Traders in Financial Futures - Futures Only Positions as of July 18, 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 169,522
Positions
20,276 72,519 1,133 37,339 6,118 1,305 49,581 54,596 5,418 14,236 2,483 568 39,666 25,382
Changes from: July 11, 2017 Total Change is: 8,457
-4,032 12,863 38 2,608 -6,886 843 11,618 1,170 -1,148 -1,725 371 58 197 1,148
Percent of Open Interest Represented by Each Category of Trader
12.0 42.8 0.7 22.0 3.6 0.8 29.2 32.2 3.2 8.4 1.5 0.3 23.4 15.0
Number of Traders in Each Category Total Traders: 97
6 8 4 12 5 5 27 24 16 9 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 43,183
Positions
3,704 9,237 66 4,496 2,987 0 17,751 14,623 998 0 1,560 0 16,168 13,712
Changes from: July 11, 2017 Total Change is: 5,240
375 -295 46 1,889 52 0 2,467 7,188 -162 0 0 0 625 -1,589
Percent of Open Interest Represented by Each Category of Trader
8.6 21.4 0.2 10.4 6.9 0.0 41.1 33.9 2.3 0.0 3.6 0.0 37.4 31.8
Number of Traders in Each Category Total Traders: 41
4 5 . . . 0 13 12 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 200,185
Positions
68,527 34,576 867 19,987 68,658 4,258 38,664 42,055 7,899 26,207 10,766 1,942 31,834 29,164
Changes from: July 11, 2017 Total Change is: 6,537
-1,785 7,737 367 2,091 -1,061 1,070 2,377 -2,975 266 -558 -50 0 2,709 1,183
Percent of Open Interest Represented by Each Category of Trader
34.2 17.3 0.4 10.0 34.3 2.1 19.3 21.0 3.9 13.1 5.4 1.0 15.9 14.6
Number of Traders in Each Category Total Traders: 115
7 9 4 14 20 8 28 25 18 7 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 250,071
Positions
122,782 14,694 404 22,755 59,086 4,380 38,069 120,796 5,710 36,370 4,673 1,140 18,461 39,188
Changes from: July 11, 2017 Total Change is: 10,285
14,704 552 6 382 338 -1,047 -3,252 11,189 -779 -435 -380 594 112 -188
Percent of Open Interest Represented by Each Category of Trader
49.1 5.9 0.2 9.1 23.6 1.8 15.2 48.3 2.3 14.5 1.9 0.5 7.4 15.7
Number of Traders in Each Category Total Traders: 118
9 6 . 15 17 8 29 32 17 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 446,259
Positions
35,445 146,121 3,088 188,839 79,086 15,039 77,654 71,195 12,995 30,042 62,709 2,112 81,045 53,914
Changes from: July 11, 2017 Total Change is: 9,360
-4,167 6,936 1,169 6,807 1,896 -88 4,981 -1,188 -2 -1,493 1,398 939 1,214 -1,700
Percent of Open Interest Represented by Each Category of Trader
7.9 32.7 0.7 42.3 17.7 3.4 17.4 16.0 2.9 6.7 14.1 0.5 18.2 12.1
Number of Traders in Each Category Total Traders: 247
13 18 11 55 33 38 45 34 21 33 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 117,718
Positions
3,444 59,647 117 7,922 12,754 2,102 65,123 12,276 2,020 1,118 4,023 165 35,707 24,614
Changes from: July 11, 2017 Total Change is: 19,588
358 21,620 -129 -137 2,264 -558 11,792 -2,765 -651 346 -2,827 79 8,488 2,555
Percent of Open Interest Represented by Each Category of Trader
2.9 50.7 0.1 6.7 10.8 1.8 55.3 10.4 1.7 0.9 3.4 0.1 30.3 20.9
Number of Traders in Each Category Total Traders: 95
6 8 . 8 12 6 39 14 12 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 39,754
Positions
6,169 22,731 1 8,157 219 0 24,151 12,751 12 0 2,955 0 1,264 1,085
Changes from: July 11, 2017 Total Change is: 3,810
-1 -80 0 281 219 0 3,732 3,711 -78 0 2 0 -124 36
Percent of Open Interest Represented by Each Category of Trader
15.5 57.2 0.0 20.5 0.6 0.0 60.8 32.1 0.0 0.0 7.4 0.0 3.2 2.7
Number of Traders in Each Category Total Traders: 33
. 5 . . . 0 14 5 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 209,717
Positions
10,983 156,983 157 48,952 3,832 373 132,654 31,171 4,484 3,207 9,510 0 8,907 3,207
Changes from: July 11, 2017 Total Change is: -3,524
-7,221 3,785 -132 -3,713 466 -64 4,831 -9,797 2,299 570 303 0 -94 -384
Percent of Open Interest Represented by Each Category of Trader
5.2 74.9 0.1 23.3 1.8 0.2 63.3 14.9 2.1 1.5 4.5 0.0 4.2 1.5
Number of Traders in Each Category Total Traders: 147
4 9 . 20 5 . 61 21 8 15 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 20,342
Positions
0 9,998 731 5,205 235 0 12,328 7,789 184 130 920 0 1,764 485
Changes from: July 11, 2017 Total Change is: 5,676
-504 1,218 587 132 -356 0 5,057 4,360 58 0 -20 0 346 -171
Percent of Open Interest Represented by Each Category of Trader
0.0 49.1 3.6 25.6 1.2 0.0 60.6 38.3 0.9 0.6 4.5 0.0 8.7 2.4
Number of Traders in Each Category Total Traders: 32
0 . . . . 0 10 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 57,496
Positions
1,348 33,086 80 3,397 10,033 0 45,287 8,381 324 819 1,490 0 6,241 4,102
Changes from: July 11, 2017 Total Change is: -1,003
66 5,693 80 174 6 0 -928 -6,070 -140 -310 62 0 55 -634
Percent of Open Interest Represented by Each Category of Trader
2.3 57.5 0.1 5.9 17.4 0.0 78.8 14.6 0.6 1.4 2.6 0.0 10.9 7.1
Number of Traders in Each Category Total Traders: 93
. 10 . 11 . 0 40 14 5 6 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 19,639
Positions
6,034 11,644 3,672 1,685 596 0 7,205 2,301 62 0 420 0 981 944
Changes from: July 11, 2017 Total Change is: -525
1,803 -250 -357 171 -168 0 -2,127 153 -35 0 220 0 20 -88
Percent of Open Interest Represented by Each Category of Trader
30.7 59.3 18.7 8.6 3.0 0.0 36.7 11.7 0.3 0.0 2.1 0.0 5.0 4.8
Number of Traders in Each Category Total Traders: 31
4 . . 6 . 0 10 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 64,619
Positions
7,746 39,146 1,184 11,865 665 910 30,998 9,482 3,013 1,124 1,412 17 7,763 8,792
Changes from: July 11, 2017 Total Change is: -133
305 -1,117 -37 -494 144 -23 652 1,390 358 -206 -537 0 -689 -312
Percent of Open Interest Represented by Each Category of Trader
12.0 60.6 1.8 18.4 1.0 1.4 48.0 14.7 4.7 1.7 2.2 0.0 12.0 13.6
Number of Traders in Each Category Total Traders: 117
12 24 . 16 . . 32 22 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 129,237
Positions
15,492 78,291 2,368 23,729 1,329 1,820 61,996 18,963 6,025 2,247 2,823 34 15,526 17,584
Changes from: July 11, 2017 Total Change is: -266
610 -2,234 -73 -988 288 -45 1,303 2,779 716 -412 -1,073 0 -1,377 -624
Percent of Open Interest Represented by Each Category of Trader
12.0 60.6 1.8 18.4 1.0 1.4 48.0 14.7 4.7 1.7 2.2 0.0 12.0 13.6
Number of Traders in Each Category Total Traders: 117
12 24 . 16 . . 32 22 11 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 631,177
Positions
41,801 140,574 10,361 304,919 160,460 64,470 81,971 108,625 25,172 23,452 39,199 2,465 76,566 79,851
Changes from: July 11, 2017 Total Change is: 16,719
7,782 5,005 2,114 5,154 -442 -5,077 6,567 10,478 960 -1,451 -2,623 -150 821 6,454
Percent of Open Interest Represented by Each Category of Trader
6.6 22.3 1.6 48.3 25.4 10.2 13.0 17.2 4.0 3.7 6.2 0.4 12.1 12.7
Number of Traders in Each Category Total Traders: 592
32 43 24 129 88 92 84 119 68 44 53 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 48,357
Positions
2,640 21,345 900 11,819 10,910 266 4,611 2,358 0 2,541 322 0 25,580 12,256
Changes from: July 11, 2017 Total Change is: 2,831
205 1,202 500 54 215 -32 928 600 0 30 195 0 1,146 151
Percent of Open Interest Represented by Each Category of Trader
5.5 44.1 1.9 24.4 22.6 0.6 9.5 4.9 0.0 5.3 0.7 0.0 52.9 25.3
Number of Traders in Each Category Total Traders: 48
4 9 . 7 4 . 7 13 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 2,914,099
Positions
203,921 604,262 39,188 1,468,513 750,761 318,007 395,984 540,516 116,679 106,149 195,980 10,730 254,928 337,976
Changes from: July 11, 2017 Total Change is: 69,442
38,084 19,213 7,868 25,152 -3,635 -24,876 32,216 53,415 778 -6,430 -13,114 -1,724 -1,626 31,517
Percent of Open Interest Represented by Each Category of Trader
7.0 20.7 1.3 50.4 25.8 10.9 13.6 18.5 4.0 3.6 6.7 0.4 8.7 11.6
Number of Traders in Each Category Total Traders: 586
32 42 23 128 87 91 83 118 61 44 52 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 23,406
Positions
4,117 21,983 0 8,975 229 440 6,446 0 0 270 0 0 3,158 754
Changes from: July 11, 2017 Total Change is: 2,353
0 2,701 0 -2 -468 72 2,173 0 0 0 0 0 110 48
Percent of Open Interest Represented by Each Category of Trader
17.6 93.9 0.0 38.3 1.0 1.9 27.5 0.0 0.0 1.2 0.0 0.0 13.5 3.2
Number of Traders in Each Category Total Traders: 20
. 6 0 6 . . 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 15,167
Positions
1,857 12,969 0 1,341 663 131 9,231 288 522 0 0 0 2,085 594
Changes from: July 11, 2017 Total Change is: -337
0 -310 0 0 0 0 -477 0 0 0 0 0 140 -27
Percent of Open Interest Represented by Each Category of Trader
12.2 85.5 0.0 8.8 4.4 0.9 60.9 1.9 3.4 0.0 0.0 0.0 13.7 3.9
Number of Traders in Each Category Total Traders: 22
4 7 0 . . . 7 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 91,877
Positions
5,031 38,397 538 43,068 39,469 4,210 25,587 4,049 1,242 0 280 0 12,201 3,692
Changes from: July 11, 2017 Total Change is: -1,013
626 -1,607 19 -2,610 -370 295 -78 193 466 0 0 0 269 -9
Percent of Open Interest Represented by Each Category of Trader
5.5 41.8 0.6 46.9 43.0 4.6 27.8 4.4 1.4 0.0 0.3 0.0 13.3 4.0
Number of Traders in Each Category Total Traders: 83
4 11 . 26 17 16 18 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 56,703
Positions
7,143 16,658 1,130 14,760 8,173 1,015 23,269 17,126 1,116 1,830 3,670 29 6,412 7,787
Changes from: July 11, 2017 Total Change is: 718
-1,926 -331 204 262 151 -31 2,258 225 -1 -69 289 -4 24 215
Percent of Open Interest Represented by Each Category of Trader
12.6 29.4 2.0 26.0 14.4 1.8 41.0 30.2 2.0 3.2 6.5 0.1 11.3 13.7
Number of Traders in Each Category Total Traders: 262
14 25 6 46 23 16 44 64 17 15 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 283,514
Positions
35,716 83,288 5,650 73,798 40,864 5,075 116,343 85,632 5,580 9,151 18,348 143 32,058 38,934
Changes from: July 11, 2017 Total Change is: 3,589
-9,628 -1,657 1,021 1,312 757 -153 11,289 1,127 -7 -347 1,447 -20 122 1,074
Percent of Open Interest Represented by Each Category of Trader
12.6 29.4 2.0 26.0 14.4 1.8 41.0 30.2 2.0 3.2 6.5 0.1 11.3 13.7
Number of Traders in Each Category Total Traders: 262
14 25 6 46 23 16 44 64 17 15 31 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 561,763
Positions
56,489 97,455 4,019 229,677 194,907 42,701 172,790 180,911 15,892 13,005 6,079 221 26,969 19,578
Changes from: July 11, 2017 Total Change is: -9,361
-743 -5,266 -75 -7,371 2,696 -2,264 2,955 -1,687 -383 -100 -1,304 3 -1,383 -1,081
Percent of Open Interest Represented by Each Category of Trader
10.1 17.3 0.7 40.9 34.7 7.6 30.8 32.2 2.8 2.3 1.1 0.0 4.8 3.5
Number of Traders in Each Category Total Traders: 308
25 20 4 64 49 35 57 63 27 15 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 36,265
Positions
1,168 18,323 0 14,926 1,028 455 6,908 2,348 97 4,685 10,632 0 8,026 3,382
Changes from: July 11, 2017 Total Change is: -286
20 0 0 -593 -240 -37 571 -290 2 -163 -1 0 -86 280
Percent of Open Interest Represented by Each Category of Trader
3.2 50.5 0.0 41.2 2.8 1.3 19.0 6.5 0.3 12.9 29.3 0.0 22.1 9.3
Number of Traders in Each Category Total Traders: 43
. . 0 16 . . 8 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 58,755
Positions
15,130 2,969 1,278 15,549 5,254 1,818 13,089 7,937 1,301 1,002 1,152 0 9,588 37,046
Changes from: July 11, 2017 Total Change is: -10,837
1,935 -553 65 -9,759 -5,851 27 -3,819 -1,791 1,043 218 0 0 -547 -3,777
Percent of Open Interest Represented by Each Category of Trader
25.8 5.1 2.2 26.5 8.9 3.1 22.3 13.5 2.2 1.7 2.0 0.0 16.3 63.1
Number of Traders in Each Category Total Traders: 80
18 5 4 14 4 5 17 17 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 325,307
Positions
48,295 201,223 3,005 192,778 73,670 14,561 42,351 12,661 13,718 2,573 1,080 0 8,026 5,389
Changes from: July 11, 2017 Total Change is: 5,743
5,733 2,940 196 -413 -790 165 900 3,803 -494 0 -35 0 -344 -42
Percent of Open Interest Represented by Each Category of Trader
14.8 61.9 0.9 59.3 22.6 4.5 13.0 3.9 4.2 0.8 0.3 0.0 2.5 1.7
Number of Traders in Each Category Total Traders: 153
13 10 4 55 26 21 33 9 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,054,084
Positions
26,251 795,234 5,020 659,522 107,981 64,958 186,766 29,324 30,224 56,777 13,479 723 23,843 7,141
Changes from: July 11, 2017 Total Change is: 22,199
-681 32,750 58 14,270 -4,343 752 7,501 -8,986 633 303 69 -36 -601 1,302
Percent of Open Interest Represented by Each Category of Trader
2.5 75.4 0.5 62.6 10.2 6.2 17.7 2.8 2.9 5.4 1.3 0.1 2.3 0.7
Number of Traders in Each Category Total Traders: 359
26 21 6 123 39 56 70 21 17 47 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 87,225
Positions
19,808 32,015 54,717 6,195 0 5 5,862 0 458 158 30 0 22 0
Changes from: July 11, 2017 Total Change is: 1,143
542 540 603 0 0 0 0 0 0 0 0 0 -2 0
Percent of Open Interest Represented by Each Category of Trader
22.7 36.7 62.7 7.1 0.0 0.0 6.7 0.0 0.5 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 11 9 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 726,348
Positions
6,478 42,464 4,973 284,768 162,519 132,466 122,404 141,473 9,123 13,705 57,768 2,534 149,897 173,028
Changes from: July 11, 2017 Total Change is: -4,486
-1,435 -7,139 340 -3,509 -6,095 -1,265 235 -2,385 -4,585 992 4,850 -774 5,515 12,567
Percent of Open Interest Represented by Each Category of Trader
0.9 5.8 0.7 39.2 22.4 18.2 16.9 19.5 1.3 1.9 8.0 0.3 20.6 23.8
Number of Traders in Each Category Total Traders: 164
7 14 5 44 25 33 35 21 16 8 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 794,371
Positions
0 165,663 857 435,886 40,340 118,206 70,750 342,012 21,574 36,117 16,093 1,812 109,169 87,814
Changes from: July 11, 2017 Total Change is: 9,224
0 6,687 -836 8,745 -6,638 2,612 2,339 16,364 -80 -2,991 -587 134 -699 -8,432
Percent of Open Interest Represented by Each Category of Trader
0.0 20.9 0.1 54.9 5.1 14.9 8.9 43.1 2.7 4.5 2.0 0.2 13.7 11.1
Number of Traders in Each Category Total Traders: 120
0 17 . 47 11 32 13 23 12 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 1,356,695
Positions
53,211 104,233 4,777 465,078 262,273 156,991 312,833 300,306 32,592 194,467 326,219 3,885 132,861 165,419
Changes from: July 11, 2017 Total Change is: 23,536
4,227 13,512 -388 23,485 32,326 -18,351 -22 -5,051 -2,375 3,051 3,078 -1,114 15,023 1,899
Percent of Open Interest Represented by Each Category of Trader
3.9 7.7 0.4 34.3 19.3 11.6 23.1 22.1 2.4 14.3 24.0 0.3 9.8 12.2
Number of Traders in Each Category Total Traders: 252
12 15 6 51 44 46 43 43 31 19 25 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 3,160,904
Positions
113,939 211,032 28,233 1,142,173 1,002,010 480,620 596,152 628,792 122,469 291,076 151,221 28,843 357,399 507,684
Changes from: July 11, 2017 Total Change is: 24,463
-1,498 -5,234 4,706 15,556 24,227 911 -25,190 69,933 6,135 10,862 -46,290 -9,631 22,612 -20,294
Percent of Open Interest Represented by Each Category of Trader
3.6 6.7 0.9 36.1 31.7 15.2 18.9 19.9 3.9 9.2 4.8 0.9 11.3 16.1
Number of Traders in Each Category Total Traders: 400
25 41 17 58 90 76 69 63 49 23 31 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 390,687
Positions
9,375 5,473 5,064 97,858 171,492 27,109 142,455 41,049 13,593 12,081 6,629 0 83,152 120,278
Changes from: July 11, 2017 Total Change is: -2,119
-2,267 -3,607 1,027 5,018 -1,427 427 -7,277 2,571 3,034 2,134 0 0 -4,215 -4,144
Percent of Open Interest Represented by Each Category of Trader
2.4 1.4 1.3 25.0 43.9 6.9 36.5 10.5 3.5 3.1 1.7 0.0 21.3 30.8
Number of Traders in Each Category Total Traders: 64
. . . 12 24 26 11 8 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 3,001,676
Positions
61,147 315,135 18,271 1,714,641 756,321 379,410 262,952 798,015 99,990 173,382 243,734 11,297 280,586 379,503
Changes from: July 11, 2017 Total Change is: 14,765
865 7,656 -12,889 19,469 49,618 -23,626 -14,358 -8,767 16,722 1,310 -10,976 -112 27,384 -2,861
Percent of Open Interest Represented by Each Category of Trader
2.0 10.5 0.6 57.1 25.2 12.6 8.8 26.6 3.3 5.8 8.1 0.4 9.3 12.6
Number of Traders in Each Category Total Traders: 296
10 33 8 52 53 64 39 64 42 14 31 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 1,637,014
Positions
399,227 209,012 506,892 12,619 29,667 16,834 203,880 278,836 350,270 38,272 108,383 70,354 38,666 66,766
Changes from: July 11, 2017 Total Change is: 54,781
10,571 36,405 10,365 0 3,265 2,043 7,911 -1,108 4,882 15,712 -11,141 1,083 2,214 8,987
Percent of Open Interest Represented by Each Category of Trader
24.4 12.8 31.0 0.8 1.8 1.0 12.5 17.0 21.4 2.3 6.6 4.3 2.4 4.1
Number of Traders in Each Category Total Traders: 153
19 39 47 . 8 . 14 45 46 6 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 is12,936,689
Positions
4,229,046 812,637 2,565,294 106,735 1,740,943 682,131 513,423 2,205,943 2,284,350 996,471 517,608 863,715 695,524 1,264,068
Changes from: July 11, 2017 Total Change is: -34,383
-164,147 42,153 -77,117 1,199 44,056 20,886 64,013 -121,574 23,314 39,924 9,560 -20,126 77,671 44,465
Percent of Open Interest Represented by Each Category of Trader
32.7 6.3 19.8 0.8 13.5 5.3 4.0 17.1 17.7 7.7 4.0 6.7 5.4 9.8
Number of Traders in Each Category Total Traders: 303
31 46 67 4 35 26 44 88 92 12 28 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 30,800
Positions
4,927 5,026 0 296 13,387 90 16,661 8,071 0 8,741 4,096 39 46 91
Changes from: July 11, 2017 Total Change is: 1,185
607 208 0 4 79 0 121 848 0 478 66 0 -25 -16
Percent of Open Interest Represented by Each Category of Trader
16.0 16.3 0.0 1.0 43.5 0.3 54.1 26.2 0.0 28.4 13.3 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 12 . 6 10 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 23,113
Positions
10,624 834 0 592 8,083 118 11,573 9,908 0 162 4,077 9 35 84
Changes from: July 11, 2017 Total Change is: 240
1,125 -67 0 -16 72 20 -702 204 0 -179 10 -4 -4 5
Percent of Open Interest Represented by Each Category of Trader
46.0 3.6 0.0 2.6 35.0 0.5 50.1 42.9 0.0 0.7 17.6 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 33
4 . 0 . 5 . 6 8 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 53,086
Positions
415 18,884 0 11,161 6,227 578 19,809 19,239 2,450 9,510 1,504 0 9,163 4,204
Changes from: July 11, 2017 Total Change is: 38
16 -2 0 73 487 10 -364 1,771 -382 -906 -3,092 0 1,591 1,246
Percent of Open Interest Represented by Each Category of Trader
0.8 35.6 0.0 21.0 11.7 1.1 37.3 36.2 4.6 17.9 2.8 0.0 17.3 7.9
Number of Traders in Each Category Total Traders: 136
4 . 0 9 6 . 25 39 14 42 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 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 617,557
Positions
123,399 51,493 34,174 74,034 45,933 66,921 141,501 247,304 98,230 22,786 17,427 21,052 35,460 35,023
Changes from: July 11, 2017 Total Change is: 41,029
15,362 8,953 3,756 15,396 2,710 -8,016 38,934 56,892 -28,520 1,265 5,247 -1,952 4,804 1,959
Percent of Open Interest Represented by Each Category of Trader
20.0 8.3 5.5 12.0 7.4 10.8 22.9 40.0 15.9 3.7 2.8 3.4 5.7 5.7
Number of Traders in Each Category Total Traders: 277
26 6 22 24 21 18 65 71 59 25 26 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 46,671
Positions
189 220 0 37,842 1,569 0 3,448 44,355 256 4,888 134 0 48 137
Changes from: July 11, 2017 Total Change is: 1,749
128 168 0 1,353 -160 0 228 1,973 0 243 -43 -210 7 21
Percent of Open Interest Represented by Each Category of Trader
0.4 0.5 0.0 81.1 3.4 0.0 7.4 95.0 0.5 10.5 0.3 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 40
. . 0 9 . 0 6 11 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of July 18, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,687
Positions
3,170 8,286 0 10,416 158 282 454 6,021 637 218 0 0 510 303
Changes from: July 11, 2017 Total Change is: 293
0 0 0 -6 0 0 4 177 285 0 0 0 10 -169
Percent of Open Interest Represented by Each Category of Trader
20.2 52.8 0.0 66.4 1.0 1.8 2.9 38.4 4.1 1.4 0.0 0.0 3.3 1.9
Number of Traders in Each Category Total Traders: 20
. . 0 8 . . . 5 . . 0 0
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Updated July 21, 2017