 207 110
Percent of Open Interest Represented by Each Category of Trader
6.6 76.9 0.0 21.8 0.0 0.0 61.9 19.9 0.0 2.8 0.0 0.0 6.9 3.3
Number of Traders in Each Category Total Traders: 28
. 7 0 . 0 0 9 5 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 190,804
Positions
63,961 64,092 6,167 65,953 5,004 114 25,163 79,471 19,900 3,332 9,037 181 6,033 6,837
Changes from: January 31, 2017 Total Change is: 2,998
221 15,042 -1,935 1,628 104 26 2,226 -9,691 -138 1,072 -459 166 -268 -116
Percent of Open Interest Represented by Each Category of Trader
33.5 33.6 3.2 34.6 2.6 0.1 13.2 41.7 10.4 1.7 4.7 0.1 3.2 3.6
Number of Traders in Each Category Total Traders: 142
4 10 5 14 10 . 27 48 17 16 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 36,650
Positions
744 31,207 0 6,004 0 0 27,768 3,609 2 0 1,015 0 2,132 817
Changes from: January 31, 2017 Total Change is: -9,082
-66 7,703 -8,325 64 0 0 -846 -2,993 2 0 -5,550 0 89 81
Percent of Open Interest Represented by Each Category of Trader
2.0 85.1 0.0 16.4 0.0 0.0 75.8 9.8 0.0 0.0 2.8 0.0 5.8 2.2
Number of Traders in Each Category Total Traders: 26
. . 0 4 0 0 9 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 54,073
Positions
7,470 19,112 0 1,989 18,063 0 36,207 10,206 2,443 852 953 0 5,112 3,296
Changes from: January 31, 2017 Total Change is: 2,486
222 6,072 -1 -84 -419 0 1,900 -2,628 223 464 -360 0 -238 -401
Percent of Open Interest Represented by Each Category of Trader
13.8 35.3 0.0 3.7 33.4 0.0 67.0 18.9 4.5 1.6 1.8 0.0 9.5 6.1
Number of Traders in Each Category Total Traders: 77
4 7 0 7 . 0 34 14 5 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 31,690
Positions
4,066 0 16,752 796 366 0 8,509 13,629 160 0 204 0 1,407 579
Changes from: January 31, 2017 Total Change is: 11,734
250 -81 11,752 3 -6 0 -279 0 0 -100 104 0 108 -35
Percent of Open Interest Represented by Each Category of Trader
12.8 0.0 52.9 2.5 1.2 0.0 26.9 43.0 0.5 0.0 0.6 0.0 4.4 1.8
Number of Traders in Each Category Total Traders: 26
4 0 . . . 0 12 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 65,124
Positions
9,560 38,468 769 8,265 258 418 32,735 9,561 2,071 1,523 3,469 336 9,448 9,774
Changes from: January 31, 2017 Total Change is: 156
568 254 -652 -99 -3 55 1,125 -313 -810 625 572 25 -682 1,029
Percent of Open Interest Represented by Each Category of Trader
14.7 59.1 1.2 12.7 0.4 0.6 50.3 14.7 3.2 2.3 5.3 0.5 14.5 15.0
Number of Traders in Each Category Total Traders: 119
14 23 5 13 . 5 39 15 8 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 130,248
Positions
19,120 76,936 1,537 16,529 516 835 65,470 19,123 4,142 3,046 6,938 673 18,896 19,548
Changes from: January 31, 2017 Total Change is: 312
1,136 507 -1,304 -197 -6 110 2,251 -626 -1,621 1,249 1,143 51 -1,364 2,058
Percent of Open Interest Represented by Each Category of Trader
14.7 59.1 1.2 12.7 0.4 0.6 50.3 14.7 3.2 2.3 5.3 0.5 14.5 15.0
Number of Traders in Each Category Total Traders: 119
14 23 5 13 . 5 39 15 8 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 883,324
Positions
84,003 101,192 36,133 298,292 223,101 83,415 76,013 117,759 147,935 23,948 39,771 36,719 96,867 97,301
Changes from: January 31, 2017 Total Change is: 30,050
11,750 -3,502 -1,589 2,098 13,435 1,444 -2,591 -1,261 12,639 -1,907 1,560 2,039 6,167 5,286
Percent of Open Interest Represented by Each Category of Trader
9.5 11.5 4.1 33.8 25.3 9.4 8.6 13.3 16.7 2.7 4.5 4.2 11.0 11.0
Number of Traders in Each Category Total Traders: 668
38 33 34 129 81 96 86 136 125 73 92 78
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 186,815
Positions
32,054 9,243 18,217 14,558 52,574 22,396 14,245 10,565 36,361 4,514 311 8,533 35,936 28,614
Changes from: January 31, 2017 Total Change is: 16,530
6,892 -4,487 -371 -382 10,579 1,419 3,889 1,367 2,908 780 87 323 1,073 4,705
Percent of Open Interest Represented by Each Category of Trader
17.2 4.9 9.8 7.8 28.1 12.0 7.6 5.7 19.5 2.4 0.2 4.6 19.2 15.3
Number of Traders in Each Category Total Traders: 74
8 8 10 9 4 5 15 13 24 8 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 3,482,547
Positions
275,187 475,187 74,136 1,418,669 852,632 305,094 391,938 619,070 474,771 108,049 208,176 130,048 304,656 343,434
Changes from: January 31, 2017 Total Change is: 67,602
17,941 -1,428 261 9,754 11,633 2,772 1,831 21,092 14,424 -8,340 12,455 3,488 25,471 2,904
Percent of Open Interest Represented by Each Category of Trader
7.9 13.6 2.1 40.7 24.5 8.8 11.3 17.8 13.6 3.1 6.0 3.7 8.7 9.9
Number of Traders in Each Category Total Traders: 648
35 35 32 129 78 94 81 135 120 69 86 72
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 94,462
Positions
1,227 44,556 188 51,520 37,936 3,181 23,818 2,662 1,650 804 547 0 12,074 3,742
Changes from: January 31, 2017 Total Change is: 419
-16 -114 0 618 107 -196 -963 467 233 5 0 0 738 -78
Percent of Open Interest Represented by Each Category of Trader
1.3 47.2 0.2 54.5 40.2 3.4 25.2 2.8 1.7 0.9 0.6 0.0 12.8 4.0
Number of Traders in Each Category Total Traders: 88
. 10 . 34 14 13 18 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 48,543
Positions
6,090 16,541 321 12,096 5,161 782 18,728 14,371 2,291 1,780 2,429 541 5,913 6,106
Changes from: January 31, 2017 Total Change is: -1,072
836 -2,951 10 -821 -369 -72 -1,717 1,178 372 368 53 15 -64 691
Percent of Open Interest Represented by Each Category of Trader
12.5 34.1 0.7 24.9 10.6 1.6 38.6 29.6 4.7 3.7 5.0 1.1 12.2 12.6
Number of Traders in Each Category Total Traders: 252
19 19 7 42 20 14 66 45 26 13 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 242,716
Positions
30,452 82,705 1,606 60,481 25,805 3,909 93,642 71,856 11,456 8,899 12,146 2,705 29,566 30,528
Changes from: January 31, 2017 Total Change is: -5,362
4,178 -14,755 51 -4,104 -1,845 -359 -8,584 5,891 1,862 1,838 265 76 -320 3,453
Percent of Open Interest Represented by Each Category of Trader
12.5 34.1 0.7 24.9 10.6 1.6 38.6 29.6 4.7 3.7 5.0 1.1 12.2 12.6
Number of Traders in Each Category Total Traders: 252
19 19 7 42 20 14 66 45 26 13 28 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 628,383
Positions
53,866 195,067 3,750 305,521 154,191 30,549 172,189 189,068 13,528 17,664 18,753 3,084 28,232 20,393
Changes from: January 31, 2017 Total Change is: -4,488
3,347 -7,316 49 -1,426 2,731 2,930 -5,335 -388 -493 -3,028 -1,662 607 -1,139 -947
Percent of Open Interest Represented by Each Category of Trader
8.6 31.0 0.6 48.6 24.5 4.9 27.4 30.1 2.2 2.8 3.0 0.5 4.5 3.2
Number of Traders in Each Category Total Traders: 340
21 21 4 80 42 36 60 74 27 16 26 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 1000 VALUE INDEX MINI - ICE FUTURES U.S. (RUSSELL 1000 INDEX X $50)
CFTC Code #23977C Open Interest is 19,215
Positions
3,848 14,841 0 8,158 1,880 0 5,750 2,450 0 0 0 0 1,459 44
Changes from: January 31, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.0 77.2 0.0 42.5 9.8 0.0 29.9 12.8 0.0 0.0 0.0 0.0 7.6 0.2
Number of Traders in Each Category Total Traders: 20
. 5 0 4 . 0 5 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 29,499
Positions
921 12,839 3 13,134 524 52 4,109 2,128 0 3,290 7,756 0 7,990 6,197
Changes from: January 31, 2017 Total Change is: 834
31 556 3 616 0 12 498 -368 0 225 -46 -500 -51 1,177
Percent of Open Interest Represented by Each Category of Trader
3.1 43.5 0.0 44.5 1.8 0.2 13.9 7.2 0.0 11.2 26.3 0.0 27.1 21.0
Number of Traders in Each Category Total Traders: 42
. . . 14 . . 7 5 0 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 58,206
Positions
16,782 10,428 2,161 12,414 3,288 2,035 12,682 17,092 1,037 828 2,206 0 10,267 19,959
Changes from: January 31, 2017 Total Change is: -4,997
-298 223 180 -3,749 -375 82 -2,343 -1,914 127 -56 -296 0 1,060 -3,024
Percent of Open Interest Represented by Each Category of Trader
28.8 17.9 3.7 21.3 5.6 3.5 21.8 29.4 1.8 1.4 3.8 0.0 17.6 34.3
Number of Traders in Each Category Total Traders: 83
14 10 4 12 6 6 21 14 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 262,788
Positions
15,443 172,121 2,152 167,879 63,018 12,215 48,802 5,592 2,390 4,869 711 289 8,749 4,300
Changes from: January 31, 2017 Total Change is: 10,080
3,264 10,310 447 6,876 -559 -317 262 182 -374 77 25 289 -444 77
Percent of Open Interest Represented by Each Category of Trader
5.9 65.5 0.8 63.9 24.0 4.6 18.6 2.1 0.9 1.9 0.3 0.1 3.3 1.6
Number of Traders in Each Category Total Traders: 123
4 13 5 46 24 20 22 5 6 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 856,461
Positions
31,549 644,025 5,103 510,166 90,356 60,111 173,646 22,981 11,900 40,140 12,967 920 22,926 8,098
Changes from: January 31, 2017 Total Change is: -5,148
1,370 2,098 168 862 2,527 -4,692 4,640 -2,854 289 -2,876 -394 -4 -4,905 -2,286
Percent of Open Interest Represented by Each Category of Trader
3.7 75.2 0.6 59.6 10.5 7.0 20.3 2.7 1.4 4.7 1.5 0.1 2.7 0.9
Number of Traders in Each Category Total Traders: 309
19 21 11 101 34 43 55 21 16 42 16 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 753,079
Positions
13,762 21,533 24,628 296,731 142,523 133,494 49,511 114,635 70,848 2,143 40,016 17,451 144,510 187,950
Changes from: January 31, 2017 Total Change is: 28,389
3,804 -4,076 4,400 -1,027 -2,512 3,900 1,852 11,573 5,249 -374 1,659 2,343 8,243 5,853
Percent of Open Interest Represented by Each Category of Trader
1.8 2.9 3.3 39.4 18.9 17.7 6.6 15.2 9.4 0.3 5.3 2.3 19.2 25.0
Number of Traders in Each Category Total Traders: 154
9 8 11 41 31 37 19 30 32 . 13 10
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 742,299
Positions
5,546 159,475 11,021 422,320 53,965 85,295 44,913 271,925 38,437 23,129 10,983 528 111,109 110,670
Changes from: January 31, 2017 Total Change is: 34,482
3,487 -1,639 6,834 -3,956 -7,357 3,010 5,715 17,724 20,198 0 356 136 -942 -4,780
Percent of Open Interest Represented by Each Category of Trader
0.7 21.5 1.5 56.9 7.3 11.5 6.1 36.6 5.2 3.1 1.5 0.1 15.0 14.9
Number of Traders in Each Category Total Traders: 106
. 13 4 48 8 28 10 19 14 . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,361,195
Positions
48,092 97,022 15,873 429,057 324,261 180,463 427,192 254,832 71,310 72,417 254,498 4,911 111,879 158,024
Changes from: January 31, 2017 Total Change is: 30,365
-27,001 3,510 -2,104 -1,184 18,277 7,656 49,130 1,530 2,942 -5,912 3,403 657 6,182 -5,506
Percent of Open Interest Represented by Each Category of Trader
3.5 7.1 1.2 31.5 23.8 13.3 31.4 18.7 5.2 5.3 18.7 0.4 8.2 11.6
Number of Traders in Each Category Total Traders: 263
11 24 13 60 40 46 45 37 33 16 30 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,784,372
Positions
96,545 219,033 180,865 1,348,359 1,140,625 455,395 430,310 560,472 416,985 422,758 160,105 78,362 354,793 572,530
Changes from: January 31, 2017 Total Change is: 86,374
8,313 -2,660 11,020 85,672 41,777 328 -24,818 -5,699 40,201 -25,693 -31,004 -17,357 8,707 49,766
Percent of Open Interest Represented by Each Category of Trader
2.6 5.8 4.8 35.6 30.1 12.0 11.4 14.8 11.0 11.2 4.2 2.1 9.4 15.1
Number of Traders in Each Category Total Traders: 372
18 41 45 50 77 80 50 74 93 22 40 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 317,886
Positions
12,516 21,429 2,015 100,728 136,328 20,104 84,258 31,621 9,440 9,342 6,629 0 79,484 90,320
Changes from: January 31, 2017 Total Change is: 5,163
3,131 733 338 1,360 9,199 6,650 -7,000 -1,861 -47 0 0 0 731 -9,849
Percent of Open Interest Represented by Each Category of Trader
3.9 6.7 0.6 31.7 42.9 6.3 26.5 9.9 3.0 2.9 2.1 0.0 25.0 28.4
Number of Traders in Each Category Total Traders: 53
. 5 . 10 19 18 9 4 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 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 3,465,836
Positions
53,123 383,990 127,947 1,941,328 534,857 314,119 170,182 1,146,760 281,110 274,381 237,938 50,278 253,367 388,837
Changes from: January 31, 2017 Total Change is: 99,923
1,915 16,082 7,906 -8,711 12,008 45,542 -16,975 -48,146 65,899 24,628 4,638 -19,451 -829 15,445
Percent of Open Interest Represented by Each Category of Trader
1.5 11.1 3.7 56.0 15.4 9.1 4.9 33.1 8.1 7.9 6.9 1.5 7.3 11.2
Number of Traders in Each Category Total Traders: 311
7 37 30 64 51 62 36 65 65 16 35 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,195,186
Positions
310,934 143,194 340,598 0 33,627 8,241 109,564 269,533 233,061 68,770 21,776 100,929 23,089 44,227
Changes from: January 31, 2017 Total Change is: -105,547
-3,701 -18,666 -16,105 -2 17,419 2,395 -51,506 -52,948 33,753 2,197 -6,073 3,653 -76,231 -68,974
Percent of Open Interest Represented by Each Category of Trader
26.0 12.0 28.5 0.0 2.8 0.7 9.2 22.6 19.5 5.8 1.8 8.4 1.9 3.7
Number of Traders in Each Category Total Traders: 150
25 34 47 0 5 . 16 46 32 8 12 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,711,080
Positions
5,089,424 1,069,305 3,490,197 73,553 1,878,261 833,341 398,065 2,279,047 8,722,340 799,158 466,442 1,684,499 620,504 1,287,648
Changes from: January 31, 2017 Total Change is: -159,644
81,361 -47,540 -7,005 3,093 94,758 1,099 48,357 51,899 -204,800 -49,553 -15,252 -20,228 -11,968 -12,575
Percent of Open Interest Represented by Each Category of Trader
23.4 4.9 16.1 0.3 8.7 3.8 1.8 10.5 40.2 3.7 2.1 7.8 2.9 5.9
Number of Traders in Each Category Total Traders: 313
23 52 68 7 32 32 31 109 112 14 31 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,867
Positions
4,388 4,355 0 173 14,487 110 19,836 8,714 0 7,245 3,902 89 26 210
Changes from: January 31, 2017 Total Change is: -1,533
-185 -1,049 0 27 126 -9 -514 910 0 519 -145 -84 -1,287 -1,282
Percent of Open Interest Represented by Each Category of Trader
13.8 13.7 0.0 0.5 45.5 0.3 62.2 27.3 0.0 22.7 12.2 0.3 0.1 0.7
Number of Traders in Each Category Total Traders: 47
. 8 0 . 12 . 4 11 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 43,129
Positions
6,176 17,050 0 496 9,319 420 35,115 9,421 0 685 6,628 175 62 116
Changes from: January 31, 2017 Total Change is: -3,195
-85 3,154 0 174 -391 -10 2,003 -150 0 81 -387 0 -5,358 -5,411
Percent of Open Interest Represented by Each Category of Trader
14.3 39.5 0.0 1.2 21.6 1.0 81.4 21.8 0.0 1.6 15.4 0.4 0.1 0.3
Number of Traders in Each Category Total Traders: 35
. 4 0 . 5 . 6 9 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 74,468
Positions
515 58,484 22 15,984 1,196 1,039 29,871 6,450 2,909 14,262 1,162 96 9,770 3,109
Changes from: January 31, 2017 Total Change is: -1,625
30 9 -18 -403 -200 -4 2,118 -3,096 190 -1,792 1,098 36 -1,782 361
Percent of Open Interest Represented by Each Category of Trader
0.7 78.5 0.0 21.5 1.6 1.4 40.1 8.7 3.9 19.2 1.6 0.1 13.1 4.2
Number of Traders in Each Category Total Traders: 153
. . . 16 5 . 54 11 12 56 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 535,393
Positions
130,232 12,503 20,042 56,968 56,730 44,202 93,147 213,138 131,639 11,184 5,287 18,012 29,967 33,840
Changes from: January 31, 2017 Total Change is: 54,517
-217 -1,980 6,493 -4,940 3,728 3,299 10,045 4,282 32,629 -176 863 5,602 1,782 -399
Percent of Open Interest Represented by Each Category of Trader
24.3 2.3 3.7 10.6 10.6 8.3 17.4 39.8 24.6 2.1 1.0 3.4 5.6 6.3
Number of Traders in Each Category Total Traders: 252
26 . 23 16 21 15 53 82 59 23 13 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 7, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 37,091
Positions
275 359 0 25,761 78 0 6,860 36,194 369 3,713 78 0 113 13
Changes from: January 31, 2017 Total Change is: 2,044
100 -327 0 1,733 0 0 115 2,362 0 90 0 0 6 9
Percent of Open Interest Represented by Each Category of Trader
0.7 1.0 0.0 69.5 0.2 0.0 18.5 97.6 1.0 10.0 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 39
. . 0 14 . 0 12 5 . . . 0
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Updated February 10, 2017