Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 218,985
Positions
87,511 11,016 6,867 30,887 42,222 1,985 17,927 96,931 13,688 29,005 3,792 1,455 29,662 41,029
Changes from: May 23, 2017 Total Change is: -10,170
-1,810 -711 -656 609 2,756 257 -5,668 -6,853 -1,217 -1,419 -1,806 -83 -183 -1,856
Percent of Open Interest Represented by Each Category of Trader
40.0 5.0 3.1 14.1 19.3 0.9 8.2 44.3 6.3 13.2 1.7 0.7 13.5 18.7
Number of Traders in Each Category Total Traders: 108
9 . 8 10 14 6 19 38 22 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 55,968
Positions
15,460 10,156 1,027 3,101 3,227 0 13,665 24,023 1,808 6,406 1,482 0 14,501 14,245
Changes from: May 23, 2017 Total Change is: 3,240
-163 1,490 44 510 4 0 2,158 1,461 -648 19 0 0 1,320 889
Percent of Open Interest Represented by Each Category of Trader
27.6 18.1 1.8 5.5 5.8 0.0 24.4 42.9 3.2 11.4 2.6 0.0 25.9 25.5
Number of Traders in Each Category Total Traders: 42
4 5 4 4 . 0 9 15 11 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 294,137
Positions
131,585 79,957 12,018 23,266 70,706 3,719 42,593 47,780 30,745 17,933 12,337 2,953 29,324 33,922
Changes from: May 23, 2017 Total Change is: -864
1,376 -5,467 2,244 2,107 493 -508 -3,755 -228 423 -340 -543 221 -2,631 2,502
Percent of Open Interest Represented by Each Category of Trader
44.7 27.2 4.1 7.9 24.0 1.3 14.5 16.2 10.5 6.1 4.2 1.0 10.0 11.5
Number of Traders in Each Category Total Traders: 128
8 8 10 14 21 9 27 35 33 6 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 255,853
Positions
86,580 35,523 12,119 23,895 59,936 6,712 35,780 63,828 28,921 32,133 3,390 6,040 23,672 39,384
Changes from: May 23, 2017 Total Change is: 276
2,198 2,822 -1,242 -1,228 -1,548 -849 942 4,341 56 1,139 -540 -476 -262 -2,286
Percent of Open Interest Represented by Each Category of Trader
33.8 13.9 4.7 9.3 23.4 2.6 14.0 24.9 11.3 12.6 1.3 2.4 9.3 15.4
Number of Traders in Each Category Total Traders: 122
7 9 9 13 19 11 29 36 27 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 549,527
Positions
83,564 165,205 28,935 169,639 71,840 17,211 61,767 63,104 66,711 29,881 62,710 11,472 80,348 62,340
Changes from: May 23, 2017 Total Change is: 3,671
-6,052 4,615 3,797 626 -3,623 46 1,544 -8,682 1,346 -1,841 5,843 -703 4,908 1,032
Percent of Open Interest Represented by Each Category of Trader
15.2 30.1 5.3 30.9 13.1 3.1 11.2 11.5 12.1 5.4 11.4 2.1 14.6 11.3
Number of Traders in Each Category Total Traders: 260
16 19 17 52 31 37 40 42 39 35 24 20
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 35,335
Positions
1,823 23,363 28 17,825 0 264 2,256 6,103 287 0 836 0 12,852 4,454
Changes from: May 23, 2017 Total Change is: 366
-92 -72 0 -341 0 29 161 1,070 5 0 -700 0 604 34
Percent of Open Interest Represented by Each Category of Trader
5.2 66.1 0.1 50.4 0.0 0.7 6.4 17.3 0.8 0.0 2.4 0.0 36.4 12.6
Number of Traders in Each Category Total Traders: 23
. . . 11 0 4 . 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 146,668
Positions
59,312 34,704 3,551 10,260 12,515 2,205 34,264 43,074 10,106 3,163 5,541 1,631 22,175 33,340
Changes from: May 23, 2017 Total Change is: 1,326
-2,333 -7 -408 -1,025 -70 198 2,829 -33 -284 434 628 -37 1,953 1,339
Percent of Open Interest Represented by Each Category of Trader
40.4 23.7 2.4 7.0 8.5 1.5 23.4 29.4 6.9 2.2 3.8 1.1 15.1 22.7
Number of Traders in Each Category Total Traders: 87
6 5 7 6 12 7 24 25 19 4 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 36,012
Positions
5,951 32,264 1 6,242 0 0 21,442 2,294 54 830 549 0 1,492 850
Changes from: May 23, 2017 Total Change is: -47
422 -104 0 21 0 0 -683 -20 54 61 0 0 78 23
Percent of Open Interest Represented by Each Category of Trader
16.5 89.6 0.0 17.3 0.0 0.0 59.5 6.4 0.1 2.3 1.5 0.0 4.1 2.4
Number of Traders in Each Category Total Traders: 37
. 6 . 4 0 0 13 5 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 206,620
Positions
36,863 136,274 15 40,437 4,131 514 109,721 46,135 5,609 4,101 10,665 282 9,077 2,995
Changes from: May 23, 2017 Total Change is: -5,138
-2,431 3,430 0 -15,064 551 -131 12,527 -9,411 -668 -239 1,287 41 828 -237
Percent of Open Interest Represented by Each Category of Trader
17.8 66.0 0.0 19.6 2.0 0.2 53.1 22.3 2.7 2.0 5.2 0.1 4.4 1.4
Number of Traders in Each Category Total Traders: 156
. 12 . 17 6 . 59 23 10 17 18 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 32,902
Positions
1,018 14,165 7,924 6,187 148 0 15,043 4,046 1,317 269 4,480 0 1,144 822
Changes from: May 23, 2017 Total Change is: 9,206
13 0 7,924 21 0 0 576 210 1,154 0 60 0 -482 -142
Percent of Open Interest Represented by Each Category of Trader
3.1 43.1 24.1 18.8 0.4 0.0 45.7 12.3 4.0 0.8 13.6 0.0 3.5 2.5
Number of Traders in Each Category Total Traders: 41
. . . . . 0 15 11 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 44,203
Positions
18,273 4,108 69 1,807 10,165 0 19,028 22,557 534 700 1,806 0 3,792 4,964
Changes from: May 23, 2017 Total Change is: 38
-3,364 1,025 -75 648 -525 0 2,827 -228 -22 -519 -22 0 543 -115
Percent of Open Interest Represented by Each Category of Trader
41.3 9.3 0.2 4.1 23.0 0.0 43.0 51.0 1.2 1.6 4.1 0.0 8.6 11.2
Number of Traders in Each Category Total Traders: 67
6 5 . 6 4 0 19 19 8 . 7 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 17,642
Positions
5,103 2,981 8,608 827 326 0 1,773 4,682 280 0 200 0 1,051 565
Changes from: May 23, 2017 Total Change is: -166
-81 1 71 -141 0 0 -153 -157 140 0 0 0 -2 -221
Percent of Open Interest Represented by Each Category of Trader
28.9 16.9 48.8 4.7 1.8 0.0 10.0 26.5 1.6 0.0 1.1 0.0 6.0 3.2
Number of Traders in Each Category Total Traders: 25
4 . . 4 . 0 6 6 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 60,648
Positions
10,521 35,220 1,903 7,206 380 1,186 27,279 7,204 2,218 1,375 3,034 229 8,732 9,275
Changes from: May 23, 2017 Total Change is: -243
-1,366 -1,054 -14 293 -217 64 1,301 445 11 68 78 -4 -595 450
Percent of Open Interest Represented by Each Category of Trader
17.3 58.1 3.1 11.9 0.6 2.0 45.0 11.9 3.7 2.3 5.0 0.4 14.4 15.3
Number of Traders in Each Category Total Traders: 116
14 22 7 13 . 4 36 13 7 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 121,296
Positions
21,041 70,440 3,806 14,412 759 2,371 54,558 14,408 4,435 2,750 6,068 458 17,464 18,550
Changes from: May 23, 2017 Total Change is: -485
-2,732 -2,109 -28 586 -433 127 2,601 890 22 137 155 -9 -1,190 899
Percent of Open Interest Represented by Each Category of Trader
17.3 58.1 3.1 11.9 0.6 2.0 45.0 11.9 3.7 2.3 5.0 0.4 14.4 15.3
Number of Traders in Each Category Total Traders: 116
14 22 7 13 . 4 36 13 7 8 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 873,443
Positions
57,074 100,681 44,311 299,104 174,450 87,357 93,450 136,212 141,309 23,489 48,910 31,866 95,482 108,347
Changes from: May 23, 2017 Total Change is: 10,710
-950 2,789 1,760 5,065 1,534 -3,144 4,292 1,128 4,713 220 589 553 -1,799 787
Percent of Open Interest Represented by Each Category of Trader
6.5 11.5 5.1 34.2 20.0 10.0 10.7 15.6 16.2 2.7 5.6 3.6 10.9 12.4
Number of Traders in Each Category Total Traders: 680
39 32 43 123 93 98 83 136 126 85 87 93
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 142,872
Positions
23,030 16,113 9,470 21,037 21,953 12,383 6,285 13,451 31,622 3,819 173 3,788 31,438 33,919
Changes from: May 23, 2017 Total Change is: 5,766
-688 1,261 1,250 987 -211 1,322 1,003 68 1,775 132 79 141 -156 81
Percent of Open Interest Represented by Each Category of Trader
16.1 11.3 6.6 14.7 15.4 8.7 4.4 9.4 22.1 2.7 0.1 2.7 22.0 23.7
Number of Traders in Each Category Total Traders: 67
6 10 9 7 4 4 13 12 24 7 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 3,652,854
Positions
258,886 511,504 85,542 1,393,457 765,608 371,749 520,324 698,304 463,940 105,224 250,554 133,515 320,218 372,139
Changes from: May 23, 2017 Total Change is: 24,721
-7,872 1,079 9,111 20,328 8,665 -22,268 23,153 12,007 7,985 1,036 3,149 1,463 -8,216 3,529
Percent of Open Interest Represented by Each Category of Trader
7.1 14.0 2.3 38.1 21.0 10.2 14.2 19.1 12.7 2.9 6.9 3.7 8.8 10.2
Number of Traders in Each Category Total Traders: 662
39 31 41 122 92 95 82 131 120 82 82 89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 16,074
Positions
3,862 11,721 0 8,618 3,212 75 641 226 0 738 0 0 2,140 840
Changes from: May 23, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.0 72.9 0.0 53.6 20.0 0.5 4.0 1.4 0.0 4.6 0.0 0.0 13.3 5.2
Number of Traders in Each Category Total Traders: 20
4 5 0 5 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 91,384
Positions
5,472 40,104 730 45,116 40,212 3,581 22,209 2,383 711 1,411 280 0 12,154 3,383
Changes from: May 23, 2017 Total Change is: -1,757
714 -543 -20 -1,590 -192 -53 -658 -1,125 43 0 0 0 -193 133
Percent of Open Interest Represented by Each Category of Trader
6.0 43.9 0.8 49.4 44.0 3.9 24.3 2.6 0.8 1.5 0.3 0.0 13.3 3.7
Number of Traders in Each Category Total Traders: 78
4 7 . 29 16 14 16 4 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 57,464
Positions
6,147 20,757 834 13,011 4,763 1,013 24,490 15,910 2,321 1,763 3,581 646 7,239 7,639
Changes from: May 23, 2017 Total Change is: 1,173
-815 808 278 97 13 6 1,711 181 -531 -139 151 -8 574 275
Percent of Open Interest Represented by Each Category of Trader
10.7 36.1 1.5 22.6 8.3 1.8 42.6 27.7 4.0 3.1 6.2 1.1 12.6 13.3
Number of Traders in Each Category Total Traders: 262
16 22 8 50 22 14 49 57 30 19 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 287,321
Positions
30,733 103,783 4,171 65,056 23,815 5,066 122,450 79,550 11,605 8,816 17,907 3,229 36,195 38,196
Changes from: May 23, 2017 Total Change is: 5,865
-4,075 4,041 1,391 484 66 29 8,553 903 -2,655 -695 753 -38 2,871 1,376
Percent of Open Interest Represented by Each Category of Trader
10.7 36.1 1.5 22.6 8.3 1.8 42.6 27.7 4.0 3.1 6.2 1.1 12.6 13.3
Number of Traders in Each Category Total Traders: 262
16 22 8 50 22 14 49 57 30 19 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 573,598
Positions
68,004 112,404 5,182 243,449 188,983 37,396 156,185 179,755 14,957 18,466 9,312 619 29,339 24,990
Changes from: May 23, 2017 Total Change is: 4,114
5,917 -2,640 601 -4,704 3,091 -184 790 1,910 1,324 -550 -784 179 741 617
Percent of Open Interest Represented by Each Category of Trader
11.9 19.6 0.9 42.4 32.9 6.5 27.2 31.3 2.6 3.2 1.6 0.1 5.1 4.4
Number of Traders in Each Category Total Traders: 324
25 21 5 68 51 35 57 66 26 19 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 39,530
Positions
1,091 22,181 0 16,069 475 74 7,456 9,778 144 6,296 3,657 0 8,400 3,221
Changes from: May 23, 2017 Total Change is: -618
161 -650 -1 265 0 -1 490 -458 91 -225 339 0 -1,398 62
Percent of Open Interest Represented by Each Category of Trader
2.8 56.1 0.0 40.7 1.2 0.2 18.9 24.7 0.4 15.9 9.3 0.0 21.2 8.1
Number of Traders in Each Category Total Traders: 53
. 6 0 16 . . 11 7 . 5 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 79,511
Positions
16,601 24,954 245 23,140 6,667 1,864 25,236 15,634 739 2,305 1,936 0 9,381 27,472
Changes from: May 23, 2017 Total Change is: -2,245
-403 1,407 -46 -116 -1,512 186 -1,803 -1,981 368 108 -181 0 -539 -486
Percent of Open Interest Represented by Each Category of Trader
20.9 31.4 0.3 29.1 8.4 2.3 31.7 19.7 0.9 2.9 2.4 0.0 11.8 34.6
Number of Traders in Each Category Total Traders: 86
12 11 . 12 6 5 20 17 5 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 309,661
Positions
14,433 205,122 8,331 204,337 62,795 13,672 54,139 10,539 2,582 3,106 1,083 29 9,032 5,508
Changes from: May 23, 2017 Total Change is: 11,471
55 1,348 6,573 5,990 -794 -1,278 -166 4,451 80 -238 76 0 455 1,015
Percent of Open Interest Represented by Each Category of Trader
4.7 66.2 2.7 66.0 20.3 4.4 17.5 3.4 0.8 1.0 0.3 0.0 2.9 1.8
Number of Traders in Each Category Total Traders: 147
8 13 6 54 25 21 30 7 9 7 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 972,582
Positions
28,342 726,124 14,097 582,654 102,161 57,722 212,266 34,107 12,603 38,507 17,011 798 25,593 7,959
Changes from: May 23, 2017 Total Change is: 22,154
-328 6,019 9,008 11,251 -786 -3,717 2,631 7,899 1,035 4,393 -1,434 -39 -2,080 4,169
Percent of Open Interest Represented by Each Category of Trader
2.9 74.7 1.4 59.9 10.5 5.9 21.8 3.5 1.3 4.0 1.7 0.1 2.6 0.8
Number of Traders in Each Category Total Traders: 353
24 21 11 121 37 48 69 22 20 45 14 4
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Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 865,142
Positions
7,564 35,098 12,312 283,705 145,439 138,479 75,832 157,437 132,512 5,652 39,847 25,126 183,960 178,892
Changes from: May 23, 2017 Total Change is: -115,288
-1,361 -2,240 -15,440 -118 8,938 -13,876 -1,617 6,696 -81,622 -1,178 2,569 -2,743 2,666 -17,570
Percent of Open Interest Represented by Each Category of Trader
0.9 4.1 1.4 32.8 16.8 16.0 8.8 18.2 15.3 0.7 4.6 2.9 21.3 20.7
Number of Traders in Each Category Total Traders: 162
4 11 9 42 29 38 31 29 39 6 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 775,586
Positions
638 155,774 4,405 435,778 51,663 103,413 32,764 310,345 35,781 36,328 15,755 2,280 124,199 96,170
Changes from: May 23, 2017 Total Change is: 1,009
-2,954 3,173 2,845 8,116 -150 4,621 -2,004 -3,520 6,400 4,411 840 -286 -20,140 -12,915
Percent of Open Interest Represented by Each Category of Trader
0.1 20.1 0.6 56.2 6.7 13.3 4.2 40.0 4.6 4.7 2.0 0.3 16.0 12.4
Number of Traders in Each Category Total Traders: 111
. 12 4 48 10 34 12 19 16 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 1,328,005
Positions
58,299 73,030 29,159 416,803 219,192 190,547 222,248 293,587 71,970 197,916 258,285 10,534 130,529 181,701
Changes from: May 23, 2017 Total Change is: -131,103
2,380 -22,700 -8,859 -23,747 -22,677 -9,171 1,457 26,584 -38,267 2,371 -7,270 -27,939 -29,328 -20,804
Percent of Open Interest Represented by Each Category of Trader
4.4 5.5 2.2 31.4 16.5 14.3 16.7 22.1 5.4 14.9 19.4 0.8 9.8 13.7
Number of Traders in Each Category Total Traders: 268
12 24 19 57 36 46 49 41 41 21 28 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 3,751,619
Positions
103,281 232,248 175,986 1,153,887 847,695 548,199 660,057 797,619 346,421 263,491 132,355 71,589 428,708 599,508
Changes from: May 23, 2017 Total Change is: -485,513
4,560 -13,430 -43,509 -45,340 -104,122 -79,241 -43,332 34,278 -281,958 -24,728 -14,122 -1,598 29,634 18,189
Percent of Open Interest Represented by Each Category of Trader
2.8 6.2 4.7 30.8 22.6 14.6 17.6 21.3 9.2 7.0 3.5 1.9 11.4 16.0
Number of Traders in Each Category Total Traders: 389
17 36 40 64 77 80 68 61 85 26 38 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 374,990
Positions
6,101 8,045 3,221 86,629 157,127 28,283 133,657 31,313 18,770 9,265 6,629 0 89,064 121,602
Changes from: May 23, 2017 Total Change is: 4,238
3,586 -205 538 -6,350 3,315 -729 8,807 3,528 -1,581 -358 2,500 0 325 -3,128
Percent of Open Interest Represented by Each Category of Trader
1.6 2.1 0.9 23.1 41.9 7.5 35.6 8.4 5.0 2.5 1.8 0.0 23.8 32.4
Number of Traders in Each Category Total Traders: 56
. . . 11 20 24 11 6 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 3,416,561
Positions
24,581 470,407 81,866 1,677,553 617,751 389,097 424,294 929,098 239,755 207,038 235,579 28,520 343,856 424,487
Changes from: May 23, 2017 Total Change is: -135,265
6,060 -39,096 -23,705 -37,272 -73,363 -25,696 11,872 91,436 -58,913 4,424 -6,032 -39,498 27,463 39,602
Percent of Open Interest Represented by Each Category of Trader
0.7 13.8 2.4 49.1 18.1 11.4 12.4 27.2 7.0 6.1 6.9 0.8 10.1 12.4
Number of Traders in Each Category Total Traders: 294
6 38 24 58 45 65 49 52 62 14 30 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 1,720,444
Positions
384,419 170,844 534,567 3,500 14,961 13,097 235,869 402,070 328,778 75,674 91,750 97,602 46,938 66,775
Changes from: May 23, 2017 Total Change is: 63,042
6,155 -12,462 38,827 0 831 1,166 6,032 31,728 46 -11,928 -13,384 15,408 7,337 883
Percent of Open Interest Represented by Each Category of Trader
22.3 9.9 31.1 0.2 0.9 0.8 13.7 23.4 19.1 4.4 5.3 5.7 2.7 3.9
Number of Traders in Each Category Total Traders: 164
24 36 52 . 5 . 15 52 46 9 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 is23,856,127
Positions
4,952,116 1,193,457 3,990,739 130,515 1,796,287 1,205,653 485,438 2,283,542 9,603,716 865,373 722,788 1,851,443 771,134 1,208,501
Changes from: May 23, 2017 Total Change is: 317,904
11,166 -137,369 30,609 3,891 161,357 -69,421 -16,930 46,870 107,117 21,127 -1,115 100,490 129,855 79,366
Percent of Open Interest Represented by Each Category of Trader
20.8 5.0 16.7 0.5 7.5 5.1 2.0 9.6 40.3 3.6 3.0 7.8 3.2 5.1
Number of Traders in Each Category Total Traders: 351
25 60 78 5 38 33 38 117 120 13 43 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 29,634
Positions
18,804 2,689 13 259 12,387 83 2,402 10,392 25 7,929 3,847 92 27 106
Changes from: May 23, 2017 Total Change is: -186
-246 -206 13 54 25 0 -435 19 23 417 -37 0 -12 -23
Percent of Open Interest Represented by Each Category of Trader
63.5 9.1 0.0 0.9 41.8 0.3 8.1 35.1 0.1 26.8 13.0 0.3 0.1 0.4
Number of Traders in Each Category Total Traders: 51
4 5 . . 12 . 8 9 . 6 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 24,614
Positions
14,368 712 0 650 10,202 171 9,147 9,026 130 100 4,263 0 48 110
Changes from: May 23, 2017 Total Change is: -1,292
-220 -1,067 0 32 5 0 -1,224 588 130 0 -979 0 -10 31
Percent of Open Interest Represented by Each Category of Trader
58.4 2.9 0.0 2.6 41.4 0.7 37.2 36.7 0.5 0.4 17.3 0.0 0.2 0.4
Number of Traders in Each Category Total Traders: 32
4 . 0 . 5 . 6 7 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 85,038
Positions
51 50,343 50 11,784 4,333 540 40,901 18,250 3,526 15,717 1,594 327 12,141 6,075
Changes from: May 23, 2017 Total Change is: -296
0 -3,838 0 24 492 -22 -2,466 2,204 378 -1,292 -2,553 110 2,972 2,934
Percent of Open Interest Represented by Each Category of Trader
0.1 59.2 0.1 13.9 5.1 0.6 48.1 21.5 4.1 18.5 1.9 0.4 14.3 7.1
Number of Traders in Each Category Total Traders: 153
. . . 16 5 . 31 35 18 51 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 577,687
Positions
125,589 42,581 19,089 52,254 44,804 70,782 111,104 217,719 120,468 21,980 6,048 22,268 34,153 33,928
Changes from: May 23, 2017 Total Change is: 52,531
11,319 1,307 919 24,519 6,166 -13,587 15,693 47,166 7,951 2,254 -168 2,008 1,455 769
Percent of Open Interest Represented by Each Category of Trader
21.7 7.4 3.3 9.0 7.8 12.3 19.2 37.7 20.9 3.8 1.0 3.9 5.9 5.9
Number of Traders in Each Category Total Traders: 248
24 5 17 22 24 15 50 71 53 25 13 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of May 30, 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 40,851
Positions
1,055 7,734 0 28,520 2,141 0 5,219 30,439 257 5,741 171 0 59 109
Changes from: May 23, 2017 Total Change is: -8,014
959 -332 0 -94 94 0 -8,887 -7,809 1 0 1 0 7 31
Percent of Open Interest Represented by Each Category of Trader
2.6 18.9 0.0 69.8 5.2 0.0 12.8 74.5 0.6 14.1 0.4 0.0 0.1 0.3
Number of Traders in Each Category Total Traders: 37
. . 0 8 . 0 7 8 . 6 . 0
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Updated June 2, 2017