Traders in Financial Futures - Futures Only Positions as of July 3, 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 145,079
Positions
24,708 20,754 698 38,271 17,121 489 23,314 69,148 6,689 15,853 2,202 549 34,508 27,429
Changes from: June 27, 2017 Total Change is: 1,281
-11,723 10,716 29 3,922 -11,438 23 4,747 4,412 194 615 -567 103 3,371 -2,191
Percent of Open Interest Represented by Each Category of Trader
17.0 14.3 0.5 26.4 11.8 0.3 16.1 47.7 4.6 10.9 1.5 0.4 23.8 18.9
Number of Traders in Each Category Total Traders: 92
7 6 . 12 7 4 22 23 15 9 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 38,491
Positions
1,937 9,729 19 2,544 2,940 0 15,628 8,498 739 0 1,560 0 17,624 15,006
Changes from: June 27, 2017 Total Change is: 1,127
-610 4,825 19 672 -10 0 -1,518 -5,103 -237 0 0 0 2,801 1,633
Percent of Open Interest Represented by Each Category of Trader
5.0 25.3 0.0 6.6 7.6 0.0 40.6 22.1 1.9 0.0 4.1 0.0 45.8 39.0
Number of Traders in Each Category Total Traders: 31
. 5 . . . 0 10 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 201,379
Positions
68,249 23,944 527 21,883 68,829 4,139 39,096 56,392 7,599 27,490 10,569 1,961 30,435 27,419
Changes from: June 27, 2017 Total Change is: 13,580
-5,234 16,752 40 3,415 -3,947 2,065 -492 -866 1,336 7,268 95 -95 5,277 -1,800
Percent of Open Interest Represented by Each Category of Trader
33.9 11.9 0.3 10.9 34.2 2.1 19.4 28.0 3.8 13.7 5.2 1.0 15.1 13.6
Number of Traders in Each Category Total Traders: 112
7 9 . 15 19 6 24 28 17 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 207,597
Positions
78,310 12,256 399 21,800 64,920 4,595 42,636 78,216 4,542 37,766 1,973 144 17,405 40,552
Changes from: June 27, 2017 Total Change is: 23,892
15,532 487 -8 -68 4,811 679 4,951 17,647 442 2,517 -2,500 25 -178 2,309
Percent of Open Interest Represented by Each Category of Trader
37.7 5.9 0.2 10.5 31.3 2.2 20.5 37.7 2.2 18.2 1.0 0.1 8.4 19.5
Number of Traders in Each Category Total Traders: 120
9 6 . 13 20 8 24 38 14 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 422,496
Positions
38,470 127,190 1,418 178,183 70,493 12,358 68,317 74,930 13,240 32,712 67,646 1,162 76,636 54,059
Changes from: June 27, 2017 Total Change is: 21,936
4,942 28,421 -149 5,213 2,274 1,047 1,361 -173 2,178 1,027 -12,212 16 6,301 534
Percent of Open Interest Represented by Each Category of Trader
9.1 30.1 0.3 42.2 16.7 2.9 16.2 17.7 3.1 7.7 16.0 0.3 18.1 12.8
Number of Traders in Each Category Total Traders: 250
14 18 9 54 31 35 42 36 21 35 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 33,598
Positions
2,110 24,357 28 13,826 0 299 3,960 1,008 350 0 2,718 696 12,329 4,142
Changes from: June 27, 2017 Total Change is: -1,187
-68 180 0 -662 0 -1 -363 -1,341 -39 0 -3 0 -54 17
Percent of Open Interest Represented by Each Category of Trader
6.3 72.5 0.1 41.2 0.0 0.9 11.8 3.0 1.0 0.0 8.1 2.1 36.7 12.3
Number of Traders in Each Category Total Traders: 20
. . . 10 0 4 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 100,735
Positions
2,518 31,074 1,124 10,088 9,914 2,247 52,859 22,949 2,940 753 8,777 229 27,977 21,481
Changes from: June 27, 2017 Total Change is: 10,782
-2,417 22,086 663 2,708 -2,612 -33 6,596 -4,698 458 58 -2,037 112 2,637 -3,157
Percent of Open Interest Represented by Each Category of Trader
2.5 30.8 1.1 10.0 9.8 2.2 52.5 22.8 2.9 0.7 8.7 0.2 27.8 21.3
Number of Traders in Each Category Total Traders: 89
4 7 . 9 10 5 30 20 14 . 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 34,534
Positions
5,617 23,199 1 7,400 0 0 19,973 7,061 90 111 3,184 0 1,342 999
Changes from: June 27, 2017 Total Change is: 1,403
391 -572 0 1,350 0 0 -214 1,981 0 -320 0 0 196 -6
Percent of Open Interest Represented by Each Category of Trader
16.3 67.2 0.0 21.4 0.0 0.0 57.8 20.4 0.3 0.3 9.2 0.0 3.9 2.9
Number of Traders in Each Category Total Traders: 34
. 5 . . 0 0 13 6 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 210,730
Positions
18,222 146,097 286 53,516 3,360 436 121,287 47,833 1,052 3,109 7,970 300 12,522 3,396
Changes from: June 27, 2017 Total Change is: -2,085
-1,189 7,507 -1 -29 -72 -463 -4,870 -9,542 371 -183 -542 300 3,979 357
Percent of Open Interest Represented by Each Category of Trader
8.6 69.3 0.1 25.4 1.6 0.2 57.6 22.7 0.5 1.5 3.8 0.1 5.9 1.6
Number of Traders in Each Category Total Traders: 147
4 9 . 20 5 . 58 23 9 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 20,251
Positions
313 10,691 666 5,181 591 0 11,625 4,679 1,117 130 1,236 0 1,219 1,271
Changes from: June 27, 2017 Total Change is: 1,672
139 0 522 1 0 0 1,056 220 202 0 61 0 -248 667
Percent of Open Interest Represented by Each Category of Trader
1.5 52.8 3.3 25.6 2.9 0.0 57.4 23.1 5.5 0.6 6.1 0.0 6.0 6.3
Number of Traders in Each Category Total Traders: 35
. . . . . 0 11 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 57,560
Positions
1,274 25,327 0 2,529 10,169 0 46,104 15,585 142 822 1,814 0 6,689 4,523
Changes from: June 27, 2017 Total Change is: 136
-29 4,680 0 -84 12 0 -572 -4,118 45 32 -153 0 744 -330
Percent of Open Interest Represented by Each Category of Trader
2.2 44.0 0.0 4.4 17.7 0.0 80.1 27.1 0.2 1.4 3.2 0.0 11.6 7.9
Number of Traders in Each Category Total Traders: 93
. 10 0 8 4 0 33 20 4 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 26,755
Positions
1,738 17,402 4,415 699 744 0 17,807 2,796 178 821 200 0 1,097 1,020
Changes from: June 27, 2017 Total Change is: -2,780
139 -118 -139 -167 325 0 -2,807 -2,958 1 0 0 0 193 109
Percent of Open Interest Represented by Each Category of Trader
6.5 65.0 16.5 2.6 2.8 0.0 66.6 10.5 0.7 3.1 0.7 0.0 4.1 3.8
Number of Traders in Each Category Total Traders: 27
. 5 . 4 . 0 8 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 67,412
Positions
7,556 43,197 1,194 11,861 573 927 33,011 7,858 2,638 1,391 1,376 17 8,819 9,634
Changes from: June 27, 2017 Total Change is: 1,744
-234 -372 65 2,951 41 13 -1,073 1,700 -272 5 -677 0 291 1,247
Percent of Open Interest Represented by Each Category of Trader
11.2 64.1 1.8 17.6 0.8 1.4 49.0 11.7 3.9 2.1 2.0 0.0 13.1 14.3
Number of Traders in Each Category Total Traders: 113
11 25 . 16 4 . 34 16 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 134,823
Positions
15,111 86,393 2,387 23,721 1,145 1,853 66,022 15,716 5,276 2,781 2,752 34 17,638 19,267
Changes from: June 27, 2017 Total Change is: 3,488
-468 -743 129 5,901 82 25 -2,146 3,399 -544 10 -1,354 0 581 2,494
Percent of Open Interest Represented by Each Category of Trader
11.2 64.1 1.8 17.6 0.8 1.4 49.0 11.7 3.9 2.1 2.0 0.0 13.1 14.3
Number of Traders in Each Category Total Traders: 113
11 25 . 16 4 . 34 16 5 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 613,110
Positions
39,866 129,041 7,350 295,738 168,427 67,119 73,828 98,432 24,857 27,300 41,688 3,541 73,511 72,656
Changes from: June 27, 2017 Total Change is: -2,983
2,435 7,582 122 -3,332 4,949 -819 1,817 -18,253 1,358 -4,878 1,324 1,479 -1,165 -725
Percent of Open Interest Represented by Each Category of Trader
6.5 21.0 1.2 48.2 27.5 10.9 12.0 16.1 4.1 4.5 6.8 0.6 12.0 11.9
Number of Traders in Each Category Total Traders: 587
33 40 20 117 89 87 86 117 72 48 56 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 42,671
Positions
2,556 18,363 400 11,699 9,048 303 3,627 1,948 0 2,461 507 0 21,625 12,102
Changes from: June 27, 2017 Total Change is: 1,809
1,774 2,397 0 14 74 6 858 -105 0 19 -66 0 -862 -497
Percent of Open Interest Represented by Each Category of Trader
6.0 43.0 0.9 27.4 21.2 0.7 8.5 4.6 0.0 5.8 1.2 0.0 50.7 28.4
Number of Traders in Each Category Total Traders: 46
. 10 . 7 . . 8 12 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 2,852,197
Positions
190,490 557,327 30,810 1,423,247 799,946 331,026 357,279 488,693 118,014 125,461 207,171 16,438 259,432 302,772
Changes from: June 27, 2017 Total Change is: -23,962
3,535 26,156 379 -16,677 24,430 -4,181 3,584 -91,952 8,001 -24,063 7,370 6,974 -1,514 -1,139
Percent of Open Interest Represented by Each Category of Trader
6.7 19.5 1.1 49.9 28.0 11.6 12.5 17.1 4.1 4.4 7.3 0.6 9.1 10.6
Number of Traders in Each Category Total Traders: 580
34 38 18 116 88 86 83 117 66 48 55 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 15,483
Positions
1,032 13,006 0 1,341 436 131 10,528 211 599 0 378 0 1,852 722
Changes from: June 27, 2017 Total Change is: 460
0 312 0 0 165 -4 489 13 0 0 0 0 -25 -26
Percent of Open Interest Represented by Each Category of Trader
6.7 84.0 0.0 8.7 2.8 0.8 68.0 1.4 3.9 0.0 2.4 0.0 12.0 4.7
Number of Traders in Each Category Total Traders: 20
. 6 0 . . . 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 94,441
Positions
4,500 42,479 492 45,934 39,566 4,001 25,632 2,877 1,207 0 280 0 12,675 3,539
Changes from: June 27, 2017 Total Change is: 910
964 1,249 -16 1,134 -170 -164 -666 1,004 -911 0 0 0 569 -82
Percent of Open Interest Represented by Each Category of Trader
4.8 45.0 0.5 48.6 41.9 4.2 27.1 3.0 1.3 0.0 0.3 0.0 13.4 3.7
Number of Traders in Each Category Total Traders: 79
4 11 . 25 16 14 18 4 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 58,428
Positions
7,348 18,821 961 15,126 7,861 1,170 23,304 18,061 1,065 2,250 3,708 29 7,175 6,752
Changes from: June 27, 2017 Total Change is: 1,251
4,310 -608 -33 -1,447 775 -171 -1,585 998 54 161 286 -2 -36 -49
Percent of Open Interest Represented by Each Category of Trader
12.6 32.2 1.6 25.9 13.5 2.0 39.9 30.9 1.8 3.9 6.3 0.0 12.3 11.6
Number of Traders in Each Category Total Traders: 268
16 23 5 44 25 14 50 62 16 15 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 292,139
Positions
36,742 94,105 4,803 75,628 39,305 5,849 116,522 90,304 5,326 11,248 18,542 145 35,876 33,760
Changes from: June 27, 2017 Total Change is: 6,257
21,548 -3,041 -163 -7,236 3,876 -855 -7,923 4,992 270 804 1,432 -10 -178 -244
Percent of Open Interest Represented by Each Category of Trader
12.6 32.2 1.6 25.9 13.5 2.0 39.9 30.9 1.8 3.9 6.3 0.0 12.3 11.6
Number of Traders in Each Category Total Traders: 268
16 23 5 44 25 14 50 62 16 15 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 572,416
Positions
54,975 110,308 3,633 226,721 190,965 44,116 176,454 179,693 13,552 21,976 8,600 172 30,817 21,377
Changes from: June 27, 2017 Total Change is: -7,401
-4,095 -9,361 234 -9,030 107 434 6,552 2,661 -2,773 -475 633 0 1,752 664
Percent of Open Interest Represented by Each Category of Trader
9.6 19.3 0.6 39.6 33.4 7.7 30.8 31.4 2.4 3.8 1.5 0.0 5.4 3.7
Number of Traders in Each Category Total Traders: 313
26 20 4 65 47 32 62 62 25 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 36,443
Positions
1,131 18,323 0 15,561 482 463 6,804 3,355 95 4,158 10,833 0 8,231 2,892
Changes from: June 27, 2017 Total Change is: -402
27 0 0 446 7 -1 -876 -452 0 338 225 0 -336 -181
Percent of Open Interest Represented by Each Category of Trader
3.1 50.3 0.0 42.7 1.3 1.3 18.7 9.2 0.3 11.4 29.7 0.0 22.6 7.9
Number of Traders in Each Category Total Traders: 42
. . 0 16 . . 5 7 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 67,437
Positions
11,755 2,836 651 25,842 9,979 1,347 14,738 13,688 192 1,418 1,152 103 11,391 37,489
Changes from: June 27, 2017 Total Change is: -1,983
-898 127 437 147 2,149 -226 -3,101 479 20 407 0 103 1,128 -5,072
Percent of Open Interest Represented by Each Category of Trader
17.4 4.2 1.0 38.3 14.8 2.0 21.9 20.3 0.3 2.1 1.7 0.2 16.9 55.6
Number of Traders in Each Category Total Traders: 73
12 4 . 13 5 5 21 11 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 309,919
Positions
42,653 196,492 3,252 186,524 74,527 13,285 43,568 5,383 11,417 2,305 1,105 0 6,915 4,458
Changes from: June 27, 2017 Total Change is: -382
5,296 4,438 -72 -3,092 486 -641 -329 -3,895 213 0 9 0 -1,757 -920
Percent of Open Interest Represented by Each Category of Trader
13.8 63.4 1.0 60.2 24.0 4.3 14.1 1.7 3.7 0.7 0.4 0.0 2.2 1.4
Number of Traders in Each Category Total Traders: 145
12 10 4 54 25 23 31 6 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,000,708
Positions
29,770 747,541 4,984 628,340 110,277 55,929 178,553 30,518 28,543 50,319 13,448 901 23,369 8,567
Changes from: June 27, 2017 Total Change is: 10,794
-1,976 5,570 58 5,187 699 -700 5,826 7,086 897 2,524 -527 1 -1,023 -2,290
Percent of Open Interest Represented by Each Category of Trader
3.0 74.7 0.5 62.8 11.0 5.6 17.8 3.0 2.9 5.0 1.3 0.1 2.3 0.9
Number of Traders in Each Category Total Traders: 351
23 23 7 115 42 48 65 22 15 48 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 82,411
Positions
18,801 30,212 51,306 6,195 0 5 5,062 0 858 158 30 0 26 0
Changes from: June 27, 2017 Total Change is: 1,864
1,430 1,983 261 0 0 0 3,152 0 18 -2,578 0 -398 -21 0
Percent of Open Interest Represented by Each Category of Trader
22.8 36.7 62.3 7.5 0.0 0.0 6.1 0.0 1.0 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 3, 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 734,560
Positions
8,034 61,854 2,720 280,660 147,682 136,652 120,879 165,989 8,869 11,466 42,290 2,809 162,471 165,695
Changes from: June 27, 2017 Total Change is: -16,254
-2,744 -10,115 -2,812 1,816 5,303 2,800 -944 -17,077 -4,008 1,854 567 -67 -12,149 9,155
Percent of Open Interest Represented by Each Category of Trader
1.1 8.4 0.4 38.2 20.1 18.6 16.5 22.6 1.2 1.6 5.8 0.4 22.1 22.6
Number of Traders in Each Category Total Traders: 171
7 17 5 39 30 35 37 25 15 8 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 795,328
Positions
3,075 173,112 1,968 430,972 47,235 104,714 76,980 326,360 18,631 38,446 26,344 1,679 118,863 95,285
Changes from: June 27, 2017 Total Change is: 11,371
3,075 -393 4 1,976 4,312 -360 11,868 6,807 -3,947 757 -1,200 14 -2,016 6,134
Percent of Open Interest Represented by Each Category of Trader
0.4 21.8 0.2 54.2 5.9 13.2 9.7 41.0 2.3 4.8 3.3 0.2 14.9 12.0
Number of Traders in Each Category Total Traders: 113
. 14 . 46 9 31 13 21 9 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 1,365,365
Positions
75,359 95,141 6,688 423,502 211,983 193,480 309,723 316,829 44,133 188,067 327,923 2,754 121,659 166,434
Changes from: June 27, 2017 Total Change is: 70,432
31,596 -32,160 2,779 -3,020 26,498 3,241 39,414 56,441 4,984 -5,919 3,709 -772 -1,871 5,712
Percent of Open Interest Represented by Each Category of Trader
5.5 7.0 0.5 31.0 15.5 14.2 22.7 23.2 3.2 13.8 24.0 0.2 8.9 12.2
Number of Traders in Each Category Total Traders: 258
16 19 7 53 34 44 44 45 25 17 30 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 3,087,863
Positions
116,919 195,535 25,483 1,079,237 939,893 477,453 601,628 597,986 107,636 291,420 194,425 30,300 357,787 519,152
Changes from: June 27, 2017 Total Change is: -49,221
9,867 -19,999 -18,119 -9,204 49,432 -7,093 -9,289 -51,310 -19,327 14,547 24,657 893 -11,496 -8,355
Percent of Open Interest Represented by Each Category of Trader
3.8 6.3 0.8 35.0 30.4 15.5 19.5 19.4 3.5 9.4 6.3 1.0 11.6 16.8
Number of Traders in Each Category Total Traders: 394
22 40 14 57 86 81 61 70 45 24 34 16
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Traders in Financial Futures - Futures Only Positions as of July 3, 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 395,851
Positions
15,162 17,484 3,784 82,212 171,330 24,954 157,612 35,013 12,228 12,490 8,629 0 87,409 122,429
Changes from: June 27, 2017 Total Change is: 8,989
7,664 3,644 -22 1,055 -2,747 -594 -6,257 -3,993 2,037 598 0 0 4,508 10,664
Percent of Open Interest Represented by Each Category of Trader
3.8 4.4 1.0 20.8 43.3 6.3 39.8 8.8 3.1 3.2 2.2 0.0 22.1 30.9
Number of Traders in Each Category Total Traders: 62
4 5 . 10 23 24 9 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 3,064,766
Positions
58,501 291,210 52,278 1,721,044 681,551 407,787 323,149 933,428 55,509 166,097 258,445 10,932 269,469 373,626
Changes from: June 27, 2017 Total Change is: -49,116
-6,370 -23,387 14,871 32,523 15,019 763 -69,666 -44,297 -19,793 -1,752 4,391 -952 1,260 4,269
Percent of Open Interest Represented by Each Category of Trader
1.9 9.5 1.7 56.2 22.2 13.3 10.5 30.5 1.8 5.4 8.4 0.4 8.8 12.2
Number of Traders in Each Category Total Traders: 298
14 31 11 56 49 67 44 57 32 11 36 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,569,925
Positions
385,491 149,070 482,786 12,619 19,561 14,927 193,686 284,425 344,585 18,154 136,456 76,618 41,059 61,497
Changes from: June 27, 2017 Total Change is: -128,649
-34,730 -20,402 -36,459 12,619 -859 -761 -32,706 -14,690 -20,002 7,391 -10,594 -20,030 -3,971 -4,852
Percent of Open Interest Represented by Each Category of Trader
24.6 9.5 30.8 0.8 1.2 1.0 12.3 18.1 21.9 1.2 8.7 4.9 2.6 3.9
Number of Traders in Each Category Total Traders: 148
19 36 47 . 6 . 12 44 48 6 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 is13,050,744
Positions
4,455,859 750,243 2,573,424 118,850 1,687,799 696,555 488,183 2,394,915 2,308,928 855,838 528,254 893,490 659,617 1,217,136
Changes from: June 27, 2017 Total Change is: 68,313
123,524 -72,046 -123 -11,106 44,025 -4,698 -49,083 67,834 -19,014 11,568 -36,838 -6,784 24,029 95,957
Percent of Open Interest Represented by Each Category of Trader
34.1 5.7 19.7 0.9 12.9 5.3 3.7 18.4 17.7 6.6 4.0 6.8 5.1 9.3
Number of Traders in Each Category Total Traders: 304
37 41 67 4 35 27 37 90 92 12 31 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,310
Positions
5,097 4,802 0 309 13,657 94 15,828 6,577 0 7,899 4,030 39 44 111
Changes from: June 27, 2017 Total Change is: -596
-314 -98 0 -42 -540 9 950 -336 0 -1,174 379 0 -25 -10
Percent of Open Interest Represented by Each Category of Trader
17.4 16.4 0.0 1.1 46.6 0.3 54.0 22.4 0.0 26.9 13.7 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 47
. 5 0 . 12 . 6 10 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 22,793
Positions
9,709 956 0 797 8,196 100 11,951 9,369 0 184 4,124 0 52 48
Changes from: June 27, 2017 Total Change is: -92
369 0 0 14 -127 0 -457 -15 0 -30 63 0 12 -13
Percent of Open Interest Represented by Each Category of Trader
42.6 4.2 0.0 3.5 36.0 0.4 52.4 41.1 0.0 0.8 18.1 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 33
4 . 0 . 5 . 7 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 50,721
Positions
401 18,943 0 10,771 5,559 564 11,377 17,635 3,196 16,337 1,612 0 8,075 3,212
Changes from: June 27, 2017 Total Change is: 2,586
8 75 0 -43 1,605 16 1,008 17 -118 1,529 592 0 186 399
Percent of Open Interest Represented by Each Category of Trader
0.8 37.3 0.0 21.2 11.0 1.1 22.4 34.8 6.3 32.2 3.2 0.0 15.9 6.3
Number of Traders in Each Category Total Traders: 133
4 4 0 8 7 . 22 36 14 44 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 562,691
Positions
110,716 38,663 22,390 55,379 41,629 75,720 105,458 205,611 107,609 24,386 10,345 26,536 34,497 34,188
Changes from: June 27, 2017 Total Change is: 627
1,072 -2,063 -877 -9,496 26 17,019 -7,599 -20,637 3,223 -3,397 -768 440 242 4,264
Percent of Open Interest Represented by Each Category of Trader
19.7 6.9 4.0 9.8 7.4 13.5 18.7 36.5 19.1 4.3 1.8 4.7 6.1 6.1
Number of Traders in Each Category Total Traders: 259
21 6 21 23 26 17 53 70 56 26 17 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 3, 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 51,959
Positions
61 2,446 0 43,382 1,667 0 3,349 47,095 256 4,645 179 210 56 106
Changes from: June 27, 2017 Total Change is: 17,437
0 2,130 0 17,825 10 0 -280 15,318 0 0 0 0 -108 -21
Percent of Open Interest Represented by Each Category of Trader
0.1 4.7 0.0 83.5 3.2 0.0 6.4 90.6 0.5 8.9 0.3 0.4 0.1 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 6 11 . 7 . .
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Updated July 7, 2017