Traders in Financial Futures - Futures Only Positions as of August 29, 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 191,798
Positions
20,720 118,803 1,048 49,154 4,563 1,369 68,855 25,953 4,400 4,060 8,979 930 41,262 25,753
Changes from: August 22, 2017 Total Change is: 4,838
-673 941 -14 2,600 -70 22 3,083 3,019 261 -660 762 -64 283 -19
Percent of Open Interest Represented by Each Category of Trader
10.8 61.9 0.5 25.6 2.4 0.7 35.9 13.5 2.3 2.1 4.7 0.5 21.5 13.4
Number of Traders in Each Category Total Traders: 99
5 8 4 16 4 7 34 22 14 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 42,067
Positions
5,260 7,446 21 3,787 3,577 0 18,409 11,789 1,815 0 2,719 0 12,775 14,700
Changes from: August 22, 2017 Total Change is: 1,647
-394 260 -30 595 87 0 92 665 90 0 107 0 1,294 468
Percent of Open Interest Represented by Each Category of Trader
12.5 17.7 0.0 9.0 8.5 0.0 43.8 28.0 4.3 0.0 6.5 0.0 30.4 34.9
Number of Traders in Each Category Total Traders: 37
. 4 . 4 . 0 13 9 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 224,031
Positions
88,574 6,880 3,112 17,830 75,003 2,917 49,432 84,635 7,649 23,851 10,583 3,960 26,706 29,292
Changes from: August 22, 2017 Total Change is: 7,537
9,947 500 406 -295 107 308 390 5,099 532 -1,413 -570 -27 -2,311 1,182
Percent of Open Interest Represented by Each Category of Trader
39.5 3.1 1.4 8.0 33.5 1.3 22.1 37.8 3.4 10.6 4.7 1.8 11.9 13.1
Number of Traders in Each Category Total Traders: 121
9 6 7 13 21 10 31 33 18 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 209,890
Positions
75,743 27,673 565 27,955 45,836 4,093 37,797 94,228 5,280 35,562 2,640 112 22,783 29,463
Changes from: August 22, 2017 Total Change is: -5,567
-6,138 1,025 152 250 -899 -111 857 -665 -1,034 -258 -2,725 -233 948 -1,077
Percent of Open Interest Represented by Each Category of Trader
36.1 13.2 0.3 13.3 21.8 2.0 18.0 44.9 2.5 16.9 1.3 0.1 10.9 14.0
Number of Traders in Each Category Total Traders: 115
10 7 . 16 15 9 29 30 22 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 469,307
Positions
39,729 167,585 4,900 199,296 92,595 16,568 82,489 51,683 15,844 23,836 60,728 4,182 82,463 55,222
Changes from: August 22, 2017 Total Change is: 4,862
-3,862 878 -287 -144 -220 -1,151 1,988 -4,974 2,191 390 3,379 809 4,928 4,237
Percent of Open Interest Represented by Each Category of Trader
8.5 35.7 1.0 42.5 19.7 3.5 17.6 11.0 3.4 5.1 12.9 0.9 17.6 11.8
Number of Traders in Each Category Total Traders: 252
16 16 13 64 35 44 48 36 21 21 15 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,904
Positions
2,280 25,722 35 14,286 1,595 1,305 2,553 591 560 412 836 0 13,473 4,260
Changes from: August 22, 2017 Total Change is: 171
0 165 0 -373 -278 185 -344 -33 18 0 0 0 685 114
Percent of Open Interest Represented by Each Category of Trader
6.5 73.7 0.1 40.9 4.6 3.7 7.3 1.7 1.6 1.2 2.4 0.0 38.6 12.2
Number of Traders in Each Category Total Traders: 21
. . . 10 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 159,477
Positions
4,157 93,214 1,111 13,208 17,513 2,416 99,624 14,245 2,218 570 7,474 86 36,087 21,200
Changes from: August 22, 2017 Total Change is: 9,885
-363 7,725 -109 4,744 1,350 -5 5,972 1,041 -690 -55 -319 0 391 892
Percent of Open Interest Represented by Each Category of Trader
2.6 58.4 0.7 8.3 11.0 1.5 62.5 8.9 1.4 0.4 4.7 0.1 22.6 13.3
Number of Traders in Each Category Total Traders: 96
6 8 5 10 10 7 42 13 13 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 33,170
Positions
2,412 24,964 51 8,529 0 0 19,709 3,637 113 772 2,990 0 1,584 1,415
Changes from: August 22, 2017 Total Change is: -1,673
-2,147 630 0 143 0 0 21 -2,553 -9 272 0 0 47 259
Percent of Open Interest Represented by Each Category of Trader
7.3 75.3 0.2 25.7 0.0 0.0 59.4 11.0 0.3 2.3 9.0 0.0 4.8 4.3
Number of Traders in Each Category Total Traders: 33
. 5 . 5 0 0 12 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 246,509
Positions
8,227 171,916 811 77,075 5,110 279 140,899 46,031 7,089 3,535 11,696 0 8,594 3,577
Changes from: August 22, 2017 Total Change is: 2,660
0 37 -165 1,044 -93 0 -2,050 -2,345 3,984 301 459 0 -454 783
Percent of Open Interest Represented by Each Category of Trader
3.3 69.7 0.3 31.3 2.1 0.1 57.2 18.7 2.9 1.4 4.7 0.0 3.5 1.5
Number of Traders in Each Category Total Traders: 159
. 10 . 20 7 . 59 32 9 14 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 34,051
Positions
0 13,806 9,217 5,385 410 38 16,405 8,749 0 1,136 960 0 1,870 871
Changes from: August 22, 2017 Total Change is: 9,305
0 -1,166 9,217 148 0 38 -121 808 -26 0 20 0 49 414
Percent of Open Interest Represented by Each Category of Trader
0.0 40.5 27.1 15.8 1.2 0.1 48.2 25.7 0.0 3.3 2.8 0.0 5.5 2.6
Number of Traders in Each Category Total Traders: 39
0 4 . 4 . . 12 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 43,732
Positions
1,600 16,010 1,978 2,995 9,023 0 28,563 11,237 1,396 1,580 968 0 5,620 3,120
Changes from: August 22, 2017 Total Change is: -358
152 -3,318 873 -311 11 0 -311 2,459 -318 219 359 0 -662 -424
Percent of Open Interest Represented by Each Category of Trader
3.7 36.6 4.5 6.8 20.6 0.0 65.3 25.7 3.2 3.6 2.2 0.0 12.9 7.1
Number of Traders in Each Category Total Traders: 83
. 9 4 12 . 0 36 11 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 25,925
Positions
5,151 12,213 5,430 2,743 629 0 11,510 6,632 97 0 100 0 994 824
Changes from: August 22, 2017 Total Change is: 2,591
-621 167 1,030 732 -13 0 1,562 1,492 -117 0 0 0 5 32
Percent of Open Interest Represented by Each Category of Trader
19.9 47.1 20.9 10.6 2.4 0.0 44.4 25.6 0.4 0.0 0.4 0.0 3.8 3.2
Number of Traders in Each Category Total Traders: 30
. . . 7 . 0 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 77,718
Positions
6,745 52,871 1,500 13,400 2,985 270 43,482 6,918 1,344 1,249 1,904 40 9,689 9,888
Changes from: August 22, 2017 Total Change is: 1,463
-466 -1,249 216 -316 839 53 2,442 949 14 -272 775 39 -246 -171
Percent of Open Interest Represented by Each Category of Trader
8.7 68.0 1.9 17.2 3.8 0.3 55.9 8.9 1.7 1.6 2.4 0.1 12.5 12.7
Number of Traders in Each Category Total Traders: 120
14 24 4 15 4 . 36 17 7 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 155,436
Positions
13,490 105,742 3,000 26,800 5,970 540 86,964 13,835 2,687 2,497 3,807 80 19,378 19,775
Changes from: August 22, 2017 Total Change is: 2,926
-932 -2,497 431 -632 1,677 105 4,883 1,897 28 -543 1,549 77 -491 -341
Percent of Open Interest Represented by Each Category of Trader
8.7 68.0 1.9 17.2 3.8 0.3 55.9 8.9 1.7 1.6 2.4 0.1 12.5 12.7
Number of Traders in Each Category Total Traders: 120
14 24 4 15 4 . 36 17 7 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 731,582
Positions
43,111 167,544 38,333 329,571 168,613 72,368 102,946 116,656 38,253 24,875 38,390 3,113 79,013 88,313
Changes from: August 22, 2017 Total Change is: 17,924
1,676 8,716 7,259 5,374 3,580 -1,527 7,860 -173 -2,455 639 -635 40 -942 3,119
Percent of Open Interest Represented by Each Category of Trader
5.9 22.9 5.2 45.0 23.0 9.9 14.1 15.9 5.2 3.4 5.2 0.4 10.8 12.1
Number of Traders in Each Category Total Traders: 634
34 45 27 129 102 95 96 131 81 42 55 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 71,328
Positions
7,629 31,301 5,500 16,297 10,737 330 8,057 7,230 0 2,744 844 0 30,771 15,386
Changes from: August 22, 2017 Total Change is: 3,765
1,570 5,420 0 2,046 -162 0 -556 -908 -283 8 25 0 980 -327
Percent of Open Interest Represented by Each Category of Trader
10.7 43.9 7.7 22.8 15.1 0.5 11.3 10.1 0.0 3.8 1.2 0.0 43.1 21.6
Number of Traders in Each Category Total Traders: 53
5 12 . 8 4 . 9 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 3,301,271
Positions
233,553 737,354 108,023 1,569,763 792,775 356,799 510,901 583,587 154,805 110,656 187,731 15,563 241,208 364,634
Changes from: August 22, 2017 Total Change is: 70,797
21,270 37,223 15,555 16,718 18,791 -7,713 28,877 -9,528 2,344 3,153 -3,305 201 -9,608 17,229
Percent of Open Interest Represented by Each Category of Trader
7.1 22.3 3.3 47.6 24.0 10.8 15.5 17.7 4.7 3.4 5.7 0.5 7.3 11.0
Number of Traders in Each Category Total Traders: 628
33 45 24 127 101 94 96 130 75 42 54 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874C Open Interest is 29,551
Positions
4,022 27,856 0 9,213 379 461 12,155 0 0 0 0 0 3,700 855
Changes from: August 22, 2017 Total Change is: 155
-416 220 0 270 -30 5 -68 0 0 0 0 0 364 -40
Percent of Open Interest Represented by Each Category of Trader
13.6 94.3 0.0 31.2 1.3 1.6 41.1 0.0 0.0 0.0 0.0 0.0 12.5 2.9
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . . 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 23,015
Positions
15,909 11,144 0 2,723 10,219 280 1,737 0 0 0 280 0 2,366 1,092
Changes from: August 22, 2017 Total Change is: -17
-113 -59 0 -72 0 0 -297 0 0 0 0 0 465 42
Percent of Open Interest Represented by Each Category of Trader
69.1 48.4 0.0 11.8 44.4 1.2 7.5 0.0 0.0 0.0 1.2 0.0 10.3 4.7
Number of Traders in Each Category Total Traders: 20
7 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 87,361
Positions
4,923 33,700 15 41,413 40,723 4,497 23,132 2,334 1,435 0 280 0 11,946 4,377
Changes from: August 22, 2017 Total Change is: -1,362
-878 -265 -616 53 -37 76 -568 -634 121 0 0 0 450 -7
Percent of Open Interest Represented by Each Category of Trader
5.6 38.6 0.0 47.4 46.6 5.1 26.5 2.7 1.6 0.0 0.3 0.0 13.7 5.0
Number of Traders in Each Category Total Traders: 78
5 9 . 24 17 14 16 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 58,179
Positions
16,636 12,475 1,156 10,468 9,221 1,482 19,132 20,402 694 1,901 4,431 89 6,622 8,228
Changes from: August 22, 2017 Total Change is: -567
2,222 -1,356 74 -865 101 147 -626 929 -841 -505 156 44 -216 180
Percent of Open Interest Represented by Each Category of Trader
28.6 21.4 2.0 18.0 15.9 2.5 32.9 35.1 1.2 3.3 7.6 0.2 11.4 14.1
Number of Traders in Each Category Total Traders: 285
17 30 7 48 31 18 53 63 18 10 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 290,894
Positions
83,178 62,375 5,780 52,341 46,107 7,408 95,658 102,011 3,471 9,506 22,157 444 33,108 41,141
Changes from: August 22, 2017 Total Change is: -2,834
11,112 -6,782 372 -4,326 505 733 -3,128 4,645 -4,206 -2,527 779 218 -1,082 902
Percent of Open Interest Represented by Each Category of Trader
28.6 21.4 2.0 18.0 15.9 2.5 32.9 35.1 1.2 3.3 7.6 0.2 11.4 14.1
Number of Traders in Each Category Total Traders: 285
17 30 7 48 31 18 53 63 18 10 33 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 18,967
Positions
3,930 8,139 2,022 4,769 0 19 5,077 6,056 271 40 0 17 2,822 2,443
Changes from: August 22, 2017 Total Change is: 2,602
-652 885 2,022 69 0 -62 7 -572 271 40 -11 1 906 68
Percent of Open Interest Represented by Each Category of Trader
20.7 42.9 10.7 25.1 0.0 0.1 26.8 31.9 1.4 0.2 0.0 0.1 14.9 12.9
Number of Traders in Each Category Total Traders: 29
. 8 . 4 0 . 7 6 . . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 555,924
Positions
105,247 79,465 5,188 202,994 203,804 47,613 150,701 181,327 10,130 12,308 7,329 406 21,337 20,662
Changes from: August 22, 2017 Total Change is: -9,467
5,578 244 1,176 -6,384 -1,190 -572 -6,524 -4,034 -2,509 -1,054 -441 236 586 -2,377
Percent of Open Interest Represented by Each Category of Trader
18.9 14.3 0.9 36.5 36.7 8.6 27.1 32.6 1.8 2.2 1.3 0.1 3.8 3.7
Number of Traders in Each Category Total Traders: 306
24 19 7 65 53 34 48 74 21 12 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 34,541
Positions
1,142 18,371 0 15,788 1,023 31 5,638 1,573 207 3,674 10,596 0 8,061 2,740
Changes from: August 22, 2017 Total Change is: 117
-1 3 0 -985 0 -65 -211 -353 -14 -191 95 0 1,584 451
Percent of Open Interest Represented by Each Category of Trader
3.3 53.2 0.0 45.7 3.0 0.1 16.3 4.6 0.6 10.6 30.7 0.0 23.3 7.9
Number of Traders in Each Category Total Traders: 44
. . 0 16 . . 9 5 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 56,161
Positions
14,584 7,734 1,707 10,450 14,546 2,195 12,914 7,145 723 1,967 1,152 0 11,621 20,959
Changes from: August 22, 2017 Total Change is: -1,283
-1,830 1,169 448 -939 3,066 69 -1,154 -943 115 293 -263 0 1,715 -4,944
Percent of Open Interest Represented by Each Category of Trader
26.0 13.8 3.0 18.6 25.9 3.9 23.0 12.7 1.3 3.5 2.1 0.0 20.7 37.3
Number of Traders in Each Category Total Traders: 73
12 9 5 11 5 5 16 14 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 342,907
Positions
47,823 205,163 19,429 194,316 77,544 15,645 42,975 7,334 11,515 2,568 1,510 0 8,636 4,767
Changes from: August 22, 2017 Total Change is: -2,359
-3,764 -3,120 166 2,886 1,139 2 1,300 1,646 -501 -5 -9 0 -2,443 -1,682
Percent of Open Interest Represented by Each Category of Trader
13.9 59.8 5.7 56.7 22.6 4.6 12.5 2.1 3.4 0.7 0.4 0.0 2.5 1.4
Number of Traders in Each Category Total Traders: 150
11 9 6 56 30 21 31 5 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,142,634
Positions
34,891 803,271 29,468 662,477 137,993 82,586 229,935 30,707 26,844 45,671 17,385 1,073 29,689 13,307
Changes from: August 22, 2017 Total Change is: 14,168
1,613 6,989 8,835 -2,724 1,169 -1,908 10,913 -1,322 -723 -1,981 40 -609 752 1,697
Percent of Open Interest Represented by Each Category of Trader
3.1 70.3 2.6 58.0 12.1 7.2 20.1 2.7 2.3 4.0 1.5 0.1 2.6 1.2
Number of Traders in Each Category Total Traders: 364
23 21 10 128 47 54 70 24 20 41 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 101,938
Positions
23,603 38,472 63,033 6,277 0 5 8,192 0 398 408 30 0 22 0
Changes from: August 22, 2017 Total Change is: 2,850
3,308 3,308 -458 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
23.2 37.7 61.8 6.2 0.0 0.0 8.0 0.0 0.4 0.4 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 12 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 798,122
Positions
4,097 61,898 9,215 290,366 193,924 123,518 112,688 103,582 74,432 11,475 61,019 539 171,792 169,995
Changes from: August 22, 2017 Total Change is: 19,557
-767 9,874 2,781 7,200 4,746 -11,090 -15,791 -30,802 37,056 813 5,985 -2,227 1,582 3,234
Percent of Open Interest Represented by Each Category of Trader
0.5 7.8 1.2 36.4 24.3 15.5 14.1 13.0 9.3 1.4 7.6 0.1 21.5 21.3
Number of Traders in Each Category Total Traders: 158
6 16 10 43 24 32 29 26 23 6 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 896,507
Positions
3,387 153,392 2,872 482,113 22,991 125,903 63,123 415,053 73,063 30,880 9,345 523 114,643 93,365
Changes from: August 22, 2017 Total Change is: 6,261
3,387 -12,325 -2,771 5,428 -1,516 -2,065 -9,289 1,246 31,246 -1,589 -473 -6,120 -11,966 -961
Percent of Open Interest Represented by Each Category of Trader
0.4 17.1 0.3 53.8 2.6 14.0 7.0 46.3 8.1 3.4 1.0 0.1 12.8 10.4
Number of Traders in Each Category Total Traders: 117
. 15 5 52 10 33 12 21 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,551,935
Positions
40,113 170,573 12,505 401,111 230,043 179,781 460,882 320,978 126,833 174,274 344,144 7,698 148,738 159,380
Changes from: August 22, 2017 Total Change is: 2,108
-239 -6,252 2,195 -54,980 12,651 -14,206 27,451 -36,280 47,807 -16,911 -4,913 1,489 9,502 -383
Percent of Open Interest Represented by Each Category of Trader
2.6 11.0 0.8 25.8 14.8 11.6 29.7 20.7 8.2 11.2 22.2 0.5 9.6 10.3
Number of Traders in Each Category Total Traders: 286
8 31 13 58 41 49 52 50 43 19 27 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 3,578,517
Positions
101,461 237,291 85,319 1,131,369 954,509 496,849 683,986 707,661 328,515 292,878 150,215 47,230 410,910 570,928
Changes from: August 22, 2017 Total Change is: 145,857
-34,123 39,561 7,282 -28,212 -72,901 -1,833 -25,915 -482 161,641 14,792 -18,712 12,225 40,000 19,076
Percent of Open Interest Represented by Each Category of Trader
2.8 6.6 2.4 31.6 26.7 13.9 19.1 19.8 9.2 8.2 4.2 1.3 11.5 16.0
Number of Traders in Each Category Total Traders: 404
18 36 31 61 98 81 64 73 63 21 32 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 427,575
Positions
7,710 10,731 11,541 121,362 177,050 30,547 146,160 43,242 10,888 11,575 10,861 0 87,792 132,715
Changes from: August 22, 2017 Total Change is: 7,573
-3,232 -1,938 6,018 -1,117 -1,945 -1,551 3,827 -5,288 583 2,335 2,201 0 710 9,493
Percent of Open Interest Represented by Each Category of Trader
1.8 2.5 2.7 28.4 41.4 7.1 34.2 10.1 2.5 2.7 2.5 0.0 20.5 31.0
Number of Traders in Each Category Total Traders: 67
. 5 4 15 23 28 12 4 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 3,365,343
Positions
99,194 273,370 41,884 1,642,603 706,721 374,576 410,421 1,060,600 240,428 181,761 232,073 26,098 348,378 409,593
Changes from: August 22, 2017 Total Change is: 159,339
19,979 11,057 -19,503 -29,728 -16,736 -21,155 42,146 60,325 109,856 3,774 -6,334 4,376 49,594 37,453
Percent of Open Interest Represented by Each Category of Trader
2.9 8.1 1.2 48.8 21.0 11.1 12.2 31.5 7.1 5.4 6.9 0.8 10.4 12.2
Number of Traders in Each Category Total Traders: 295
10 30 19 59 53 62 43 57 45 18 25 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 1,758,247
Positions
510,734 211,951 531,148 14,078 31,763 20,660 63,095 306,679 443,284 69,003 72,877 69,878 36,367 70,007
Changes from: August 22, 2017 Total Change is: 79,438
36,688 -5,316 27,295 1,459 -1,029 -109 9,399 30,545 14,161 -8,713 14,222 -3,595 2,853 3,264
Percent of Open Interest Represented by Each Category of Trader
29.0 12.1 30.2 0.8 1.8 1.2 3.6 17.4 25.2 3.9 4.1 4.0 2.1 4.0
Number of Traders in Each Category Total Traders: 162
18 44 50 . 8 . 18 52 48 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 is13,707,194
Positions
4,685,594 1,057,061 2,494,755 127,472 1,983,594 681,358 769,861 2,213,475 2,458,887 651,392 559,244 1,148,280 689,595 1,110,540
Changes from: August 22, 2017 Total Change is: 269,376
-9,808 41,005 7,798 21,587 -7,237 23,184 117,240 19,399 109,572 -48,029 45,814 47,046 786 -17,205
Percent of Open Interest Represented by Each Category of Trader
34.2 7.7 18.2 0.9 14.5 5.0 5.6 16.1 17.9 4.8 4.1 8.4 5.0 8.1
Number of Traders in Each Category Total Traders: 338
31 57 82 5 39 31 52 93 100 7 36 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,952
Positions
2,948 5,879 0 180 12,624 109 18,874 8,964 0 9,504 3,977 316 21 83
Changes from: August 22, 2017 Total Change is: 722
118 378 0 -13 40 -2 273 274 0 361 25 6 -21 1
Percent of Open Interest Represented by Each Category of Trader
9.2 18.4 0.0 0.6 39.5 0.3 59.1 28.1 0.0 29.7 12.4 1.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
. 7 0 . 12 . 6 11 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 21,015
Positions
10,152 726 0 527 8,722 114 9,725 7,441 0 461 3,902 4 32 106
Changes from: August 22, 2017 Total Change is: -328
248 -40 0 -83 3 0 -510 -225 0 0 -69 0 17 3
Percent of Open Interest Represented by Each Category of Trader
48.3 3.5 0.0 2.5 41.5 0.5 46.3 35.4 0.0 2.2 18.6 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 30
4 . 0 . 6 . 6 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 58,082
Positions
401 14,749 0 13,664 7,056 569 21,974 23,315 4,778 7,805 4,572 0 8,891 3,043
Changes from: August 22, 2017 Total Change is: 5,703
53 18 -450 596 3 4 8,548 2,758 567 -3,402 2,758 0 -213 45
Percent of Open Interest Represented by Each Category of Trader
0.7 25.4 0.0 23.5 12.1 1.0 37.8 40.1 8.2 13.4 7.9 0.0 15.3 5.2
Number of Traders in Each Category Total Traders: 148
. 4 0 10 8 . 31 39 18 43 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 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 578,391
Positions
124,152 47,071 32,805 58,917 70,282 94,896 110,542 180,117 90,755 15,549 8,297 17,165 33,610 37,003
Changes from: August 22, 2017 Total Change is: 22,334
1,566 -2,014 1,985 1,894 -3,822 3,047 6,722 20,457 2,764 2,551 1,696 -497 2,302 -1,282
Percent of Open Interest Represented by Each Category of Trader
21.5 8.1 5.7 10.2 12.2 16.4 19.1 31.1 15.7 2.7 1.4 3.0 5.8 6.4
Number of Traders in Each Category Total Traders: 253
18 10 19 22 26 20 54 76 64 19 13 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,971
Positions
1,032 0 0 38,433 1,553 0 3,978 46,928 256 5,204 132 0 68 102
Changes from: August 22, 2017 Total Change is: 1,066
934 -667 0 12 -66 0 -11 1,791 0 115 3 0 16 5
Percent of Open Interest Represented by Each Category of Trader
2.1 0.0 0.0 78.5 3.2 0.0 8.1 95.8 0.5 10.6 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 39
. 0 0 9 . 0 5 11 . 8 . 0
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Updated September 1, 2017