Traders in Financial Futures - Futures Only Positions as of June 27, 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 143,798
Positions
36,431 10,038 669 34,349 28,559 466 18,567 64,736 6,495 15,238 2,769 446 31,137 29,620
Changes from: June 20, 2017 Total Change is: -75,698
-30,201 -3,169 -37,199 2,830 -871 -6 -1,507 -32,603 -311 -12,416 -249 13 3,099 -1,303
Percent of Open Interest Represented by Each Category of Trader
25.3 7.0 0.5 23.9 19.9 0.3 12.9 45.0 4.5 10.6 1.9 0.3 21.7 20.6
Number of Traders in Each Category Total Traders: 97
8 5 . 10 8 . 17 30 13 11 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 37,364
Positions
2,547 4,904 0 1,872 2,950 0 17,146 13,601 976 0 1,560 0 14,823 13,373
Changes from: June 20, 2017 Total Change is: 2,313
428 73 0 19 -53 0 362 1,673 -302 0 39 0 1,806 883
Percent of Open Interest Represented by Each Category of Trader
6.8 13.1 0.0 5.0 7.9 0.0 45.9 36.4 2.6 0.0 4.2 0.0 39.7 35.8
Number of Traders in Each Category Total Traders: 37
. 4 0 . . 0 13 10 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 187,799
Positions
73,483 7,192 487 18,468 72,776 2,074 39,588 57,258 6,263 20,222 10,474 2,056 25,158 29,219
Changes from: June 20, 2017 Total Change is: -6,901
2,507 -277 19 -1,423 -2,418 7 -6,560 -3,472 -1,533 -1,468 -166 1,140 410 -201
Percent of Open Interest Represented by Each Category of Trader
39.1 3.8 0.3 9.8 38.8 1.1 21.1 30.5 3.3 10.8 5.6 1.1 13.4 15.6
Number of Traders in Each Category Total Traders: 112
10 6 . 13 22 7 29 23 16 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 183,705
Positions
62,778 11,769 407 21,868 60,109 3,916 37,685 60,569 4,100 35,249 4,473 119 17,583 38,243
Changes from: June 20, 2017 Total Change is: 11,865
14,468 -2,812 -47 -142 1,071 104 -3,942 9,576 21 -21 -79 -19 1,443 4,050
Percent of Open Interest Represented by Each Category of Trader
34.2 6.4 0.2 11.9 32.7 2.1 20.5 33.0 2.2 19.2 2.4 0.1 9.6 20.8
Number of Traders in Each Category Total Traders: 115
12 4 5 12 19 8 24 35 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 400,560
Positions
33,528 98,769 1,567 172,970 68,219 11,311 66,956 75,103 11,062 31,685 79,858 1,146 70,335 53,525
Changes from: June 20, 2017 Total Change is: 21,291
358 14,301 82 6,286 -2,150 661 7,501 673 1,320 956 3,784 -37 4,164 2,657
Percent of Open Interest Represented by Each Category of Trader
8.4 24.7 0.4 43.2 17.0 2.8 16.7 18.7 2.8 7.9 19.9 0.3 17.6 13.4
Number of Traders in Each Category Total Traders: 247
13 16 10 54 30 35 42 39 24 32 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,785
Positions
2,178 24,177 28 14,488 0 300 4,323 2,349 389 0 2,721 696 12,383 4,125
Changes from: June 20, 2017 Total Change is: 138
0 628 0 270 0 38 -711 -580 -65 0 -2 -30 636 149
Percent of Open Interest Represented by Each Category of Trader
6.3 69.5 0.1 41.7 0.0 0.9 12.4 6.8 1.1 0.0 7.8 2.0 35.6 11.9
Number of Traders in Each Category Total Traders: 22
. . . 11 0 4 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 89,953
Positions
4,935 8,988 461 7,380 12,526 2,280 46,263 27,647 2,482 695 10,814 117 25,340 24,638
Changes from: June 20, 2017 Total Change is: 7,978
-787 5,963 -97 -16 631 468 7,543 -55 34 2 1,741 26 805 -733
Percent of Open Interest Represented by Each Category of Trader
5.5 10.0 0.5 8.2 13.9 2.5 51.4 30.7 2.8 0.8 12.0 0.1 28.2 27.4
Number of Traders in Each Category Total Traders: 86
6 5 5 8 11 6 26 20 13 . 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 33,131
Positions
5,226 23,771 1 6,050 0 0 20,187 5,080 90 431 3,184 0 1,146 1,005
Changes from: June 20, 2017 Total Change is: 2,312
1,762 -31 0 -443 0 0 2,241 3,113 0 -494 5 -217 -537 -558
Percent of Open Interest Represented by Each Category of Trader
15.8 71.7 0.0 18.3 0.0 0.0 60.9 15.3 0.3 1.3 9.6 0.0 3.5 3.0
Number of Traders in Each Category Total Traders: 36
. 5 . . 0 0 14 7 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 212,815
Positions
19,411 138,590 287 53,545 3,432 899 126,157 57,375 681 3,292 8,512 0 8,543 3,039
Changes from: June 20, 2017 Total Change is: -4,666
327 34,156 5 391 -699 -985 360 -33,265 -3,914 300 -149 0 -1,150 185
Percent of Open Interest Represented by Each Category of Trader
9.1 65.1 0.1 25.2 1.6 0.4 59.3 27.0 0.3 1.5 4.0 0.0 4.0 1.4
Number of Traders in Each Category Total Traders: 149
4 10 . 19 4 . 59 25 6 15 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 18,579
Positions
174 10,691 144 5,180 591 0 10,569 4,459 915 130 1,175 0 1,467 604
Changes from: June 20, 2017 Total Change is: 442
0 0 0 53 0 0 318 300 62 0 40 0 9 40
Percent of Open Interest Represented by Each Category of Trader
0.9 57.5 0.8 27.9 3.2 0.0 56.9 24.0 4.9 0.7 6.3 0.0 7.9 3.3
Number of Traders in Each Category Total Traders: 37
. . . . . 0 12 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 57,424
Positions
1,303 20,647 0 2,613 10,157 0 46,676 19,703 97 790 1,967 0 5,945 4,853
Changes from: June 20, 2017 Total Change is: 7,329
35 4,794 0 702 -130 0 6,290 2,163 -360 173 181 0 489 681
Percent of Open Interest Represented by Each Category of Trader
2.3 36.0 0.0 4.6 17.7 0.0 81.3 34.3 0.2 1.4 3.4 0.0 10.4 8.5
Number of Traders in Each Category Total Traders: 93
. 8 0 8 4 0 35 21 . . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 29,535
Positions
1,599 17,520 4,554 866 419 0 20,614 5,754 177 821 200 0 904 911
Changes from: June 20, 2017 Total Change is: -231
-166 555 166 -272 16 0 16 -951 0 0 0 0 25 -17
Percent of Open Interest Represented by Each Category of Trader
5.4 59.3 15.4 2.9 1.4 0.0 69.8 19.5 0.6 2.8 0.7 0.0 3.1 3.1
Number of Traders in Each Category Total Traders: 27
. 5 . 5 . 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 65,668
Positions
7,790 43,568 1,129 8,910 532 914 34,084 6,159 2,910 1,386 2,053 17 8,529 8,387
Changes from: June 20, 2017 Total Change is: 4,534
181 6,200 -10 -178 294 45 4,546 -500 -193 -25 7 17 152 -1,325
Percent of Open Interest Represented by Each Category of Trader
11.9 66.3 1.7 13.6 0.8 1.4 51.9 9.4 4.4 2.1 3.1 0.0 13.0 12.8
Number of Traders in Each Category Total Traders: 111
12 22 . 13 4 4 38 13 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 131,335
Positions
15,579 87,136 2,258 17,820 1,063 1,828 68,168 12,317 5,820 2,771 4,106 34 17,057 16,773
Changes from: June 20, 2017 Total Change is: 9,067
362 12,399 -20 -356 587 89 9,091 -1,000 -386 -50 14 34 303 -2,650
Percent of Open Interest Represented by Each Category of Trader
11.9 66.3 1.7 13.6 0.8 1.4 51.9 9.4 4.4 2.1 3.1 0.0 13.0 12.8
Number of Traders in Each Category Total Traders: 111
12 22 . 13 4 4 38 13 5 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 616,094
Positions
37,432 121,459 7,227 299,070 163,477 67,938 72,011 116,685 23,499 32,178 40,364 2,062 74,676 73,381
Changes from: June 20, 2017 Total Change is: 10,611
2,254 1,731 -1,505 -9,030 4,927 3,769 7,698 -1,709 5,439 976 773 -183 1,193 -2,632
Percent of Open Interest Represented by Each Category of Trader
6.1 19.7 1.2 48.5 26.5 11.0 11.7 18.9 3.8 5.2 6.6 0.3 12.1 11.9
Number of Traders in Each Category Total Traders: 593
32 40 19 120 89 83 84 119 74 51 57 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 40,862
Positions
782 15,966 400 11,685 8,974 297 2,769 2,053 0 2,442 573 0 22,487 12,599
Changes from: June 20, 2017 Total Change is: 359
-941 1,212 0 -19 881 2 342 324 0 -50 169 0 1,025 -2,229
Percent of Open Interest Represented by Each Category of Trader
1.9 39.1 1.0 28.6 22.0 0.7 6.8 5.0 0.0 6.0 1.4 0.0 55.0 30.8
Number of Traders in Each Category Total Traders: 44
. 9 . 7 . . 8 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 2,876,159
Positions
186,955 531,171 30,431 1,439,924 775,516 335,207 353,695 580,645 110,013 149,524 199,801 9,464 260,946 303,911
Changes from: June 20, 2017 Total Change is: 51,261
12,992 -387 -4,543 -44,970 20,316 18,751 37,440 -9,505 26,537 5,898 3,790 -1,684 840 -2,014
Percent of Open Interest Represented by Each Category of Trader
6.5 18.5 1.1 50.1 27.0 11.7 12.3 20.2 3.8 5.2 6.9 0.3 9.1 10.6
Number of Traders in Each Category Total Traders: 586
33 38 19 119 88 82 81 119 68 51 56 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 18,687
Positions
4,092 13,730 0 7,757 2,840 539 2,841 397 0 1,063 0 0 2,395 1,181
Changes from: June 20, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.9 73.5 0.0 41.5 15.2 2.9 15.2 2.1 0.0 5.7 0.0 0.0 12.8 6.3
Number of Traders in Each Category Total Traders: 20
. 6 0 4 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 15,023
Positions
1,032 12,694 0 1,341 271 135 10,039 198 599 0 378 0 1,877 748
Changes from: June 20, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.9 84.5 0.0 8.9 1.8 0.9 66.8 1.3 4.0 0.0 2.5 0.0 12.5 5.0
Number of Traders in Each Category Total Traders: 20
. 6 0 . . . 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 93,531
Positions
3,536 41,230 508 44,800 39,736 4,165 26,298 1,873 2,118 0 280 0 12,106 3,621
Changes from: June 20, 2017 Total Change is: 2,146
-3 2,307 -3 301 370 30 2,916 -743 297 -1,411 0 0 19 -112
Percent of Open Interest Represented by Each Category of Trader
3.8 44.1 0.5 47.9 42.5 4.5 28.1 2.0 2.3 0.0 0.3 0.0 12.9 3.9
Number of Traders in Each Category Total Traders: 82
. 12 . 27 17 14 20 . 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 57,176
Positions
3,039 19,429 993 16,573 7,086 1,341 24,889 17,062 1,011 2,089 3,422 31 7,211 6,801
Changes from: June 20, 2017 Total Change is: 235
1,669 -3,271 152 -1,681 616 163 746 1,842 -419 -102 291 -48 -245 910
Percent of Open Interest Represented by Each Category of Trader
5.3 34.0 1.7 29.0 12.4 2.3 43.5 29.8 1.8 3.7 6.0 0.1 12.6 11.9
Number of Traders in Each Category Total Traders: 263
14 24 5 45 24 14 45 68 21 12 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 285,882
Positions
15,194 97,146 4,966 82,864 35,429 6,704 124,445 85,312 5,056 10,444 17,110 155 36,054 34,004
Changes from: June 20, 2017 Total Change is: 1,176
8,346 -16,357 760 -8,406 3,081 815 3,732 9,210 -2,097 -508 1,453 -241 -1,225 4,552
Percent of Open Interest Represented by Each Category of Trader
5.3 34.0 1.7 29.0 12.4 2.3 43.5 29.8 1.8 3.7 6.0 0.1 12.6 11.9
Number of Traders in Each Category Total Traders: 263
14 24 5 45 24 14 45 68 21 12 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 579,817
Positions
59,070 119,669 3,399 235,751 190,858 43,682 169,902 177,032 16,325 22,451 7,967 172 29,065 20,713
Changes from: June 20, 2017 Total Change is: 8,426
16,774 -13,546 141 -7,678 7,471 -875 2,771 13,458 2,138 -4,150 -441 0 -695 80
Percent of Open Interest Represented by Each Category of Trader
10.2 20.6 0.6 40.7 32.9 7.5 29.3 30.5 2.8 3.9 1.4 0.0 5.0 3.6
Number of Traders in Each Category Total Traders: 319
25 20 4 68 49 33 58 65 27 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 36,845
Positions
1,104 18,323 0 15,115 475 464 7,680 3,807 95 3,820 10,608 0 8,567 3,073
Changes from: June 20, 2017 Total Change is: -1,051
50 0 0 -402 0 0 -396 -926 0 -762 -489 0 459 364
Percent of Open Interest Represented by Each Category of Trader
3.0 49.7 0.0 41.0 1.3 1.3 20.8 10.3 0.3 10.4 28.8 0.0 23.3 8.3
Number of Traders in Each Category Total Traders: 41
. . 0 15 . . 6 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 69,420
Positions
12,653 2,709 214 25,695 7,830 1,573 17,839 13,209 172 1,011 1,152 0 10,263 42,561
Changes from: June 20, 2017 Total Change is: 920
557 759 50 850 -427 138 -591 -4 -374 -1,299 0 0 1,589 778
Percent of Open Interest Represented by Each Category of Trader
18.2 3.9 0.3 37.0 11.3 2.3 25.7 19.0 0.2 1.5 1.7 0.0 14.8 61.3
Number of Traders in Each Category Total Traders: 69
13 4 . 13 5 5 18 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 310,301
Positions
37,357 192,054 3,324 189,616 74,041 13,926 43,897 9,278 11,204 2,305 1,096 0 8,672 5,378
Changes from: June 20, 2017 Total Change is: 1,227
-2,435 -7,725 -20 5,893 -145 519 -11,175 683 8,103 0 0 0 342 -188
Percent of Open Interest Represented by Each Category of Trader
12.0 61.9 1.1 61.1 23.9 4.5 14.1 3.0 3.6 0.7 0.4 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 143
10 10 4 55 25 23 28 8 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 989,914
Positions
31,746 741,971 4,926 623,153 109,578 56,629 172,727 23,432 27,646 47,795 13,975 900 24,392 10,857
Changes from: June 20, 2017 Total Change is: 16,838
793 118 -111 26,523 305 -27 -25,776 92 13,569 487 951 71 1,309 1,870
Percent of Open Interest Represented by Each Category of Trader
3.2 75.0 0.5 63.0 11.1 5.7 17.4 2.4 2.8 4.8 1.4 0.1 2.5 1.1
Number of Traders in Each Category Total Traders: 346
22 22 7 117 40 49 66 18 15 47 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 80,547
Positions
17,371 28,229 51,045 6,195 0 5 1,910 0 840 2,736 30 398 47 0
Changes from: June 20, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.6 35.0 63.4 7.7 0.0 0.0 2.4 0.0 1.0 3.4 0.0 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 20
. 11 9 . 0 . . 0 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 750,814
Positions
10,778 71,969 5,532 278,844 142,379 133,852 121,823 183,066 12,877 9,612 41,723 2,876 174,620 156,540
Changes from: June 20, 2017 Total Change is: -1,683
-745 -5,531 2,530 -8,848 8,444 -1,043 12,378 -8,486 4,464 -4,029 -1,435 383 -6,773 -1,009
Percent of Open Interest Represented by Each Category of Trader
1.4 9.6 0.7 37.1 19.0 17.8 16.2 24.4 1.7 1.3 5.6 0.4 23.3 20.8
Number of Traders in Each Category Total Traders: 171
5 19 6 39 29 33 34 27 15 7 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 783,957
Positions
0 173,505 1,964 428,996 42,923 105,074 65,112 319,553 22,578 37,689 27,544 1,665 120,879 89,151
Changes from: June 20, 2017 Total Change is: 17,742
-2,098 249 -282 2,531 558 -390 20,835 20,277 -195 786 -4,034 -299 -3,146 1,858
Percent of Open Interest Represented by Each Category of Trader
0.0 22.1 0.3 54.7 5.5 13.4 8.3 40.8 2.9 4.8 3.5 0.2 15.4 11.4
Number of Traders in Each Category Total Traders: 115
0 13 . 47 9 33 14 23 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,294,933
Positions
43,763 127,301 3,909 426,522 185,485 190,239 270,309 260,388 39,149 193,986 324,214 3,526 123,530 160,722
Changes from: June 20, 2017 Total Change is: -33,353
805 -39,419 -814 -15,203 7,859 178 -24,992 -3,729 -8,251 2,389 4,892 78 12,457 5,853
Percent of Open Interest Represented by Each Category of Trader
3.4 9.8 0.3 32.9 14.3 14.7 20.9 20.1 3.0 15.0 25.0 0.3 9.5 12.4
Number of Traders in Each Category Total Traders: 270
11 23 7 57 35 42 47 46 30 19 32 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 3,137,084
Positions
107,052 215,534 43,602 1,088,441 890,461 484,546 610,917 649,296 126,963 276,873 169,768 29,407 369,283 527,507
Changes from: June 20, 2017 Total Change is: -87,305
-28,805 -30,444 13,311 -20,632 18,824 -10,854 -32,568 -107,658 7,762 -5,356 17,990 -10,291 128 14,055
Percent of Open Interest Represented by Each Category of Trader
3.4 6.9 1.4 34.7 28.4 15.4 19.5 20.7 4.0 8.8 5.4 0.9 11.8 16.8
Number of Traders in Each Category Total Traders: 379
20 34 15 57 84 79 63 64 47 22 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 386,862
Positions
7,498 13,840 3,806 81,157 174,077 25,548 163,869 39,006 10,191 11,892 8,629 0 82,901 111,765
Changes from: June 20, 2017 Total Change is: 7,970
1,487 -101 -196 -460 15 23 12,813 2,536 -3,676 2,681 2,000 0 -4,702 7,369
Percent of Open Interest Represented by Each Category of Trader
1.9 3.6 1.0 21.0 45.0 6.6 42.4 10.1 2.6 3.1 2.2 0.0 21.4 28.9
Number of Traders in Each Category Total Traders: 59
. 4 . 10 22 24 9 6 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 3,113,882
Positions
64,871 314,597 37,407 1,688,521 666,532 407,024 392,815 977,725 75,302 167,849 254,054 11,884 268,209 369,357
Changes from: June 20, 2017 Total Change is: 14,166
1,184 -25,610 1,506 49,412 -6,415 -9,155 -13,763 49,064 -3,960 7,351 9,610 -2,712 -15,697 1,838
Percent of Open Interest Represented by Each Category of Trader
2.1 10.1 1.2 54.2 21.4 13.1 12.6 31.4 2.4 5.4 8.2 0.4 8.6 11.9
Number of Traders in Each Category Total Traders: 298
14 30 8 58 47 65 44 60 34 11 34 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 1,698,574
Positions
420,221 169,472 519,245 0 20,420 15,688 226,392 299,115 364,587 10,763 147,050 96,648 45,030 66,349
Changes from: June 20, 2017 Total Change is: -39,158
28,846 -28,437 -27,243 -929 8,548 -71 -57,269 9,556 11,971 -811 -22,786 6,137 211 3,167
Percent of Open Interest Represented by Each Category of Trader
24.7 10.0 30.6 0.0 1.2 0.9 13.3 17.6 21.5 0.6 8.7 5.7 2.7 3.9
Number of Traders in Each Category Total Traders: 149
25 33 50 0 6 . 13 40 46 7 13 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 is12,982,431
Positions
4,332,335 822,289 2,573,547 129,956 1,643,774 701,253 537,266 2,327,081 2,327,942 844,270 565,092 900,274 635,588 1,121,179
Changes from: June 20, 2017 Total Change is: 178,129
-4,369 -28,744 144,903 -16,760 18,661 -6,492 -16,968 74,181 25,139 84,327 -29,473 -42,138 10,487 22,092
Percent of Open Interest Represented by Each Category of Trader
33.4 6.3 19.8 1.0 12.7 5.4 4.1 17.9 17.9 6.5 4.4 6.9 4.9 8.6
Number of Traders in Each Category Total Traders: 312
33 46 70 4 36 28 38 93 94 13 32 34
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 29,906
Positions
5,411 4,900 0 351 14,197 85 14,878 6,913 0 9,073 3,651 39 69 121
Changes from: June 20, 2017 Total Change is: 1,864
-949 2,554 0 0 2,436 -1 2,779 -2,797 0 120 -307 -53 -32 32
Percent of Open Interest Represented by Each Category of Trader
18.1 16.4 0.0 1.2 47.5 0.3 49.7 23.1 0.0 30.3 12.2 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 47
. 5 0 . 12 . 7 10 0 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 22,885
Positions
9,340 956 0 783 8,323 100 12,408 9,384 0 214 4,061 0 40 61
Changes from: June 20, 2017 Total Change is: -3,142
216 80 0 -40 -2,671 41 -3,459 -736 0 114 135 0 -14 9
Percent of Open Interest Represented by Each Category of Trader
40.8 4.2 0.0 3.4 36.4 0.4 54.2 41.0 0.0 0.9 17.7 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 35
4 . 0 . 5 . 8 8 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 48,135
Positions
393 18,868 0 10,814 3,954 548 10,369 17,618 3,314 14,808 1,020 0 7,889 2,813
Changes from: June 20, 2017 Total Change is: 1,427
108 -75 0 97 2 31 -4,489 3,440 1,548 4,408 -3,844 0 -276 325
Percent of Open Interest Represented by Each Category of Trader
0.8 39.2 0.0 22.5 8.2 1.1 21.5 36.6 6.9 30.8 2.1 0.0 16.4 5.8
Number of Traders in Each Category Total Traders: 128
4 4 0 9 6 . 22 34 12 40 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 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 562,064
Positions
109,644 40,726 23,267 64,875 41,603 58,701 113,057 226,248 104,386 27,783 11,113 26,096 34,255 29,924
Changes from: June 20, 2017 Total Change is: -21,530
-18,295 2,778 -4,765 11,335 -996 -6,886 3,471 -4,119 -7,011 694 2,452 3,130 -3,203 -6,113
Percent of Open Interest Represented by Each Category of Trader
19.5 7.2 4.1 11.5 7.4 10.4 20.1 40.3 18.6 4.9 2.0 4.6 6.1 5.3
Number of Traders in Each Category Total Traders: 270
25 5 22 20 25 16 61 70 61 28 21 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 34,522
Positions
61 316 0 25,557 1,657 0 3,629 31,777 256 4,645 179 210 164 127
Changes from: June 20, 2017 Total Change is: -14,482
0 -7,637 0 0 104 0 -8,183 -581 -6,360 0 0 -20 81 12
Percent of Open Interest Represented by Each Category of Trader
0.2 0.9 0.0 74.0 4.8 0.0 10.5 92.0 0.7 13.5 0.5 0.6 0.5 0.4
Number of Traders in Each Category Total Traders: 39
. . 0 9 . 0 6 10 . 7 . .
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Updated June 30, 2017