Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 229,155
Positions
89,321 11,728 7,523 30,277 39,466 1,728 23,595 103,783 14,906 30,424 5,598 1,538 29,845 42,886
Changes from: May 16, 2017 Total Change is: -9,948
1,134 92 1,228 1,768 -751 642 -9,055 -10,141 -1,435 -1,303 884 745 -3,673 -1,211
Percent of Open Interest Represented by Each Category of Trader
39.0 5.1 3.3 13.2 17.2 0.8 10.3 45.3 6.5 13.3 2.4 0.7 13.0 18.7
Number of Traders in Each Category Total Traders: 115
9 4 8 10 13 6 24 37 22 10 8 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 52,728
Positions
15,623 8,666 983 2,591 3,223 0 11,508 22,563 2,456 6,387 1,482 0 13,181 13,356
Changes from: May 16, 2017 Total Change is: 2,504
-3,771 6,801 153 743 -152 0 788 -61 520 -179 0 0 4,250 -4,756
Percent of Open Interest Represented by Each Category of Trader
29.6 16.4 1.9 4.9 6.1 0.0 21.8 42.8 4.7 12.1 2.8 0.0 25.0 25.3
Number of Traders in Each Category Total Traders: 43
4 5 4 4 . 0 8 17 12 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 295,001
Positions
130,210 85,424 9,774 21,159 70,212 4,227 46,348 48,009 30,322 18,274 12,880 2,733 31,955 31,420
Changes from: May 16, 2017 Total Change is: 5,591
709 6,148 2,056 668 -2,487 1,490 1,655 -3,301 2,024 -2,783 712 530 -759 -1,580
Percent of Open Interest Represented by Each Category of Trader
44.1 29.0 3.3 7.2 23.8 1.4 15.7 16.3 10.3 6.2 4.4 0.9 10.8 10.7
Number of Traders in Each Category Total Traders: 131
8 9 10 14 22 10 26 37 30 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 255,577
Positions
84,383 32,702 13,362 25,123 61,484 7,562 34,839 59,487 28,866 30,993 3,930 6,516 23,934 41,670
Changes from: May 16, 2017 Total Change is: -7,683
-9,967 1,223 -268 597 -3,510 -71 -2,385 -2,365 2,270 2,837 451 -1,140 445 -4,273
Percent of Open Interest Represented by Each Category of Trader
33.0 12.8 5.2 9.8 24.1 3.0 13.6 23.3 11.3 12.1 1.5 2.5 9.4 16.3
Number of Traders in Each Category Total Traders: 122
8 8 9 14 19 12 27 35 24 5 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 545,856
Positions
89,615 160,589 25,138 169,013 75,463 17,164 60,223 71,786 65,365 31,722 56,868 12,174 75,440 61,308
Changes from: May 16, 2017 Total Change is: 29,074
2,767 26,711 2,543 -436 425 664 9,860 -15,600 10,995 -1,945 3,293 1,751 2,875 -1,707
Percent of Open Interest Represented by Each Category of Trader
16.4 29.4 4.6 31.0 13.8 3.1 11.0 13.2 12.0 5.8 10.4 2.2 13.8 11.2
Number of Traders in Each Category Total Traders: 274
16 19 16 53 32 37 41 52 43 35 26 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 34,969
Positions
1,915 23,435 28 18,166 0 235 2,095 5,033 282 0 1,536 0 12,248 4,420
Changes from: May 16, 2017 Total Change is: 2,044
-437 360 0 772 0 -1 1,420 2,474 12 0 -815 0 278 14
Percent of Open Interest Represented by Each Category of Trader
5.5 67.0 0.1 51.9 0.0 0.7 6.0 14.4 0.8 0.0 4.4 0.0 35.0 12.6
Number of Traders in Each Category Total Traders: 25
. . . 12 0 4 . 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 145,342
Positions
61,646 34,711 3,959 11,286 12,585 2,007 31,435 43,107 10,390 2,729 4,913 1,668 20,222 32,001
Changes from: May 16, 2017 Total Change is: -9,714
734 -84 578 -190 -7,926 738 -9,170 3,426 -823 129 -37 -462 -1,248 -5,125
Percent of Open Interest Represented by Each Category of Trader
42.4 23.9 2.7 7.8 8.7 1.4 21.6 29.7 7.1 1.9 3.4 1.1 13.9 22.0
Number of Traders in Each Category Total Traders: 89
7 6 8 5 12 7 25 25 19 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 36,059
Positions
5,529 32,368 1 6,221 0 0 22,125 2,314 0 769 549 0 1,414 827
Changes from: May 16, 2017 Total Change is: 105
1,506 -2 -1 -251 0 0 -1,340 3 0 44 139 0 147 -34
Percent of Open Interest Represented by Each Category of Trader
15.3 89.8 0.0 17.3 0.0 0.0 61.4 6.4 0.0 2.1 1.5 0.0 3.9 2.3
Number of Traders in Each Category Total Traders: 37
. 6 . 4 0 0 13 5 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 211,758
Positions
39,294 132,844 15 55,501 3,580 645 97,195 55,545 6,278 4,340 9,377 242 8,249 3,233
Changes from: May 16, 2017 Total Change is: 27,253
-279 4,216 -169 17,416 650 74 5,798 19,636 2,613 2,069 69 -4 -265 168
Percent of Open Interest Represented by Each Category of Trader
18.6 62.7 0.0 26.2 1.7 0.3 45.9 26.2 3.0 2.0 4.4 0.1 3.9 1.5
Number of Traders in Each Category Total Traders: 148
. 11 . 19 4 . 54 24 11 15 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 23,696
Positions
1,005 14,165 0 6,166 148 0 14,467 3,836 163 269 4,420 0 1,626 964
Changes from: May 16, 2017 Total Change is: 663
160 -99 0 -615 0 0 1,393 409 58 23 15 0 -356 280
Percent of Open Interest Represented by Each Category of Trader
4.2 59.8 0.0 26.0 0.6 0.0 61.1 16.2 0.7 1.1 18.7 0.0 6.9 4.1
Number of Traders in Each Category Total Traders: 37
. . 0 . . 0 13 10 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 44,165
Positions
21,637 3,083 144 1,159 10,690 0 16,201 22,785 556 1,219 1,828 0 3,249 5,079
Changes from: May 16, 2017 Total Change is: -1,022
-3,476 140 -39 -502 -768 0 2,841 -348 149 -182 293 -50 237 -399
Percent of Open Interest Represented by Each Category of Trader
49.0 7.0 0.3 2.6 24.2 0.0 36.7 51.6 1.3 2.8 4.1 0.0 7.4 11.5
Number of Traders in Each Category Total Traders: 74
9 . 4 5 6 0 21 22 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 17,808
Positions
5,184 2,980 8,537 968 326 0 1,926 4,839 140 0 200 0 1,053 786
Changes from: May 16, 2017 Total Change is: 123
-131 -4 102 6 70 0 68 -86 98 0 0 0 -20 -57
Percent of Open Interest Represented by Each Category of Trader
29.1 16.7 47.9 5.4 1.8 0.0 10.8 27.2 0.8 0.0 1.1 0.0 5.9 4.4
Number of Traders in Each Category Total Traders: 24
4 . . . . 0 6 6 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 60,891
Positions
11,887 36,274 1,917 6,913 596 1,122 25,978 6,759 2,207 1,307 2,957 233 9,327 8,825
Changes from: May 16, 2017 Total Change is: -575
1,165 -1,724 89 -382 42 -20 -371 407 -496 73 914 23 -656 188
Percent of Open Interest Represented by Each Category of Trader
19.5 59.6 3.1 11.4 1.0 1.8 42.7 11.1 3.6 2.1 4.9 0.4 15.3 14.5
Number of Traders in Each Category Total Traders: 110
14 23 6 12 . 4 34 10 6 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 121,781
Positions
23,773 72,549 3,834 13,826 1,192 2,244 51,957 13,518 4,414 2,613 5,913 467 18,653 17,650
Changes from: May 16, 2017 Total Change is: -1,150
2,330 -3,447 179 -764 84 -39 -743 814 -992 146 1,828 46 -1,313 377
Percent of Open Interest Represented by Each Category of Trader
19.5 59.6 3.1 11.4 1.0 1.8 42.7 11.1 3.6 2.1 4.9 0.4 15.3 14.5
Number of Traders in Each Category Total Traders: 110
14 23 6 12 . 4 34 10 6 8 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 862,733
Positions
58,024 97,892 42,552 294,039 172,916 90,501 89,158 135,084 136,596 23,270 48,320 31,312 97,281 107,560
Changes from: May 16, 2017 Total Change is: -664
-5,234 -9,337 3,412 -2,197 -4,577 1,863 8,515 5,483 -6,732 -3,156 954 3,070 -203 5,202
Percent of Open Interest Represented by Each Category of Trader
6.7 11.3 4.9 34.1 20.0 10.5 10.3 15.7 15.8 2.7 5.6 3.6 11.3 12.5
Number of Traders in Each Category Total Traders: 686
40 31 40 127 91 100 80 142 121 85 88 91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 137,106
Positions
23,718 14,852 8,220 20,050 22,164 11,060 5,282 13,383 29,847 3,687 94 3,648 31,594 33,838
Changes from: May 16, 2017 Total Change is: -243
-478 -796 787 2,028 -849 -99 -1,151 -373 -2,200 -383 -12 -143 1,397 3,442
Percent of Open Interest Represented by Each Category of Trader
17.3 10.8 6.0 14.6 16.2 8.1 3.9 9.8 21.8 2.7 0.1 2.7 23.0 24.7
Number of Traders in Each Category Total Traders: 63
6 9 9 7 5 4 13 10 22 6 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 3,628,133
Positions
266,758 510,425 76,431 1,373,129 756,943 394,017 497,171 686,298 455,955 104,188 247,404 132,051 328,434 368,610
Changes from: May 16, 2017 Total Change is: -2,103
-12,956 -31,886 2,301 -27,562 -25,078 16,246 40,472 21,420 -14,800 -14,976 3,726 17,172 -8,000 8,797
Percent of Open Interest Represented by Each Category of Trader
7.4 14.1 2.1 37.8 20.9 10.9 13.7 18.9 12.6 2.9 6.8 3.6 9.1 10.2
Number of Traders in Each Category Total Traders: 672
41 29 35 126 90 97 79 139 117 82 85 88
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 93,141
Positions
4,758 40,647 750 46,706 40,404 3,634 22,867 3,508 668 1,411 280 0 12,347 3,250
Changes from: May 16, 2017 Total Change is: -2,919
530 -3,027 -7 -2,993 675 -35 389 226 -750 0 0 0 -53 -1
Percent of Open Interest Represented by Each Category of Trader
5.1 43.6 0.8 50.1 43.4 3.9 24.6 3.8 0.7 1.5 0.3 0.0 13.3 3.5
Number of Traders in Each Category Total Traders: 83
4 7 . 30 16 14 16 8 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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
6,962 19,948 556 12,914 4,750 1,007 22,779 15,729 2,852 1,902 3,431 653 6,665 7,364
Changes from: May 16, 2017 Total Change is: -578
976 415 29 -1,420 -210 69 -13 227 -97 50 -652 -115 -57 -244
Percent of Open Interest Represented by Each Category of Trader
12.4 35.4 1.0 22.9 8.4 1.8 40.5 27.9 5.1 3.4 6.1 1.2 11.8 13.1
Number of Traders in Each Category Total Traders: 261
16 22 6 49 22 14 51 55 29 18 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 281,456
Positions
34,808 99,742 2,780 64,572 23,750 5,037 113,897 78,646 14,260 9,512 17,154 3,266 33,324 36,820
Changes from: May 16, 2017 Total Change is: -2,889
4,881 2,073 146 -7,100 -1,048 343 -65 1,133 -484 249 -3,259 -574 -284 -1,220
Percent of Open Interest Represented by Each Category of Trader
12.4 35.4 1.0 22.9 8.4 1.8 40.5 27.9 5.1 3.4 6.1 1.2 11.8 13.1
Number of Traders in Each Category Total Traders: 261
16 22 6 49 22 14 51 55 29 18 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 569,484
Positions
62,087 115,044 4,581 248,154 185,892 37,579 155,395 177,845 13,633 19,016 10,096 440 28,598 24,373
Changes from: May 16, 2017 Total Change is: -5,832
9,559 -15,194 -1,223 -8,836 2,497 1,167 -661 6,720 -2,360 106 2,322 -391 -3,193 630
Percent of Open Interest Represented by Each Category of Trader
10.9 20.2 0.8 43.6 32.6 6.6 27.3 31.2 2.4 3.3 1.8 0.1 5.0 4.3
Number of Traders in Each Category Total Traders: 330
23 20 5 73 52 36 55 68 28 20 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 40,148
Positions
930 22,831 1 15,804 475 75 6,966 10,236 53 6,521 3,318 0 9,798 3,159
Changes from: May 16, 2017 Total Change is: -906
70 -829 0 889 -42 -281 -1,682 375 18 1,284 158 0 -1,204 -305
Percent of Open Interest Represented by Each Category of Trader
2.3 56.9 0.0 39.4 1.2 0.2 17.4 25.5 0.1 16.2 8.3 0.0 24.4 7.9
Number of Traders in Each Category Total Traders: 52
. 6 . 16 . . 11 7 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 81,756
Positions
17,004 23,547 291 23,256 8,179 1,678 27,039 17,615 371 2,197 2,117 0 9,920 27,958
Changes from: May 16, 2017 Total Change is: 2,670
-1,189 1,587 134 4,253 -3,668 685 -1,469 401 -329 69 -104 0 516 3,964
Percent of Open Interest Represented by Each Category of Trader
20.8 28.8 0.4 28.4 10.0 2.1 33.1 21.5 0.5 2.7 2.6 0.0 12.1 34.2
Number of Traders in Each Category Total Traders: 91
14 13 . 12 6 5 19 19 4 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 298,190
Positions
14,378 203,774 1,758 198,347 63,589 14,950 54,305 6,088 2,502 3,344 1,007 29 8,577 4,493
Changes from: May 16, 2017 Total Change is: 1,134
-1,642 2,714 -26 944 1,757 530 1,139 -3,300 -139 137 -12 0 191 -390
Percent of Open Interest Represented by Each Category of Trader
4.8 68.3 0.6 66.5 21.3 5.0 18.2 2.0 0.8 1.1 0.3 0.0 2.9 1.5
Number of Traders in Each Category Total Traders: 146
8 12 4 54 25 22 32 5 8 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 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 950,428
Positions
28,670 720,105 5,089 571,403 102,947 61,439 209,635 26,208 11,568 34,114 18,445 837 27,673 3,790
Changes from: May 16, 2017 Total Change is: -7,500
2,288 -6,205 905 -801 -2,398 1,861 -11,254 193 -144 -454 1,518 0 99 -3,230
Percent of Open Interest Represented by Each Category of Trader
3.0 75.8 0.5 60.1 10.8 6.5 22.1 2.8 1.2 3.6 1.9 0.1 2.9 0.4
Number of Traders in Each Category Total Traders: 348
22 22 9 119 37 46 66 23 20 44 15 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 980,430
Positions
8,924 37,338 27,753 283,822 136,501 152,355 77,449 150,740 214,134 6,830 37,278 27,869 181,294 196,462
Changes from: May 16, 2017 Total Change is: 169,966
-5,980 22,429 3,794 4,416 1,117 17,143 9,673 -21,842 129,003 -749 3,411 3,446 9,220 11,466
Percent of Open Interest Represented by Each Category of Trader
0.9 3.8 2.8 28.9 13.9 15.5 7.9 15.4 21.8 0.7 3.8 2.8 18.5 20.0
Number of Traders in Each Category Total Traders: 167
6 15 17 44 25 38 28 32 42 9 7 9
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 774,577
Positions
3,592 152,601 1,560 427,662 51,813 98,792 34,768 313,864 29,381 31,917 14,915 2,566 144,339 109,085
Changes from: May 16, 2017 Total Change is: 16,775
-347 483 274 -6,443 3,771 4,499 -3,013 -1,677 -2,434 -243 7,536 2,075 22,407 2,248
Percent of Open Interest Represented by Each Category of Trader
0.5 19.7 0.2 55.2 6.7 12.8 4.5 40.5 3.8 4.1 1.9 0.3 18.6 14.1
Number of Traders in Each Category Total Traders: 109
. 12 4 50 9 34 10 19 13 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,459,108
Positions
55,919 95,730 38,018 440,550 241,869 199,718 220,791 267,003 110,237 195,545 265,555 38,473 159,857 202,505
Changes from: May 16, 2017 Total Change is: 501
2,824 -2,981 18,078 -31,438 -2,005 2,516 -97,186 23,049 38,919 4,355 -126,372 22,854 39,579 26,443
Percent of Open Interest Represented by Each Category of Trader
3.8 6.6 2.6 30.2 16.6 13.7 15.1 18.3 7.6 13.4 18.2 2.6 11.0 13.9
Number of Traders in Each Category Total Traders: 287
13 31 20 59 35 43 53 40 47 22 34 17
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 4,237,132
Positions
98,721 245,678 219,495 1,199,228 951,817 627,439 703,389 763,341 628,379 288,219 146,477 73,187 399,074 581,319
Changes from: May 16, 2017 Total Change is: 251,383
7,889 49,224 38,037 -12,203 9,190 53,031 -8,245 -40,360 182,698 -26,039 -31,558 -1,087 17,302 -7,791
Percent of Open Interest Represented by Each Category of Trader
2.3 5.8 5.2 28.3 22.5 14.8 16.6 18.0 14.8 6.8 3.5 1.7 9.4 13.7
Number of Traders in Each Category Total Traders: 416
22 39 44 63 83 87 72 61 87 31 45 32
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 370,752
Positions
2,515 8,250 2,683 92,979 153,812 29,012 124,850 27,785 20,351 9,623 4,129 0 88,739 124,730
Changes from: May 16, 2017 Total Change is: 18,461
2,169 2,210 287 -4,788 10,921 1,189 4,453 -7,748 8,256 -1,246 -2,500 0 8,141 5,846
Percent of Open Interest Represented by Each Category of Trader
0.7 2.2 0.7 25.1 41.5 7.8 33.7 7.5 5.5 2.6 1.1 0.0 23.9 33.6
Number of Traders in Each Category Total Traders: 54
. . . 10 21 23 12 5 9 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 3,551,826
Positions
18,521 509,503 105,571 1,714,825 691,114 414,793 412,422 837,662 298,668 202,614 241,611 68,018 316,393 384,885
Changes from: May 16, 2017 Total Change is: 177,706
-18,523 12,669 4,949 -62,628 24,460 91,484 40,581 -49,730 64,573 -19,933 -18,828 36,097 41,105 12,032
Percent of Open Interest Represented by Each Category of Trader
0.5 14.3 3.0 48.3 19.5 11.7 11.6 23.6 8.4 5.7 6.8 1.9 8.9 10.8
Number of Traders in Each Category Total Traders: 313
9 39 27 59 47 67 46 61 69 15 36 16
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,657,402
Positions
378,264 183,306 495,741 3,500 14,130 11,931 229,837 370,342 328,732 87,602 105,134 82,194 39,601 65,892
Changes from: May 16, 2017 Total Change is: 128,064
-9,776 -28,644 26,473 700 -1,214 10,296 76,871 67,959 10,375 -3,974 21,000 13,540 3,559 8,279
Percent of Open Interest Represented by Each Category of Trader
22.8 11.1 29.9 0.2 0.9 0.7 13.9 22.3 19.8 5.3 6.3 5.0 2.4 4.0
Number of Traders in Each Category Total Traders: 157
24 33 47 . 5 . 13 53 45 9 11 11
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is23,538,223
Positions
4,940,950 1,330,826 3,960,130 126,624 1,634,930 1,275,074 502,368 2,236,672 9,496,599 844,245 723,903 1,750,953 641,279 1,129,136
Changes from: May 16, 2017 Total Change is: 994,340
-247,982 93,891 157,380 5,227 120,108 64,158 128,950 -373,036 743,797 -4,790 113,538 123,518 24,082 -49,014
Percent of Open Interest Represented by Each Category of Trader
21.0 5.7 16.8 0.5 6.9 5.4 2.1 9.5 40.3 3.6 3.1 7.4 2.7 4.8
Number of Traders in Each Category Total Traders: 350
27 56 75 6 36 32 44 109 121 13 48 50
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,820
Positions
19,050 2,895 0 205 12,362 83 2,837 10,373 2 7,512 3,884 92 39 129
Changes from: May 16, 2017 Total Change is: -1,251
618 415 0 -12 -1,362 1 -2,557 -344 2 747 31 0 -50 6
Percent of Open Interest Represented by Each Category of Trader
63.9 9.7 0.0 0.7 41.5 0.3 9.5 34.8 0.0 25.2 13.0 0.3 0.1 0.4
Number of Traders in Each Category Total Traders: 49
4 6 0 . 12 . 6 9 . 5 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 25,906
Positions
14,588 1,779 0 618 10,197 171 10,371 8,438 0 100 5,242 0 58 79
Changes from: May 16, 2017 Total Change is: -259
316 -184 0 15 10 0 -607 -43 0 0 24 0 17 -66
Percent of Open Interest Represented by Each Category of Trader
56.3 6.9 0.0 2.4 39.4 0.7 40.0 32.6 0.0 0.4 20.2 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 35
4 . 0 . 5 . 6 8 0 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 85,334
Positions
51 54,181 50 11,760 3,841 562 43,367 16,046 3,148 17,009 4,147 217 9,169 3,141
Changes from: May 16, 2017 Total Change is: 7,111
0 -149 0 -344 1,809 22 10,612 960 221 -3,812 3,698 71 341 479
Percent of Open Interest Represented by Each Category of Trader
0.1 63.5 0.1 13.8 4.5 0.7 50.8 18.8 3.7 19.9 4.9 0.3 10.7 3.7
Number of Traders in Each Category Total Traders: 145
. . . 15 5 . 29 32 18 51 6 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 525,156
Positions
114,270 41,274 18,170 27,735 38,638 84,369 95,411 170,553 112,517 19,726 6,216 20,260 32,698 33,159
Changes from: May 16, 2017 Total Change is: -95,110
-25,670 -3,751 -9,318 -25,073 -11,741 24,206 -46,195 -78,072 -4,750 -1,153 -6,006 -693 -6,464 -4,985
Percent of Open Interest Represented by Each Category of Trader
21.8 7.9 3.5 5.3 7.4 16.1 18.2 32.5 21.4 3.8 1.2 3.9 6.2 6.3
Number of Traders in Each Category Total Traders: 221
25 4 18 20 21 14 50 61 56 19 9 19
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Traders in Financial Futures - Options and Futures Combined Positions as of May 23, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,865
Positions
96 8,066 0 28,614 2,047 0 14,106 38,248 256 5,741 170 0 52 78
Changes from: May 16, 2017 Total Change is: 6,739
-31 -496 0 -2,184 -95 0 10,688 9,075 -1,629 -82 -113 0 -23 -3
Percent of Open Interest Represented by Each Category of Trader
0.2 16.5 0.0 58.6 4.2 0.0 28.9 78.3 0.5 11.7 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 9 . 0 7 9 . 6 . 0
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Updated May 26, 2017