Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 233,660
Positions
19,376 107,707 11,978 38,859 5,801 8,703 69,740 34,941 30,774 5,355 4,388 3,528 45,346 25,838
Changes from: July 25, 2017 Total Change is: 15,738
-3,256 14,968 2,702 4,884 4 536 10,327 -3,383 3,183 -4,861 1,885 -301 2,524 -3,857
Percent of Open Interest Represented by Each Category of Trader
8.3 46.1 5.1 16.6 2.5 3.7 29.8 15.0 13.2 2.3 1.9 1.5 19.4 11.1
Number of Traders in Each Category Total Traders: 108
4 10 9 13 6 7 38 18 25 7 10 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 41,270
Positions
1,704 10,368 602 3,571 3,001 0 19,226 9,237 2,015 0 1,964 0 14,152 14,083
Changes from: July 25, 2017 Total Change is: -5,001
-853 -1,646 -15 -1,456 14 0 722 -4,083 547 0 404 0 -3,947 -222
Percent of Open Interest Represented by Each Category of Trader
4.1 25.1 1.5 8.7 7.3 0.0 46.6 22.4 4.9 0.0 4.8 0.0 34.3 34.1
Number of Traders in Each Category Total Traders: 37
. 5 . . . 0 13 10 9 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 267,041
Positions
71,239 26,960 15,169 19,425 70,117 8,649 47,455 61,863 39,031 26,547 10,176 4,208 35,319 30,869
Changes from: July 25, 2017 Total Change is: 25,972
2,390 611 904 -501 -95 2,817 6,418 8,269 11,406 292 50 143 2,102 1,866
Percent of Open Interest Represented by Each Category of Trader
26.7 10.1 5.7 7.3 26.3 3.2 17.8 23.2 14.6 9.9 3.8 1.6 13.2 11.6
Number of Traders in Each Category Total Traders: 124
9 8 11 15 20 10 38 25 31 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 284,802
Positions
114,412 25,744 12,288 22,455 52,930 7,812 34,135 113,602 29,375 38,869 4,586 3,830 21,625 34,635
Changes from: July 25, 2017 Total Change is: 11,983
-6,293 11,235 598 703 -5,709 914 10,059 4,535 4,552 2,060 628 401 -1,011 -5,171
Percent of Open Interest Represented by Each Category of Trader
40.2 9.0 4.3 7.9 18.6 2.7 12.0 39.9 10.3 13.6 1.6 1.3 7.6 12.2
Number of Traders in Each Category Total Traders: 128
8 7 6 14 18 11 34 39 25 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 571,784
Positions
53,734 149,998 29,031 179,835 83,034 31,012 67,201 58,415 86,373 25,053 56,456 11,998 87,547 65,468
Changes from: July 25, 2017 Total Change is: 27,912
3,809 2,698 3,871 -1,254 1,495 3,649 1,796 -1,068 17,178 -5,350 -3,529 2,871 1,342 748
Percent of Open Interest Represented by Each Category of Trader
9.4 26.2 5.1 31.5 14.5 5.4 11.8 10.2 15.1 4.4 9.9 2.1 15.3 11.4
Number of Traders in Each Category Total Traders: 277
18 18 18 65 35 52 48 44 40 25 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,804
Positions
746 15,739 0 8,522 5,593 1,152 6,086 0 0 0 0 0 8,298 2,320
Changes from: July 25, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.0 63.5 0.0 34.4 22.5 4.6 24.5 0.0 0.0 0.0 0.0 0.0 33.5 9.4
Number of Traders in Each Category Total Traders: 20
. 4 0 5 4 5 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 168,608
Positions
4,751 71,780 8,769 5,066 13,494 5,390 80,612 20,011 19,777 500 3,933 3,551 40,193 21,903
Changes from: July 25, 2017 Total Change is: 6,270
1,182 5,674 43 -785 1,990 566 3,848 -767 1,321 -680 954 472 302 -3,982
Percent of Open Interest Represented by Each Category of Trader
2.8 42.6 5.2 3.0 8.0 3.2 47.8 11.9 11.7 0.3 2.3 2.1 23.8 13.0
Number of Traders in Each Category Total Traders: 103
8 8 10 5 14 5 42 19 22 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 34,937
Positions
5,413 22,737 1 7,814 0 0 20,429 7,987 0 126 2,892 0 1,154 1,320
Changes from: July 25, 2017 Total Change is: -2,536
-693 0 0 -538 -219 0 -1,254 -2,321 0 0 -150 0 -51 154
Percent of Open Interest Represented by Each Category of Trader
15.5 65.1 0.0 22.4 0.0 0.0 58.5 22.9 0.0 0.4 8.3 0.0 3.3 3.8
Number of Traders in Each Category Total Traders: 33
. 5 . 4 0 0 15 . 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 214,681
Positions
10,030 163,622 515 51,280 4,591 373 135,305 30,704 4,471 3,049 7,391 178 9,480 2,837
Changes from: July 25, 2017 Total Change is: 2,003
-759 3,903 136 1,788 -91 0 1,480 -950 -168 -58 -7 -349 -67 -472
Percent of Open Interest Represented by Each Category of Trader
4.7 76.2 0.2 23.9 2.1 0.2 63.0 14.3 2.1 1.4 3.4 0.1 4.4 1.3
Number of Traders in Each Category Total Traders: 153
. 8 . 20 6 . 66 24 7 14 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 31,824
Positions
541 9,822 5,759 5,225 200 0 16,811 13,462 350 980 1,120 0 2,158 1,111
Changes from: July 25, 2017 Total Change is: 6,731
0 933 2,970 26 -35 0 2,463 2,018 165 742 140 0 365 540
Percent of Open Interest Represented by Each Category of Trader
1.7 30.9 18.1 16.4 0.6 0.0 52.8 42.3 1.1 3.1 3.5 0.0 6.8 3.5
Number of Traders in Each Category Total Traders: 32
. . . . . 0 8 10 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 54,968
Positions
1,432 32,265 140 2,956 10,039 0 43,181 6,947 419 413 1,360 0 6,427 3,798
Changes from: July 25, 2017 Total Change is: 365
24 -23 -20 -122 0 0 304 364 397 -1 118 0 -217 -471
Percent of Open Interest Represented by Each Category of Trader
2.6 58.7 0.3 5.4 18.3 0.0 78.6 12.6 0.8 0.8 2.5 0.0 11.7 6.9
Number of Traders in Each Category Total Traders: 92
. 9 . 12 . 0 46 11 4 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 21,408
Positions
5,703 11,640 4,282 2,440 949 0 7,946 3,043 214 0 450 0 823 830
Changes from: July 25, 2017 Total Change is: 1,137
-196 -319 465 936 16 0 -81 920 121 0 0 0 -108 -66
Percent of Open Interest Represented by Each Category of Trader
26.6 54.4 20.0 11.4 4.4 0.0 37.1 14.2 1.0 0.0 2.1 0.0 3.8 3.9
Number of Traders in Each Category Total Traders: 34
4 . . 8 . 0 6 8 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 69,289
Positions
9,448 37,365 1,374 12,308 2,150 214 33,084 12,360 3,093 1,016 2,265 237 8,516 10,231
Changes from: July 25, 2017 Total Change is: 3,523
1,918 -1,484 140 587 1,220 -681 1,499 3,382 -105 -109 948 49 225 54
Percent of Open Interest Represented by Each Category of Trader
13.6 53.9 2.0 17.8 3.1 0.3 47.7 17.8 4.5 1.5 3.3 0.3 12.3 14.8
Number of Traders in Each Category Total Traders: 126
15 25 5 16 4 . 34 21 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 138,578
Positions
18,896 74,731 2,748 24,615 4,300 427 66,168 24,720 6,186 2,033 4,530 473 17,032 20,462
Changes from: July 25, 2017 Total Change is: 7,046
3,835 -2,968 281 1,173 2,439 -1,362 2,998 6,764 -210 -217 1,895 98 450 109
Percent of Open Interest Represented by Each Category of Trader
13.6 53.9 2.0 17.8 3.1 0.3 47.7 17.8 4.5 1.5 3.3 0.3 12.3 14.8
Number of Traders in Each Category Total Traders: 126
15 25 5 16 4 . 34 21 11 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 816,990
Positions
53,063 140,077 23,290 326,408 170,412 69,011 78,806 125,960 118,645 24,847 39,361 24,130 98,790 106,104
Changes from: July 25, 2017 Total Change is: 12,655
5,862 -8,854 356 7,846 -573 360 -5,240 12,888 818 529 2,342 1,290 836 4,028
Percent of Open Interest Represented by Each Category of Trader
6.5 17.1 2.9 40.0 20.9 8.4 9.6 15.4 14.5 3.0 4.8 3.0 12.1 13.0
Number of Traders in Each Category Total Traders: 691
39 39 41 130 98 110 90 148 133 83 64 77
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 103,385
Positions
6,032 24,391 5,017 11,693 14,760 7,549 5,812 5,157 20,892 2,677 600 3,329 40,385 21,690
Changes from: July 25, 2017 Total Change is: -1,578
961 578 -1,704 -153 -804 265 -1,277 -41 -1,166 10 402 -347 1,833 1,239
Percent of Open Interest Represented by Each Category of Trader
5.8 23.6 4.9 11.3 14.3 7.3 5.6 5.0 20.2 2.6 0.6 3.2 39.1 21.0
Number of Traders in Each Category Total Traders: 69
5 10 6 7 5 . 12 17 27 8 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,568,026
Positions
252,483 595,758 74,039 1,576,544 781,228 304,342 387,785 626,829 465,952 113,480 196,434 101,374 292,027 422,070
Changes from: July 25, 2017 Total Change is: 71,163
28,970 -42,691 5,830 40,143 1,307 321 -21,164 63,297 11,272 4,888 11,993 5,887 -4,985 13,947
Percent of Open Interest Represented by Each Category of Trader
7.1 16.7 2.1 44.2 21.9 8.5 10.9 17.6 13.1 3.2 5.5 2.8 8.2 11.8
Number of Traders in Each Category Total Traders: 672
38 39 39 129 96 108 86 143 124 79 62 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 28,629
Positions
4,356 26,698 0 9,034 736 422 11,215 0 0 270 0 0 3,332 773
Changes from: July 25, 2017 Total Change is: 3,365
742 3,084 0 -445 293 0 2,903 0 0 0 0 0 165 -12
Percent of Open Interest Represented by Each Category of Trader
15.2 93.3 0.0 31.6 2.6 1.5 39.2 0.0 0.0 0.9 0.0 0.0 11.6 2.7
Number of Traders in Each Category Total Traders: 22
. 6 0 5 . . 5 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 15,428
Positions
5,157 13,227 0 1,720 643 40 5,509 0 822 0 0 0 2,180 696
Changes from: July 25, 2017 Total Change is: 164
3,516 319 0 241 -142 0 -3,712 0 7 0 0 0 112 -20
Percent of Open Interest Represented by Each Category of Trader
33.4 85.7 0.0 11.1 4.2 0.3 35.7 0.0 5.3 0.0 0.0 0.0 14.1 4.5
Number of Traders in Each Category Total Traders: 20
. 7 0 . . . 7 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 22,429
Positions
15,093 10,993 0 3,527 10,219 280 1,443 0 0 0 0 0 2,086 937
Changes from: July 25, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
67.3 49.0 0.0 15.7 45.6 1.2 6.4 0.0 0.0 0.0 0.0 0.0 9.3 4.2
Number of Traders in Each Category Total Traders: 21
7 5 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 92,113
Positions
3,529 39,177 455 45,306 39,034 4,458 24,176 3,678 1,203 0 280 0 12,986 3,828
Changes from: July 25, 2017 Total Change is: -924
169 -606 16 -1,326 336 40 -1,157 -287 149 0 0 0 1,185 -572
Percent of Open Interest Represented by Each Category of Trader
3.8 42.5 0.5 49.2 42.4 4.8 26.2 4.0 1.3 0.0 0.3 0.0 14.1 4.2
Number of Traders in Each Category Total Traders: 82
. 13 . 25 18 16 15 7 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 61,298
Positions
9,195 18,227 1,293 12,636 7,909 1,287 24,413 17,682 2,379 2,129 3,288 747 7,220 8,486
Changes from: July 25, 2017 Total Change is: 1,027
1,080 -413 23 -621 -608 214 -659 1,584 354 106 -389 124 408 140
Percent of Open Interest Represented by Each Category of Trader
15.0 29.7 2.1 20.6 12.9 2.1 39.8 28.8 3.9 3.5 5.4 1.2 11.8 13.8
Number of Traders in Each Category Total Traders: 279
16 27 8 46 24 20 52 67 30 15 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 306,492
Positions
45,974 91,133 6,464 63,178 39,543 6,434 122,066 88,412 11,897 10,643 16,441 3,737 36,100 42,432
Changes from: July 25, 2017 Total Change is: 5,137
5,399 -2,067 115 -3,107 -3,041 1,068 -3,297 7,921 1,768 532 -1,946 620 2,039 699
Percent of Open Interest Represented by Each Category of Trader
15.0 29.7 2.1 20.6 12.9 2.1 39.8 28.8 3.9 3.5 5.4 1.2 11.8 13.8
Number of Traders in Each Category Total Traders: 279
16 27 8 46 24 20 52 67 30 15 32 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 576,088
Positions
65,211 91,875 4,806 235,934 192,181 42,284 173,099 203,507 16,989 12,363 6,067 471 24,931 17,907
Changes from: July 25, 2017 Total Change is: 4,277
5,246 -2,045 -167 -108 -587 458 -2,642 6,378 2,968 120 -669 14 -1,611 -2,073
Percent of Open Interest Represented by Each Category of Trader
11.3 15.9 0.8 41.0 33.4 7.3 30.0 35.3 2.9 2.1 1.1 0.1 4.3 3.1
Number of Traders in Each Category Total Traders: 321
22 23 5 66 50 35 60 74 29 13 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 35,634
Positions
905 18,323 0 14,604 992 553 6,803 2,434 97 3,358 10,586 0 9,314 2,649
Changes from: July 25, 2017 Total Change is: -267
-271 0 0 -748 -36 99 698 -339 0 -328 -47 0 283 56
Percent of Open Interest Represented by Each Category of Trader
2.5 51.4 0.0 41.0 2.8 1.6 19.1 6.8 0.3 9.4 29.7 0.0 26.1 7.4
Number of Traders in Each Category Total Traders: 44
. . 0 14 . 4 10 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 55,768
Positions
10,069 4,963 1,907 10,838 2,099 1,843 17,006 10,015 519 973 1,664 0 12,613 32,758
Changes from: July 25, 2017 Total Change is: -957
-1,517 669 662 -3,243 -596 -586 2,599 3,332 212 -72 273 0 988 -4,923
Percent of Open Interest Represented by Each Category of Trader
18.1 8.9 3.4 19.4 3.8 3.3 30.5 18.0 0.9 1.7 3.0 0.0 22.6 58.7
Number of Traders in Each Category Total Traders: 79
12 6 5 13 4 5 19 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 326,359
Positions
50,592 207,690 2,993 190,785 71,404 15,495 42,387 8,463 13,255 2,573 1,807 0 8,279 5,252
Changes from: July 25, 2017 Total Change is: 1,763
-288 6,768 -8 2,318 -2,722 473 -1,016 -2,735 -408 0 249 0 692 146
Percent of Open Interest Represented by Each Category of Trader
15.5 63.6 0.9 58.5 21.9 4.7 13.0 2.6 4.1 0.8 0.6 0.0 2.5 1.6
Number of Traders in Each Category Total Traders: 156
15 9 5 56 28 21 31 8 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,077,371
Positions
25,833 804,419 5,144 646,709 109,576 78,923 210,941 25,343 29,137 52,701 12,823 641 27,341 11,364
Changes from: July 25, 2017 Total Change is: 24,031
764 14,734 155 -9,417 36 15,111 17,303 -7,739 -448 -2,023 1,130 -82 2,667 1,133
Percent of Open Interest Represented by Each Category of Trader
2.4 74.7 0.5 60.0 10.2 7.3 19.6 2.4 2.7 4.9 1.2 0.1 2.5 1.1
Number of Traders in Each Category Total Traders: 366
27 20 7 124 41 56 73 23 19 46 12 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 92,906
Positions
23,605 36,624 55,849 6,277 0 5 6,592 0 398 158 30 0 22 0
Changes from: July 25, 2017 Total Change is: 512
1,145 2,107 -1,575 82 0 0 880 0 -20 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
25.4 39.4 60.1 6.8 0.0 0.0 7.1 0.0 0.4 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. 11 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 877,185
Positions
11,317 34,308 20,971 287,757 181,524 148,217 118,393 135,809 102,343 6,206 53,537 18,380 163,602 182,096
Changes from: July 25, 2017 Total Change is: 18,788
-883 -2,734 964 3,622 691 6,747 4,210 -6,319 15,797 -7,323 3,934 -2,935 -1,412 2,643
Percent of Open Interest Represented by Each Category of Trader
1.3 3.9 2.4 32.8 20.7 16.9 13.5 15.5 11.7 0.7 6.1 2.1 18.7 20.8
Number of Traders in Each Category Total Traders: 178
9 14 17 43 27 38 31 35 50 4 15 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 821,884
Positions
0 164,391 849 454,727 40,885 118,063 75,268 365,356 24,036 34,050 12,646 1,906 112,985 93,753
Changes from: July 25, 2017 Total Change is: 13,414
0 4,339 -598 7,107 2,131 -778 733 12,160 1,856 -59 -3,079 94 5,059 -2,712
Percent of Open Interest Represented by Each Category of Trader
0.0 20.0 0.1 55.3 5.0 14.4 9.2 44.5 2.9 4.1 1.5 0.2 13.7 11.4
Number of Traders in Each Category Total Traders: 116
0 17 . 48 8 31 11 24 13 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,393,348
Positions
84,387 165,184 7,156 470,646 214,776 157,268 297,102 294,687 49,409 195,520 338,189 6,343 125,517 160,336
Changes from: July 25, 2017 Total Change is: 17,926
35,712 47,487 107 10,231 -32,471 -10,336 -24,095 -17,076 5,533 1,495 20,004 863 -1,584 3,814
Percent of Open Interest Represented by Each Category of Trader
6.1 11.9 0.5 33.8 15.4 11.3 21.3 21.1 3.5 14.0 24.3 0.5 9.0 11.5
Number of Traders in Each Category Total Traders: 269
14 23 8 55 41 49 48 44 39 21 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,775,654
Positions
155,683 221,694 136,308 1,061,647 948,763 606,287 633,535 673,789 381,002 316,853 148,061 80,148 404,190 579,601
Changes from: July 25, 2017 Total Change is: 100,408
22,646 39,469 -998 -60,953 -19,439 25,173 43,090 22,820 31,618 21,491 -389 6,032 12,309 -3,877
Percent of Open Interest Represented by Each Category of Trader
4.1 5.9 3.6 28.1 25.1 16.1 16.8 17.8 10.1 8.4 3.9 2.1 10.7 15.4
Number of Traders in Each Category Total Traders: 400
20 38 43 58 94 91 55 80 87 28 27 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 403,278
Positions
18,486 6,071 3,970 110,578 179,353 27,796 136,596 47,124 9,383 12,973 8,006 0 83,496 121,575
Changes from: July 25, 2017 Total Change is: 1,343
287 -5,446 -375 10,091 -2,458 1,459 -12,709 7,201 -1,223 2,088 -680 0 1,725 2,865
Percent of Open Interest Represented by Each Category of Trader
4.6 1.5 1.0 27.4 44.5 6.9 33.9 11.7 2.3 3.2 2.0 0.0 20.7 30.1
Number of Traders in Each Category Total Traders: 66
5 . . 14 23 26 12 5 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 3,130,644
Positions
36,409 326,751 66,749 1,615,675 705,843 431,043 286,745 775,145 196,794 189,613 242,078 21,524 286,092 364,716
Changes from: July 25, 2017 Total Change is: 19,617
-30,782 44,193 4,951 -33,825 -41,465 21,745 25,998 1,582 5,606 21,480 3,943 -1,073 5,515 -19,866
Percent of Open Interest Represented by Each Category of Trader
1.2 10.4 2.1 51.6 22.5 13.8 9.2 24.8 6.3 6.1 7.7 0.7 9.1 11.6
Number of Traders in Each Category Total Traders: 303
8 36 21 58 53 71 47 57 62 17 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 1,451,989
Positions
415,852 164,803 450,014 12,619 30,128 12,192 51,421 264,020 346,958 71,557 59,713 61,668 29,708 62,493
Changes from: July 25, 2017 Total Change is: -197,537
24,481 -32,075 -79,053 0 1,129 -4,689 -152,828 -39,637 13,387 20,522 -37,220 -9,735 -9,623 -9,644
Percent of Open Interest Represented by Each Category of Trader
28.6 11.4 31.0 0.9 2.1 0.8 3.5 18.2 23.9 4.9 4.1 4.2 2.0 4.3
Number of Traders in Each Category Total Traders: 147
16 42 49 . 7 . 15 46 43 5 7 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 is21,217,812
Positions
4,632,440 955,645 3,937,943 125,305 2,115,100 820,563 545,776 2,059,231 8,027,619 806,309 454,886 1,683,121 638,736 1,163,703
Changes from: July 25, 2017 Total Change is: 182,755
131,359 4,311 96,778 5,948 106,707 -18,029 57,104 139,160 -102,832 -5,097 -19,593 29,883 -12,359 -53,630
Percent of Open Interest Represented by Each Category of Trader
21.8 4.5 18.6 0.6 10.0 3.9 2.6 9.7 37.8 3.8 2.1 7.9 3.0 5.5
Number of Traders in Each Category Total Traders: 353
29 55 78 9 38 36 50 111 125 15 38 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 30,858
Positions
4,415 5,513 0 207 13,050 115 16,747 8,006 0 9,252 4,027 64 58 83
Changes from: July 25, 2017 Total Change is: -538
-588 243 0 -64 -279 0 -369 -513 0 451 0 25 7 -14
Percent of Open Interest Represented by Each Category of Trader
14.3 17.9 0.0 0.7 42.3 0.4 54.3 25.9 0.0 30.0 13.1 0.2 0.2 0.3
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 August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 22,602
Positions
9,121 968 0 580 8,584 118 12,417 8,824 6 277 4,025 1 82 76
Changes from: July 25, 2017 Total Change is: -341
-1,203 12 0 4 109 0 953 -465 6 -143 0 0 42 -3
Percent of Open Interest Represented by Each Category of Trader
40.4 4.3 0.0 2.6 38.0 0.5 54.9 39.0 0.0 1.2 17.8 0.0 0.4 0.3
Number of Traders in Each Category Total Traders: 32
4 . 0 . 6 . 7 6 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 51,618
Positions
425 15,082 0 12,719 6,832 550 14,709 20,753 3,355 11,313 1,867 47 8,500 3,132
Changes from: July 25, 2017 Total Change is: 1,484
18 -253 0 930 60 2 -4,202 185 1,191 3,554 318 3 -11 -22
Percent of Open Interest Represented by Each Category of Trader
0.8 29.2 0.0 24.6 13.2 1.1 28.5 40.2 6.5 21.9 3.6 0.1 16.5 6.1
Number of Traders in Each Category Total Traders: 153
4 4 0 11 8 . 29 38 17 45 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 638,805
Positions
145,126 49,320 31,509 67,338 54,131 70,599 133,486 255,627 113,888 25,977 15,473 14,967 35,915 33,291
Changes from: July 25, 2017 Total Change is: 27,144
7,658 -198 2,066 -11,909 -526 16,385 -1,653 -3,396 14,225 2,284 981 -3,382 1,470 989
Percent of Open Interest Represented by Each Category of Trader
22.7 7.7 4.9 10.5 8.5 11.1 20.9 40.0 17.8 4.1 2.4 2.3 5.6 5.2
Number of Traders in Each Category Total Traders: 295
26 6 19 24 28 17 66 79 60 31 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 51,786
Positions
123 954 0 38,691 1,503 0 6,087 47,104 1,988 4,846 135 0 51 102
Changes from: July 25, 2017 Total Change is: 4,315
-150 954 0 267 -66 0 2,566 1,718 1,732 -101 0 0 1 -23
Percent of Open Interest Represented by Each Category of Trader
0.2 1.8 0.0 74.7 2.9 0.0 11.8 91.0 3.8 9.4 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 36
. . 0 9 . 0 6 9 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 1, 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 15,109
Positions
3,170 7,735 0 10,202 158 282 533 6,719 0 415 0 0 507 215
Changes from: July 25, 2017 Total Change is: -234
0 0 0 -322 0 0 66 -36 -1 -20 0 0 43 -197
Percent of Open Interest Represented by Each Category of Trader
21.0 51.2 0.0 67.5 1.0 1.9 3.5 44.5 0.0 2.7 0.0 0.0 3.4 1.4
Number of Traders in Each Category Total Traders: 21
. . 0 9 . . . 5 0 . 0 0
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Updated August 4, 2017