Traders in Financial Futures - Futures Only Positions as of September 5, 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 203,353
Positions
22,941 124,280 1,097 52,752 4,435 1,424 72,221 32,046 4,725 4,455 9,314 1,126 42,612 24,906
Changes from: August 29, 2017 Total Change is: 11,555
2,221 5,477 49 3,598 -128 55 3,366 6,093 325 395 335 196 1,350 -847
Percent of Open Interest Represented by Each Category of Trader
11.3 61.1 0.5 25.9 2.2 0.7 35.5 15.8 2.3 2.2 4.6 0.6 21.0 12.2
Number of Traders in Each Category Total Traders: 103
6 7 5 17 4 7 37 21 15 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 42,019
Positions
6,566 7,481 43 2,938 3,252 0 18,744 11,223 1,840 0 2,756 0 11,888 15,424
Changes from: August 29, 2017 Total Change is: -48
1,306 35 22 -849 -325 0 335 -566 25 0 37 0 -887 724
Percent of Open Interest Represented by Each Category of Trader
15.6 17.8 0.1 7.0 7.7 0.0 44.6 26.7 4.4 0.0 6.6 0.0 28.3 36.7
Number of Traders in Each Category Total Traders: 37
. 5 . 4 . 0 11 10 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 219,048
Positions
83,584 5,936 4,014 19,851 72,075 3,531 41,351 81,720 9,798 24,660 10,397 3,797 28,462 27,780
Changes from: August 29, 2017 Total Change is: -4,983
-4,990 -944 902 2,021 -2,928 614 -8,081 -2,915 2,149 809 -186 -163 1,756 -1,512
Percent of Open Interest Represented by Each Category of Trader
38.2 2.7 1.8 9.1 32.9 1.6 18.9 37.3 4.5 11.3 4.7 1.7 13.0 12.7
Number of Traders in Each Category Total Traders: 118
9 6 6 15 20 9 29 30 19 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 213,200
Positions
72,562 19,740 1,625 26,370 45,342 4,370 44,005 102,300 4,677 33,542 3,810 632 25,417 30,704
Changes from: August 29, 2017 Total Change is: 3,310
-3,181 -7,933 1,060 -1,585 -494 277 6,208 8,072 -603 -2,020 1,170 520 2,634 1,241
Percent of Open Interest Represented by Each Category of Trader
34.0 9.3 0.8 12.4 21.3 2.0 20.6 48.0 2.2 15.7 1.8 0.3 11.9 14.4
Number of Traders in Each Category Total Traders: 116
11 7 4 15 15 8 34 26 15 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 464,988
Positions
38,344 165,140 3,887 204,580 93,873 15,498 81,977 51,920 17,082 20,452 58,779 4,157 79,011 54,652
Changes from: August 29, 2017 Total Change is: -4,319
-1,385 -2,445 -1,013 5,284 1,278 -1,070 -512 237 1,238 -3,384 -1,949 -25 -3,452 -570
Percent of Open Interest Represented by Each Category of Trader
8.2 35.5 0.8 44.0 20.2 3.3 17.6 11.2 3.7 4.4 12.6 0.9 17.0 11.8
Number of Traders in Each Category Total Traders: 247
14 18 11 66 34 39 38 39 26 22 15 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 21,905
Positions
726 11,392 0 8,639 5,669 1,128 4,192 1,505 0 0 0 0 7,220 2,211
Changes from: August 29, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.3 52.0 0.0 39.4 25.9 5.1 19.1 6.9 0.0 0.0 0.0 0.0 33.0 10.1
Number of Traders in Each Category Total Traders: 21
. 4 0 5 4 5 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 168,171
Positions
4,180 97,300 1,088 17,736 18,268 2,404 99,677 16,445 2,931 579 8,444 82 39,494 21,209
Changes from: August 29, 2017 Total Change is: 8,694
23 4,086 -23 4,528 755 -12 53 2,200 713 9 970 -4 3,407 9
Percent of Open Interest Represented by Each Category of Trader
2.5 57.9 0.6 10.5 10.9 1.4 59.3 9.8 1.7 0.3 5.0 0.0 23.5 12.6
Number of Traders in Each Category Total Traders: 95
6 8 5 10 11 7 40 12 16 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 40,072
Positions
2,604 24,993 5,051 8,249 0 0 21,260 5,613 143 1,032 2,990 0 1,733 1,282
Changes from: August 29, 2017 Total Change is: 6,902
192 29 5,000 -280 0 0 1,551 1,976 30 260 0 0 149 -133
Percent of Open Interest Represented by Each Category of Trader
6.5 62.4 12.6 20.6 0.0 0.0 53.1 14.0 0.4 2.6 7.5 0.0 4.3 3.2
Number of Traders in Each Category Total Traders: 36
. 5 . 5 0 0 12 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 240,705
Positions
9,037 169,956 634 57,773 5,072 279 145,861 35,718 15,115 3,095 10,767 0 8,911 3,164
Changes from: August 29, 2017 Total Change is: -5,804
810 -1,960 -177 -19,302 -38 0 4,962 -10,313 8,026 -440 -929 0 317 -413
Percent of Open Interest Represented by Each Category of Trader
3.8 70.6 0.3 24.0 2.1 0.1 60.6 14.8 6.3 1.3 4.5 0.0 3.7 1.3
Number of Traders in Each Category Total Traders: 164
. 10 . 21 7 . 62 34 16 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 28,247
Positions
320 17,620 0 5,196 448 0 19,243 8,326 472 1,136 940 0 1,880 441
Changes from: August 29, 2017 Total Change is: -5,804
320 3,814 -9,217 -189 38 -38 2,838 -423 472 0 -20 0 10 -430
Percent of Open Interest Represented by Each Category of Trader
1.1 62.4 0.0 18.4 1.6 0.0 68.1 29.5 1.7 4.0 3.3 0.0 6.7 1.6
Number of Traders in Each Category Total Traders: 35
. . 0 . . 0 9 11 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 46,094
Positions
4,274 12,354 3,124 2,441 9,873 0 26,307 13,295 3,128 1,632 933 0 5,188 3,387
Changes from: August 29, 2017 Total Change is: 2,362
2,674 -3,656 1,146 -554 850 0 -2,256 2,058 1,732 52 -35 0 -432 267
Percent of Open Interest Represented by Each Category of Trader
9.3 26.8 6.8 5.3 21.4 0.0 57.1 28.8 6.8 3.5 2.0 0.0 11.3 7.3
Number of Traders in Each Category Total Traders: 79
5 5 . 12 4 0 35 10 11 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 28,327
Positions
4,927 12,416 5,448 2,853 537 0 13,310 8,314 716 0 100 0 1,073 796
Changes from: August 29, 2017 Total Change is: 2,402
-224 203 18 110 -92 0 1,800 1,682 619 0 0 0 79 -28
Percent of Open Interest Represented by Each Category of Trader
17.4 43.8 19.2 10.1 1.9 0.0 47.0 29.4 2.5 0.0 0.4 0.0 3.8 2.8
Number of Traders in Each Category Total Traders: 32
. . . 7 . 0 6 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 74,819
Positions
7,202 51,234 1,567 13,710 3,331 306 38,984 4,959 2,362 1,464 1,857 0 9,226 9,205
Changes from: August 29, 2017 Total Change is: -2,900
457 -1,638 67 310 346 36 -4,499 -1,959 1,018 216 -47 -40 -464 -683
Percent of Open Interest Represented by Each Category of Trader
9.6 68.5 2.1 18.3 4.5 0.4 52.1 6.6 3.2 2.0 2.5 0.0 12.3 12.3
Number of Traders in Each Category Total Traders: 122
14 24 5 16 4 4 34 18 9 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 149,637
Positions
14,404 102,467 3,133 27,419 6,662 612 77,967 9,917 4,723 2,928 3,713 0 18,451 18,410
Changes from: August 29, 2017 Total Change is: -5,799
914 -3,275 133 619 692 72 -8,997 -3,918 2,036 431 -94 -80 -927 -1,365
Percent of Open Interest Represented by Each Category of Trader
9.6 68.5 2.1 18.3 4.5 0.4 52.1 6.6 3.2 2.0 2.5 0.0 12.3 12.3
Number of Traders in Each Category Total Traders: 122
14 24 5 16 4 4 34 18 9 5 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 735,493
Positions
50,200 155,223 53,359 324,852 164,723 74,006 92,953 115,559 41,716 22,373 48,074 3,368 72,667 79,465
Changes from: August 29, 2017 Total Change is: 3,910
7,088 -12,320 15,026 -4,719 -3,890 1,638 -9,993 -1,097 3,463 -2,502 9,684 255 -6,346 -8,848
Percent of Open Interest Represented by Each Category of Trader
6.8 21.1 7.3 44.2 22.4 10.1 12.6 15.7 5.7 3.0 6.5 0.5 9.9 10.8
Number of Traders in Each Category Total Traders: 620
36 45 30 128 100 96 89 125 85 38 57 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 70,008
Positions
12,151 27,179 6,600 16,361 10,776 330 9,221 7,396 0 2,815 1,492 2 22,528 16,233
Changes from: August 29, 2017 Total Change is: -1,320
4,522 -4,122 1,100 64 39 0 1,164 166 0 71 648 2 -8,243 847
Percent of Open Interest Represented by Each Category of Trader
17.4 38.8 9.4 23.4 15.4 0.5 13.2 10.6 0.0 4.0 2.1 0.0 32.2 23.2
Number of Traders in Each Category Total Traders: 55
7 10 . 8 4 . 11 11 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 3,327,423
Positions
256,774 706,752 167,263 1,546,095 773,377 364,738 466,714 588,868 160,526 97,789 232,911 16,830 250,694 316,158
Changes from: August 29, 2017 Total Change is: 26,152
23,221 -30,602 59,240 -23,668 -19,398 7,939 -44,187 5,281 5,721 -12,867 45,180 1,267 9,486 -48,476
Percent of Open Interest Represented by Each Category of Trader
7.7 21.2 5.0 46.5 23.2 11.0 14.0 17.7 4.8 2.9 7.0 0.5 7.5 9.5
Number of Traders in Each Category Total Traders: 613
34 46 27 125 100 95 88 124 81 38 56 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 29,039
Positions
4,359 27,498 0 8,506 378 462 12,144 0 0 0 0 0 3,568 701
Changes from: August 29, 2017 Total Change is: -512
337 -358 0 -707 -1 1 -11 0 0 0 0 0 -132 -154
Percent of Open Interest Represented by Each Category of Trader
15.0 94.7 0.0 29.3 1.3 1.6 41.8 0.0 0.0 0.0 0.0 0.0 12.3 2.4
Number of Traders in Each Category Total Traders: 21
. 7 0 5 . . 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 23,478
Positions
16,620 11,159 0 2,629 10,811 280 1,759 0 0 0 280 0 2,190 948
Changes from: August 29, 2017 Total Change is: 463
711 15 0 -94 592 0 22 0 0 0 0 0 -176 -144
Percent of Open Interest Represented by Each Category of Trader
70.8 47.5 0.0 11.2 46.0 1.2 7.5 0.0 0.0 0.0 1.2 0.0 9.3 4.0
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 September 5, 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 85,603
Positions
4,432 33,330 52 41,660 39,662 4,404 22,448 2,060 1,272 0 280 0 11,335 4,543
Changes from: August 29, 2017 Total Change is: -1,758
-491 -370 37 247 -1,061 -93 -684 -274 -163 0 0 0 -611 166
Percent of Open Interest Represented by Each Category of Trader
5.2 38.9 0.1 48.7 46.3 5.1 26.2 2.4 1.5 0.0 0.3 0.0 13.2 5.3
Number of Traders in Each Category Total Traders: 74
5 8 . 23 18 14 13 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 56,291
Positions
15,668 12,844 1,276 10,417 8,462 1,545 17,686 18,853 866 2,374 4,070 27 6,432 8,348
Changes from: August 29, 2017 Total Change is: -1,888
-967 369 120 -51 -760 64 -1,446 -1,550 171 473 -361 -62 -190 120
Percent of Open Interest Represented by Each Category of Trader
27.8 22.8 2.3 18.5 15.0 2.7 31.4 33.5 1.5 4.2 7.2 0.0 11.4 14.8
Number of Traders in Each Category Total Traders: 274
16 29 9 47 28 18 53 57 25 9 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 281,453
Positions
78,342 64,221 6,380 52,086 42,308 7,727 88,428 94,263 4,328 11,869 20,351 135 32,158 41,740
Changes from: August 29, 2017 Total Change is: -9,441
-4,836 1,846 600 -255 -3,799 319 -7,230 -7,748 857 2,363 -1,806 -309 -950 599
Percent of Open Interest Represented by Each Category of Trader
27.8 22.8 2.3 18.5 15.0 2.7 31.4 33.5 1.5 4.2 7.2 0.0 11.4 14.8
Number of Traders in Each Category Total Traders: 274
16 29 9 47 28 18 53 57 25 9 34 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 37,497
Positions
4,852 10,070 17,617 5,171 0 519 4,627 4,646 682 0 2 207 3,822 3,754
Changes from: August 29, 2017 Total Change is: 18,530
922 1,931 15,595 402 0 500 -450 -1,410 411 -40 2 190 1,000 1,311
Percent of Open Interest Represented by Each Category of Trader
12.9 26.9 47.0 13.8 0.0 1.4 12.3 12.4 1.8 0.0 0.0 0.6 10.2 10.0
Number of Traders in Each Category Total Traders: 29
4 7 5 4 0 4 6 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 545,269
Positions
96,753 82,606 4,904 198,591 197,359 46,638 153,846 174,840 9,803 11,314 9,139 362 23,058 19,618
Changes from: August 29, 2017 Total Change is: -10,655
-8,494 3,141 -284 -4,403 -6,445 -975 3,145 -6,487 -327 -994 1,810 -44 1,721 -1,044
Percent of Open Interest Represented by Each Category of Trader
17.7 15.1 0.9 36.4 36.2 8.6 28.2 32.1 1.8 2.1 1.7 0.1 4.2 3.6
Number of Traders in Each Category Total Traders: 304
23 23 7 62 50 34 50 71 23 12 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 44,218
Positions
1,872 18,368 7,401 17,326 444 31 3,896 1,512 1,534 5,174 10,710 0 6,984 4,218
Changes from: August 29, 2017 Total Change is: 9,677
730 -3 7,401 1,538 -579 0 -1,742 -61 1,327 1,500 114 0 -1,077 1,478
Percent of Open Interest Represented by Each Category of Trader
4.2 41.5 16.7 39.2 1.0 0.1 8.8 3.4 3.5 11.7 24.2 0.0 15.8 9.5
Number of Traders in Each Category Total Traders: 47
5 . . 18 . . 7 5 4 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 65,043
Positions
14,587 6,887 1,941 17,593 15,094 1,832 10,938 7,706 3,140 2,271 1,482 0 12,741 26,961
Changes from: August 29, 2017 Total Change is: 8,882
3 -847 234 7,143 548 -363 -1,976 561 2,417 304 330 0 1,120 6,002
Percent of Open Interest Represented by Each Category of Trader
22.4 10.6 3.0 27.0 23.2 2.8 16.8 11.8 4.8 3.5 2.3 0.0 19.6 41.5
Number of Traders in Each Category Total Traders: 74
13 6 5 10 5 5 16 17 9 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 349,043
Positions
49,370 206,596 30,034 189,876 77,157 15,299 44,466 3,532 9,610 2,568 1,510 0 7,820 5,305
Changes from: August 29, 2017 Total Change is: 6,136
1,547 1,433 10,605 -4,440 -387 -346 1,491 -3,802 -1,905 0 0 0 -816 538
Percent of Open Interest Represented by Each Category of Trader
14.1 59.2 8.6 54.4 22.1 4.4 12.7 1.0 2.8 0.7 0.4 0.0 2.2 1.5
Number of Traders in Each Category Total Traders: 155
14 9 10 59 29 22 32 4 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,136,874
Positions
30,376 785,681 44,961 635,806 137,053 84,239 237,165 25,604 27,460 47,005 17,089 1,049 28,813 13,738
Changes from: August 29, 2017 Total Change is: -5,760
-4,515 -17,590 15,493 -26,671 -940 1,653 7,230 -5,103 616 1,334 -296 -24 -876 431
Percent of Open Interest Represented by Each Category of Trader
2.7 69.1 4.0 55.9 12.1 7.4 20.9 2.3 2.4 4.1 1.5 0.1 2.5 1.2
Number of Traders in Each Category Total Traders: 360
23 20 14 129 50 53 71 19 21 39 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 103,008
Positions
23,523 38,672 63,903 6,277 0 5 8,472 0 398 408 30 0 22 0
Changes from: August 29, 2017 Total Change is: 1,070
-80 200 870 0 0 0 280 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
22.8 37.5 62.0 6.1 0.0 0.0 8.2 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 September 5, 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 753,180
Positions
2,583 55,257 2,707 294,863 193,210 121,809 108,929 105,953 40,545 12,568 58,572 1,062 168,114 174,065
Changes from: August 29, 2017 Total Change is: -44,942
-1,514 -6,641 -6,508 4,497 -714 -1,709 -3,759 2,371 -33,887 1,093 -2,447 523 -3,678 4,070
Percent of Open Interest Represented by Each Category of Trader
0.3 7.3 0.4 39.1 25.7 16.2 14.5 14.1 5.4 1.7 7.8 0.1 22.3 23.1
Number of Traders in Each Category Total Traders: 156
4 16 4 42 24 29 29 29 24 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 885,504
Positions
2,910 157,959 1,358 485,853 28,910 121,039 64,273 421,017 60,598 31,166 7,518 523 117,784 86,582
Changes from: August 29, 2017 Total Change is: -11,003
-477 4,567 -1,514 3,740 5,919 -4,864 1,150 5,964 -12,465 286 -1,827 0 3,141 -6,783
Percent of Open Interest Represented by Each Category of Trader
0.3 17.8 0.2 54.9 3.3 13.7 7.3 47.5 6.8 3.5 0.8 0.1 13.3 9.8
Number of Traders in Each Category Total Traders: 121
. 14 7 52 14 35 13 22 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,490,582
Positions
57,106 206,247 14,542 425,887 253,795 168,033 448,364 295,762 48,518 181,373 352,389 4,758 142,001 146,538
Changes from: August 29, 2017 Total Change is: -61,353
16,993 35,674 2,037 24,776 23,752 -11,748 -12,518 -25,216 -78,315 7,099 8,245 -2,940 -6,737 -12,842
Percent of Open Interest Represented by Each Category of Trader
3.8 13.8 1.0 28.6 17.0 11.3 30.1 19.8 3.3 12.2 23.6 0.3 9.5 9.8
Number of Traders in Each Category Total Traders: 292
10 32 15 61 40 48 54 49 34 18 28 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 3,403,957
Positions
118,830 233,372 64,761 1,140,461 980,448 487,263 698,482 712,397 217,769 275,905 148,289 30,192 370,294 529,466
Changes from: August 29, 2017 Total Change is: -174,560
17,369 -3,919 -20,558 9,092 25,939 -9,586 14,496 4,736 -110,746 -16,973 -1,926 -17,038 -40,616 -41,462
Percent of Open Interest Represented by Each Category of Trader
3.5 6.9 1.9 33.5 28.8 14.3 20.5 20.9 6.4 8.1 4.4 0.9 10.9 15.6
Number of Traders in Each Category Total Traders: 411
19 37 20 65 95 81 65 75 50 22 33 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 427,155
Positions
7,322 31,450 1,906 130,523 169,492 30,044 152,683 46,497 10,647 9,999 10,821 0 84,031 126,298
Changes from: August 29, 2017 Total Change is: -420
-388 20,719 -9,635 9,161 -7,558 -503 6,523 3,255 -241 -1,576 -40 0 -3,761 -6,417
Percent of Open Interest Represented by Each Category of Trader
1.7 7.4 0.4 30.6 39.7 7.0 35.7 10.9 2.5 2.3 2.5 0.0 19.7 29.6
Number of Traders in Each Category Total Traders: 68
. 8 4 16 22 26 11 4 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 3,225,663
Positions
97,206 275,483 26,625 1,707,008 721,258 364,006 383,973 1,130,496 120,989 219,028 230,056 12,766 294,062 343,984
Changes from: August 29, 2017 Total Change is: -139,680
-1,988 2,113 -15,259 64,405 14,537 -10,570 -26,448 69,896 -119,439 37,267 -2,017 -13,332 -54,316 -65,609
Percent of Open Interest Represented by Each Category of Trader
3.0 8.5 0.8 52.9 22.4 11.3 11.9 35.0 3.8 6.8 7.1 0.4 9.1 10.7
Number of Traders in Each Category Total Traders: 315
7 36 16 63 54 63 46 64 39 21 24 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 1,693,063
Positions
527,740 257,119 465,117 14,078 26,390 21,890 65,063 295,882 439,952 76,081 71,589 47,966 35,176 67,158
Changes from: August 29, 2017 Total Change is: -65,184
17,006 45,168 -66,031 0 -5,373 1,230 1,968 -10,797 -3,332 7,078 -1,288 -21,912 -1,191 -2,849
Percent of Open Interest Represented by Each Category of Trader
31.2 15.2 27.5 0.8 1.6 1.3 3.8 17.5 26.0 4.5 4.2 2.8 2.1 4.0
Number of Traders in Each Category Total Traders: 166
16 47 48 . 7 4 17 54 44 5 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 is14,129,650
Positions
4,848,260 1,149,851 2,493,778 136,541 2,025,641 732,987 806,615 2,343,762 2,532,527 704,602 597,244 1,158,566 715,774 1,095,294
Changes from: August 29, 2017 Total Change is: 422,456
162,666 92,790 -977 9,069 42,047 51,629 36,754 130,287 73,640 53,210 38,000 10,286 26,179 -15,246
Percent of Open Interest Represented by Each Category of Trader
34.3 8.1 17.6 1.0 14.3 5.2 5.7 16.6 17.9 5.0 4.2 8.2 5.1 7.8
Number of Traders in Each Category Total Traders: 345
30 56 79 5 38 31 51 101 100 9 38 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 33,527
Positions
3,948 7,030 0 180 12,406 110 19,803 8,991 0 9,115 4,587 316 55 87
Changes from: August 29, 2017 Total Change is: 1,575
1,000 1,151 0 0 -218 1 929 27 0 -389 610 0 34 4
Percent of Open Interest Represented by Each Category of Trader
11.8 21.0 0.0 0.5 37.0 0.3 59.1 26.8 0.0 27.2 13.7 0.9 0.2 0.3
Number of Traders in Each Category Total Traders: 49
. 7 0 . 12 . 6 10 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 20,515
Positions
9,854 706 0 447 8,588 127 9,880 7,115 0 158 3,895 4 45 80
Changes from: August 29, 2017 Total Change is: -500
-298 -20 0 -80 -134 13 155 -326 0 -303 -7 0 13 -26
Percent of Open Interest Represented by Each Category of Trader
48.0 3.4 0.0 2.2 41.9 0.6 48.2 34.7 0.0 0.8 19.0 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 29
4 . 0 . 6 . 6 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 55,828
Positions
495 14,749 0 13,817 6,149 630 17,378 20,423 6,538 7,772 4,738 0 9,198 2,601
Changes from: August 29, 2017 Total Change is: -2,254
94 0 0 153 -907 61 -4,596 -2,892 1,760 -33 166 0 307 -442
Percent of Open Interest Represented by Each Category of Trader
0.9 26.4 0.0 24.7 11.0 1.1 31.1 36.6 11.7 13.9 8.5 0.0 16.5 4.7
Number of Traders in Each Category Total Traders: 158
4 4 0 12 8 . 34 39 20 44 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 618,725
Positions
124,785 46,117 32,885 76,128 68,373 110,759 109,945 202,149 91,057 18,747 9,971 18,797 35,622 38,617
Changes from: August 29, 2017 Total Change is: 40,334
633 -954 80 17,211 -1,909 15,863 -597 22,032 302 3,198 1,674 1,632 2,012 1,614
Percent of Open Interest Represented by Each Category of Trader
20.2 7.5 5.3 12.3 11.1 17.9 17.8 32.7 14.7 3.0 1.6 3.0 5.8 6.2
Number of Traders in Each Category Total Traders: 259
19 8 19 22 29 22 61 72 67 17 16 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 48,398
Positions
493 727 0 38,433 1,537 0 4,017 45,826 85 5,296 133 0 74 90
Changes from: August 29, 2017 Total Change is: -573
-539 727 0 0 -16 0 39 -1,102 -171 92 1 0 6 -12
Percent of Open Interest Represented by Each Category of Trader
1.0 1.5 0.0 79.4 3.2 0.0 8.3 94.7 0.2 10.9 0.3 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 9 . 0 5 10 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of September 5, 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 14,753
Positions
3,170 8,261 0 9,994 0 0 590 6,301 0 415 0 0 584 191
Changes from: August 29, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.5 56.0 0.0 67.7 0.0 0.0 4.0 42.7 0.0 2.8 0.0 0.0 4.0 1.3
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 0 . 5 0 . 0 0
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Updated September 8, 2017