Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 206,910
Positions
22,805 76,342 9,144 32,856 6,566 7,264 50,971 47,251 26,192 13,057 2,719 2,966 41,657 28,467
Changes from: July 11, 2017 Total Change is: 16,514
-2,876 14,469 292 1,113 -6,761 2,941 12,029 -1,271 3,796 -1,712 474 500 431 2,073
Percent of Open Interest Represented by Each Category of Trader
11.0 36.9 4.4 15.9 3.2 3.5 24.6 22.8 12.7 6.3 1.3 1.4 20.1 13.8
Number of Traders in Each Category Total Traders: 100
6 8 8 11 6 7 30 22 23 8 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 44,490
Positions
3,366 9,237 645 4,496 2,987 0 18,027 14,555 1,595 0 1,560 0 16,361 13,911
Changes from: July 11, 2017 Total Change is: 5,364
209 -295 109 1,889 52 0 2,559 7,146 -70 0 0 0 667 -1,578
Percent of Open Interest Represented by Each Category of Trader
7.6 20.8 1.5 10.1 6.7 0.0 40.5 32.7 3.6 0.0 3.5 0.0 36.8 31.3
Number of Traders in Each Category Total Traders: 42
4 5 . . . 0 14 12 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 238,494
Positions
70,570 33,138 12,899 19,015 70,728 5,738 39,077 42,631 26,563 26,665 10,670 4,011 33,957 32,117
Changes from: July 11, 2017 Total Change is: 11,936
800 6,144 952 1,386 582 1,700 2,411 -1,426 1,822 -234 -58 108 2,991 2,111
Percent of Open Interest Represented by Each Category of Trader
29.6 13.9 5.4 8.0 29.7 2.4 16.4 17.9 11.1 11.2 4.5 1.7 14.2 13.5
Number of Traders in Each Category Total Traders: 118
8 9 10 14 20 9 30 25 29 7 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 285,036
Positions
128,478 14,254 11,514 22,557 60,428 6,188 33,904 120,649 22,801 36,150 4,682 3,305 20,138 41,215
Changes from: July 11, 2017 Total Change is: 7,935
14,661 -191 -1,185 39 881 -813 -3,552 10,944 -1,089 989 -374 -547 -569 309
Percent of Open Interest Represented by Each Category of Trader
45.1 5.0 4.0 7.9 21.2 2.2 11.9 42.3 8.0 12.7 1.6 1.2 7.1 14.5
Number of Traders in Each Category Total Traders: 121
9 6 7 14 18 11 27 36 23 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 529,449
Positions
41,013 145,755 22,433 182,340 79,563 23,813 73,947 64,589 60,230 31,113 62,692 7,979 86,580 62,394
Changes from: July 11, 2017 Total Change is: 21,817
-2,543 6,818 2,238 3,309 1,813 3,754 4,593 -4,177 8,721 -1,026 2,686 1,012 1,759 -1,048
Percent of Open Interest Represented by Each Category of Trader
7.7 27.5 4.2 34.4 15.0 4.5 14.0 12.2 11.4 5.9 11.8 1.5 16.4 11.8
Number of Traders in Each Category Total Traders: 261
13 18 17 54 34 41 42 40 33 35 24 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 144,092
Positions
3,075 56,436 8,730 5,644 13,295 4,489 64,807 11,975 15,723 1,330 3,106 2,894 37,400 27,444
Changes from: July 11, 2017 Total Change is: 29,060
-161 19,829 2,063 -1,609 2,715 748 12,508 -2,693 5,250 238 -3,915 1,166 8,858 3,897
Percent of Open Interest Represented by Each Category of Trader
2.1 39.2 6.1 3.9 9.2 3.1 45.0 8.3 10.9 0.9 2.2 2.0 26.0 19.0
Number of Traders in Each Category Total Traders: 99
5 9 9 7 13 6 40 16 18 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 39,754
Positions
6,169 22,731 1 8,157 219 0 24,151 12,751 12 0 2,955 0 1,264 1,085
Changes from: July 11, 2017 Total Change is: 3,810
-1 -80 0 281 219 0 3,732 3,711 -78 0 2 0 -124 36
Percent of Open Interest Represented by Each Category of Trader
15.5 57.2 0.0 20.5 0.6 0.0 60.8 32.1 0.0 0.0 7.4 0.0 3.2 2.7
Number of Traders in Each Category Total Traders: 33
. 5 . . . 0 14 5 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 210,083
Positions
10,983 157,133 157 48,952 3,832 373 132,661 30,915 4,836 3,207 9,523 0 8,913 3,313
Changes from: July 11, 2017 Total Change is: -3,496
-7,221 3,811 -132 -3,713 466 -64 4,822 -9,776 2,340 581 202 -11 -98 -332
Percent of Open Interest Represented by Each Category of Trader
5.2 74.8 0.1 23.3 1.8 0.2 63.1 14.7 2.3 1.5 4.5 0.0 4.2 1.6
Number of Traders in Each Category Total Traders: 149
4 9 . 20 5 . 61 21 11 15 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 20,342
Positions
0 9,998 731 5,205 235 0 12,328 7,789 184 130 920 0 1,764 485
Changes from: July 11, 2017 Total Change is: 5,676
-504 1,218 587 132 -356 0 5,057 4,360 58 0 -20 0 346 -171
Percent of Open Interest Represented by Each Category of Trader
0.0 49.1 3.6 25.6 1.2 0.0 60.6 38.3 0.9 0.6 4.5 0.0 8.7 2.4
Number of Traders in Each Category Total Traders: 32
0 . . . . 0 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 57,496
Positions
1,348 33,086 80 3,397 10,033 0 45,287 8,381 324 819 1,490 0 6,241 4,102
Changes from: July 11, 2017 Total Change is: -1,003
66 5,693 80 174 6 0 -928 -6,070 -140 -310 62 0 55 -634
Percent of Open Interest Represented by Each Category of Trader
2.3 57.5 0.1 5.9 17.4 0.0 78.8 14.6 0.6 1.4 2.6 0.0 10.9 7.1
Number of Traders in Each Category Total Traders: 93
. 10 . 11 . 0 40 14 5 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 19,639
Positions
6,034 11,644 3,672 1,685 596 0 7,205 2,301 62 0 420 0 981 944
Changes from: July 11, 2017 Total Change is: -525
1,803 -250 -357 171 -168 0 -2,127 153 -35 0 220 0 20 -88
Percent of Open Interest Represented by Each Category of Trader
30.7 59.3 18.7 8.6 3.0 0.0 36.7 11.7 0.3 0.0 2.1 0.0 5.0 4.8
Number of Traders in Each Category Total Traders: 31
4 . . 6 . 0 10 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 65,193
Positions
7,739 39,144 1,222 11,865 665 910 30,978 9,395 3,286 1,127 1,430 188 7,879 8,953
Changes from: July 11, 2017 Total Change is: -133
312 -1,116 -42 -494 144 -23 694 1,475 321 -173 -494 -68 -660 -331
Percent of Open Interest Represented by Each Category of Trader
11.9 60.0 1.9 18.2 1.0 1.4 47.5 14.4 5.0 1.7 2.2 0.3 12.1 13.7
Number of Traders in Each Category Total Traders: 118
12 24 5 16 . . 32 22 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 130,386
Positions
15,477 78,288 2,443 23,729 1,329 1,820 61,956 18,791 6,573 2,254 2,860 376 15,758 17,907
Changes from: July 11, 2017 Total Change is: -266
623 -2,232 -83 -988 288 -45 1,387 2,950 642 -347 -987 -136 -1,320 -663
Percent of Open Interest Represented by Each Category of Trader
11.9 60.0 1.9 18.2 1.0 1.4 47.5 14.4 5.0 1.7 2.2 0.3 12.1 13.7
Number of Traders in Each Category Total Traders: 118
12 24 5 16 . . 32 22 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 788,641
Positions
45,463 139,109 21,257 304,918 165,785 72,054 82,462 106,328 120,773 24,804 39,443 24,325 92,585 99,569
Changes from: July 11, 2017 Total Change is: 39,996
8,891 3,410 6,142 4,964 1,352 -3,381 7,868 9,554 15,540 -2,195 -2,867 777 1,391 9,470
Percent of Open Interest Represented by Each Category of Trader
5.8 17.6 2.7 38.7 21.0 9.1 10.5 13.5 15.3 3.1 5.0 3.1 11.7 12.6
Number of Traders in Each Category Total Traders: 680
31 44 39 129 92 104 86 135 128 89 74 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 101,158
Positions
5,234 21,131 6,143 11,819 15,067 6,691 5,588 3,649 24,250 2,588 339 4,073 34,773 19,816
Changes from: July 11, 2017 Total Change is: 16,106
1,643 1,035 2,606 54 1,889 1,304 1,407 1,314 6,023 17 -201 1,033 2,019 1,103
Percent of Open Interest Represented by Each Category of Trader
5.2 20.9 6.1 11.7 14.9 6.6 5.5 3.6 24.0 2.6 0.3 4.0 34.4 19.6
Number of Traders in Each Category Total Traders: 69
4 11 8 7 5 . 10 18 27 9 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,437,416
Positions
213,773 602,519 62,943 1,468,509 756,603 323,801 402,211 531,229 464,778 112,207 196,643 100,135 289,058 398,766
Changes from: July 11, 2017 Total Change is: 119,450
41,097 16,732 12,820 24,200 -3,035 -23,075 39,288 48,180 40,604 -12,246 -14,515 -99 -3,140 41,838
Percent of Open Interest Represented by Each Category of Trader
6.2 17.5 1.8 42.7 22.0 9.4 11.7 15.5 13.5 3.3 5.7 2.9 8.4 11.6
Number of Traders in Each Category Total Traders: 661
30 44 37 128 90 102 84 129 120 84 72 83
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 23,406
Positions
4,117 21,983 0 8,975 229 440 6,446 0 0 270 0 0 3,158 754
Changes from: July 11, 2017 Total Change is: 2,353
0 2,701 0 -2 -468 72 2,173 0 0 0 0 0 110 48
Percent of Open Interest Represented by Each Category of Trader
17.6 93.9 0.0 38.3 1.0 1.9 27.5 0.0 0.0 1.2 0.0 0.0 13.5 3.2
Number of Traders in Each Category Total Traders: 20
. 6 0 6 . . 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 15,167
Positions
1,857 12,969 0 1,341 663 131 9,231 288 522 0 0 0 2,085 594
Changes from: July 11, 2017 Total Change is: -337
0 -310 0 0 0 0 -477 0 0 0 0 0 140 -27
Percent of Open Interest Represented by Each Category of Trader
12.2 85.5 0.0 8.8 4.4 0.9 60.9 1.9 3.4 0.0 0.0 0.0 13.7 3.9
Number of Traders in Each Category Total Traders: 22
4 7 0 . . . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 91,877
Positions
5,031 38,397 538 43,068 39,469 4,210 25,587 4,049 1,242 0 280 0 12,201 3,692
Changes from: July 11, 2017 Total Change is: -1,013
626 -1,607 19 -2,610 -370 295 -78 193 466 0 0 0 269 -9
Percent of Open Interest Represented by Each Category of Trader
5.5 41.8 0.6 46.9 43.0 4.6 27.8 4.4 1.4 0.0 0.3 0.0 13.3 4.0
Number of Traders in Each Category Total Traders: 83
4 11 . 26 17 16 18 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 59,501
Positions
7,143 16,479 1,401 14,760 8,188 1,024 23,024 16,947 2,741 1,895 3,649 752 6,761 8,320
Changes from: July 11, 2017 Total Change is: 1,096
-1,926 -478 348 262 144 -41 2,193 214 358 -150 245 112 -62 193
Percent of Open Interest Represented by Each Category of Trader
12.0 27.7 2.4 24.8 13.8 1.7 38.7 28.5 4.6 3.2 6.1 1.3 11.4 14.0
Number of Traders in Each Category Total Traders: 270
14 25 7 46 23 17 45 66 28 16 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 297,503
Positions
35,716 82,397 7,003 73,798 40,939 5,122 115,119 84,734 13,704 9,475 18,245 3,760 33,806 41,598
Changes from: July 11, 2017 Total Change is: 5,482
-9,628 -2,392 1,740 1,312 722 -203 10,967 1,072 1,792 -748 1,227 560 -311 963
Percent of Open Interest Represented by Each Category of Trader
12.0 27.7 2.4 24.8 13.8 1.7 38.7 28.5 4.6 3.2 6.1 1.3 11.4 14.0
Number of Traders in Each Category Total Traders: 270
14 25 7 46 23 17 45 66 28 16 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 562,237
Positions
56,489 97,455 4,019 229,677 194,907 42,701 172,809 180,883 16,140 12,967 6,079 380 27,054 19,673
Changes from: July 11, 2017 Total Change is: -9,363
-743 -5,266 -75 -7,371 2,696 -2,264 2,974 -1,666 -408 -147 -1,304 28 -1,357 -1,103
Percent of Open Interest Represented by Each Category of Trader
10.0 17.3 0.7 40.9 34.7 7.6 30.7 32.2 2.9 2.3 1.1 0.1 4.8 3.5
Number of Traders in Each Category Total Traders: 308
25 20 4 64 49 35 57 63 30 15 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 36,265
Positions
1,168 18,323 0 14,926 1,028 455 6,908 2,348 97 4,685 10,632 0 8,026 3,382
Changes from: July 11, 2017 Total Change is: -286
20 0 0 -593 -240 -37 571 -290 2 -163 -1 0 -86 280
Percent of Open Interest Represented by Each Category of Trader
3.2 50.5 0.0 41.2 2.8 1.3 19.0 6.5 0.3 12.9 29.3 0.0 22.1 9.3
Number of Traders in Each Category Total Traders: 43
. . 0 16 . . 8 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 58,755
Positions
15,130 2,969 1,278 15,549 5,254 1,818 13,089 7,937 1,301 1,002 1,152 0 9,588 37,046
Changes from: July 11, 2017 Total Change is: -10,837
1,935 -553 65 -9,759 -5,851 27 -3,819 -1,791 1,043 218 0 0 -547 -3,777
Percent of Open Interest Represented by Each Category of Trader
25.8 5.1 2.2 26.5 8.9 3.1 22.3 13.5 2.2 1.7 2.0 0.0 16.3 63.1
Number of Traders in Each Category Total Traders: 80
18 5 4 14 4 5 17 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 325,307
Positions
48,295 201,223 3,005 192,778 73,670 14,561 42,351 12,661 13,718 2,573 1,080 0 8,026 5,389
Changes from: July 11, 2017 Total Change is: 5,743
5,733 2,940 196 -413 -790 165 900 3,803 -494 0 -35 0 -344 -42
Percent of Open Interest Represented by Each Category of Trader
14.8 61.9 0.9 59.3 22.6 4.5 13.0 3.9 4.2 0.8 0.3 0.0 2.5 1.7
Number of Traders in Each Category Total Traders: 153
13 10 4 55 26 21 33 9 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,054,348
Positions
26,251 795,298 5,120 659,522 107,981 64,958 186,766 29,324 30,224 56,777 13,479 723 24,007 7,241
Changes from: July 11, 2017 Total Change is: 22,250
-681 32,750 83 14,270 -4,343 752 7,501 -8,986 633 240 69 -111 -437 1,402
Percent of Open Interest Represented by Each Category of Trader
2.5 75.4 0.5 62.6 10.2 6.2 17.7 2.8 2.9 5.4 1.3 0.1 2.3 0.7
Number of Traders in Each Category Total Traders: 359
26 21 7 123 39 56 70 21 17 47 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 87,225
Positions
19,808 32,015 54,717 6,195 0 5 5,862 0 458 158 30 0 22 0
Changes from: July 11, 2017 Total Change is: 1,143
542 540 603 0 0 0 0 0 0 0 0 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
22.7 36.7 62.7 7.1 0.0 0.0 6.7 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 18, 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 903,689
Positions
8,913 37,347 22,187 294,461 159,907 152,569 99,347 138,565 111,204 9,549 44,936 43,753 161,706 193,221
Changes from: July 11, 2017 Total Change is: -19,544
308 -10,848 -1,689 -429 -8,471 -3,644 -3,469 -5,531 -12,108 -2,675 8,516 -256 4,418 14,488
Percent of Open Interest Represented by Each Category of Trader
1.0 4.1 2.5 32.6 17.7 16.9 11.0 15.3 12.3 1.1 5.0 4.8 17.9 21.4
Number of Traders in Each Category Total Traders: 169
8 13 13 45 25 37 29 30 45 6 13 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 794,728
Positions
0 165,663 857 435,929 40,340 118,208 70,668 342,013 21,715 36,117 16,093 1,812 109,422 88,027
Changes from: July 11, 2017 Total Change is: 9,023
0 6,687 -836 8,770 -6,638 2,584 2,274 16,362 -71 -2,991 -587 134 -841 -8,611
Percent of Open Interest Represented by Each Category of Trader
0.0 20.8 0.1 54.9 5.1 14.9 8.9 43.0 2.7 4.5 2.0 0.2 13.8 11.1
Number of Traders in Each Category Total Traders: 120
0 17 . 47 11 32 12 24 14 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,367,558
Positions
53,211 104,233 4,777 462,339 262,059 159,944 312,764 295,962 41,255 194,228 326,255 5,090 133,950 167,983
Changes from: July 11, 2017 Total Change is: 24,259
4,227 13,512 -388 21,592 29,651 -16,414 -180 -5,666 -860 2,314 1,966 -1,053 15,021 3,511
Percent of Open Interest Represented by Each Category of Trader
3.9 7.6 0.3 33.8 19.2 11.7 22.9 21.6 3.0 14.2 23.9 0.4 9.8 12.3
Number of Traders in Each Category Total Traders: 253
12 15 6 51 44 47 43 43 39 20 25 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,807,430
Positions
104,329 210,691 183,337 1,150,375 931,944 653,670 537,429 638,114 408,110 297,589 152,731 86,983 385,608 541,850
Changes from: July 11, 2017 Total Change is: 18,761
-5,570 17,637 -4,738 4,333 -31,285 70,447 -7,187 114,501 -52,104 8,253 -51,545 -13,450 18,778 -30,702
Percent of Open Interest Represented by Each Category of Trader
2.7 5.5 4.8 30.2 24.5 17.2 14.1 16.8 10.7 7.8 4.0 2.3 10.1 14.2
Number of Traders in Each Category Total Traders: 410
21 46 46 59 90 86 62 73 84 25 34 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 390,710
Positions
9,375 5,473 5,064 97,858 171,492 27,109 142,478 41,049 13,593 12,081 6,629 0 83,152 120,301
Changes from: July 11, 2017 Total Change is: -2,142
-2,267 -3,607 1,027 5,018 -1,427 427 -7,300 2,571 3,034 2,134 0 0 -4,215 -4,167
Percent of Open Interest Represented by Each Category of Trader
2.4 1.4 1.3 25.0 43.9 6.9 36.5 10.5 3.5 3.1 1.7 0.0 21.3 30.8
Number of Traders in Each Category Total Traders: 64
. . . 12 24 26 11 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 3,174,839
Positions
60,777 313,075 56,804 1,697,936 756,491 410,116 263,555 779,230 198,979 171,434 242,144 31,041 284,197 386,960
Changes from: July 11, 2017 Total Change is: -4,832
-6,819 12,470 -13,965 -419 49,780 -8,453 -1,090 -25,534 -226 1,518 -11,973 -2,348 26,970 -4,582
Percent of Open Interest Represented by Each Category of Trader
1.9 9.9 1.8 53.5 23.8 12.9 8.3 24.5 6.3 5.4 7.6 1.0 9.0 12.2
Number of Traders in Each Category Total Traders: 301
10 33 22 54 54 66 44 59 61 15 32 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,637,043
Positions
399,227 209,012 506,892 12,619 29,667 16,834 203,880 278,811 350,296 38,272 108,383 70,354 38,669 66,793
Changes from: July 11, 2017 Total Change is: 54,748
10,571 36,405 10,365 0 3,265 2,043 7,911 -1,096 4,860 15,712 -11,141 1,083 2,203 8,964
Percent of Open Interest Represented by Each Category of Trader
24.4 12.8 31.0 0.8 1.8 1.0 12.5 17.0 21.4 2.3 6.6 4.3 2.4 4.1
Number of Traders in Each Category Total Traders: 153
19 39 47 . 8 . 14 45 46 6 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is20,696,862
Positions
4,360,660 953,960 3,777,379 135,021 1,887,243 864,363 536,412 1,897,714 7,751,529 808,955 516,528 1,748,874 713,668 1,299,273
Changes from: July 11, 2017 Total Change is: -834,336
-181,454 25,077 -150,767 -14,674 72,661 -5,964 174,246 -41,384 -694,268 71,056 24,850 -105,529 73,017 40,988
Percent of Open Interest Represented by Each Category of Trader
21.1 4.6 18.3 0.7 9.1 4.2 2.6 9.2 37.5 3.9 2.5 8.4 3.4 6.3
Number of Traders in Each Category Total Traders: 336
28 49 69 6 40 35 39 109 115 16 39 45
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 30,800
Positions
4,927 5,026 0 296 13,387 90 16,661 8,071 0 8,741 4,096 39 46 91
Changes from: July 11, 2017 Total Change is: 1,185
607 208 0 4 79 0 121 848 0 478 66 0 -25 -16
Percent of Open Interest Represented by Each Category of Trader
16.0 16.3 0.0 1.0 43.5 0.3 54.1 26.2 0.0 28.4 13.3 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 12 . 6 10 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 23,113
Positions
10,624 834 0 592 8,083 118 11,573 9,908 0 162 4,077 9 35 84
Changes from: July 11, 2017 Total Change is: 240
1,125 -67 0 -16 72 20 -702 204 0 -179 10 -4 -4 5
Percent of Open Interest Represented by Each Category of Trader
46.0 3.6 0.0 2.6 35.0 0.5 50.1 42.9 0.0 0.7 17.6 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 33
4 . 0 . 5 . 6 8 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,236
Positions
415 18,884 0 11,161 6,227 578 19,822 19,239 2,525 9,474 1,525 44 9,218 4,214
Changes from: July 11, 2017 Total Change is: 17
16 -2 0 73 487 10 -352 1,771 -419 -913 -3,083 3 1,599 1,251
Percent of Open Interest Represented by Each Category of Trader
0.8 35.5 0.0 21.0 11.7 1.1 37.2 36.1 4.7 17.8 2.9 0.1 17.3 7.9
Number of Traders in Each Category Total Traders: 140
4 . 0 9 6 . 27 39 18 42 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 617,557
Positions
123,399 51,493 34,174 74,034 45,933 66,921 141,501 247,304 98,230 22,786 17,427 21,052 35,460 35,023
Changes from: July 11, 2017 Total Change is: 41,029
15,362 8,953 3,756 15,396 2,710 -8,016 38,934 56,892 -28,520 1,265 5,247 -1,952 4,804 1,959
Percent of Open Interest Represented by Each Category of Trader
20.0 8.3 5.5 12.0 7.4 10.8 22.9 40.0 15.9 3.7 2.8 3.4 5.7 5.7
Number of Traders in Each Category Total Traders: 277
26 6 22 24 21 18 65 71 59 25 26 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 46,671
Positions
189 220 0 37,842 1,569 0 3,448 44,355 256 4,888 134 0 48 137
Changes from: July 11, 2017 Total Change is: 1,749
128 168 0 1,353 -160 0 228 1,973 0 243 -43 -210 7 21
Percent of Open Interest Represented by Each Category of Trader
0.4 0.5 0.0 81.1 3.4 0.0 7.4 95.0 0.5 10.5 0.3 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 40
. . 0 9 . 0 6 11 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 18, 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 15,687
Positions
3,170 8,286 0 10,416 158 282 454 6,021 637 218 0 0 510 303
Changes from: July 11, 2017 Total Change is: 293
0 0 0 -6 0 0 4 177 285 0 0 0 10 -169
Percent of Open Interest Represented by Each Category of Trader
20.2 52.8 0.0 66.4 1.0 1.8 2.9 38.4 4.1 1.4 0.0 0.0 3.3 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 8 . . . 5 . . 0 0
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Updated July 21, 2017