Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 237,966
Positions
27,382 127,246 8,664 42,307 5,738 4,497 80,466 33,330 21,003 4,785 10,538 2,113 46,749 24,838
Changes from: August 1, 2017 Total Change is: 4,306
8,005 19,538 -3,315 3,449 -63 -4,207 10,726 -1,611 -9,772 -570 6,150 -1,414 1,403 -1,000
Percent of Open Interest Represented by Each Category of Trader
11.5 53.5 3.6 17.8 2.4 1.9 33.8 14.0 8.8 2.0 4.4 0.9 19.6 10.4
Number of Traders in Each Category Total Traders: 112
6 9 9 15 5 6 45 17 24 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 44,671
Positions
4,518 9,042 591 3,497 3,187 0 21,726 13,178 1,729 0 2,424 0 12,611 14,521
Changes from: August 1, 2017 Total Change is: 3,401
2,814 -1,326 -12 -74 186 0 2,500 3,941 -286 0 460 0 -1,541 437
Percent of Open Interest Represented by Each Category of Trader
10.1 20.2 1.3 7.8 7.1 0.0 48.6 29.5 3.9 0.0 5.4 0.0 28.2 32.5
Number of Traders in Each Category Total Traders: 47
. 7 . . . 0 14 15 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 244,443
Positions
66,925 28,836 13,328 17,989 67,335 4,016 48,095 58,242 27,124 26,976 10,200 5,492 34,499 29,871
Changes from: August 1, 2017 Total Change is: -22,598
-4,314 1,876 -1,841 -1,435 -2,781 -4,633 640 -3,622 -11,907 429 24 1,284 -820 -998
Percent of Open Interest Represented by Each Category of Trader
27.4 11.8 5.5 7.4 27.5 1.6 19.7 23.8 11.1 11.0 4.2 2.2 14.1 12.2
Number of Traders in Each Category Total Traders: 118
7 11 10 12 20 9 37 21 25 5 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 266,611
Positions
107,698 29,543 11,662 22,248 46,867 6,921 31,986 104,223 22,403 38,294 4,985 3,151 22,248 36,857
Changes from: August 1, 2017 Total Change is: -18,191
-6,714 3,799 -627 -207 -6,062 -891 -2,149 -9,379 -6,973 -575 399 -679 624 2,222
Percent of Open Interest Represented by Each Category of Trader
40.4 11.1 4.4 8.3 17.6 2.6 12.0 39.1 8.4 14.4 1.9 1.2 8.3 13.8
Number of Traders in Each Category Total Traders: 119
9 8 6 14 15 10 28 36 20 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 552,858
Positions
53,499 166,259 27,489 180,286 86,690 23,374 80,539 55,887 65,120 24,860 56,035 11,571 86,120 60,432
Changes from: August 1, 2017 Total Change is: -18,926
-235 16,261 -1,541 450 3,657 -7,639 13,339 -2,529 -21,253 -193 -421 -427 -1,428 -5,035
Percent of Open Interest Represented by Each Category of Trader
9.7 30.1 5.0 32.6 15.7 4.2 14.6 10.1 11.8 4.5 10.1 2.1 15.6 10.9
Number of Traders in Each Category Total Traders: 271
19 17 15 64 37 50 44 41 37 25 23 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 24,360
Positions
742 15,000 0 8,575 5,657 1,086 6,106 0 0 0 0 0 7,851 2,617
Changes from: August 1, 2017 Total Change is: -444
-4 -739 0 53 64 -66 20 0 0 0 0 0 -447 297
Percent of Open Interest Represented by Each Category of Trader
3.0 61.6 0.0 35.2 23.2 4.5 25.1 0.0 0.0 0.0 0.0 0.0 32.2 10.7
Number of Traders in Each Category Total Traders: 20
. 4 0 5 4 5 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 173,723
Positions
4,904 81,889 8,274 6,189 13,977 2,955 92,723 21,092 15,229 498 4,974 3,137 39,815 22,197
Changes from: August 1, 2017 Total Change is: 5,115
153 10,109 -495 1,123 483 -2,435 12,111 1,081 -4,548 -2 1,040 -414 -378 294
Percent of Open Interest Represented by Each Category of Trader
2.8 47.1 4.8 3.6 8.0 1.7 53.4 12.1 8.8 0.3 2.9 1.8 22.9 12.8
Number of Traders in Each Category Total Traders: 106
7 8 9 8 11 6 47 18 21 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 35,470
Positions
5,255 22,729 51 8,021 0 0 20,521 8,535 42 100 2,890 0 1,480 1,223
Changes from: August 1, 2017 Total Change is: 533
-158 -8 50 207 0 0 92 548 42 -26 -2 0 326 -97
Percent of Open Interest Represented by Each Category of Trader
14.8 64.1 0.1 22.6 0.0 0.0 57.9 24.1 0.1 0.3 8.1 0.0 4.2 3.4
Number of Traders in Each Category Total Traders: 31
. 5 . . 0 0 14 . . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 219,139
Positions
9,064 163,287 1,512 57,405 4,616 364 135,460 36,123 2,645 3,287 7,729 0 9,403 2,863
Changes from: August 1, 2017 Total Change is: 4,458
-966 -334 997 6,125 25 -9 154 5,419 -1,826 238 338 -178 -77 26
Percent of Open Interest Represented by Each Category of Trader
4.1 74.5 0.7 26.2 2.1 0.2 61.8 16.5 1.2 1.5 3.5 0.0 4.3 1.3
Number of Traders in Each Category Total Traders: 156
. 8 . 22 6 . 63 26 9 15 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 27,118
Positions
0 15,271 0 5,246 200 0 18,862 10,178 9 1,013 940 0 1,988 520
Changes from: August 1, 2017 Total Change is: -4,706
-541 5,449 -5,759 21 0 0 2,051 -3,284 -341 33 -180 0 -170 -591
Percent of Open Interest Represented by Each Category of Trader
0.0 56.3 0.0 19.3 0.7 0.0 69.6 37.5 0.0 3.7 3.5 0.0 7.3 1.9
Number of Traders in Each Category Total Traders: 35
0 4 0 . . 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 53,151
Positions
3,531 31,042 153 2,856 8,836 0 38,872 7,796 510 773 765 200 6,256 3,849
Changes from: August 1, 2017 Total Change is: -1,817
2,099 -1,223 13 -100 -1,203 0 -4,309 849 91 360 -595 200 -171 51
Percent of Open Interest Represented by Each Category of Trader
6.6 58.4 0.3 5.4 16.6 0.0 73.1 14.7 1.0 1.5 1.4 0.4 11.8 7.2
Number of Traders in Each Category Total Traders: 89
4 9 . 12 . 0 39 12 4 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 21,587
Positions
6,644 11,980 4,347 1,917 953 0 7,496 3,011 214 0 300 0 969 782
Changes from: August 1, 2017 Total Change is: 179
941 340 65 -523 4 0 -450 -32 0 0 -150 0 146 -48
Percent of Open Interest Represented by Each Category of Trader
30.8 55.5 20.1 8.9 4.4 0.0 34.7 13.9 1.0 0.0 1.4 0.0 4.5 3.6
Number of Traders in Each Category Total Traders: 32
5 . . 7 . 0 6 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 72,260
Positions
8,274 41,340 1,359 12,599 1,843 211 36,111 11,245 2,910 1,063 2,123 314 9,420 10,917
Changes from: August 1, 2017 Total Change is: 2,971
-1,174 3,975 -15 291 -308 -3 3,027 -1,115 -183 47 -142 77 905 686
Percent of Open Interest Represented by Each Category of Trader
11.5 57.2 1.9 17.4 2.5 0.3 50.0 15.6 4.0 1.5 2.9 0.4 13.0 15.1
Number of Traders in Each Category Total Traders: 129
12 27 5 16 4 . 38 22 12 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 144,520
Positions
16,548 82,680 2,718 25,197 3,685 421 72,222 22,490 5,820 2,126 4,246 627 18,841 21,834
Changes from: August 1, 2017 Total Change is: 5,942
-2,347 7,949 -30 582 -615 -6 6,053 -2,231 -366 94 -284 154 1,809 1,371
Percent of Open Interest Represented by Each Category of Trader
11.5 57.2 1.9 17.4 2.5 0.3 50.0 15.6 4.0 1.5 2.9 0.4 13.0 15.1
Number of Traders in Each Category Total Traders: 129
12 27 5 16 4 . 38 22 12 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 842,540
Positions
51,579 140,619 32,193 336,847 170,750 70,520 76,084 130,002 127,599 25,907 38,069 26,504 95,307 106,284
Changes from: August 1, 2017 Total Change is: 25,550
-1,484 541 8,903 10,439 338 1,509 -2,722 4,042 8,954 1,060 -1,292 2,374 -3,483 180
Percent of Open Interest Represented by Each Category of Trader
6.1 16.7 3.8 40.0 20.3 8.4 9.0 15.4 15.1 3.1 4.5 3.1 11.3 12.6
Number of Traders in Each Category Total Traders: 715
40 41 42 134 102 107 88 147 135 97 66 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 109,859
Positions
6,923 24,807 8,373 12,562 14,537 7,554 5,327 5,036 24,080 2,758 432 3,606 38,676 21,433
Changes from: August 1, 2017 Total Change is: 6,474
891 416 3,356 869 -223 5 -485 -121 3,189 80 -168 277 -1,708 -257
Percent of Open Interest Represented by Each Category of Trader
6.3 22.6 7.6 11.4 13.2 6.9 4.8 4.6 21.9 2.5 0.4 3.3 35.2 19.5
Number of Traders in Each Category Total Traders: 73
5 11 7 8 5 . 13 17 29 11 . 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 3,663,407
Positions
251,105 606,885 91,271 1,624,321 783,959 311,939 373,609 644,656 497,769 117,629 190,066 112,609 283,156 424,254
Changes from: August 1, 2017 Total Change is: 95,381
-1,378 11,127 17,231 47,777 2,731 7,597 -14,176 17,826 31,817 4,149 -6,368 11,235 -8,871 2,184
Percent of Open Interest Represented by Each Category of Trader
6.9 16.6 2.5 44.3 21.4 8.5 10.2 17.6 13.6 3.2 5.2 3.1 7.7 11.6
Number of Traders in Each Category Total Traders: 695
39 41 40 132 101 105 84 142 126 91 65 82
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 30,198
Positions
4,432 28,029 0 9,030 976 422 12,451 0 0 270 0 0 3,593 771
Changes from: August 1, 2017 Total Change is: 1,569
76 1,331 0 -4 240 0 1,236 0 0 0 0 0 261 -2
Percent of Open Interest Represented by Each Category of Trader
14.7 92.8 0.0 29.9 3.2 1.4 41.2 0.0 0.0 0.9 0.0 0.0 11.9 2.6
Number of Traders in Each Category Total Traders: 24
. 6 0 5 . . 6 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 22,728
Positions
15,455 11,282 0 3,292 10,219 280 1,754 0 0 0 0 0 1,947 947
Changes from: August 1, 2017 Total Change is: 299
362 289 0 -235 0 0 311 0 0 0 0 0 -139 10
Percent of Open Interest Represented by Each Category of Trader
68.0 49.6 0.0 14.5 45.0 1.2 7.7 0.0 0.0 0.0 0.0 0.0 8.6 4.2
Number of Traders in Each Category Total Traders: 23
7 6 0 5 . . . 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 92,550
Positions
4,136 39,151 506 44,186 39,171 4,060 25,005 3,978 1,420 0 280 0 13,237 3,984
Changes from: August 1, 2017 Total Change is: 437
607 -26 51 -1,120 137 -398 829 300 217 0 0 0 251 156
Percent of Open Interest Represented by Each Category of Trader
4.5 42.3 0.5 47.7 42.3 4.4 27.0 4.3 1.5 0.0 0.3 0.0 14.3 4.3
Number of Traders in Each Category Total Traders: 85
4 12 . 25 17 15 18 8 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 62,931
Positions
10,968 17,467 1,361 12,488 8,119 1,413 23,906 18,208 3,115 2,096 3,810 913 6,672 8,526
Changes from: August 1, 2017 Total Change is: 1,633
1,773 -760 68 -148 210 126 -508 525 736 -33 522 165 -548 40
Percent of Open Interest Represented by Each Category of Trader
17.4 27.8 2.2 19.8 12.9 2.2 38.0 28.9 5.0 3.3 6.1 1.5 10.6 13.5
Number of Traders in Each Category Total Traders: 288
14 31 9 46 25 20 58 62 31 16 36 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 314,655
Positions
54,841 87,333 6,804 62,440 40,595 7,063 119,528 91,039 15,576 10,478 19,052 4,564 33,361 42,629
Changes from: August 1, 2017 Total Change is: 8,163
8,867 -3,800 341 -738 1,052 629 -2,538 2,627 3,679 -165 2,611 827 -2,739 198
Percent of Open Interest Represented by Each Category of Trader
17.4 27.8 2.2 19.8 12.9 2.2 38.0 28.9 5.0 3.3 6.1 1.5 10.6 13.5
Number of Traders in Each Category Total Traders: 288
14 31 9 46 25 20 58 62 31 16 36 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 578,648
Positions
73,588 92,123 4,308 229,180 194,237 42,347 176,349 204,920 15,993 12,214 7,544 491 24,179 16,686
Changes from: August 1, 2017 Total Change is: 2,560
8,377 248 -498 -6,754 2,056 63 3,250 1,413 -996 -149 1,477 19 -752 -1,222
Percent of Open Interest Represented by Each Category of Trader
12.7 15.9 0.7 39.6 33.6 7.3 30.5 35.4 2.8 2.1 1.3 0.1 4.2 2.9
Number of Traders in Each Category Total Traders: 318
22 23 6 69 50 34 59 71 27 11 13 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 35,241
Positions
1,121 18,323 0 15,503 992 489 6,666 1,937 95 3,323 10,515 0 8,044 2,890
Changes from: August 1, 2017 Total Change is: -393
216 0 0 899 0 -64 -137 -497 -2 -35 -71 0 -1,270 241
Percent of Open Interest Represented by Each Category of Trader
3.2 52.0 0.0 44.0 2.8 1.4 18.9 5.5 0.3 9.4 29.8 0.0 22.8 8.2
Number of Traders in Each Category Total Traders: 45
. . 0 15 . 4 11 5 . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 55,767
Positions
10,460 6,174 891 11,215 1,678 1,834 17,370 11,191 602 1,134 1,947 0 12,261 31,450
Changes from: August 1, 2017 Total Change is: -1
391 1,211 -1,016 377 -421 -9 364 1,176 83 161 283 0 -352 -1,308
Percent of Open Interest Represented by Each Category of Trader
18.8 11.1 1.6 20.1 3.0 3.3 31.1 20.1 1.1 2.0 3.5 0.0 22.0 56.4
Number of Traders in Each Category Total Traders: 78
12 6 4 13 . 5 19 19 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 330,508
Positions
53,149 210,648 3,242 189,957 72,977 15,224 44,093 8,250 13,383 2,573 1,810 0 8,887 4,974
Changes from: August 1, 2017 Total Change is: 4,149
2,557 2,958 249 -828 1,573 -271 1,706 -213 128 0 3 0 608 -278
Percent of Open Interest Represented by Each Category of Trader
16.1 63.7 1.0 57.5 22.1 4.6 13.3 2.5 4.0 0.8 0.5 0.0 2.7 1.5
Number of Traders in Each Category Total Traders: 155
14 10 5 56 28 21 30 8 8 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 1,090,180
Positions
27,209 806,908 5,677 655,575 108,623 80,277 207,555 35,623 29,741 55,602 12,344 651 27,893 10,336
Changes from: August 1, 2017 Total Change is: 12,809
1,376 2,489 533 8,866 -953 1,354 -3,386 10,280 604 2,901 -479 10 552 -1,028
Percent of Open Interest Represented by Each Category of Trader
2.5 74.0 0.5 60.1 10.0 7.4 19.0 3.3 2.7 5.1 1.1 0.1 2.6 0.9
Number of Traders in Each Category Total Traders: 359
26 20 7 125 41 55 65 28 18 44 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 97,588
Positions
21,095 35,314 61,841 6,277 0 5 7,792 0 398 158 30 0 22 0
Changes from: August 1, 2017 Total Change is: 4,682
-2,510 -1,310 5,992 0 0 0 1,200 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.6 36.2 63.4 6.4 0.0 0.0 8.0 0.0 0.4 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 22
. 11 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 904,334
Positions
14,703 37,928 21,387 286,383 187,199 147,481 129,583 125,200 114,746 7,518 63,079 16,596 165,937 190,719
Changes from: August 1, 2017 Total Change is: 27,149
3,387 3,621 416 -1,373 5,675 -737 11,190 -10,609 12,402 1,312 9,542 -1,784 2,335 8,623
Percent of Open Interest Represented by Each Category of Trader
1.6 4.2 2.4 31.7 20.7 16.3 14.3 13.8 12.7 0.8 7.0 1.8 18.3 21.1
Number of Traders in Each Category Total Traders: 175
6 16 14 44 25 37 35 30 49 5 14 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 847,764
Positions
0 163,439 1,545 471,740 30,728 116,387 77,440 386,564 36,307 32,327 12,646 511 111,507 99,637
Changes from: August 1, 2017 Total Change is: 25,880
0 -952 696 17,013 -10,157 -1,676 2,172 21,208 12,271 -1,723 0 -1,395 -1,478 5,884
Percent of Open Interest Represented by Each Category of Trader
0.0 19.3 0.2 55.6 3.6 13.7 9.1 45.6 4.3 3.8 1.5 0.1 13.2 11.8
Number of Traders in Each Category Total Traders: 118
0 16 5 49 9 32 13 24 16 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 1,432,361
Positions
57,623 167,835 9,346 480,162 219,764 163,643 340,102 312,859 56,170 191,030 336,912 8,514 125,771 157,319
Changes from: August 1, 2017 Total Change is: 39,013
-26,764 2,651 2,190 9,516 4,988 6,375 43,000 18,171 6,761 -4,490 -1,277 2,172 254 -3,018
Percent of Open Interest Represented by Each Category of Trader
4.0 11.7 0.7 33.5 15.3 11.4 23.7 21.8 3.9 13.3 23.5 0.6 8.8 11.0
Number of Traders in Each Category Total Traders: 269
11 23 10 59 36 50 48 50 42 18 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 3,904,834
Positions
154,222 190,845 154,050 1,123,919 1,040,077 591,180 673,692 687,181 434,677 309,685 151,531 74,942 388,466 580,351
Changes from: August 1, 2017 Total Change is: 129,180
-1,461 -30,850 17,742 62,272 91,314 -15,107 40,157 13,392 53,675 -7,168 3,470 -5,205 -15,724 750
Percent of Open Interest Represented by Each Category of Trader
3.9 4.9 3.9 28.8 26.6 15.1 17.3 17.6 11.1 7.9 3.9 1.9 9.9 14.9
Number of Traders in Each Category Total Traders: 416
21 36 42 57 104 97 61 81 88 26 30 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 416,365
Positions
14,525 6,656 4,813 116,391 182,063 27,932 146,488 48,081 8,170 12,944 8,277 0 85,102 130,373
Changes from: August 1, 2017 Total Change is: 13,087
-3,961 585 843 5,813 2,710 136 9,892 957 -1,213 -29 271 0 1,606 8,798
Percent of Open Interest Represented by Each Category of Trader
3.5 1.6 1.2 28.0 43.7 6.7 35.2 11.5 2.0 3.1 2.0 0.0 20.4 31.3
Number of Traders in Each Category Total Traders: 66
5 . . 15 23 27 11 5 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 3,173,332
Positions
46,286 305,028 71,081 1,627,668 711,102 432,993 309,965 821,115 196,333 188,335 235,367 23,168 277,503 377,145
Changes from: August 1, 2017 Total Change is: 42,688
9,877 -21,724 4,332 11,992 5,258 1,950 23,221 45,970 -461 -1,278 -6,711 1,644 -8,589 12,429
Percent of Open Interest Represented by Each Category of Trader
1.5 9.6 2.2 51.3 22.4 13.6 9.8 25.9 6.2 5.9 7.4 0.7 8.7 11.9
Number of Traders in Each Category Total Traders: 307
8 35 21 59 55 71 42 63 60 19 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 1,513,499
Positions
415,134 180,372 462,518 12,619 30,753 12,276 60,843 286,863 367,483 81,618 38,760 69,088 31,919 65,386
Changes from: August 1, 2017 Total Change is: 61,510
-718 15,569 12,504 0 625 84 9,422 22,843 20,525 10,061 -20,953 7,420 2,212 2,893
Percent of Open Interest Represented by Each Category of Trader
27.4 11.9 30.6 0.8 2.0 0.8 4.0 19.0 24.3 5.4 2.6 4.6 2.1 4.3
Number of Traders in Each Category Total Traders: 152
16 43 47 . 7 . 15 50 44 6 7 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 is21,739,977
Positions
4,807,303 993,245 3,924,977 115,236 2,187,024 852,118 546,376 2,143,784 8,322,582 844,970 453,727 1,671,175 655,241 1,191,345
Changes from: August 1, 2017 Total Change is: 522,165
174,863 37,600 -12,966 -10,069 71,924 31,554 600 84,554 294,964 38,661 -1,160 -11,946 16,505 27,642
Percent of Open Interest Represented by Each Category of Trader
22.1 4.6 18.1 0.5 10.1 3.9 2.5 9.9 38.3 3.9 2.1 7.7 3.0 5.5
Number of Traders in Each Category Total Traders: 354
30 54 78 8 41 38 53 107 121 13 39 42
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 31,626
Positions
3,521 5,451 0 200 13,012 111 17,955 8,882 0 9,776 4,027 39 24 104
Changes from: August 1, 2017 Total Change is: 768
-894 -62 0 -7 -38 -4 1,208 876 0 524 0 -25 -34 21
Percent of Open Interest Represented by Each Category of Trader
11.1 17.2 0.0 0.6 41.1 0.4 56.8 28.1 0.0 30.9 12.7 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 50
. 6 0 . 12 . 8 9 0 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 22,120
Positions
9,183 955 0 604 8,471 69 11,427 8,601 0 718 3,880 55 64 89
Changes from: August 1, 2017 Total Change is: -482
62 -13 0 24 -113 -49 -990 -223 -6 441 -145 54 -18 13
Percent of Open Interest Represented by Each Category of Trader
41.5 4.3 0.0 2.7 38.3 0.3 51.7 38.9 0.0 3.2 17.5 0.2 0.3 0.4
Number of Traders in Each Category Total Traders: 31
4 . 0 . 6 . 7 6 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 52,929
Positions
394 14,969 0 13,568 6,364 519 15,487 21,426 3,793 9,437 2,852 1 9,730 3,005
Changes from: August 1, 2017 Total Change is: 1,311
-31 -113 0 849 -468 -31 778 673 438 -1,876 984 -46 1,230 -127
Percent of Open Interest Represented by Each Category of Trader
0.7 28.3 0.0 25.6 12.0 1.0 29.3 40.5 7.2 17.8 5.4 0.0 18.4 5.7
Number of Traders in Each Category Total Traders: 155
. . 0 11 8 . 27 39 18 51 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 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 671,800
Positions
144,841 47,101 37,173 74,257 54,860 75,504 139,428 269,305 116,572 25,395 18,782 19,130 39,500 33,373
Changes from: August 1, 2017 Total Change is: 32,995
-285 -2,219 5,664 6,919 729 4,905 5,942 13,678 2,684 -582 3,309 4,163 3,585 82
Percent of Open Interest Represented by Each Category of Trader
21.6 7.0 5.5 11.1 8.2 11.2 20.8 40.1 17.4 3.8 2.8 2.8 5.9 5.0
Number of Traders in Each Category Total Traders: 293
24 6 17 28 26 22 71 79 67 27 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 48,755
Positions
98 409 0 39,189 1,595 0 4,071 46,270 256 5,089 136 0 52 89
Changes from: August 1, 2017 Total Change is: -3,031
-25 -545 0 498 92 0 -2,016 -834 -1,732 243 1 0 1 -13
Percent of Open Interest Represented by Each Category of Trader
0.2 0.8 0.0 80.4 3.3 0.0 8.3 94.9 0.5 10.4 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 38
. . 0 9 . 0 6 9 . 7 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 8, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,266
Positions
3,170 8,376 0 10,576 0 0 541 6,677 0 415 0 0 564 213
Changes from: August 1, 2017 Total Change is: 157
0 641 0 374 -158 -282 8 -42 0 0 0 0 57 -2
Percent of Open Interest Represented by Each Category of Trader
20.8 54.9 0.0 69.3 0.0 0.0 3.5 43.7 0.0 2.7 0.0 0.0 3.7 1.4
Number of Traders in Each Category Total Traders: 20
. . 0 9 0 0 . 5 0 . 0 0
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Updated August 11, 2017