Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 190,396
Positions
25,681 61,872 8,852 31,743 13,327 4,322 38,941 48,522 22,396 14,768 2,245 2,465 41,226 26,394
Changes from: July 3, 2017 Total Change is: 14,705
-1,116 38,518 1,067 -2,528 -4,141 -1,273 14,370 -16,006 258 -784 -23 -202 4,912 -3,493
Percent of Open Interest Represented by Each Category of Trader
13.5 32.5 4.6 16.7 7.0 2.3 20.5 25.5 11.8 7.8 1.2 1.3 21.7 13.9
Number of Traders in Each Category Total Traders: 96
5 9 8 10 6 5 26 24 21 7 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 39,126
Positions
3,157 9,532 536 2,607 2,935 0 15,467 7,410 1,664 0 1,560 0 15,694 15,489
Changes from: July 3, 2017 Total Change is: -441
1,488 -197 -26 63 -5 0 -292 -971 631 0 0 0 -2,306 127
Percent of Open Interest Represented by Each Category of Trader
8.1 24.4 1.4 6.7 7.5 0.0 39.5 18.9 4.3 0.0 4.0 0.0 40.1 39.6
Number of Traders in Each Category Total Traders: 34
4 5 . . . 0 11 7 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 226,558
Positions
69,769 26,994 11,947 17,629 70,146 4,038 36,667 44,057 24,740 26,900 10,728 3,902 30,966 30,006
Changes from: July 3, 2017 Total Change is: -16,930
-1,774 3,639 -1,588 -3,216 -999 -1,740 -1,846 -10,839 -4,814 -781 117 -303 -869 -404
Percent of Open Interest Represented by Each Category of Trader
30.8 11.9 5.3 7.8 31.0 1.8 16.2 19.4 10.9 11.9 4.7 1.7 13.7 13.2
Number of Traders in Each Category Total Traders: 116
8 9 10 13 20 9 28 27 30 5 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 277,101
Positions
113,817 14,445 12,699 22,518 59,547 7,001 37,456 109,704 23,890 35,161 5,056 3,852 20,707 40,907
Changes from: July 3, 2017 Total Change is: 24,808
32,316 1,376 -1,911 156 -4,842 -3,176 -369 32,843 -1,649 -1,685 3,083 532 594 -1,448
Percent of Open Interest Represented by Each Category of Trader
41.1 5.2 4.6 8.1 21.5 2.5 13.5 39.6 8.6 12.7 1.8 1.4 7.5 14.8
Number of Traders in Each Category Total Traders: 128
10 6 8 16 18 12 22 45 24 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 507,632
Positions
43,557 138,937 20,195 179,032 77,751 20,059 69,354 68,765 51,509 32,138 60,006 6,967 84,822 63,443
Changes from: July 3, 2017 Total Change is: 7,899
1,698 13,001 -3,860 2,631 7,175 3,132 6,509 -3,703 -3,738 -1,885 -6,680 643 2,769 1,928
Percent of Open Interest Represented by Each Category of Trader
8.6 27.4 4.0 35.3 15.3 4.0 13.7 13.5 10.1 6.3 11.8 1.4 16.7 12.5
Number of Traders in Each Category Total Traders: 258
15 17 17 51 34 40 39 42 37 37 22 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 115,032
Positions
3,236 36,607 6,668 7,253 10,580 3,741 52,299 14,668 10,473 1,092 7,021 1,728 28,542 23,547
Changes from: July 3, 2017 Total Change is: -10,804
1,094 8,398 -5,459 13 224 -1,639 -521 -7,062 -3,152 -537 -2,361 97 -699 150
Percent of Open Interest Represented by Each Category of Trader
2.8 31.8 5.8 6.3 9.2 3.3 45.5 12.8 9.1 0.9 6.1 1.5 24.8 20.5
Number of Traders in Each Category Total Traders: 95
5 9 9 8 13 6 30 20 16 4 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 35,944
Positions
6,170 22,811 1 7,876 0 0 20,419 9,040 90 0 2,953 0 1,388 1,049
Changes from: July 3, 2017 Total Change is: 1,410
553 -388 0 476 0 0 446 1,979 0 -111 -231 0 46 50
Percent of Open Interest Represented by Each Category of Trader
17.2 63.5 0.0 21.9 0.0 0.0 56.8 25.2 0.3 0.0 8.2 0.0 3.9 2.9
Number of Traders in Each Category Total Traders: 31
. 5 . . 0 0 13 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 213,579
Positions
18,204 153,322 289 52,665 3,366 437 127,839 40,691 2,497 2,626 9,321 11 9,011 3,645
Changes from: July 3, 2017 Total Change is: 2,149
-18 7,067 3 -851 6 1 6,490 -7,177 1,122 -476 1,514 -586 -3,536 199
Percent of Open Interest Represented by Each Category of Trader
8.5 71.8 0.1 24.7 1.6 0.2 59.9 19.1 1.2 1.2 4.4 0.0 4.2 1.7
Number of Traders in Each Category Total Traders: 154
4 9 . 21 5 . 62 24 11 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 14,666
Positions
504 8,780 144 5,073 591 0 7,271 3,429 126 130 940 0 1,418 656
Changes from: July 3, 2017 Total Change is: -5,585
191 -1,911 -522 -108 0 0 -4,354 -1,250 -991 0 -296 0 199 -615
Percent of Open Interest Represented by Each Category of Trader
3.4 59.9 1.0 34.6 4.0 0.0 49.6 23.4 0.9 0.9 6.4 0.0 9.7 4.5
Number of Traders in Each Category Total Traders: 31
. . . . . 0 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 58,499
Positions
1,282 27,393 0 3,223 10,027 0 46,215 14,451 464 1,129 1,428 0 6,186 4,736
Changes from: July 3, 2017 Total Change is: 939
8 2,066 0 694 -142 0 111 -1,134 322 307 -386 0 -503 213
Percent of Open Interest Represented by Each Category of Trader
2.2 46.8 0.0 5.5 17.1 0.0 79.0 24.7 0.8 1.9 2.4 0.0 10.6 8.1
Number of Traders in Each Category Total Traders: 91
. 10 0 10 . 0 32 20 . 6 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 20,164
Positions
4,231 11,894 4,029 1,514 764 0 9,332 2,148 97 0 200 0 961 1,032
Changes from: July 3, 2017 Total Change is: -6,591
2,493 -5,508 -386 815 20 0 -8,475 -648 -81 -821 0 0 -136 12
Percent of Open Interest Represented by Each Category of Trader
21.0 59.0 20.0 7.5 3.8 0.0 46.3 10.7 0.5 0.0 1.0 0.0 4.8 5.1
Number of Traders in Each Category Total Traders: 28
4 . . 5 . 0 10 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 65,326
Positions
7,427 40,260 1,263 12,359 521 933 30,284 7,920 2,965 1,300 1,924 256 8,539 9,285
Changes from: July 3, 2017 Total Change is: -2,659
-115 -2,936 27 498 -52 6 -2,676 210 18 -58 572 22 -382 -526
Percent of Open Interest Represented by Each Category of Trader
11.4 61.6 1.9 18.9 0.8 1.4 46.4 12.1 4.5 2.0 2.9 0.4 13.1 14.2
Number of Traders in Each Category Total Traders: 109
11 23 5 16 . . 31 16 9 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 130,652
Positions
14,854 80,520 2,527 24,717 1,041 1,865 60,569 15,841 5,931 2,601 3,847 511 17,078 18,569
Changes from: July 3, 2017 Total Change is: -5,318
-229 -5,872 55 996 -104 12 -5,353 420 37 -115 1,143 44 -764 -1,052
Percent of Open Interest Represented by Each Category of Trader
11.4 61.6 1.9 18.9 0.8 1.4 46.4 12.1 4.5 2.0 2.9 0.4 13.1 14.2
Number of Traders in Each Category Total Traders: 109
11 23 5 16 . . 31 16 9 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 748,645
Positions
36,572 135,699 15,115 299,955 164,433 75,435 74,594 96,774 105,233 26,999 42,310 23,548 91,195 90,098
Changes from: July 3, 2017 Total Change is: -683
-5,293 6,698 234 4,090 -8,117 2,469 1,478 174 -1,636 -2,735 382 -974 1,684 87
Percent of Open Interest Represented by Each Category of Trader
4.9 18.1 2.0 40.1 22.0 10.1 10.0 12.9 14.1 3.6 5.7 3.1 12.2 12.0
Number of Traders in Each Category Total Traders: 673
35 39 37 118 90 97 88 127 127 97 79 93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 85,052
Positions
3,591 20,096 3,536 11,765 13,178 5,387 4,180 2,335 18,227 2,570 539 3,040 32,755 18,713
Changes from: July 3, 2017 Total Change is: 674
-65 1,813 -94 66 1,109 93 -119 -340 -925 -34 195 -779 2,531 -398
Percent of Open Interest Represented by Each Category of Trader
4.2 23.6 4.2 13.8 15.5 6.3 4.9 2.7 21.4 3.0 0.6 3.6 38.5 22.0
Number of Traders in Each Category Total Traders: 66
4 11 6 7 5 . 12 14 25 8 5 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 3,317,966
Positions
172,676 585,787 50,123 1,444,310 759,638 346,876 362,923 483,049 424,174 124,453 211,158 100,234 292,198 356,927
Changes from: July 3, 2017 Total Change is: -6,784
-23,544 27,021 -954 20,430 -45,822 11,571 8,634 3,222 -4,207 -12,548 1,894 -1,930 -4,235 2,421
Percent of Open Interest Represented by Each Category of Trader
5.2 17.7 1.5 43.5 22.9 10.5 10.9 14.6 12.8 3.8 6.4 3.0 8.8 10.8
Number of Traders in Each Category Total Traders: 654
35 37 36 117 87 95 85 123 120 93 77 88
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 21,053
Positions
4,117 19,282 0 8,977 697 368 4,273 0 0 270 0 0 3,048 706
Changes from: July 3, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.6 91.6 0.0 42.6 3.3 1.7 20.3 0.0 0.0 1.3 0.0 0.0 14.5 3.4
Number of Traders in Each Category Total Traders: 20
. 6 0 6 . . . 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874E Open Interest is 15,504
Positions
1,857 13,279 0 1,341 663 131 9,708 288 522 0 0 0 1,945 621
Changes from: July 3, 2017 Total Change is: 21
825 273 0 0 227 0 -820 77 -77 0 -378 0 93 -101
Percent of Open Interest Represented by Each Category of Trader
12.0 85.6 0.0 8.6 4.3 0.8 62.6 1.9 3.4 0.0 0.0 0.0 12.5 4.0
Number of Traders in Each Category Total Traders: 21
4 6 0 . . . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 92,890
Positions
4,405 40,004 519 45,678 39,839 3,915 25,665 3,856 776 0 280 0 11,932 3,701
Changes from: July 3, 2017 Total Change is: -1,551
-95 -2,475 27 -256 273 -86 33 979 -431 0 0 0 -743 162
Percent of Open Interest Represented by Each Category of Trader
4.7 43.1 0.6 49.2 42.9 4.2 27.6 4.2 0.8 0.0 0.3 0.0 12.8 4.0
Number of Traders in Each Category Total Traders: 82
4 12 . 27 16 14 18 4 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 58,404
Positions
9,069 16,958 1,053 14,497 8,043 1,065 20,830 16,732 2,382 2,045 3,404 640 6,823 8,127
Changes from: July 3, 2017 Total Change is: -3,314
1,720 -2,075 -25 -628 157 -134 -2,235 -1,452 -53 -716 -344 -178 -1,066 789
Percent of Open Interest Represented by Each Category of Trader
15.5 29.0 1.8 24.8 13.8 1.8 35.7 28.6 4.1 3.5 5.8 1.1 11.7 13.9
Number of Traders in Each Category Total Traders: 261
16 25 8 43 23 13 43 61 28 16 34 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 292,021
Positions
45,344 84,789 5,263 72,486 40,217 5,325 104,152 83,662 11,911 10,223 17,018 3,200 34,117 40,635
Changes from: July 3, 2017 Total Change is: -16,571
8,602 -10,375 -124 -3,142 787 -670 -11,173 -7,261 -264 -3,581 -1,720 -889 -5,329 3,947
Percent of Open Interest Represented by Each Category of Trader
15.5 29.0 1.8 24.8 13.8 1.8 35.7 28.6 4.1 3.5 5.8 1.1 11.7 13.9
Number of Traders in Each Category Total Traders: 261
16 25 8 43 23 13 43 61 28 16 34 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 571,600
Positions
57,232 102,721 4,094 237,048 192,211 44,965 169,835 182,549 16,548 13,114 7,383 352 28,412 20,776
Changes from: July 3, 2017 Total Change is: -1,210
2,257 -7,587 461 10,327 1,246 849 -6,624 2,932 2,811 -8,862 -1,232 43 -2,472 -734
Percent of Open Interest Represented by Each Category of Trader
10.0 18.0 0.7 41.5 33.6 7.9 29.7 31.9 2.9 2.3 1.3 0.1 5.0 3.6
Number of Traders in Each Category Total Traders: 309
25 21 5 67 48 35 52 66 28 16 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 36,551
Positions
1,148 18,323 0 15,519 1,268 492 6,337 2,638 95 4,848 10,633 0 8,112 3,102
Changes from: July 3, 2017 Total Change is: 108
17 0 0 -42 786 29 -467 -717 0 690 -200 0 -119 210
Percent of Open Interest Represented by Each Category of Trader
3.1 50.1 0.0 42.5 3.5 1.3 17.3 7.2 0.3 13.3 29.1 0.0 22.2 8.5
Number of Traders in Each Category Total Traders: 44
. . 0 17 . 4 6 6 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 69,592
Positions
13,195 3,522 1,213 25,308 11,105 1,791 16,908 9,728 258 784 1,152 0 10,135 40,823
Changes from: July 3, 2017 Total Change is: 2,155
1,440 686 562 -534 1,126 444 2,170 -3,960 66 -634 0 -103 -1,256 3,334
Percent of Open Interest Represented by Each Category of Trader
19.0 5.1 1.7 36.4 16.0 2.6 24.3 14.0 0.4 1.1 1.7 0.0 14.6 58.7
Number of Traders in Each Category Total Traders: 76
15 6 . 13 5 5 19 14 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 319,564
Positions
42,562 198,283 2,809 193,191 74,460 14,396 41,451 8,858 14,212 2,573 1,115 0 8,370 5,431
Changes from: July 3, 2017 Total Change is: 9,645
-91 1,791 -443 6,667 -67 1,111 -2,117 3,475 2,795 268 10 0 1,455 973
Percent of Open Interest Represented by Each Category of Trader
13.3 62.0 0.9 60.5 23.3 4.5 13.0 2.8 4.4 0.8 0.3 0.0 2.6 1.7
Number of Traders in Each Category Total Traders: 144
11 10 4 53 25 22 30 8 11 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,032,098
Positions
26,932 762,547 5,037 645,252 112,324 64,206 179,265 38,310 29,591 56,537 13,410 834 24,444 5,839
Changes from: July 3, 2017 Total Change is: 31,185
-2,838 14,944 -18 16,912 2,047 8,277 712 7,792 1,048 6,218 -38 -67 941 -2,800
Percent of Open Interest Represented by Each Category of Trader
2.6 73.9 0.5 62.5 10.9 6.2 17.4 3.7 2.9 5.5 1.3 0.1 2.4 0.6
Number of Traders in Each Category Total Traders: 359
24 22 7 118 40 51 68 25 17 49 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 86,082
Positions
19,266 31,475 54,114 6,195 0 5 5,862 0 458 158 30 0 24 0
Changes from: July 3, 2017 Total Change is: 3,671
465 1,263 2,808 0 0 0 800 0 -400 0 0 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
22.4 36.6 62.9 7.2 0.0 0.0 6.8 0.0 0.5 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 11 9 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 923,233
Positions
8,605 48,195 23,876 294,890 168,379 156,213 102,816 144,096 123,313 12,224 36,420 44,009 157,289 178,734
Changes from: July 3, 2017 Total Change is: 2,796
483 -12,025 3,735 13,146 15,108 -214 -6,899 -20,454 5,732 2,045 9,740 5,390 -20,623 -4,216
Percent of Open Interest Represented by Each Category of Trader
0.9 5.2 2.6 31.9 18.2 16.9 11.1 15.6 13.4 1.3 3.9 4.8 17.0 19.4
Number of Traders in Each Category Total Traders: 183
8 15 14 46 30 42 36 28 47 9 11 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 785,705
Positions
0 158,976 1,693 427,159 46,978 115,624 68,394 325,652 21,787 39,108 16,680 1,678 110,262 96,638
Changes from: July 3, 2017 Total Change is: -9,976
-3,075 -14,136 -275 -3,820 -257 10,878 -8,592 -711 3,108 662 -9,664 -1 -8,860 1,082
Percent of Open Interest Represented by Each Category of Trader
0.0 20.2 0.2 54.4 6.0 14.7 8.7 41.4 2.8 5.0 2.1 0.2 14.0 12.3
Number of Traders in Each Category Total Traders: 115
0 13 . 46 10 31 14 23 13 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 1,343,299
Positions
48,984 90,721 5,165 440,747 232,408 176,358 312,945 301,628 42,115 191,914 324,289 6,143 118,929 164,472
Changes from: July 3, 2017 Total Change is: -31,296
-26,375 -4,502 -1,542 17,287 16,419 -17,164 3,176 -11,906 -8,332 3,347 -3,163 1,928 -3,621 -3,035
Percent of Open Interest Represented by Each Category of Trader
3.6 6.8 0.4 32.8 17.3 13.1 23.3 22.5 3.1 14.3 24.1 0.5 8.9 12.2
Number of Traders in Each Category Total Traders: 252
10 18 6 51 39 46 39 46 35 20 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 3,788,669
Positions
109,899 193,054 188,074 1,146,043 963,230 583,223 544,615 523,613 460,214 289,336 204,276 100,433 366,831 572,552
Changes from: July 3, 2017 Total Change is: 100,067
-14,316 -21,030 28,709 54,162 23,407 34,326 -38,373 -50,363 59,018 -18,570 -1,438 17,250 -22,138 10,189
Percent of Open Interest Represented by Each Category of Trader
2.9 5.1 5.0 30.2 25.4 15.4 14.4 13.8 12.1 7.6 5.4 2.7 9.7 15.1
Number of Traders in Each Category Total Traders: 413
23 41 48 58 86 82 57 79 87 26 43 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 392,852
Positions
11,642 9,080 4,037 92,840 172,919 26,682 149,778 38,478 10,559 9,947 6,629 0 87,367 124,468
Changes from: July 3, 2017 Total Change is: -3,043
-3,520 -8,404 253 10,628 1,589 1,728 -7,878 3,465 -1,669 -2,543 -2,000 0 -42 1,995
Percent of Open Interest Represented by Each Category of Trader
3.0 2.3 1.0 23.6 44.0 6.8 38.1 9.8 2.7 2.5 1.7 0.0 22.2 31.7
Number of Traders in Each Category Total Traders: 61
. . . 11 23 24 10 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 3,179,671
Positions
67,596 300,606 70,769 1,698,355 706,711 418,569 264,645 804,764 199,205 169,916 254,117 33,389 257,227 391,542
Changes from: July 3, 2017 Total Change is: -78,848
3,920 14,064 -17,658 -33,133 25,029 2,521 -49,882 -132,266 31,120 5,339 -4,591 -586 -20,490 3,519
Percent of Open Interest Represented by Each Category of Trader
2.1 9.5 2.2 53.4 22.2 13.2 8.3 25.3 6.3 5.3 8.0 1.1 8.1 12.3
Number of Traders in Each Category Total Traders: 305
13 32 21 57 51 64 47 56 60 12 37 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 1,582,295
Positions
388,656 172,607 496,527 12,619 26,402 14,791 195,969 279,908 345,437 22,560 119,524 69,271 36,465 57,829
Changes from: July 3, 2017 Total Change is: 12,284
3,165 23,537 13,741 0 6,841 -136 2,283 -4,459 780 4,406 -16,932 -7,347 -4,608 -3,741
Percent of Open Interest Represented by Each Category of Trader
24.6 10.9 31.4 0.8 1.7 0.9 12.4 17.7 21.8 1.4 7.6 4.4 2.3 3.7
Number of Traders in Each Category Total Traders: 152
18 37 48 . 7 . 11 49 49 7 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 is21,531,198
Positions
4,542,114 928,883 3,928,145 149,695 1,814,582 870,327 362,166 1,939,098 8,445,797 737,899 491,678 1,854,403 640,652 1,258,285
Changes from: July 3, 2017 Total Change is: -341,555
-85,794 -32,516 87,919 -70,207 -21,787 -41,853 -9,448 -47,267 -284,284 61,792 -43,538 44,385 -44,065 -2,614
Percent of Open Interest Represented by Each Category of Trader
21.1 4.3 18.2 0.7 8.4 4.0 1.7 9.0 39.2 3.4 2.3 8.6 3.0 5.8
Number of Traders in Each Category Total Traders: 333
31 47 68 7 38 35 38 106 114 14 42 48
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 29,615
Positions
4,320 4,818 0 292 13,308 90 16,540 7,223 0 8,263 4,030 39 71 107
Changes from: July 3, 2017 Total Change is: 305
-777 16 0 -17 -349 -4 712 646 0 364 0 0 27 -4
Percent of Open Interest Represented by Each Category of Trader
14.6 16.3 0.0 1.0 44.9 0.3 55.9 24.4 0.0 27.9 13.6 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 48
. 6 0 . 12 . 6 10 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 22,873
Positions
9,499 901 0 608 8,011 98 12,275 9,704 0 341 4,067 13 39 79
Changes from: July 3, 2017 Total Change is: 80
-210 -55 0 -189 -185 -2 324 335 0 157 -57 13 -13 31
Percent of Open Interest Represented by Each Category of Trader
41.5 3.9 0.0 2.7 35.0 0.4 53.7 42.4 0.0 1.5 17.8 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 32
4 . 0 . 5 . 6 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 53,219
Positions
399 18,886 0 11,088 5,740 568 20,174 17,468 2,944 10,386 4,609 41 7,619 2,964
Changes from: July 3, 2017 Total Change is: 2,400
-2 -57 0 317 181 4 8,794 -167 -285 -5,932 2,986 4 -499 -265
Percent of Open Interest Represented by Each Category of Trader
0.7 35.5 0.0 20.8 10.8 1.1 37.9 32.8 5.5 19.5 8.7 0.1 14.3 5.6
Number of Traders in Each Category Total Traders: 139
4 . 0 8 6 . 30 37 17 39 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 576,528
Positions
108,037 42,540 30,418 58,638 43,223 74,937 102,567 190,412 126,750 21,521 12,180 23,004 30,656 33,064
Changes from: July 3, 2017 Total Change is: 13,837
-2,679 3,877 8,028 3,259 1,594 -783 -2,891 -15,199 19,141 -2,865 1,835 -3,532 -3,841 -1,124
Percent of Open Interest Represented by Each Category of Trader
18.7 7.4 5.3 10.2 7.5 13.0 17.8 33.0 22.0 3.7 2.1 4.0 5.3 5.7
Number of Traders in Each Category Total Traders: 251
21 5 20 21 21 15 60 65 63 24 20 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 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 44,922
Positions
61 52 0 36,489 1,729 0 3,220 42,382 256 4,645 177 210 41 116
Changes from: July 3, 2017 Total Change is: -7,037
0 -2,394 0 -6,893 62 0 -129 -4,713 0 0 -2 0 -15 10
Percent of Open Interest Represented by Each Category of Trader
0.1 0.1 0.0 81.2 3.8 0.0 7.2 94.3 0.6 10.3 0.4 0.5 0.1 0.3
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 5 12 . 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 11, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,394
Positions
3,170 8,286 0 10,422 158 282 450 5,844 352 218 0 0 500 472
Changes from: July 3, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
20.6 53.8 0.0 67.7 1.0 1.8 2.9 38.0 2.3 1.4 0.0 0.0 3.2 3.1
Number of Traders in Each Category Total Traders: 20
. . 0 8 . . . 5 . . 0 0
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Updated July 14, 2017