Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 175,691
Positions
26,797 23,355 7,785 34,271 17,469 5,595 24,572 64,528 22,138 15,552 2,268 2,667 36,315 29,887
Changes from: June 27, 2017 Total Change is: 7,290
-11,094 10,635 1,598 2,278 -11,656 1,578 4,393 2,703 4,317 -156 -739 653 3,724 -1,797
Percent of Open Interest Represented by Each Category of Trader
15.3 13.3 4.4 19.5 9.9 3.2 14.0 36.7 12.6 8.9 1.3 1.5 20.7 17.0
Number of Traders in Each Category Total Traders: 96
7 7 8 11 8 7 23 23 22 10 5 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 39,567
Positions
1,669 9,729 562 2,544 2,940 0 15,759 8,381 1,033 0 1,560 0 18,000 15,362
Changes from: June 27, 2017 Total Change is: 1,206
-428 4,825 -85 672 -10 0 -1,573 -5,039 -263 0 0 0 2,883 1,778
Percent of Open Interest Represented by Each Category of Trader
4.2 24.6 1.4 6.4 7.4 0.0 39.8 21.2 2.6 0.0 3.9 0.0 45.5 38.8
Number of Traders in Each Category Total Traders: 31
. 5 . . . 0 11 5 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 243,488
Positions
71,543 23,354 13,535 20,845 71,145 5,778 38,513 54,896 29,554 27,681 10,612 4,205 31,834 30,410
Changes from: June 27, 2017 Total Change is: 17,870
-2,697 14,627 1,305 2,643 -1,616 1,420 -2,987 -2,214 5,828 7,388 31 -95 5,066 -1,416
Percent of Open Interest Represented by Each Category of Trader
29.4 9.6 5.6 8.6 29.2 2.4 15.8 22.5 12.1 11.4 4.4 1.7 13.1 12.5
Number of Traders in Each Category Total Traders: 114
8 9 9 14 20 8 26 27 25 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 252,293
Positions
81,501 13,068 14,611 22,361 64,389 10,177 37,825 76,861 25,539 36,846 1,973 3,320 20,114 42,355
Changes from: June 27, 2017 Total Change is: 29,367
14,420 1,290 2,126 151 2,473 2,719 4,050 17,096 3,204 1,965 -2,504 704 29 2,260
Percent of Open Interest Represented by Each Category of Trader
32.3 5.2 5.8 8.9 25.5 4.0 15.0 30.5 10.1 14.6 0.8 1.3 8.0 16.8
Number of Traders in Each Category Total Traders: 122
9 6 9 14 19 10 22 40 22 8 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 499,733
Positions
41,859 125,936 24,055 176,401 70,575 16,927 62,845 72,468 55,247 34,023 66,687 6,324 82,053 61,515
Changes from: June 27, 2017 Total Change is: 25,737
2,365 26,342 3,789 3,486 1,269 2,770 97 -550 5,148 1,251 -12,296 43 6,789 -776
Percent of Open Interest Represented by Each Category of Trader
8.4 25.2 4.8 35.3 14.1 3.4 12.6 14.5 11.1 6.8 13.3 1.3 16.4 12.3
Number of Traders in Each Category Total Traders: 264
16 16 18 54 31 38 43 41 34 40 22 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 33,598
Positions
2,110 24,357 28 13,826 0 299 3,960 1,008 350 0 2,718 696 12,329 4,142
Changes from: June 27, 2017 Total Change is: -1,187
-68 180 0 -662 0 -1 -363 -1,341 -39 0 -3 0 -54 17
Percent of Open Interest Represented by Each Category of Trader
6.3 72.5 0.1 41.2 0.0 0.9 11.8 3.0 1.0 0.0 8.1 2.1 36.7 12.3
Number of Traders in Each Category Total Traders: 20
. . . 10 0 4 . . . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 125,836
Positions
2,142 28,209 12,127 7,240 10,355 5,380 52,820 21,730 13,626 1,629 9,382 1,631 29,242 23,397
Changes from: June 27, 2017 Total Change is: 16,867
-2,720 19,104 5,631 1,467 -2,986 1,099 5,817 -4,605 2,959 165 -1,498 36 2,413 -2,874
Percent of Open Interest Represented by Each Category of Trader
1.7 22.4 9.6 5.8 8.2 4.3 42.0 17.3 10.8 1.3 7.5 1.3 23.2 18.6
Number of Traders in Each Category Total Traders: 92
. 8 8 8 12 5 31 19 19 . 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 34,534
Positions
5,617 23,199 1 7,400 0 0 19,973 7,061 90 111 3,184 0 1,342 999
Changes from: June 27, 2017 Total Change is: 1,403
391 -572 0 1,350 0 0 -214 1,981 0 -320 0 0 196 -6
Percent of Open Interest Represented by Each Category of Trader
16.3 67.2 0.0 21.4 0.0 0.0 57.8 20.4 0.3 0.3 9.2 0.0 3.9 2.9
Number of Traders in Each Category Total Traders: 34
. 5 . . 0 0 13 6 . . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 211,430
Positions
18,222 146,256 286 53,516 3,360 436 121,349 47,868 1,374 3,102 7,808 597 12,547 3,445
Changes from: June 27, 2017 Total Change is: -2,084
-1,189 7,495 -1 -29 -72 -463 -4,815 -9,460 319 -190 -547 307 3,977 338
Percent of Open Interest Represented by Each Category of Trader
8.6 69.2 0.1 25.3 1.6 0.2 57.4 22.6 0.7 1.5 3.7 0.3 5.9 1.6
Number of Traders in Each Category Total Traders: 148
4 9 . 20 5 . 58 24 11 14 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 20,251
Positions
313 10,691 666 5,181 591 0 11,625 4,679 1,117 130 1,236 0 1,219 1,271
Changes from: June 27, 2017 Total Change is: 1,672
139 0 522 1 0 0 1,056 220 202 0 61 0 -248 667
Percent of Open Interest Represented by Each Category of Trader
1.5 52.8 3.3 25.6 2.9 0.0 57.4 23.1 5.5 0.6 6.1 0.0 6.0 6.3
Number of Traders in Each Category Total Traders: 35
. . . . . 0 11 11 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 57,560
Positions
1,274 25,327 0 2,529 10,169 0 46,104 15,585 142 822 1,814 0 6,689 4,523
Changes from: June 27, 2017 Total Change is: 136
-29 4,680 0 -84 12 0 -572 -4,118 45 32 -153 0 744 -330
Percent of Open Interest Represented by Each Category of Trader
2.2 44.0 0.0 4.4 17.7 0.0 80.1 27.1 0.2 1.4 3.2 0.0 11.6 7.9
Number of Traders in Each Category Total Traders: 93
. 10 0 8 4 0 33 20 4 5 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 26,755
Positions
1,738 17,402 4,415 699 744 0 17,807 2,796 178 821 200 0 1,097 1,020
Changes from: June 27, 2017 Total Change is: -2,780
139 -118 -139 -167 325 0 -2,807 -2,958 1 0 0 0 193 109
Percent of Open Interest Represented by Each Category of Trader
6.5 65.0 16.5 2.6 2.8 0.0 66.6 10.5 0.7 3.1 0.7 0.0 4.1 3.8
Number of Traders in Each Category Total Traders: 27
. 5 . 4 . 0 8 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 67,985
Positions
7,541 43,196 1,236 11,861 573 927 32,961 7,710 2,947 1,358 1,352 234 8,921 9,811
Changes from: June 27, 2017 Total Change is: 1,708
-229 -369 60 2,951 41 13 -1,131 1,604 -251 -22 -675 44 273 1,240
Percent of Open Interest Represented by Each Category of Trader
11.1 63.5 1.8 17.4 0.8 1.4 48.5 11.3 4.3 2.0 2.0 0.3 13.1 14.4
Number of Traders in Each Category Total Traders: 114
11 25 5 16 4 . 34 16 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 135,970
Positions
15,083 86,392 2,472 23,721 1,145 1,853 65,921 15,421 5,894 2,716 2,704 468 17,842 19,621
Changes from: June 27, 2017 Total Change is: 3,415
-458 -739 120 5,901 82 25 -2,263 3,208 -501 -43 -1,349 89 546 2,480
Percent of Open Interest Represented by Each Category of Trader
11.1 63.5 1.8 17.4 0.8 1.4 48.5 11.3 4.3 2.0 2.0 0.3 13.1 14.4
Number of Traders in Each Category Total Traders: 114
11 25 5 16 4 . 34 16 8 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 749,328
Positions
41,865 129,001 14,880 295,864 172,550 72,966 73,116 96,600 106,869 29,735 41,928 24,522 89,510 90,012
Changes from: June 27, 2017 Total Change is: -7,573
2,659 8,115 -335 -3,101 5,293 -881 641 -18,871 -2,798 -3,550 1,469 -111 -98 545
Percent of Open Interest Represented by Each Category of Trader
5.6 17.2 2.0 39.5 23.0 9.7 9.8 12.9 14.3 4.0 5.6 3.3 11.9 12.0
Number of Traders in Each Category Total Traders: 661
36 37 37 118 92 96 92 123 125 94 68 80
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 84,378
Positions
3,656 18,283 3,630 11,699 12,069 5,294 4,299 2,676 19,152 2,605 345 3,819 30,223 19,110
Changes from: June 27, 2017 Total Change is: 2,851
1,791 2,594 -22 14 243 143 357 -108 -174 88 -219 277 379 117
Percent of Open Interest Represented by Each Category of Trader
4.3 21.7 4.3 13.9 14.3 6.3 5.1 3.2 22.7 3.1 0.4 4.5 35.8 22.6
Number of Traders in Each Category Total Traders: 62
. 11 6 7 4 . 10 13 23 9 4 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 3,324,750
Positions
196,220 558,766 51,077 1,423,880 805,460 335,305 354,289 479,826 428,381 137,001 209,265 102,164 296,433 354,507
Changes from: June 27, 2017 Total Change is: -52,122
2,818 26,076 -35 -15,521 25,305 -5,176 1,500 -93,738 -13,194 -18,509 8,118 -1,620 -2,385 2,142
Percent of Open Interest Represented by Each Category of Trader
5.9 16.8 1.5 42.8 24.2 10.1 10.7 14.4 12.9 4.1 6.3 3.1 8.9 10.7
Number of Traders in Each Category Total Traders: 643
37 35 35 117 90 94 90 119 118 89 66 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 15,483
Positions
1,032 13,006 0 1,341 436 131 10,528 211 599 0 378 0 1,852 722
Changes from: June 27, 2017 Total Change is: 460
0 312 0 0 165 -4 489 13 0 0 0 0 -25 -26
Percent of Open Interest Represented by Each Category of Trader
6.7 84.0 0.0 8.7 2.8 0.8 68.0 1.4 3.9 0.0 2.4 0.0 12.0 4.7
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 July 3, 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 94,441
Positions
4,500 42,479 492 45,934 39,566 4,001 25,632 2,877 1,207 0 280 0 12,675 3,539
Changes from: June 27, 2017 Total Change is: 910
964 1,249 -16 1,134 -170 -164 -666 1,004 -911 0 0 0 569 -82
Percent of Open Interest Represented by Each Category of Trader
4.8 45.0 0.5 48.6 41.9 4.2 27.1 3.0 1.3 0.0 0.3 0.0 13.4 3.7
Number of Traders in Each Category Total Traders: 79
4 11 . 25 16 14 18 4 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 61,718
Positions
7,348 19,033 1,077 15,126 7,886 1,199 23,065 18,185 2,435 2,761 3,748 818 7,889 7,338
Changes from: June 27, 2017 Total Change is: 1,517
4,310 -554 -49 -1,447 778 -165 -1,475 953 159 169 326 -24 40 93
Percent of Open Interest Represented by Each Category of Trader
11.9 30.8 1.7 24.5 12.8 1.9 37.4 29.5 3.9 4.5 6.1 1.3 12.8 11.9
Number of Traders in Each Category Total Traders: 276
16 23 6 44 26 15 50 64 24 18 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 308,592
Positions
36,742 95,164 5,387 75,628 39,431 5,995 115,325 90,924 12,176 13,804 18,738 4,089 39,446 36,688
Changes from: June 27, 2017 Total Change is: 7,584
21,548 -2,770 -243 -7,236 3,890 -827 -7,377 4,764 796 843 1,630 -122 202 466
Percent of Open Interest Represented by Each Category of Trader
11.9 30.8 1.7 24.5 12.8 1.9 37.4 29.5 3.9 4.5 6.1 1.3 12.8 11.9
Number of Traders in Each Category Total Traders: 276
16 23 6 44 26 15 50 64 24 18 35 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 572,810
Positions
54,975 110,308 3,633 226,721 190,965 44,116 176,459 179,617 13,737 21,976 8,615 309 30,884 21,510
Changes from: June 27, 2017 Total Change is: -7,372
-4,095 -9,361 234 -9,030 107 434 6,555 2,634 -2,745 -475 609 34 1,716 682
Percent of Open Interest Represented by Each Category of Trader
9.6 19.3 0.6 39.6 33.3 7.7 30.8 31.4 2.4 3.8 1.5 0.1 5.4 3.8
Number of Traders in Each Category Total Traders: 313
26 20 4 65 47 32 62 62 28 15 16 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 36,443
Positions
1,131 18,323 0 15,561 482 463 6,804 3,355 95 4,158 10,833 0 8,231 2,892
Changes from: June 27, 2017 Total Change is: -402
27 0 0 446 7 -1 -876 -452 0 338 225 0 -336 -181
Percent of Open Interest Represented by Each Category of Trader
3.1 50.3 0.0 42.7 1.3 1.3 18.7 9.2 0.3 11.4 29.7 0.0 22.6 7.9
Number of Traders in Each Category Total Traders: 42
. . 0 16 . . 5 7 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 67,437
Positions
11,755 2,836 651 25,842 9,979 1,347 14,738 13,688 192 1,418 1,152 103 11,391 37,489
Changes from: June 27, 2017 Total Change is: -1,983
-898 127 437 147 2,149 -226 -3,101 479 20 407 0 103 1,128 -5,072
Percent of Open Interest Represented by Each Category of Trader
17.4 4.2 1.0 38.3 14.8 2.0 21.9 20.3 0.3 2.1 1.7 0.2 16.9 55.6
Number of Traders in Each Category Total Traders: 73
12 4 . 13 5 5 21 11 4 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 309,919
Positions
42,653 196,492 3,252 186,524 74,527 13,285 43,568 5,383 11,417 2,305 1,105 0 6,915 4,458
Changes from: June 27, 2017 Total Change is: -382
5,296 4,438 -72 -3,092 486 -641 -329 -3,895 213 0 9 0 -1,757 -920
Percent of Open Interest Represented by Each Category of Trader
13.8 63.4 1.0 60.2 24.0 4.3 14.1 1.7 3.7 0.7 0.4 0.0 2.2 1.4
Number of Traders in Each Category Total Traders: 145
12 10 4 54 25 23 31 6 7 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,000,913
Positions
29,770 747,603 5,055 628,340 110,277 55,929 178,553 30,518 28,543 50,319 13,448 901 23,503 8,639
Changes from: June 27, 2017 Total Change is: 10,999
-1,976 5,632 129 5,187 699 -700 5,826 7,086 897 2,524 -527 1 -889 -2,218
Percent of Open Interest Represented by Each Category of Trader
3.0 74.7 0.5 62.8 11.0 5.6 17.8 3.0 2.9 5.0 1.3 0.1 2.3 0.9
Number of Traders in Each Category Total Traders: 351
23 23 8 115 42 48 65 22 15 48 13 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 82,411
Positions
18,801 30,212 51,306 6,195 0 5 5,062 0 858 158 30 0 26 0
Changes from: June 27, 2017 Total Change is: 1,864
1,430 1,983 261 0 0 0 3,152 0 18 -2,578 0 -398 -21 0
Percent of Open Interest Represented by Each Category of Trader
22.8 36.7 62.3 7.5 0.0 0.0 6.1 0.0 1.0 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 20
. 11 9 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 920,437
Positions
8,122 60,220 20,141 281,744 153,271 156,427 109,715 164,550 117,581 10,179 26,680 38,618 177,911 182,950
Changes from: June 27, 2017 Total Change is: 17,247
1,063 -8,851 -1,230 7,947 8,691 1,584 1,004 -7,736 6,502 1,867 -2,908 9,567 -11,055 11,629
Percent of Open Interest Represented by Each Category of Trader
0.9 6.5 2.2 30.6 16.7 17.0 11.9 17.9 12.8 1.1 2.9 4.2 19.3 19.9
Number of Traders in Each Category Total Traders: 180
6 19 15 41 30 39 29 37 45 9 9 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 795,681
Positions
3,075 173,112 1,968 430,979 47,235 104,746 76,986 326,363 18,679 38,446 26,344 1,679 119,123 95,556
Changes from: June 27, 2017 Total Change is: 11,522
3,075 -393 4 1,979 4,312 -357 11,861 6,846 -3,975 757 -1,200 14 -1,836 6,271
Percent of Open Interest Represented by Each Category of Trader
0.4 21.8 0.2 54.2 5.9 13.2 9.7 41.0 2.3 4.8 3.3 0.2 15.0 12.0
Number of Traders in Each Category Total Traders: 114
. 14 . 46 9 31 14 21 11 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 1,374,595
Positions
75,359 95,223 6,707 423,460 215,989 193,522 309,769 313,534 50,447 188,567 327,451 4,215 122,550 167,507
Changes from: June 27, 2017 Total Change is: 69,592
31,596 -32,078 2,798 -3,042 26,168 3,261 38,841 55,361 5,451 -6,484 3,888 -943 -1,885 5,687
Percent of Open Interest Represented by Each Category of Trader
5.5 6.9 0.5 30.8 15.7 14.1 22.5 22.8 3.7 13.7 23.8 0.3 8.9 12.2
Number of Traders in Each Category Total Traders: 259
16 19 8 53 34 44 45 44 30 18 30 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 3,688,602
Positions
124,215 214,084 159,365 1,091,881 939,823 548,898 582,989 573,976 401,197 307,906 205,714 83,183 388,969 562,362
Changes from: June 27, 2017 Total Change is: 102,281
23,732 -19,464 15,842 2,644 80,477 -18,931 -13,287 -68,217 65,390 16,358 33,749 13,667 -3,134 -234
Percent of Open Interest Represented by Each Category of Trader
3.4 5.8 4.3 29.6 25.5 14.9 15.8 15.6 10.9 8.3 5.6 2.3 10.5 15.2
Number of Traders in Each Category Total Traders: 410
23 39 43 57 89 89 60 76 85 22 44 31
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 395,895
Positions
15,162 17,484 3,784 82,212 171,330 24,954 157,655 35,013 12,228 12,490 8,629 0 87,410 122,473
Changes from: June 27, 2017 Total Change is: 8,994
7,664 3,644 -22 1,055 -2,747 -594 -6,245 -3,993 2,037 598 0 0 4,501 10,669
Percent of Open Interest Represented by Each Category of Trader
3.8 4.4 1.0 20.8 43.3 6.3 39.8 8.8 3.1 3.2 2.2 0.0 22.1 30.9
Number of Traders in Each Category Total Traders: 62
4 5 . 10 23 24 9 6 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 3,258,519
Positions
63,676 286,542 88,427 1,731,488 681,682 416,048 314,527 937,031 168,085 164,577 258,708 33,975 277,717 388,023
Changes from: June 27, 2017 Total Change is: -6,224
-725 -27,565 20,182 32,240 14,850 3,177 -75,277 -42,600 4,824 1,844 8,293 3,570 3,943 9,046
Percent of Open Interest Represented by Each Category of Trader
2.0 8.8 2.7 53.1 20.9 12.8 9.7 28.8 5.2 5.1 7.9 1.0 8.5 11.9
Number of Traders in Each Category Total Traders: 303
14 31 25 57 50 68 45 58 57 14 34 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,570,011
Positions
385,491 149,070 482,786 12,619 19,561 14,927 193,686 284,367 344,656 18,154 136,456 76,618 41,074 61,570
Changes from: June 27, 2017 Total Change is: -128,613
-34,730 -20,402 -36,459 12,619 -859 -761 -32,706 -14,738 -19,946 7,391 -10,594 -20,030 -3,991 -4,824
Percent of Open Interest Represented by Each Category of Trader
24.6 9.5 30.8 0.8 1.2 1.0 12.3 18.1 22.0 1.2 8.7 4.9 2.6 3.9
Number of Traders in Each Category Total Traders: 148
19 36 47 . 6 . 12 44 48 6 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is21,872,753
Positions
4,627,909 961,399 3,840,227 219,903 1,836,368 912,180 371,614 1,986,365 8,730,081 676,107 535,216 1,810,018 684,717 1,260,899
Changes from: June 27, 2017 Total Change is: 580,643
107,412 -68,610 73,447 58,726 49,218 -50,113 -48,415 79,579 375,835 -29,505 -45,652 67,473 25,784 99,467
Percent of Open Interest Represented by Each Category of Trader
21.2 4.4 17.6 1.0 8.4 4.2 1.7 9.1 39.9 3.1 2.4 8.3 3.1 5.8
Number of Traders in Each Category Total Traders: 337
33 46 69 7 39 35 37 106 116 13 44 49
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 29,310
Positions
5,097 4,802 0 309 13,657 94 15,828 6,577 0 7,899 4,030 39 44 111
Changes from: June 27, 2017 Total Change is: -596
-314 -98 0 -42 -540 9 950 -336 0 -1,174 379 0 -25 -10
Percent of Open Interest Represented by Each Category of Trader
17.4 16.4 0.0 1.1 46.6 0.3 54.0 22.4 0.0 26.9 13.7 0.1 0.2 0.4
Number of Traders in Each Category Total Traders: 47
. 5 0 . 12 . 6 10 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 22,793
Positions
9,709 956 0 797 8,196 100 11,951 9,369 0 184 4,124 0 52 48
Changes from: June 27, 2017 Total Change is: -92
369 0 0 14 -127 0 -457 -15 0 -30 63 0 12 -13
Percent of Open Interest Represented by Each Category of Trader
42.6 4.2 0.0 3.5 36.0 0.4 52.4 41.1 0.0 0.8 18.1 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 33
4 . 0 . 5 . 7 7 0 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 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 50,819
Positions
401 18,943 0 10,771 5,559 564 11,380 17,635 3,229 16,319 1,623 37 8,118 3,229
Changes from: June 27, 2017 Total Change is: 2,573
8 75 0 -43 1,605 16 1,009 17 -127 1,525 591 0 185 396
Percent of Open Interest Represented by Each Category of Trader
0.8 37.3 0.0 21.2 10.9 1.1 22.4 34.7 6.4 32.1 3.2 0.1 16.0 6.4
Number of Traders in Each Category Total Traders: 136
4 4 0 8 7 . 23 36 17 44 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 562,691
Positions
110,716 38,663 22,390 55,379 41,629 75,720 105,458 205,611 107,609 24,386 10,345 26,536 34,497 34,188
Changes from: June 27, 2017 Total Change is: 627
1,072 -2,063 -877 -9,496 26 17,019 -7,599 -20,637 3,223 -3,397 -768 440 242 4,264
Percent of Open Interest Represented by Each Category of Trader
19.7 6.9 4.0 9.8 7.4 13.5 18.7 36.5 19.1 4.3 1.8 4.7 6.1 6.1
Number of Traders in Each Category Total Traders: 259
21 6 21 23 26 17 53 70 56 26 17 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of July 3, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 51,959
Positions
61 2,446 0 43,382 1,667 0 3,349 47,095 256 4,645 179 210 56 106
Changes from: June 27, 2017 Total Change is: 17,437
0 2,130 0 17,825 10 0 -280 15,318 0 0 0 0 -108 -21
Percent of Open Interest Represented by Each Category of Trader
0.1 4.7 0.0 83.5 3.2 0.0 6.4 90.6 0.5 8.9 0.3 0.4 0.1 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 6 11 . 7 . .
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Updated July 7, 2017