Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 168,401
Positions
37,891 12,720 6,187 31,994 29,125 4,017 20,179 61,825 17,821 15,708 3,008 2,014 32,590 31,684
Changes from: June 20, 2017 Total Change is: -70,827
-26,268 -623 -39,092 1,522 -525 1,204 -2,186 -33,368 2,369 -11,692 -142 502 2,814 -1,151
Percent of Open Interest Represented by Each Category of Trader
22.5 7.6 3.7 19.0 17.3 2.4 12.0 36.7 10.6 9.3 1.8 1.2 19.4 18.8
Number of Traders in Each Category Total Traders: 100
8 5 7 9 9 5 19 30 19 11 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 38,361
Positions
2,097 4,904 647 1,872 2,950 0 17,332 13,420 1,296 0 1,560 0 15,117 13,584
Changes from: June 20, 2017 Total Change is: 2,533
223 -71 287 19 -53 0 399 1,811 -309 0 39 0 1,915 829
Percent of Open Interest Represented by Each Category of Trader
5.5 12.8 1.7 4.9 7.7 0.0 45.2 35.0 3.4 0.0 4.1 0.0 39.4 35.4
Number of Traders in Each Category Total Traders: 37
. 4 . . . 0 14 9 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 225,618
Positions
74,241 8,727 12,230 18,202 72,761 4,358 41,500 57,110 23,726 20,293 10,581 4,300 26,768 31,826
Changes from: June 20, 2017 Total Change is: -10,638
6,304 -1,388 -2,712 -1,507 819 -1,792 -4,310 837 -6,408 -51 -277 -117 -44 402
Percent of Open Interest Represented by Each Category of Trader
32.9 3.9 5.4 8.1 32.2 1.9 18.4 25.3 10.5 9.0 4.7 1.9 11.9 14.1
Number of Traders in Each Category Total Traders: 115
9 7 10 12 23 8 29 25 25 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 222,926
Positions
67,081 11,778 12,485 22,210 61,916 7,458 33,775 59,765 22,335 34,881 4,477 2,616 20,085 40,095
Changes from: June 20, 2017 Total Change is: 17,140
14,123 -2,763 2,467 76 161 1,003 -4,876 9,570 2,270 -317 19 134 2,258 4,278
Percent of Open Interest Represented by Each Category of Trader
30.1 5.3 5.6 10.0 27.8 3.3 15.2 26.8 10.0 15.6 2.0 1.2 9.0 18.0
Number of Traders in Each Category Total Traders: 118
11 5 10 13 18 10 25 35 22 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 473,996
Positions
39,494 99,594 20,266 172,915 69,307 14,157 62,748 73,018 50,099 32,773 78,983 6,281 75,263 62,291
Changes from: June 20, 2017 Total Change is: 33,313
5,858 14,590 -736 5,299 -520 1,667 5,772 -1,249 8,461 1,087 3,396 1,141 4,765 6,564
Percent of Open Interest Represented by Each Category of Trader
8.3 21.0 4.3 36.5 14.6 3.0 13.2 15.4 10.6 6.9 16.7 1.3 15.9 13.1
Number of Traders in Each Category Total Traders: 258
14 15 16 52 32 36 41 45 38 35 23 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 34,785
Positions
2,178 24,177 28 14,488 0 300 4,323 2,349 389 0 2,721 696 12,383 4,125
Changes from: June 20, 2017 Total Change is: 138
0 628 0 270 0 38 -711 -580 -65 0 -2 -30 636 149
Percent of Open Interest Represented by Each Category of Trader
6.3 69.5 0.1 41.7 0.0 0.9 12.4 6.8 1.1 0.0 7.8 2.0 35.6 11.9
Number of Traders in Each Category Total Traders: 22
. . . 11 0 4 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 108,969
Positions
4,862 9,105 6,496 5,773 13,341 4,281 47,003 26,334 10,667 1,464 10,880 1,595 26,829 26,271
Changes from: June 20, 2017 Total Change is: 10,162
-1,523 5,849 1,248 77 937 224 7,837 -209 1,203 226 1,731 -133 1,003 -688
Percent of Open Interest Represented by Each Category of Trader
4.5 8.4 6.0 5.3 12.2 3.9 43.1 24.2 9.8 1.3 10.0 1.5 24.6 24.1
Number of Traders in Each Category Total Traders: 88
5 6 8 7 12 6 30 16 15 . 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 33,131
Positions
5,226 23,771 1 6,050 0 0 20,187 5,080 90 431 3,184 0 1,146 1,005
Changes from: June 20, 2017 Total Change is: 2,312
1,762 -31 0 -443 0 0 2,241 3,113 0 -494 5 -217 -537 -558
Percent of Open Interest Represented by Each Category of Trader
15.8 71.7 0.0 18.3 0.0 0.0 60.9 15.3 0.3 1.3 9.6 0.0 3.5 3.0
Number of Traders in Each Category Total Traders: 36
. 5 . . 0 0 14 7 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 213,514
Positions
19,411 138,761 287 53,545 3,432 899 126,164 57,328 1,055 3,292 8,354 290 8,570 3,108
Changes from: June 20, 2017 Total Change is: -4,637
327 34,167 5 391 -699 -985 346 -33,298 -3,796 300 -156 1 -1,225 124
Percent of Open Interest Represented by Each Category of Trader
9.1 65.0 0.1 25.1 1.6 0.4 59.1 26.8 0.5 1.5 3.9 0.1 4.0 1.5
Number of Traders in Each Category Total Traders: 150
4 10 . 19 4 . 59 25 9 15 14 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 18,579
Positions
174 10,691 144 5,180 591 0 10,569 4,459 915 130 1,175 0 1,467 604
Changes from: June 20, 2017 Total Change is: 442
0 0 0 53 0 0 318 300 62 0 40 0 9 40
Percent of Open Interest Represented by Each Category of Trader
0.9 57.5 0.8 27.9 3.2 0.0 56.9 24.0 4.9 0.7 6.3 0.0 7.9 3.3
Number of Traders in Each Category Total Traders: 37
. . . . . 0 12 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 57,424
Positions
1,303 20,647 0 2,613 10,157 0 46,676 19,703 97 790 1,967 0 5,945 4,853
Changes from: June 20, 2017 Total Change is: 7,329
35 4,794 0 702 -130 0 6,290 2,163 -360 173 181 0 489 681
Percent of Open Interest Represented by Each Category of Trader
2.3 36.0 0.0 4.6 17.7 0.0 81.3 34.3 0.2 1.4 3.4 0.0 10.4 8.5
Number of Traders in Each Category Total Traders: 93
. 8 0 8 4 0 35 21 . . 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 29,535
Positions
1,599 17,520 4,554 866 419 0 20,614 5,754 177 821 200 0 904 911
Changes from: June 20, 2017 Total Change is: -231
-166 555 166 -272 16 0 16 -951 0 0 0 0 25 -17
Percent of Open Interest Represented by Each Category of Trader
5.4 59.3 15.4 2.9 1.4 0.0 69.8 19.5 0.6 2.8 0.7 0.0 3.1 3.1
Number of Traders in Each Category Total Traders: 27
. 5 . 5 . 0 6 7 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 66,278
Positions
7,770 43,565 1,176 8,910 532 914 34,092 6,106 3,198 1,380 2,027 189 8,648 8,571
Changes from: June 20, 2017 Total Change is: 4,654
177 6,197 -5 -178 294 45 4,547 -454 -98 -17 5 31 152 -1,361
Percent of Open Interest Represented by Each Category of Trader
11.7 65.7 1.8 13.4 0.8 1.4 51.4 9.2 4.8 2.1 3.1 0.3 13.0 12.9
Number of Traders in Each Category Total Traders: 113
12 22 5 13 4 4 38 14 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 132,555
Positions
15,541 87,131 2,352 17,820 1,063 1,828 68,184 12,212 6,395 2,759 4,054 379 17,296 17,141
Changes from: June 20, 2017 Total Change is: 9,307
353 12,393 -10 -356 587 89 9,094 -908 -196 -34 11 63 303 -2,722
Percent of Open Interest Represented by Each Category of Trader
11.7 65.7 1.8 13.4 0.8 1.4 51.4 9.2 4.8 2.1 3.1 0.3 13.0 12.9
Number of Traders in Each Category Total Traders: 113
12 22 5 13 4 4 38 14 8 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 756,901
Positions
39,206 120,886 15,215 298,965 167,257 73,847 72,475 115,471 109,667 33,285 40,459 24,633 89,608 89,466
Changes from: June 20, 2017 Total Change is: 12,018
2,594 2,907 -2,673 -8,846 3,680 3,424 8,593 -335 7,151 -397 900 971 1,202 -4,007
Percent of Open Interest Represented by Each Category of Trader
5.2 16.0 2.0 39.5 22.1 9.8 9.6 15.3 14.5 4.4 5.3 3.3 11.8 11.8
Number of Traders in Each Category Total Traders: 675
33 39 35 122 91 94 94 120 127 109 66 89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 81,527
Positions
1,865 15,688 3,653 11,685 11,826 5,151 3,942 2,784 19,327 2,517 563 3,542 29,845 18,993
Changes from: June 20, 2017 Total Change is: -976
-1,440 1,310 -189 -19 -363 -225 -464 228 1,280 7 413 -224 299 -3,204
Percent of Open Interest Represented by Each Category of Trader
2.3 19.2 4.5 14.3 14.5 6.3 4.8 3.4 23.7 3.1 0.7 4.3 36.6 23.3
Number of Traders in Each Category Total Traders: 65
. 10 6 7 4 . 10 16 25 9 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 3,376,872
Positions
193,402 532,689 51,112 1,439,401 780,155 340,481 352,789 573,564 441,575 155,510 201,147 103,784 298,818 352,365
Changes from: June 20, 2017 Total Change is: 64,972
13,491 1,309 -5,738 -44,053 20,302 18,162 39,463 -8,635 35,177 -414 4,045 4,367 4,516 -4,018
Percent of Open Interest Represented by Each Category of Trader
5.7 15.8 1.5 42.6 23.1 10.1 10.4 17.0 13.1 4.6 6.0 3.1 8.8 10.4
Number of Traders in Each Category Total Traders: 655
34 37 34 121 89 92 92 115 119 104 63 84
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 18,687
Positions
4,092 13,730 0 7,757 2,840 539 2,841 397 0 1,063 0 0 2,395 1,181
Changes from: June 20, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.9 73.5 0.0 41.5 15.2 2.9 15.2 2.1 0.0 5.7 0.0 0.0 12.8 6.3
Number of Traders in Each Category Total Traders: 20
. 6 0 4 . . . . 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874E Open Interest is 15,023
Positions
1,032 12,694 0 1,341 271 135 10,039 198 599 0 378 0 1,877 748
Changes from: June 20, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.9 84.5 0.0 8.9 1.8 0.9 66.8 1.3 4.0 0.0 2.5 0.0 12.5 5.0
Number of Traders in Each Category Total Traders: 20
. 6 0 . . . 7 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 93,531
Positions
3,536 41,230 508 44,800 39,736 4,165 26,298 1,873 2,118 0 280 0 12,106 3,621
Changes from: June 20, 2017 Total Change is: 2,146
-3 2,307 -3 301 370 30 2,916 -743 297 -1,411 0 0 19 -112
Percent of Open Interest Represented by Each Category of Trader
3.8 44.1 0.5 47.9 42.5 4.5 28.1 2.0 2.3 0.0 0.3 0.0 12.9 3.9
Number of Traders in Each Category Total Traders: 82
. 12 . 27 17 14 20 . 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 60,202
Positions
3,039 19,587 1,126 16,573 7,108 1,365 24,540 17,232 2,276 2,592 3,422 842 7,849 7,245
Changes from: June 20, 2017 Total Change is: 1,194
1,712 -3,114 122 -1,681 628 176 705 2,137 -192 167 267 190 -5 979
Percent of Open Interest Represented by Each Category of Trader
5.0 32.5 1.9 27.5 11.8 2.3 40.8 28.6 3.8 4.3 5.7 1.4 13.0 12.0
Number of Traders in Each Category Total Traders: 274
14 24 6 45 25 15 43 71 29 19 33 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 301,008
Positions
15,194 97,934 5,630 82,864 35,541 6,823 122,702 86,160 11,379 12,961 17,108 4,211 39,244 36,223
Changes from: June 20, 2017 Total Change is: 5,968
8,562 -15,569 610 -8,406 3,142 882 3,524 10,685 -961 835 1,337 948 -27 4,894
Percent of Open Interest Represented by Each Category of Trader
5.0 32.5 1.9 27.5 11.8 2.3 40.8 28.6 3.8 4.3 5.7 1.4 13.0 12.0
Number of Traders in Each Category Total Traders: 274
14 24 6 45 25 15 43 71 29 19 33 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 580,182
Positions
59,070 119,669 3,399 235,751 190,858 43,682 169,904 176,983 16,482 22,451 8,006 275 29,168 20,828
Changes from: June 20, 2017 Total Change is: 8,439
16,774 -13,546 141 -7,678 7,471 -875 2,773 13,465 2,132 -4,150 -462 27 -705 86
Percent of Open Interest Represented by Each Category of Trader
10.2 20.6 0.6 40.6 32.9 7.5 29.3 30.5 2.8 3.9 1.4 0.0 5.0 3.6
Number of Traders in Each Category Total Traders: 319
25 20 4 68 49 33 58 65 30 17 17 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 36,845
Positions
1,104 18,323 0 15,115 475 464 7,680 3,807 95 3,820 10,608 0 8,567 3,073
Changes from: June 20, 2017 Total Change is: -1,051
50 0 0 -402 0 0 -396 -926 0 -762 -489 0 459 364
Percent of Open Interest Represented by Each Category of Trader
3.0 49.7 0.0 41.0 1.3 1.3 20.8 10.3 0.3 10.4 28.8 0.0 23.3 8.3
Number of Traders in Each Category Total Traders: 41
. . 0 15 . . 6 7 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 69,420
Positions
12,653 2,709 214 25,695 7,830 1,573 17,839 13,209 172 1,011 1,152 0 10,263 42,561
Changes from: June 20, 2017 Total Change is: 920
557 759 50 850 -427 138 -591 -4 -374 -1,299 0 0 1,589 778
Percent of Open Interest Represented by Each Category of Trader
18.2 3.9 0.3 37.0 11.3 2.3 25.7 19.0 0.2 1.5 1.7 0.0 14.8 61.3
Number of Traders in Each Category Total Traders: 69
13 4 . 13 5 5 18 11 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 310,301
Positions
37,357 192,054 3,324 189,616 74,041 13,926 43,897 9,278 11,204 2,305 1,096 0 8,672 5,378
Changes from: June 20, 2017 Total Change is: 1,227
-2,435 -7,725 -20 5,893 -145 519 -11,175 683 8,103 0 0 0 342 -188
Percent of Open Interest Represented by Each Category of Trader
12.0 61.9 1.1 61.1 23.9 4.5 14.1 3.0 3.6 0.7 0.4 0.0 2.8 1.7
Number of Traders in Each Category Total Traders: 143
10 10 4 55 25 23 28 8 7 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 989,914
Positions
31,746 741,971 4,926 623,153 109,578 56,629 172,727 23,432 27,646 47,795 13,975 900 24,392 10,857
Changes from: June 20, 2017 Total Change is: 16,838
793 118 -111 26,523 305 -27 -25,776 92 13,569 487 951 71 1,309 1,870
Percent of Open Interest Represented by Each Category of Trader
3.2 75.0 0.5 63.0 11.1 5.7 17.4 2.4 2.8 4.8 1.4 0.1 2.5 1.1
Number of Traders in Each Category Total Traders: 346
22 22 7 117 40 49 66 18 15 47 14 5
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 80,547
Positions
17,371 28,229 51,045 6,195 0 5 1,910 0 840 2,736 30 398 47 0
Changes from: June 20, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
21.6 35.0 63.4 7.7 0.0 0.0 2.4 0.0 1.0 3.4 0.0 0.5 0.1 0.0
Number of Traders in Each Category Total Traders: 20
. 11 9 . 0 . . 0 . . . .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 903,190
Positions
7,058 69,071 21,371 273,797 144,579 154,844 108,711 172,286 111,079 8,312 29,588 29,052 188,966 171,320
Changes from: June 20, 2017 Total Change is: -39,033
-2,246 -2,215 -4,314 -9,393 10,858 -12,827 29,518 5,677 -30,879 -1,254 -3,328 2,147 -9,785 -4,152
Percent of Open Interest Represented by Each Category of Trader
0.8 7.6 2.4 30.3 16.0 17.1 12.0 19.1 12.3 0.9 3.3 3.2 20.9 19.0
Number of Traders in Each Category Total Traders: 178
5 19 16 41 29 37 35 29 42 9 11 12
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 784,159
Positions
0 173,505 1,964 429,000 42,923 105,103 65,125 319,516 22,654 37,689 27,544 1,665 120,959 89,285
Changes from: June 20, 2017 Total Change is: 17,690
-2,098 249 -282 2,555 558 -381 20,848 20,244 -123 786 -4,034 -299 -3,316 1,758
Percent of Open Interest Represented by Each Category of Trader
0.0 22.1 0.3 54.7 5.5 13.4 8.3 40.7 2.9 4.8 3.5 0.2 15.4 11.4
Number of Traders in Each Category Total Traders: 115
0 13 . 47 9 33 15 22 14 5 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 1,305,003
Positions
43,763 127,301 3,909 426,503 189,821 190,261 270,928 258,173 44,996 195,050 323,563 5,158 124,435 161,821
Changes from: June 20, 2017 Total Change is: -45,308
1,434 -39,419 -2,905 -15,203 7,653 178 -24,844 -1,455 -19,089 3,453 4,462 -804 12,472 6,071
Percent of Open Interest Represented by Each Category of Trader
3.4 9.8 0.3 32.7 14.5 14.6 20.8 19.8 3.4 14.9 24.8 0.4 9.5 12.4
Number of Traders in Each Category Total Traders: 271
11 23 7 57 35 42 48 45 35 20 32 8
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 3,586,321
Positions
100,483 233,548 143,523 1,089,236 859,346 567,829 596,276 642,193 335,807 291,549 171,964 69,516 392,103 562,596
Changes from: June 20, 2017 Total Change is: -259,840
-3,972 -67,874 -30,206 4,115 48,223 -72,077 -42,946 -80,811 -81,259 -12,515 21,095 -22,264 1,283 25,333
Percent of Open Interest Represented by Each Category of Trader
2.8 6.5 4.0 30.4 24.0 15.8 16.6 17.9 9.4 8.1 4.8 1.9 10.9 15.7
Number of Traders in Each Category Total Traders: 390
21 33 38 57 85 86 59 72 88 25 38 27
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 386,901
Positions
7,498 13,840 3,806 81,157 174,077 25,548 163,901 39,006 10,191 11,892 8,629 0 82,908 111,804
Changes from: June 20, 2017 Total Change is: 8,009
1,487 -101 -196 -460 15 23 12,845 2,536 -3,676 2,681 2,000 0 -4,695 7,408
Percent of Open Interest Represented by Each Category of Trader
1.9 3.6 1.0 21.0 45.0 6.6 42.4 10.1 2.6 3.1 2.2 0.0 21.4 28.9
Number of Traders in Each Category Total Traders: 59
. 4 . 10 22 24 9 6 6 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 3,264,743
Positions
64,401 314,107 68,244 1,699,248 666,832 412,871 389,804 979,631 163,261 162,734 250,415 30,405 273,774 378,977
Changes from: June 20, 2017 Total Change is: 12,449
1,657 -32,424 1,854 54,545 -6,221 -14,464 -11,268 59,027 -9,503 961 8,066 4,090 -15,422 2,024
Percent of Open Interest Represented by Each Category of Trader
2.0 9.6 2.1 52.0 20.4 12.6 11.9 30.0 5.0 5.0 7.7 0.9 8.4 11.6
Number of Traders in Each Category Total Traders: 301
13 31 21 58 48 67 44 61 57 14 32 14
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 1,698,624
Positions
420,221 169,472 519,245 0 20,420 15,688 226,392 299,105 364,603 10,763 147,050 96,648 45,064 66,394
Changes from: June 20, 2017 Total Change is: -39,139
28,846 -28,437 -27,243 -929 8,548 -71 -57,269 9,548 11,979 -811 -22,786 6,137 222 3,186
Percent of Open Interest Represented by Each Category of Trader
24.7 10.0 30.6 0.0 1.2 0.9 13.3 17.6 21.5 0.6 8.7 5.7 2.7 3.9
Number of Traders in Each Category Total Traders: 149
25 33 50 0 6 . 13 40 46 7 13 16
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 is21,292,110
Positions
4,520,497 1,030,010 3,766,780 161,176 1,787,150 962,293 420,029 1,906,786 8,354,246 705,611 580,868 1,742,545 658,933 1,161,432
Changes from: June 20, 2017 Total Change is: 463,023
-400 -11,489 177,707 -15,342 -6,596 -2,549 -46,628 38,457 342,609 33,985 -57,429 8,656 -35,015 -26,343
Percent of Open Interest Represented by Each Category of Trader
21.2 4.8 17.7 0.8 8.4 4.5 2.0 9.0 39.2 3.3 2.7 8.2 3.1 5.5
Number of Traders in Each Category Total Traders: 345
31 49 71 6 41 35 41 107 114 14 45 50
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 29,906
Positions
5,411 4,900 0 351 14,197 85 14,878 6,913 0 9,073 3,651 39 69 121
Changes from: June 20, 2017 Total Change is: 1,864
-949 2,554 0 0 2,436 -1 2,779 -2,797 0 120 -307 -53 -32 32
Percent of Open Interest Represented by Each Category of Trader
18.1 16.4 0.0 1.2 47.5 0.3 49.7 23.1 0.0 30.3 12.2 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 47
. 5 0 . 12 . 7 10 0 4 4 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 22,885
Positions
9,340 956 0 783 8,323 100 12,408 9,384 0 214 4,061 0 40 61
Changes from: June 20, 2017 Total Change is: -3,142
216 80 0 -40 -2,671 41 -3,459 -736 0 114 135 0 -14 9
Percent of Open Interest Represented by Each Category of Trader
40.8 4.2 0.0 3.4 36.4 0.4 54.2 41.0 0.0 0.9 17.7 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 35
4 . 0 . 5 . 8 8 0 . 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 48,246
Positions
393 18,868 0 10,814 3,954 548 10,371 17,618 3,356 14,794 1,032 37 7,934 2,833
Changes from: June 20, 2017 Total Change is: 1,349
108 -75 0 97 2 31 -4,491 3,440 1,471 4,416 -3,837 0 -283 317
Percent of Open Interest Represented by Each Category of Trader
0.8 39.1 0.0 22.4 8.2 1.1 21.5 36.5 7.0 30.7 2.1 0.1 16.4 5.9
Number of Traders in Each Category Total Traders: 131
4 4 0 9 6 . 23 34 15 40 9 .
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 562,064
Positions
109,644 40,726 23,267 64,875 41,603 58,701 113,057 226,248 104,386 27,783 11,113 26,096 34,255 29,924
Changes from: June 20, 2017 Total Change is: -21,530
-18,295 2,778 -4,765 11,335 -996 -6,886 3,471 -4,119 -7,011 694 2,452 3,130 -3,203 -6,113
Percent of Open Interest Represented by Each Category of Trader
19.5 7.2 4.1 11.5 7.4 10.4 20.1 40.3 18.6 4.9 2.0 4.6 6.1 5.3
Number of Traders in Each Category Total Traders: 270
25 5 22 20 25 16 61 70 61 28 21 29
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Traders in Financial Futures - Options and Futures Combined Positions as of June 27, 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 34,522
Positions
61 316 0 25,557 1,657 0 3,629 31,777 256 4,645 179 210 164 127
Changes from: June 20, 2017 Total Change is: -14,482
0 -7,637 0 0 104 0 -8,183 -581 -6,360 0 0 -20 81 12
Percent of Open Interest Represented by Each Category of Trader
0.2 0.9 0.0 74.0 4.8 0.0 10.5 92.0 0.7 13.5 0.5 0.6 0.5 0.4
Number of Traders in Each Category Total Traders: 39
. . 0 9 . 0 6 10 . 7 . .
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Updated June 30, 2017