Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 242,858
Positions
29,363 125,964 9,549 45,334 4,905 9,503 74,809 28,424 23,135 4,313 10,981 2,650 44,203 27,748
Changes from: August 29, 2017 Total Change is: 16,949
3,502 4,323 2,429 1,324 342 1,651 3,858 6,021 1,670 403 501 653 1,460 -641
Percent of Open Interest Represented by Each Category of Trader
12.1 51.9 3.9 18.7 2.0 3.9 30.8 11.7 9.5 1.8 4.5 1.1 18.2 11.4
Number of Traders in Each Category Total Traders: 108
6 7 9 16 5 8 41 19 21 6 8 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 43,414
Positions
6,261 7,481 638 2,938 3,252 0 18,744 10,865 2,424 0 2,756 0 12,410 15,998
Changes from: August 29, 2017 Total Change is: -40
1,276 35 23 -849 -325 0 335 -603 47 0 37 0 -872 746
Percent of Open Interest Represented by Each Category of Trader
14.4 17.2 1.5 6.8 7.5 0.0 43.2 25.0 5.6 0.0 6.3 0.0 28.6 36.9
Number of Traders in Each Category Total Traders: 37
. 5 . 4 . 0 11 10 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 264,133
Positions
84,437 5,865 17,119 18,929 73,554 5,234 41,924 80,786 33,610 25,887 10,962 7,079 29,913 29,923
Changes from: August 29, 2017 Total Change is: -1,568
-1,734 -158 -595 1,087 -1,197 290 -5,719 305 1,887 2,303 -20 -296 1,209 -1,785
Percent of Open Interest Represented by Each Category of Trader
32.0 2.2 6.5 7.2 27.8 2.0 15.9 30.6 12.7 9.8 4.2 2.7 11.3 11.3
Number of Traders in Each Category Total Traders: 123
9 6 9 15 20 9 29 33 28 4 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 257,898
Positions
77,800 19,425 14,077 22,690 45,900 9,084 40,281 104,193 24,061 38,381 3,825 3,973 27,551 33,360
Changes from: August 29, 2017 Total Change is: 8,441
-802 -8,083 1,906 -3,133 529 549 6,614 10,217 -45 211 1,166 644 2,498 1,560
Percent of Open Interest Represented by Each Category of Trader
30.2 7.5 5.5 8.8 17.8 3.5 15.6 40.4 9.3 14.9 1.5 1.5 10.7 12.9
Number of Traders in Each Category Total Traders: 118
11 7 6 13 17 9 33 28 20 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 572,607
Positions
49,390 163,665 28,876 196,735 93,893 26,412 77,894 47,730 75,491 20,709 60,084 10,770 86,331 65,686
Changes from: August 29, 2017 Total Change is: -10,293
-5,706 -3,361 -817 7,394 1,771 -2,981 737 1,153 -2,009 -3,164 -2,422 197 -3,943 -1,824
Percent of Open Interest Represented by Each Category of Trader
8.6 28.6 5.0 34.4 16.4 4.6 13.6 8.3 13.2 3.6 10.5 1.9 15.1 11.5
Number of Traders in Each Category Total Traders: 263
16 16 14 66 35 45 40 42 37 26 21 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 21,905
Positions
726 11,392 0 8,639 5,669 1,128 4,192 1,505 0 0 0 0 7,220 2,211
Changes from: August 29, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.3 52.0 0.0 39.4 25.9 5.1 19.1 6.9 0.0 0.0 0.0 0.0 33.0 10.1
Number of Traders in Each Category Total Traders: 21
. 4 0 5 4 5 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 191,849
Positions
3,854 96,496 8,457 15,922 19,620 4,935 99,790 14,340 14,361 554 7,168 3,163 40,813 23,309
Changes from: August 29, 2017 Total Change is: 9,471
-81 4,696 -442 3,948 970 292 654 1,408 1,398 9 446 220 3,473 483
Percent of Open Interest Represented by Each Category of Trader
2.0 50.3 4.4 8.3 10.2 2.6 52.0 7.5 7.5 0.3 3.7 1.6 21.3 12.1
Number of Traders in Each Category Total Traders: 99
5 9 9 10 13 8 40 13 22 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 40,072
Positions
2,604 24,993 5,051 8,249 0 0 21,260 5,613 143 1,032 2,990 0 1,733 1,282
Changes from: August 29, 2017 Total Change is: 6,902
192 29 5,000 -280 0 0 1,551 1,976 30 260 0 0 149 -133
Percent of Open Interest Represented by Each Category of Trader
6.5 62.4 12.6 20.6 0.0 0.0 53.1 14.0 0.4 2.6 7.5 0.0 4.3 3.2
Number of Traders in Each Category Total Traders: 36
. 5 . 5 0 0 12 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 240,917
Positions
9,037 170,096 634 57,773 5,072 279 145,854 35,537 15,329 3,095 10,767 0 8,915 3,203
Changes from: August 29, 2017 Total Change is: -5,823
810 -1,962 -177 -19,302 -38 0 4,959 -10,306 8,010 -440 -931 0 317 -419
Percent of Open Interest Represented by Each Category of Trader
3.8 70.6 0.3 24.0 2.1 0.1 60.5 14.8 6.4 1.3 4.5 0.0 3.7 1.3
Number of Traders in Each Category Total Traders: 165
. 10 . 21 7 . 62 34 19 12 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 28,247
Positions
320 17,620 0 5,196 448 0 19,243 8,326 472 1,136 940 0 1,880 441
Changes from: August 29, 2017 Total Change is: -5,804
320 3,814 -9,217 -189 38 -38 2,838 -423 472 0 -20 0 10 -430
Percent of Open Interest Represented by Each Category of Trader
1.1 62.4 0.0 18.4 1.6 0.0 68.1 29.5 1.7 4.0 3.3 0.0 6.7 1.6
Number of Traders in Each Category Total Traders: 35
. . 0 . . 0 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 46,094
Positions
4,274 12,354 3,124 2,441 9,873 0 26,307 13,295 3,128 1,632 933 0 5,188 3,387
Changes from: August 29, 2017 Total Change is: 2,362
2,674 -3,656 1,146 -554 850 0 -2,256 2,058 1,732 52 -35 0 -432 267
Percent of Open Interest Represented by Each Category of Trader
9.3 26.8 6.8 5.3 21.4 0.0 57.1 28.8 6.8 3.5 2.0 0.0 11.3 7.3
Number of Traders in Each Category Total Traders: 79
5 5 . 12 4 0 35 10 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 28,327
Positions
4,927 12,416 5,448 2,853 537 0 13,310 8,314 716 0 100 0 1,073 796
Changes from: August 29, 2017 Total Change is: 2,402
-224 203 18 110 -92 0 1,800 1,682 619 0 0 0 79 -28
Percent of Open Interest Represented by Each Category of Trader
17.4 43.8 19.2 10.1 1.9 0.0 47.0 29.4 2.5 0.0 0.4 0.0 3.8 2.8
Number of Traders in Each Category Total Traders: 32
. . . 7 . 0 6 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 75,647
Positions
7,203 51,231 1,598 13,710 3,331 306 38,944 4,729 2,842 1,410 1,935 280 9,354 9,396
Changes from: August 29, 2017 Total Change is: -2,859
457 -1,639 67 310 346 36 -4,448 -1,958 1,024 156 -32 -4 -459 -700
Percent of Open Interest Represented by Each Category of Trader
9.5 67.7 2.1 18.1 4.4 0.4 51.5 6.3 3.8 1.9 2.6 0.4 12.4 12.4
Number of Traders in Each Category Total Traders: 124
14 24 7 16 4 4 35 17 13 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 151,294
Positions
14,405 102,461 3,196 27,419 6,662 612 77,888 9,458 5,685 2,821 3,870 559 18,708 18,791
Changes from: August 29, 2017 Total Change is: -5,718
915 -3,277 134 619 692 72 -8,895 -3,917 2,049 313 -63 -7 -917 -1,400
Percent of Open Interest Represented by Each Category of Trader
9.5 67.7 2.1 18.1 4.4 0.4 51.5 6.3 3.8 1.9 2.6 0.4 12.4 12.4
Number of Traders in Each Category Total Traders: 124
14 24 7 16 4 4 35 17 13 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 895,882
Positions
52,951 154,792 62,639 324,958 168,279 79,053 92,362 115,877 140,009 24,512 46,239 30,579 88,819 98,414
Changes from: August 29, 2017 Total Change is: 6,966
7,352 -11,989 14,856 -4,847 -3,373 978 -8,925 304 2,737 -1,501 9,476 959 -4,642 -6,981
Percent of Open Interest Represented by Each Category of Trader
5.9 17.3 7.0 36.3 18.8 8.8 10.3 12.9 15.6 2.7 5.2 3.4 9.9 11.0
Number of Traders in Each Category Total Traders: 699
38 43 47 127 107 111 96 134 131 79 75 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 111,433
Positions
12,336 26,859 9,921 16,361 12,860 3,820 9,683 7,495 20,943 3,365 620 4,253 30,751 24,662
Changes from: August 29, 2017 Total Change is: 1,861
3,864 -4,303 1,373 64 376 -769 777 -89 2,280 598 182 945 -7,271 1,865
Percent of Open Interest Represented by Each Category of Trader
11.1 24.1 8.9 14.7 11.5 3.4 8.7 6.7 18.8 3.0 0.6 3.8 27.6 22.1
Number of Traders in Each Category Total Traders: 75
7 12 6 8 5 . 12 17 26 8 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 3,922,247
Positions
269,979 706,572 196,684 1,546,626 780,738 372,522 462,623 591,136 546,105 108,297 230,659 129,067 290,344 368,764
Changes from: August 29, 2017 Total Change is: 25,527
23,562 -32,312 61,293 -24,305 -18,496 8,488 -36,455 14,021 -9,776 -10,009 46,955 -416 13,144 -44,231
Percent of Open Interest Represented by Each Category of Trader
6.9 18.0 5.0 39.4 19.9 9.5 11.8 15.1 13.9 2.8 5.9 3.3 7.4 9.4
Number of Traders in Each Category Total Traders: 680
36 44 44 124 106 109 93 130 124 74 73 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874C Open Interest is 29,039
Positions
4,359 27,498 0 8,506 378 462 12,144 0 0 0 0 0 3,568 701
Changes from: August 29, 2017 Total Change is: -512
337 -358 0 -707 -1 1 -11 0 0 0 0 0 -132 -154
Percent of Open Interest Represented by Each Category of Trader
15.0 94.7 0.0 29.3 1.3 1.6 41.8 0.0 0.0 0.0 0.0 0.0 12.3 2.4
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . . 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 23,478
Positions
16,620 11,159 0 2,629 10,811 280 1,759 0 0 0 280 0 2,190 948
Changes from: August 29, 2017 Total Change is: 463
711 15 0 -94 592 0 22 0 0 0 0 0 -176 -144
Percent of Open Interest Represented by Each Category of Trader
70.8 47.5 0.0 11.2 46.0 1.2 7.5 0.0 0.0 0.0 1.2 0.0 9.3 4.0
Number of Traders in Each Category Total Traders: 20
7 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 85,603
Positions
4,432 33,330 52 41,660 39,662 4,404 22,448 2,060 1,272 0 280 0 11,335 4,543
Changes from: August 29, 2017 Total Change is: -1,758
-491 -370 37 247 -1,061 -93 -684 -274 -163 0 0 0 -611 166
Percent of Open Interest Represented by Each Category of Trader
5.2 38.9 0.1 48.7 46.3 5.1 26.2 2.4 1.5 0.0 0.3 0.0 13.2 5.3
Number of Traders in Each Category Total Traders: 74
5 8 . 23 18 14 13 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 59,309
Positions
15,654 12,923 1,461 10,417 8,473 1,546 17,671 18,900 2,150 2,852 4,233 714 6,845 8,910
Changes from: August 29, 2017 Total Change is: -1,423
-972 362 148 -51 -768 62 -1,479 -1,344 281 738 -261 -9 -142 106
Percent of Open Interest Represented by Each Category of Trader
26.4 21.8 2.5 17.6 14.3 2.6 29.8 31.9 3.6 4.8 7.1 1.2 11.5 15.0
Number of Traders in Each Category Total Traders: 286
15 31 11 47 28 20 52 60 33 16 36 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 296,545
Positions
78,270 64,613 7,303 52,086 42,367 7,731 88,354 94,498 10,748 14,260 21,164 3,570 34,223 44,550
Changes from: August 29, 2017 Total Change is: -7,117
-4,861 1,811 739 -255 -3,842 312 -7,394 -6,719 1,405 3,691 -1,306 -46 -708 528
Percent of Open Interest Represented by Each Category of Trader
26.4 21.8 2.5 17.6 14.3 2.6 29.8 31.9 3.6 4.8 7.1 1.2 11.5 15.0
Number of Traders in Each Category Total Traders: 286
15 31 11 47 28 20 52 60 33 16 36 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 39,917
Positions
5,161 10,070 17,817 5,171 0 519 4,627 3,851 2,132 0 1,169 554 3,936 3,805
Changes from: August 29, 2017 Total Change is: 18,979
1,248 1,931 15,485 402 0 500 -450 -1,529 646 0 486 136 1,012 1,324
Percent of Open Interest Represented by Each Category of Trader
12.9 25.2 44.6 13.0 0.0 1.3 11.6 9.6 5.3 0.0 2.9 1.4 9.9 9.5
Number of Traders in Each Category Total Traders: 29
4 7 6 4 0 4 6 6 4 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 545,527
Positions
96,753 82,606 4,904 198,591 197,359 46,638 153,881 174,832 9,880 11,298 9,150 442 23,139 19,716
Changes from: August 29, 2017 Total Change is: -10,643
-8,494 3,141 -284 -4,403 -6,445 -975 3,197 -6,484 -360 -1,025 1,821 -29 1,729 -1,028
Percent of Open Interest Represented by Each Category of Trader
17.7 15.1 0.9 36.4 36.2 8.5 28.2 32.0 1.8 2.1 1.7 0.1 4.2 3.6
Number of Traders in Each Category Total Traders: 304
23 23 7 62 50 34 50 71 27 11 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 44,218
Positions
1,872 18,368 7,401 17,326 444 31 3,896 1,512 1,534 5,174 10,710 0 6,984 4,218
Changes from: August 29, 2017 Total Change is: 9,677
730 -3 7,401 1,538 -579 0 -1,742 -61 1,327 1,500 114 0 -1,077 1,478
Percent of Open Interest Represented by Each Category of Trader
4.2 41.5 16.7 39.2 1.0 0.1 8.8 3.4 3.5 11.7 24.2 0.0 15.8 9.5
Number of Traders in Each Category Total Traders: 47
5 . . 18 . . 7 5 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 65,043
Positions
14,587 6,887 1,941 17,593 15,094 1,832 10,938 7,706 3,140 2,271 1,482 0 12,741 26,961
Changes from: August 29, 2017 Total Change is: 8,882
3 -847 234 7,143 548 -363 -1,976 561 2,417 304 330 0 1,120 6,002
Percent of Open Interest Represented by Each Category of Trader
22.4 10.6 3.0 27.0 23.2 2.8 16.8 11.8 4.8 3.5 2.3 0.0 19.6 41.5
Number of Traders in Each Category Total Traders: 74
13 6 5 10 5 5 16 17 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 349,043
Positions
49,370 206,596 30,034 189,876 77,157 15,299 44,466 3,532 9,610 2,568 1,510 0 7,820 5,305
Changes from: August 29, 2017 Total Change is: 6,136
1,547 1,433 10,605 -4,440 -387 -346 1,491 -3,802 -1,905 0 0 0 -816 538
Percent of Open Interest Represented by Each Category of Trader
14.1 59.2 8.6 54.4 22.1 4.4 12.7 1.0 2.8 0.7 0.4 0.0 2.2 1.5
Number of Traders in Each Category Total Traders: 155
14 9 10 59 29 22 32 4 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 1,137,165
Positions
30,376 785,765 45,064 635,806 137,053 84,239 237,165 25,604 27,460 47,089 17,089 1,152 28,813 13,738
Changes from: August 29, 2017 Total Change is: -5,769
-4,515 -17,583 15,485 -26,671 -940 1,653 7,230 -5,103 616 1,341 -296 -32 -876 431
Percent of Open Interest Represented by Each Category of Trader
2.7 69.1 4.0 55.9 12.1 7.4 20.9 2.3 2.4 4.1 1.5 0.1 2.5 1.2
Number of Traders in Each Category Total Traders: 360
23 20 14 129 50 53 71 19 21 39 9 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 103,008
Positions
23,523 38,672 63,903 6,277 0 5 8,472 0 398 408 30 0 22 0
Changes from: August 29, 2017 Total Change is: 1,070
-80 200 870 0 0 0 280 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
22.8 37.5 62.0 6.1 0.0 0.0 8.2 0.0 0.4 0.4 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 12 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 879,354
Positions
6,745 51,968 20,443 290,178 193,851 139,269 103,009 99,775 118,197 12,104 55,334 11,662 177,747 188,856
Changes from: August 29, 2017 Total Change is: -15,327
-16 -6,538 -4,520 379 499 3,707 4,408 2,140 -18,279 1,358 137 -657 -1,706 8,185
Percent of Open Interest Represented by Each Category of Trader
0.8 5.9 2.3 33.0 22.0 15.8 11.7 11.3 13.4 1.4 6.3 1.3 20.2 21.5
Number of Traders in Each Category Total Traders: 165
6 15 15 43 25 37 27 34 45 5 9 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 885,945
Positions
2,910 157,959 1,358 485,864 28,910 121,043 64,273 421,009 60,606 31,166 7,518 523 118,202 87,019
Changes from: August 29, 2017 Total Change is: -10,681
-477 4,567 -1,514 3,740 5,919 -4,864 1,150 5,961 -12,462 286 -1,827 0 3,460 -6,461
Percent of Open Interest Represented by Each Category of Trader
0.3 17.8 0.2 54.8 3.3 13.7 7.3 47.5 6.8 3.5 0.8 0.1 13.3 9.8
Number of Traders in Each Category Total Traders: 121
. 14 7 52 14 36 13 22 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 1,572,675
Positions
55,760 205,703 27,174 428,824 253,610 169,250 449,702 301,558 107,244 181,399 349,547 10,552 142,770 148,036
Changes from: August 29, 2017 Total Change is: -54,974
16,721 35,462 1,731 25,727 23,838 -11,858 -12,258 -23,286 -72,362 7,125 7,812 -2,950 -6,850 -13,360
Percent of Open Interest Represented by Each Category of Trader
3.5 13.1 1.7 27.3 16.1 10.8 28.6 19.2 6.8 11.5 22.2 0.7 9.1 9.4
Number of Traders in Each Category Total Traders: 298
12 31 21 62 41 50 58 48 45 19 27 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 4,189,652
Positions
138,851 266,469 180,221 1,139,287 961,800 676,764 670,413 693,109 611,815 284,641 150,409 90,697 396,962 558,368
Changes from: August 29, 2017 Total Change is: -11,267
35,464 10,160 -11,756 16,111 26,844 37,275 7,555 12,176 -39,357 -13,255 -1,700 -8,594 -34,709 -36,314
Percent of Open Interest Represented by Each Category of Trader
3.3 6.4 4.3 27.2 23.0 16.2 16.0 16.5 14.6 6.8 3.6 2.2 9.5 13.3
Number of Traders in Each Category Total Traders: 421
20 36 42 64 98 94 64 79 94 24 36 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 427,155
Positions
7,322 31,450 1,906 130,523 169,492 30,044 152,683 46,497 10,647 9,999 10,821 0 84,031 126,298
Changes from: August 29, 2017 Total Change is: -420
-388 20,719 -9,635 9,161 -7,558 -503 6,523 3,255 -241 -1,576 -40 0 -3,761 -6,417
Percent of Open Interest Represented by Each Category of Trader
1.7 7.4 0.4 30.6 39.7 7.0 35.7 10.9 2.5 2.3 2.5 0.0 19.7 29.6
Number of Traders in Each Category Total Traders: 68
. 8 4 16 22 26 11 4 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 3,399,138
Positions
93,235 274,566 78,815 1,690,691 721,503 384,585 384,216 1,109,459 223,741 217,912 228,407 24,163 301,780 353,899
Changes from: August 29, 2017 Total Change is: -117,093
249 4,406 -9,128 55,500 13,483 -4,677 -25,124 62,965 -106,370 36,131 -3,361 -11,408 -52,266 -63,003
Percent of Open Interest Represented by Each Category of Trader
2.7 8.1 2.3 49.7 21.2 11.3 11.3 32.6 6.6 6.4 6.7 0.7 8.9 10.4
Number of Traders in Each Category Total Traders: 320
9 34 27 62 55 66 53 60 60 22 25 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 1,693,393
Positions
527,631 257,119 465,336 14,078 26,390 21,890 65,172 295,881 440,063 76,081 71,589 47,966 35,176 67,159
Changes from: August 29, 2017 Total Change is: -65,193
17,010 45,168 -66,037 0 -5,373 1,230 1,964 -10,797 -3,334 7,078 -1,288 -21,912 -1,191 -2,849
Percent of Open Interest Represented by Each Category of Trader
31.2 15.2 27.5 0.8 1.6 1.3 3.8 17.5 26.0 4.5 4.2 2.8 2.1 4.0
Number of Traders in Each Category Total Traders: 166
16 47 48 . 7 4 17 54 44 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 is22,773,403
Positions
4,752,729 1,224,678 4,041,655 148,731 2,140,299 981,212 856,552 2,182,786 8,670,877 729,332 546,333 1,846,957 745,360 1,138,607
Changes from: August 29, 2017 Total Change is: 769,082
89,595 25,597 117,669 8,447 63,566 53,099 44,028 130,683 328,916 57,279 19,418 37,793 32,257 -7,659
Percent of Open Interest Represented by Each Category of Trader
20.9 5.4 17.7 0.7 9.4 4.3 3.8 9.6 38.1 3.2 2.4 8.1 3.3 5.0
Number of Traders in Each Category Total Traders: 374
26 60 81 8 40 40 55 116 127 12 46 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 33,527
Positions
3,948 7,030 0 180 12,406 110 19,803 8,991 0 9,115 4,587 316 55 87
Changes from: August 29, 2017 Total Change is: 1,575
1,000 1,151 0 0 -218 1 929 27 0 -389 610 0 34 4
Percent of Open Interest Represented by Each Category of Trader
11.8 21.0 0.0 0.5 37.0 0.3 59.1 26.8 0.0 27.2 13.7 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 49
. 7 0 . 12 . 6 10 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 20,515
Positions
9,854 706 0 447 8,588 127 9,880 7,115 0 158 3,895 4 45 80
Changes from: August 29, 2017 Total Change is: -500
-298 -20 0 -80 -134 13 155 -326 0 -303 -7 0 13 -26
Percent of Open Interest Represented by Each Category of Trader
48.0 3.4 0.0 2.2 41.9 0.6 48.2 34.7 0.0 0.8 19.0 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 6 . 6 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 56,054
Positions
495 14,749 0 13,817 6,149 630 17,490 20,423 6,557 7,772 4,777 1 9,292 2,768
Changes from: August 29, 2017 Total Change is: -2,245
94 0 0 153 -907 61 -4,592 -2,892 1,762 -33 161 0 310 -430
Percent of Open Interest Represented by Each Category of Trader
0.9 26.3 0.0 24.6 11.0 1.1 31.2 36.4 11.7 13.9 8.5 0.0 16.6 4.9
Number of Traders in Each Category Total Traders: 161
4 4 0 12 8 . 35 39 20 44 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 618,725
Positions
124,785 46,117 32,885 76,128 68,373 110,759 109,945 202,149 91,057 18,747 9,971 18,797 35,622 38,617
Changes from: August 29, 2017 Total Change is: 40,334
633 -954 80 17,211 -1,909 15,863 -597 22,032 302 3,198 1,674 1,632 2,012 1,614
Percent of Open Interest Represented by Each Category of Trader
20.2 7.5 5.3 12.3 11.1 17.9 17.8 32.7 14.7 3.0 1.6 3.0 5.8 6.2
Number of Traders in Each Category Total Traders: 259
19 8 19 22 29 22 61 72 67 17 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 48,398
Positions
493 727 0 38,433 1,537 0 4,017 45,826 85 5,296 133 0 74 90
Changes from: August 29, 2017 Total Change is: -573
-539 727 0 0 -16 0 39 -1,102 -171 92 1 0 6 -12
Percent of Open Interest Represented by Each Category of Trader
1.0 1.5 0.0 79.4 3.2 0.0 8.3 94.7 0.2 10.9 0.3 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 9 . 0 5 10 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 5, 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 14,753
Positions
3,170 8,261 0 9,994 0 0 590 6,301 0 415 0 0 584 191
Changes from: August 29, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.5 56.0 0.0 67.7 0.0 0.0 4.0 42.7 0.0 2.8 0.0 0.0 4.0 1.3
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 0 . 5 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 8, 2017