Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 161,065 Positions 24,308 59,656 1,095 34,731 13,004 462 37,963 53,426 6,566 15,961 2,112 510 39,469 24,234 Changes from: July 3, 2017 Total Change is: 15,986 -400 38,902 397 -3,540 -4,117 -27 14,649 -15,722 -123 108 -90 -39 4,961 -3,195 Percent of Open Interest Represented by Each Category of Trader 15.1 37.0 0.7 21.6 8.1 0.3 23.6 33.2 4.1 9.9 1.3 0.3 24.5 15.0 Number of Traders in Each Category Total Traders: 91 6 7 4 11 5 . 24 24 16 7 5 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 37,943 Positions 3,329 9,532 20 2,607 2,935 0 15,284 7,435 1,160 0 1,560 0 15,543 15,301 Changes from: July 3, 2017 Total Change is: -548 1,392 -197 1 63 -5 0 -344 -1,063 421 0 0 0 -2,081 295 Percent of Open Interest Represented by Each Category of Trader 8.8 25.1 0.1 6.9 7.7 0.0 40.3 19.6 3.1 0.0 4.1 0.0 41.0 40.3 Number of Traders in Each Category Total Traders: 33 4 5 . . . 0 10 7 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 193,648 Positions 70,312 26,839 500 17,896 69,719 3,188 36,287 45,030 7,633 26,765 10,816 1,942 29,125 27,981 Changes from: July 3, 2017 Total Change is: -7,731 2,063 2,895 -27 -3,987 890 -951 -2,809 -11,362 34 -725 247 -19 -1,310 562 Percent of Open Interest Represented by Each Category of Trader 36.3 13.9 0.3 9.2 36.0 1.6 18.7 23.3 3.9 13.8 5.6 1.0 15.0 14.4 Number of Traders in Each Category Total Traders: 113 7 9 . 13 20 9 23 30 20 5 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 239,786 Positions 108,078 14,142 398 22,373 58,748 5,427 41,321 109,607 6,489 36,805 5,053 546 18,349 39,376 Changes from: July 3, 2017 Total Change is: 32,189 29,768 1,886 -1 573 -6,172 832 -1,315 31,391 1,947 -961 3,080 402 944 -1,176 Percent of Open Interest Represented by Each Category of Trader 45.1 5.9 0.2 9.3 24.5 2.3 17.2 45.7 2.7 15.3 2.1 0.2 7.7 16.4 Number of Traders in Each Category Total Traders: 127 10 6 . 15 19 9 24 42 17 6 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 436,899 Positions 39,612 139,185 1,919 182,032 77,190 15,127 72,673 72,383 12,997 31,535 61,311 1,173 79,831 55,614 Changes from: July 3, 2017 Total Change is: 14,403 1,142 11,995 501 3,849 6,697 2,769 4,356 -2,547 -243 -1,177 -6,335 11 3,195 1,555 Percent of Open Interest Represented by Each Category of Trader 9.1 31.9 0.4 41.7 17.7 3.5 16.6 16.6 3.0 7.2 14.0 0.3 18.3 12.7 Number of Traders in Each Category Total Traders: 248 14 17 10 52 33 38 41 39 28 35 16 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 98,130 Positions 3,086 38,027 246 8,059 10,490 2,660 53,331 15,041 2,671 772 6,850 86 27,219 22,059 Changes from: July 3, 2017 Total Change is: -2,605 568 6,953 -878 -2,029 576 413 472 -7,908 -269 19 -1,927 -143 -758 578 Percent of Open Interest Represented by Each Category of Trader 3.1 38.8 0.3 8.2 10.7 2.7 54.3 15.3 2.7 0.8 7.0 0.1 27.7 22.5 Number of Traders in Each Category Total Traders: 93 6 8 . 9 12 6 33 17 10 . 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 35,944 Positions 6,170 22,811 1 7,876 0 0 20,419 9,040 90 0 2,953 0 1,388 1,049 Changes from: July 3, 2017 Total Change is: 1,410 553 -388 0 476 0 0 446 1,979 0 -111 -231 0 46 50 Percent of Open Interest Represented by Each Category of Trader 17.2 63.5 0.0 21.9 0.0 0.0 56.8 25.2 0.3 0.0 8.2 0.0 3.9 2.9 Number of Traders in Each Category Total Traders: 31 . 5 . . 0 0 13 6 . 0 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 213,241 Positions 18,204 153,198 289 52,665 3,366 437 127,823 40,968 2,185 2,637 9,207 0 9,001 3,591 Changes from: July 3, 2017 Total Change is: 2,511 -18 7,101 3 -851 6 1 6,536 -6,865 1,133 -472 1,237 -300 -3,521 195 Percent of Open Interest Represented by Each Category of Trader 8.5 71.8 0.1 24.7 1.6 0.2 59.9 19.2 1.0 1.2 4.3 0.0 4.2 1.7 Number of Traders in Each Category Total Traders: 153 4 9 . 21 5 . 62 24 8 15 13 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 14,666 Positions 504 8,780 144 5,073 591 0 7,271 3,429 126 130 940 0 1,418 656 Changes from: July 3, 2017 Total Change is: -5,585 191 -1,911 -522 -108 0 0 -4,354 -1,250 -991 0 -296 0 199 -615 Percent of Open Interest Represented by Each Category of Trader 3.4 59.9 1.0 34.6 4.0 0.0 49.6 23.4 0.9 0.9 6.4 0.0 9.7 4.5 Number of Traders in Each Category Total Traders: 31 . . . . . 0 12 8 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 58,499 Positions 1,282 27,393 0 3,223 10,027 0 46,215 14,451 464 1,129 1,428 0 6,186 4,736 Changes from: July 3, 2017 Total Change is: 939 8 2,066 0 694 -142 0 111 -1,134 322 307 -386 0 -503 213 Percent of Open Interest Represented by Each Category of Trader 2.2 46.8 0.0 5.5 17.1 0.0 79.0 24.7 0.8 1.9 2.4 0.0 10.6 8.1 Number of Traders in Each Category Total Traders: 91 . 10 0 10 . 0 32 20 . 6 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 20,164 Positions 4,231 11,894 4,029 1,514 764 0 9,332 2,148 97 0 200 0 961 1,032 Changes from: July 3, 2017 Total Change is: -6,591 2,493 -5,508 -386 815 20 0 -8,475 -648 -81 -821 0 0 -136 12 Percent of Open Interest Represented by Each Category of Trader 21.0 59.0 20.0 7.5 3.8 0.0 46.3 10.7 0.5 0.0 1.0 0.0 4.8 5.1 Number of Traders in Each Category Total Traders: 28 4 . . 5 . 0 10 . . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 64,752 Positions 7,441 40,263 1,221 12,359 521 933 30,347 8,092 2,655 1,330 1,948 17 8,452 9,104 Changes from: July 3, 2017 Total Change is: -2,660 -115 -2,934 27 498 -52 6 -2,665 234 17 -61 572 0 -368 -530 Percent of Open Interest Represented by Each Category of Trader 11.5 62.2 1.9 19.1 0.8 1.4 46.9 12.5 4.1 2.1 3.0 0.0 13.1 14.1 Number of Traders in Each Category Total Traders: 108 11 23 . 16 . . 31 16 6 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 129,503 Positions 14,882 80,525 2,441 24,717 1,041 1,865 60,693 16,184 5,309 2,659 3,896 34 16,903 18,208 Changes from: July 3, 2017 Total Change is: -5,320 -229 -5,868 54 996 -104 12 -5,329 468 33 -122 1,144 0 -735 -1,059 Percent of Open Interest Represented by Each Category of Trader 11.5 62.2 1.9 19.1 0.8 1.4 46.9 12.5 4.1 2.1 3.0 0.0 13.1 14.1 Number of Traders in Each Category Total Traders: 108 11 23 . 16 . . 31 16 6 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 614,457 Positions 34,019 135,570 8,247 299,765 160,902 69,547 75,405 98,146 24,212 24,903 41,822 2,615 75,745 73,397 Changes from: July 3, 2017 Total Change is: 1,347 -5,847 6,529 897 4,027 -7,525 2,428 1,576 -286 -645 -2,397 134 -926 2,233 740 Percent of Open Interest Represented by Each Category of Trader 5.5 22.1 1.3 48.8 26.2 11.3 12.3 16.0 3.9 4.1 6.8 0.4 12.3 11.9 Number of Traders in Each Category Total Traders: 589 33 40 22 117 87 88 86 115 76 52 59 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 45,526 Positions 2,435 20,143 400 11,765 10,695 298 3,683 1,758 0 2,511 127 0 24,434 12,105 Changes from: July 3, 2017 Total Change is: 2,855 -121 1,780 0 66 1,647 -5 56 -190 0 50 -380 0 2,809 3 Percent of Open Interest Represented by Each Category of Trader 5.3 44.2 0.9 25.8 23.5 0.7 8.1 3.9 0.0 5.5 0.3 0.0 53.7 26.6 Number of Traders in Each Category Total Traders: 48 4 9 . 7 4 . 8 13 0 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 2,844,657 Positions 165,837 585,049 31,320 1,443,361 754,396 342,883 363,768 487,101 115,901 112,579 209,094 12,454 256,554 306,459 Changes from: July 3, 2017 Total Change is: -7,540 -24,653 27,722 510 20,114 -45,550 11,857 6,489 -1,592 -2,113 -12,882 1,923 -3,984 -2,878 3,687 Percent of Open Interest Represented by Each Category of Trader 5.8 20.6 1.1 50.7 26.5 12.1 12.8 17.1 4.1 4.0 7.4 0.4 9.0 10.8 Number of Traders in Each Category Total Traders: 582 33 39 21 116 85 87 83 116 69 52 58 19 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 21,053 Positions 4,117 19,282 0 8,977 697 368 4,273 0 0 270 0 0 3,048 706 Changes from: July 3, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 19.6 91.6 0.0 42.6 3.3 1.7 20.3 0.0 0.0 1.3 0.0 0.0 14.5 3.4 Number of Traders in Each Category Total Traders: 20 . 6 0 6 . . . 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874E Open Interest is 15,504 Positions 1,857 13,279 0 1,341 663 131 9,708 288 522 0 0 0 1,945 621 Changes from: July 3, 2017 Total Change is: 21 825 273 0 0 227 0 -820 77 -77 0 -378 0 93 -101 Percent of Open Interest Represented by Each Category of Trader 12.0 85.6 0.0 8.6 4.3 0.8 62.6 1.9 3.4 0.0 0.0 0.0 12.5 4.0 Number of Traders in Each Category Total Traders: 21 4 6 0 . . . 7 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 92,890 Positions 4,405 40,004 519 45,678 39,839 3,915 25,665 3,856 776 0 280 0 11,932 3,701 Changes from: July 3, 2017 Total Change is: -1,551 -95 -2,475 27 -256 273 -86 33 979 -431 0 0 0 -743 162 Percent of Open Interest Represented by Each Category of Trader 4.7 43.1 0.6 49.2 42.9 4.2 27.6 4.2 0.8 0.0 0.3 0.0 12.8 4.0 Number of Traders in Each Category Total Traders: 82 4 12 . 27 16 14 18 4 4 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 55,985 Positions 9,069 16,989 926 14,497 8,021 1,046 21,011 16,901 1,117 1,900 3,380 33 6,387 7,572 Changes from: July 3, 2017 Total Change is: -2,443 1,720 -1,832 -35 -628 160 -124 -2,294 -1,160 52 -350 -328 4 -788 820 Percent of Open Interest Represented by Each Category of Trader 16.2 30.3 1.7 25.9 14.3 1.9 37.5 30.2 2.0 3.4 6.0 0.1 11.4 13.5 Number of Traders in Each Category Total Traders: 253 16 25 6 43 23 12 41 59 18 16 30 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 279,925 Positions 45,344 84,945 4,629 72,486 40,107 5,228 105,054 84,505 5,587 9,498 16,901 163 31,936 37,860 Changes from: July 3, 2017 Total Change is: -12,214 8,602 -9,160 -174 -3,142 802 -621 -11,468 -5,799 261 -1,750 -1,641 18 -3,940 4,100 Percent of Open Interest Represented by Each Category of Trader 16.2 30.3 1.7 25.9 14.3 1.9 37.5 30.2 2.0 3.4 6.0 0.1 11.4 13.5 Number of Traders in Each Category Total Traders: 253 16 25 6 43 23 12 41 59 18 16 30 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 571,124 Positions 57,232 102,721 4,094 237,048 192,211 44,965 169,835 182,598 16,275 13,105 7,383 218 28,352 20,659 Changes from: July 3, 2017 Total Change is: -1,292 2,257 -7,587 461 10,327 1,246 849 -6,619 2,905 2,723 -8,871 -1,217 46 -2,465 -718 Percent of Open Interest Represented by Each Category of Trader 10.0 18.0 0.7 41.5 33.7 7.9 29.7 32.0 2.8 2.3 1.3 0.0 5.0 3.6 Number of Traders in Each Category Total Traders: 309 25 21 5 67 48 35 52 66 25 16 14 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 36,551 Positions 1,148 18,323 0 15,519 1,268 492 6,337 2,638 95 4,848 10,633 0 8,112 3,102 Changes from: July 3, 2017 Total Change is: 108 17 0 0 -42 786 29 -467 -717 0 690 -200 0 -119 210 Percent of Open Interest Represented by Each Category of Trader 3.1 50.1 0.0 42.5 3.5 1.3 17.3 7.2 0.3 13.3 29.1 0.0 22.2 8.5 Number of Traders in Each Category Total Traders: 44 . . 0 17 . 4 6 6 . 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 69,592 Positions 13,195 3,522 1,213 25,308 11,105 1,791 16,908 9,728 258 784 1,152 0 10,135 40,823 Changes from: July 3, 2017 Total Change is: 2,155 1,440 686 562 -534 1,126 444 2,170 -3,960 66 -634 0 -103 -1,256 3,334 Percent of Open Interest Represented by Each Category of Trader 19.0 5.1 1.7 36.4 16.0 2.6 24.3 14.0 0.4 1.1 1.7 0.0 14.6 58.7 Number of Traders in Each Category Total Traders: 76 15 6 . 13 5 5 19 14 4 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 319,564 Positions 42,562 198,283 2,809 193,191 74,460 14,396 41,451 8,858 14,212 2,573 1,115 0 8,370 5,431 Changes from: July 3, 2017 Total Change is: 9,645 -91 1,791 -443 6,667 -67 1,111 -2,117 3,475 2,795 268 10 0 1,455 973 Percent of Open Interest Represented by Each Category of Trader 13.3 62.0 0.9 60.5 23.3 4.5 13.0 2.8 4.4 0.8 0.3 0.0 2.6 1.7 Number of Traders in Each Category Total Traders: 144 11 10 4 53 25 22 30 8 11 4 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,031,885 Positions 26,932 762,484 4,962 645,252 112,324 64,206 179,265 38,310 29,591 56,474 13,410 759 24,444 5,839 Changes from: July 3, 2017 Total Change is: 31,177 -2,838 14,943 -22 16,912 2,047 8,277 712 7,792 1,048 6,155 -38 -142 1,075 -2,728 Percent of Open Interest Represented by Each Category of Trader 2.6 73.9 0.5 62.5 10.9 6.2 17.4 3.7 2.9 5.5 1.3 0.1 2.4 0.6 Number of Traders in Each Category Total Traders: 359 24 22 6 118 40 51 68 25 17 49 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 86,082 Positions 19,266 31,475 54,114 6,195 0 5 5,862 0 458 158 30 0 24 0 Changes from: July 3, 2017 Total Change is: 3,671 465 1,263 2,808 0 0 0 800 0 -400 0 0 0 -2 0 Percent of Open Interest Represented by Each Category of Trader 22.4 36.6 62.9 7.2 0.0 0.0 6.8 0.0 0.5 0.2 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 20 . 11 9 . 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 730,834 Positions 7,913 49,603 4,633 288,277 168,614 133,731 122,169 143,858 13,708 12,713 52,918 3,308 144,382 160,461 Changes from: July 3, 2017 Total Change is: -3,726 -121 -12,251 1,913 7,617 20,932 -2,921 1,290 -22,131 4,839 1,247 10,628 499 -18,089 -5,234 Percent of Open Interest Represented by Each Category of Trader 1.1 6.8 0.6 39.4 23.1 18.3 16.7 19.7 1.9 1.7 7.2 0.5 19.8 22.0 Number of Traders in Each Category Total Traders: 174 8 14 4 42 32 37 37 23 17 8 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 785,147 Positions 0 158,976 1,693 427,141 46,978 115,594 68,411 325,648 21,654 39,108 16,680 1,678 109,868 96,246 Changes from: July 3, 2017 Total Change is: -10,181 -3,075 -14,136 -275 -3,831 -257 10,880 -8,569 -712 3,023 662 -9,664 -1 -8,995 961 Percent of Open Interest Represented by Each Category of Trader 0.0 20.2 0.2 54.4 6.0 14.7 8.7 41.5 2.8 5.0 2.1 0.2 14.0 12.3 Number of Traders in Each Category Total Traders: 115 0 13 . 46 10 31 14 23 10 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,333,159 Positions 48,984 90,721 5,165 441,593 229,947 175,342 312,855 305,357 34,967 191,416 323,141 4,999 117,838 163,520 Changes from: July 3, 2017 Total Change is: -32,206 -26,375 -4,420 -1,523 18,091 17,964 -18,138 3,132 -11,472 -9,166 3,349 -4,782 2,245 -3,821 -2,914 Percent of Open Interest Represented by Each Category of Trader 3.7 6.8 0.4 33.1 17.2 13.2 23.5 22.9 2.6 14.4 24.2 0.4 8.8 12.3 Number of Traders in Each Category Total Traders: 250 10 18 6 52 38 45 39 46 29 18 29 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,136,441 Positions 115,437 216,266 23,527 1,126,617 977,783 479,709 621,342 558,859 116,334 280,214 197,511 38,474 334,787 527,978 Changes from: July 3, 2017 Total Change is: 48,578 -1,482 20,731 -1,956 47,380 37,890 2,256 19,714 -39,127 8,698 -11,206 3,086 8,174 -23,000 8,826 Percent of Open Interest Represented by Each Category of Trader 3.7 6.9 0.8 35.9 31.2 15.3 19.8 17.8 3.7 8.9 6.3 1.2 10.7 16.8 Number of Traders in Each Category Total Traders: 398 21 43 16 59 83 73 65 67 44 25 35 15 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 392,806 Positions 11,642 9,080 4,037 92,840 172,919 26,682 149,732 38,478 10,559 9,947 6,629 0 87,367 124,422 Changes from: July 3, 2017 Total Change is: -3,045 -3,520 -8,404 253 10,628 1,589 1,728 -7,880 3,465 -1,669 -2,543 -2,000 0 -42 1,993 Percent of Open Interest Represented by Each Category of Trader 3.0 2.3 1.0 23.6 44.0 6.8 38.1 9.8 2.7 2.5 1.7 0.0 22.2 31.7 Number of Traders in Each Category Total Traders: 61 . . . 11 23 24 10 8 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 2,986,911 Positions 60,282 307,479 31,160 1,695,172 706,703 403,036 277,310 806,782 83,268 172,072 254,710 11,409 253,202 382,364 Changes from: July 3, 2017 Total Change is: -77,855 1,781 16,269 -21,118 -25,872 25,152 -4,751 -45,839 -126,646 27,759 5,975 -3,735 477 -16,267 8,738 Percent of Open Interest Represented by Each Category of Trader 2.0 10.3 1.0 56.8 23.7 13.5 9.3 27.0 2.8 5.8 8.5 0.4 8.5 12.8 Number of Traders in Each Category Total Traders: 300 13 32 10 55 50 63 43 60 39 12 35 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,582,233 Positions 388,656 172,607 496,527 12,619 26,402 14,791 195,969 279,944 345,388 22,560 119,524 69,271 36,452 57,779 Changes from: July 3, 2017 Total Change is: 12,308 3,165 23,537 13,741 0 6,841 -136 2,283 -4,481 803 4,406 -16,932 -7,347 -4,607 -3,718 Percent of Open Interest Represented by Each Category of Trader 24.6 10.9 31.4 0.8 1.7 0.9 12.4 17.7 21.8 1.4 7.6 4.4 2.3 3.7 Number of Traders in Each Category Total Traders: 152 18 37 48 . 7 . 11 49 49 7 12 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is12,971,072 Positions 4,393,193 770,484 2,642,411 105,536 1,696,887 661,245 449,410 2,327,517 2,261,036 956,547 508,048 883,841 617,853 1,219,603 Changes from: July 3, 2017 Total Change is: -79,672 -62,666 20,241 68,987 -13,314 9,088 -35,310 -38,773 -67,398 -47,892 100,709 -20,206 -9,649 -41,764 2,467 Percent of Open Interest Represented by Each Category of Trader 33.9 5.9 20.4 0.8 13.1 5.1 3.5 17.9 17.4 7.4 3.9 6.8 4.8 9.4 Number of Traders in Each Category Total Traders: 302 34 43 66 4 34 26 37 92 91 11 31 30 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 29,615 Positions 4,320 4,818 0 292 13,308 90 16,540 7,223 0 8,263 4,030 39 71 107 Changes from: July 3, 2017 Total Change is: 305 -777 16 0 -17 -349 -4 712 646 0 364 0 0 27 -4 Percent of Open Interest Represented by Each Category of Trader 14.6 16.3 0.0 1.0 44.9 0.3 55.9 24.4 0.0 27.9 13.6 0.1 0.2 0.4 Number of Traders in Each Category Total Traders: 48 . 6 0 . 12 . 6 10 0 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 22,873 Positions 9,499 901 0 608 8,011 98 12,275 9,704 0 341 4,067 13 39 79 Changes from: July 3, 2017 Total Change is: 80 -210 -55 0 -189 -185 -2 324 335 0 157 -57 13 -13 31 Percent of Open Interest Represented by Each Category of Trader 41.5 3.9 0.0 2.7 35.0 0.4 53.7 42.4 0.0 1.5 17.8 0.1 0.2 0.3 Number of Traders in Each Category Total Traders: 32 4 . 0 . 5 . 6 7 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 53,048 Positions 399 18,886 0 11,088 5,740 568 20,173 17,468 2,832 10,416 4,596 0 7,572 2,958 Changes from: July 3, 2017 Total Change is: 2,327 -2 -57 0 317 181 4 8,796 -167 -364 -5,921 2,984 0 -503 -254 Percent of Open Interest Represented by Each Category of Trader 0.8 35.6 0.0 20.9 10.8 1.1 38.0 32.9 5.3 19.6 8.7 0.0 14.3 5.6 Number of Traders in Each Category Total Traders: 135 4 . 0 8 6 . 28 37 13 39 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 576,528 Positions 108,037 42,540 30,418 58,638 43,223 74,937 102,567 190,412 126,750 21,521 12,180 23,004 30,656 33,064 Changes from: July 3, 2017 Total Change is: 13,837 -2,679 3,877 8,028 3,259 1,594 -783 -2,891 -15,199 19,141 -2,865 1,835 -3,532 -3,841 -1,124 Percent of Open Interest Represented by Each Category of Trader 18.7 7.4 5.3 10.2 7.5 13.0 17.8 33.0 22.0 3.7 2.1 4.0 5.3 5.7 Number of Traders in Each Category Total Traders: 251 21 5 20 21 21 15 60 65 63 24 20 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 44,922 Positions 61 52 0 36,489 1,729 0 3,220 42,382 256 4,645 177 210 41 116 Changes from: July 3, 2017 Total Change is: -7,037 0 -2,394 0 -6,893 62 0 -129 -4,713 0 0 -2 0 -15 10 Percent of Open Interest Represented by Each Category of Trader 0.1 0.1 0.0 81.2 3.8 0.0 7.2 94.3 0.6 10.3 0.4 0.5 0.1 0.3 Number of Traders in Each Category Total Traders: 38 . . 0 8 . 0 5 12 . 7 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of July 11, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250) CFTC Code #256741 Open Interest is 15,394 Positions 3,170 8,286 0 10,422 158 282 450 5,844 352 218 0 0 500 472 Changes from: July 3, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 20.6 53.8 0.0 67.7 1.0 1.8 2.9 38.0 2.3 1.4 0.0 0.0 3.2 3.1 Number of Traders in Each Category Total Traders: 20 . . 0 8 . . . 5 . . 0 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated July 14, 2017