Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 219,925
Positions
25,758 120,871 7,245 42,842 5,065 6,809 67,448 18,891 20,514 4,570 10,333 1,902 42,837 28,295
Changes from: August 15, 2017 Total Change is: -5,598
4,753 -1,980 -948 -3,976 231 2,364 -6,183 -6,445 -1,926 -316 -612 210 424 3,508
Percent of Open Interest Represented by Each Category of Trader
11.7 55.0 3.3 19.5 2.3 3.1 30.7 8.6 9.3 2.1 4.7 0.9 19.5 12.9
Number of Traders in Each Category Total Traders: 97
4 9 8 15 5 7 38 12 23 5 8 8
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 41,885
Positions
5,617 7,186 560 3,192 3,490 0 18,317 11,128 2,298 0 2,612 0 11,901 14,612
Changes from: August 15, 2017 Total Change is: 916
601 340 27 411 96 0 -356 807 373 0 -234 0 -140 -493
Percent of Open Interest Represented by Each Category of Trader
13.4 17.2 1.3 7.6 8.3 0.0 43.7 26.6 5.5 0.0 6.2 0.0 28.4 34.9
Number of Traders in Each Category Total Traders: 38
. 5 . 4 . 0 12 10 8 0 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 257,691
Positions
72,746 5,759 19,090 18,160 72,844 5,807 46,977 74,582 30,688 24,954 10,558 7,550 31,720 30,813
Changes from: August 15, 2017 Total Change is: 4,625
4,518 -10,018 2,425 -1,683 2,511 551 -4,205 8,361 2,770 264 0 554 -570 -2,530
Percent of Open Interest Represented by Each Category of Trader
28.2 2.2 7.4 7.0 28.3 2.3 18.2 28.9 11.9 9.7 4.1 2.9 12.3 12.0
Number of Traders in Each Category Total Traders: 120
8 6 10 14 20 10 30 33 25 5 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 255,510
Positions
83,855 26,259 12,372 25,109 46,144 9,224 33,672 94,304 25,291 38,519 5,403 3,545 23,922 32,968
Changes from: August 15, 2017 Total Change is: 1,244
-2,408 837 -1,620 -804 3,418 1,873 1,214 -2,463 825 2,116 818 -959 1,008 -1,484
Percent of Open Interest Represented by Each Category of Trader
32.8 10.3 4.8 9.8 18.1 3.6 13.2 36.9 9.9 15.1 2.1 1.4 9.4 12.9
Number of Traders in Each Category Total Traders: 119
9 8 7 15 15 10 32 30 27 5 5 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 555,963
Positions
49,520 165,807 28,633 195,176 92,828 25,038 76,782 53,150 63,370 23,567 56,941 10,008 83,869 60,188
Changes from: August 15, 2017 Total Change is: 1,247
-221 6,002 -2,654 -3,757 1,923 1,187 7,841 -5,257 -396 -566 1,413 -1,011 823 39
Percent of Open Interest Represented by Each Category of Trader
8.9 29.8 5.2 35.1 16.7 4.5 13.8 9.6 11.4 4.2 10.2 1.8 15.1 10.8
Number of Traders in Each Category Total Traders: 268
17 17 15 65 36 50 49 38 35 22 23 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 34,733
Positions
2,280 25,557 35 14,659 1,873 1,120 2,897 624 542 412 836 0 12,788 4,146
Changes from: August 15, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
6.6 73.6 0.1 42.2 5.4 3.2 8.3 1.8 1.6 1.2 2.4 0.0 36.8 11.9
Number of Traders in Each Category Total Traders: 22
. . . 11 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 22,455
Positions
726 11,879 0 8,687 6,737 1,018 4,775 0 27 0 0 0 7,222 2,794
Changes from: August 15, 2017 Total Change is: -901
-3 -61 0 764 -624 -565 -1,025 0 27 0 0 0 -99 322
Percent of Open Interest Represented by Each Category of Trader
3.2 52.9 0.0 38.7 30.0 4.5 21.3 0.0 0.1 0.0 0.0 0.0 32.2 12.4
Number of Traders in Each Category Total Traders: 21
. 4 0 5 5 5 6 0 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 172,439
Positions
4,397 84,004 8,947 7,716 17,139 4,553 92,862 12,613 13,423 600 7,235 2,821 37,120 21,705
Changes from: August 15, 2017 Total Change is: -2,688
436 463 -1,095 -405 -1,622 1,372 -720 -2,898 -951 25 389 78 -1,427 1,576
Percent of Open Interest Represented by Each Category of Trader
2.5 48.7 5.2 4.5 9.9 2.6 53.9 7.3 7.8 0.3 4.2 1.6 21.5 12.6
Number of Traders in Each Category Total Traders: 103
6 9 9 10 12 8 40 18 19 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 34,843
Positions
4,559 24,334 51 8,386 0 0 19,688 6,190 122 500 2,990 0 1,537 1,156
Changes from: August 15, 2017 Total Change is: -2,321
-612 2,545 0 267 0 0 -2,574 -5,016 122 363 100 0 113 -72
Percent of Open Interest Represented by Each Category of Trader
13.1 69.8 0.1 24.1 0.0 0.0 56.5 17.8 0.4 1.4 8.6 0.0 4.4 3.3
Number of Traders in Each Category Total Traders: 35
. 5 . 4 0 0 14 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 244,105
Positions
8,227 172,031 976 76,031 5,203 279 142,952 48,172 3,355 3,234 11,239 0 9,051 2,850
Changes from: August 15, 2017 Total Change is: 6,278
0 1,987 -135 -645 472 -85 5,880 1,384 237 551 2,465 0 476 -46
Percent of Open Interest Represented by Each Category of Trader
3.4 70.5 0.4 31.1 2.1 0.1 58.6 19.7 1.4 1.3 4.6 0.0 3.7 1.2
Number of Traders in Each Category Total Traders: 160
. 10 . 20 7 . 65 29 10 13 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 24,746
Positions
0 14,972 0 5,237 410 0 16,526 7,941 26 1,136 940 0 1,821 457
Changes from: August 15, 2017 Total Change is: -902
0 0 0 -60 0 0 -874 -942 25 -30 0 0 37 15
Percent of Open Interest Represented by Each Category of Trader
0.0 60.5 0.0 21.2 1.7 0.0 66.8 32.1 0.1 4.6 3.8 0.0 7.4 1.8
Number of Traders in Each Category Total Traders: 36
0 4 0 . . 0 9 12 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 44,090
Positions
1,448 19,328 1,105 3,306 9,012 0 28,874 8,778 1,714 1,361 609 0 6,282 3,544
Changes from: August 15, 2017 Total Change is: -4,323
-294 -3,570 -814 938 -259 0 -4,879 -106 618 108 -200 -25 25 33
Percent of Open Interest Represented by Each Category of Trader
3.3 43.8 2.5 7.5 20.4 0.0 65.5 19.9 3.9 3.1 1.4 0.0 14.2 8.0
Number of Traders in Each Category Total Traders: 82
. 9 4 13 . 0 37 10 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 23,334
Positions
5,772 12,046 4,400 2,011 642 0 9,948 5,140 214 0 100 0 989 792
Changes from: August 15, 2017 Total Change is: 3,515
-318 969 82 220 -165 0 3,570 2,829 0 0 -200 0 -39 0
Percent of Open Interest Represented by Each Category of Trader
24.7 51.6 18.9 8.6 2.8 0.0 42.6 22.0 0.9 0.0 0.4 0.0 4.2 3.4
Number of Traders in Each Category Total Traders: 32
4 . . 7 . 0 8 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 77,046
Positions
7,210 54,119 1,315 13,716 2,147 218 40,986 5,748 1,773 1,463 1,129 304 10,061 10,293
Changes from: August 15, 2017 Total Change is: 203
-86 3,706 12 155 60 -81 -91 -2,742 -237 269 -174 -11 273 -331
Percent of Open Interest Represented by Each Category of Trader
9.4 70.2 1.7 17.8 2.8 0.3 53.2 7.5 2.3 1.9 1.5 0.4 13.1 13.4
Number of Traders in Each Category Total Traders: 117
13 27 5 15 4 . 34 13 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 154,092
Positions
14,420 108,237 2,631 27,432 4,293 435 81,971 11,496 3,547 2,925 2,258 609 20,122 20,586
Changes from: August 15, 2017 Total Change is: 405
-172 7,413 24 309 119 -161 -182 -5,483 -475 539 -347 -23 546 -661
Percent of Open Interest Represented by Each Category of Trader
9.4 70.2 1.7 17.8 2.8 0.3 53.2 7.5 2.3 1.9 1.5 0.4 13.1 13.4
Number of Traders in Each Category Total Traders: 117
13 27 5 15 4 . 34 13 12 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 870,727
Positions
44,547 157,473 40,525 324,656 168,808 79,954 93,896 116,214 138,948 25,505 38,136 28,872 93,823 101,796
Changes from: August 15, 2017 Total Change is: 7,186
-2,665 4,495 5,670 -5,504 -449 8,129 7,328 -2,487 -863 749 -237 -478 -5,181 -6,595
Percent of Open Interest Represented by Each Category of Trader
5.1 18.1 4.7 37.3 19.4 9.2 10.8 13.3 16.0 2.9 4.4 3.3 10.8 11.7
Number of Traders in Each Category Total Traders: 707
34 47 43 133 103 109 88 145 131 84 73 89
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 107,226
Positions
7,105 25,657 8,562 14,251 13,274 5,068 9,217 7,969 20,515 2,798 322 3,527 36,183 22,332
Changes from: August 15, 2017 Total Change is: -2,203
2,935 -539 769 1,038 -669 -752 2,491 835 -2,178 83 -330 195 -6,783 467
Percent of Open Interest Represented by Each Category of Trader
6.6 23.9 8.0 13.3 12.4 4.7 8.6 7.4 19.1 2.6 0.3 3.3 33.7 20.8
Number of Traders in Each Category Total Traders: 69
6 10 6 8 5 . 12 17 25 8 . 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 3,817,503
Positions
226,655 698,525 120,371 1,555,340 780,980 371,121 471,230 589,063 544,327 115,147 190,683 125,110 288,202 397,322
Changes from: August 15, 2017 Total Change is: 46,947
-14,723 38,444 11,235 -32,586 1,222 44,279 50,314 9,519 -19,551 1,865 -999 -1,895 8,009 -35,307
Percent of Open Interest Represented by Each Category of Trader
5.9 18.3 3.2 40.7 20.5 9.7 12.3 15.4 14.3 3.0 5.0 3.3 7.5 10.4
Number of Traders in Each Category Total Traders: 692
34 46 41 131 101 107 88 139 124 79 74 85
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 29,396
Positions
4,438 27,636 0 8,943 409 456 12,223 0 0 0 0 0 3,336 895
Changes from: August 15, 2017 Total Change is: -341
30 70 0 -85 -392 22 17 0 0 -270 0 0 -55 -41
Percent of Open Interest Represented by Each Category of Trader
15.1 94.0 0.0 30.4 1.4 1.6 41.6 0.0 0.0 0.0 0.0 0.0 11.3 3.0
Number of Traders in Each Category Total Traders: 21
. 6 0 5 . . 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 23,032
Positions
16,022 11,203 0 2,795 10,219 280 2,034 0 0 0 280 0 1,901 1,050
Changes from: August 15, 2017 Total Change is: 708
681 444 0 6 0 0 -18 0 0 0 280 0 39 -16
Percent of Open Interest Represented by Each Category of Trader
69.6 48.6 0.0 12.1 44.4 1.2 8.8 0.0 0.0 0.0 1.2 0.0 8.3 4.6
Number of Traders in Each Category Total Traders: 22
8 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 88,723
Positions
5,801 33,965 631 41,360 40,760 4,421 23,700 2,968 1,314 0 280 0 11,496 4,384
Changes from: August 15, 2017 Total Change is: -1,973
1,389 -2,897 66 -1,502 537 77 -1,566 -173 262 0 0 0 -699 155
Percent of Open Interest Represented by Each Category of Trader
6.5 38.3 0.7 46.6 45.9 5.0 26.7 3.3 1.5 0.0 0.3 0.0 13.0 4.9
Number of Traders in Each Category Total Traders: 82
4 10 . 26 17 15 19 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 61,335
Positions
14,404 13,892 1,243 11,333 9,140 1,338 19,773 19,291 2,757 2,602 4,342 710 7,175 8,622
Changes from: August 15, 2017 Total Change is: -2,539
2,468 -1,852 -53 -747 743 99 -4,523 486 -547 652 -420 -224 336 -771
Percent of Open Interest Represented by Each Category of Trader
23.5 22.6 2.0 18.5 14.9 2.2 32.2 31.5 4.5 4.2 7.1 1.2 11.7 14.1
Number of Traders in Each Category Total Traders: 285
15 28 9 47 31 21 51 65 32 15 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 306,673
Positions
72,019 69,460 6,214 56,667 45,699 6,688 98,863 96,456 13,786 13,010 21,711 3,550 35,876 43,109
Changes from: August 15, 2017 Total Change is: -12,696
12,339 -9,259 -263 -3,736 3,716 493 -22,617 2,428 -2,734 3,258 -2,101 -1,119 1,682 -3,857
Percent of Open Interest Represented by Each Category of Trader
23.5 22.6 2.0 18.5 14.9 2.2 32.2 31.5 4.5 4.2 7.1 1.2 11.7 14.1
Number of Traders in Each Category Total Traders: 285
15 28 9 47 31 21 51 65 32 15 33 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50)
CFTC Code #239742 Open Interest is 18,159
Positions
4,502 7,254 316 4,700 0 81 5,070 5,957 1,150 0 659 329 2,011 2,413
Changes from: August 15, 2017 Total Change is: 2,954
1,631 951 10 -325 0 25 451 1,298 740 0 -284 -53 475 268
Percent of Open Interest Represented by Each Category of Trader
24.8 39.9 1.7 25.9 0.0 0.4 27.9 32.8 6.3 0.0 3.6 1.8 11.1 13.3
Number of Traders in Each Category Total Traders: 27
4 5 . 4 0 . 6 7 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 565,640
Positions
99,669 79,221 4,012 209,378 204,994 48,185 157,189 185,346 12,760 13,391 7,770 236 20,819 23,115
Changes from: August 15, 2017 Total Change is: -2,039
13,394 -1,340 127 -6,843 2,829 710 -4,766 -6,249 -2,943 985 443 -273 -2,430 4,656
Percent of Open Interest Represented by Each Category of Trader
17.6 14.0 0.7 37.0 36.2 8.5 27.8 32.8 2.3 2.4 1.4 0.0 3.7 4.1
Number of Traders in Each Category Total Traders: 317
25 21 7 67 54 33 53 72 29 13 12 .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 34,424
Positions
1,143 18,368 0 16,773 1,023 96 5,849 1,926 221 3,865 10,501 0 6,477 2,289
Changes from: August 15, 2017 Total Change is: 136
-203 70 0 255 31 -392 -255 -120 113 1,151 342 0 -533 92
Percent of Open Interest Represented by Each Category of Trader
3.3 53.4 0.0 48.7 3.0 0.3 17.0 5.6 0.6 11.2 30.5 0.0 18.8 6.6
Number of Traders in Each Category Total Traders: 48
. . 0 17 . 4 10 6 4 4 4 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 57,444
Positions
16,414 6,565 1,259 11,389 11,480 2,126 14,068 8,088 608 1,674 1,415 0 9,906 25,903
Changes from: August 15, 2017 Total Change is: 3,600
2,398 -51 246 1,913 2,403 18 -1,483 -1,127 126 504 -18 0 -122 2,003
Percent of Open Interest Represented by Each Category of Trader
28.6 11.4 2.2 19.8 20.0 3.7 24.5 14.1 1.1 2.9 2.5 0.0 17.2 45.1
Number of Traders in Each Category Total Traders: 80
15 7 5 13 5 6 18 15 4 4 . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 345,266
Positions
51,587 208,283 19,263 191,430 76,405 15,643 41,675 5,688 12,016 2,573 1,519 0 11,079 6,449
Changes from: August 15, 2017 Total Change is: 15,554
-517 -2,870 15,116 159 1,394 509 -23 1,289 -1,242 0 -319 0 1,552 1,677
Percent of Open Interest Represented by Each Category of Trader
14.9 60.3 5.6 55.4 22.1 4.5 12.1 1.6 3.5 0.7 0.4 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 151
14 9 6 56 29 22 29 6 8 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,128,750
Positions
33,278 796,362 20,735 665,201 136,824 84,494 219,022 32,029 27,567 47,732 17,345 1,784 28,937 11,610
Changes from: August 15, 2017 Total Change is: 7,762
447 -695 -302 7,143 14,617 -4,977 4,485 4,328 -182 2,782 -787 -3,737 2,103 -503
Percent of Open Interest Represented by Each Category of Trader
2.9 70.6 1.8 58.9 12.1 7.5 19.4 2.8 2.4 4.2 1.5 0.2 2.6 1.0
Number of Traders in Each Category Total Traders: 358
23 21 11 128 47 54 65 23 18 41 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 99,088
Positions
20,295 35,164 63,491 6,277 0 5 8,192 0 398 408 30 0 22 0
Changes from: August 15, 2017 Total Change is: 2,350
-800 -550 2,900 0 0 0 0 0 0 250 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.5 35.5 64.1 6.3 0.0 0.0 8.3 0.0 0.4 0.4 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 11 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 947,593
Positions
5,928 51,585 26,796 290,324 187,184 154,915 98,637 111,378 155,648 8,518 56,051 20,216 186,612 183,820
Changes from: August 15, 2017 Total Change is: 43,635
-1,685 11,000 3,838 -2,987 -8,657 9,066 -11,066 -4,457 33,770 3,285 -3,902 573 8,840 2,404
Percent of Open Interest Represented by Each Category of Trader
0.6 5.4 2.8 30.6 19.8 16.3 10.4 11.8 16.4 0.9 5.9 2.1 19.7 19.4
Number of Traders in Each Category Total Traders: 170
. 21 17 43 26 39 21 38 46 4 13 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 890,626
Positions
0 165,717 5,643 476,697 24,507 127,969 72,412 413,801 41,825 32,469 9,818 6,643 126,967 94,703
Changes from: August 15, 2017 Total Change is: 20,252
0 4,705 -252 1,175 38 2,345 -1,103 15,180 1,696 332 -3,528 6,132 9,927 -6,064
Percent of Open Interest Represented by Each Category of Trader
0.0 18.6 0.6 53.5 2.8 14.4 8.1 46.5 4.7 3.6 1.1 0.7 14.3 10.6
Number of Traders in Each Category Total Traders: 117
0 16 5 49 10 33 10 24 19 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 1,602,699
Positions
39,765 178,243 21,211 456,143 216,905 194,474 434,998 355,725 114,640 190,039 349,137 10,833 140,595 161,530
Changes from: August 15, 2017 Total Change is: 90,049
-6,679 18,636 6,492 -18,521 22,892 -2,232 84,137 17,124 19,086 515 19 370 6,882 7,664
Percent of Open Interest Represented by Each Category of Trader
2.5 11.1 1.3 28.5 13.5 12.1 27.1 22.2 7.2 11.9 21.8 0.7 8.8 10.1
Number of Traders in Each Category Total Traders: 293
9 36 16 63 38 51 52 48 47 19 28 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 4,161,695
Positions
126,316 221,526 235,977 1,140,223 988,697 661,921 688,622 674,620 533,274 284,290 171,290 91,370 399,702 583,021
Changes from: August 15, 2017 Total Change is: 160,056
-22,339 19,756 47,105 6,685 -37,242 31,702 12,170 -20,242 70,689 -9,412 -466 17,214 6,242 31,541
Percent of Open Interest Represented by Each Category of Trader
3.0 5.3 5.7 27.4 23.8 15.9 16.5 16.2 12.8 6.8 4.1 2.2 9.6 14.0
Number of Traders in Each Category Total Traders: 425
23 38 48 64 100 94 62 81 94 23 33 26
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Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 420,012
Positions
10,942 12,669 5,523 122,479 178,995 32,098 142,343 48,530 10,305 9,240 8,660 0 87,082 123,232
Changes from: August 15, 2017 Total Change is: 2,027
1,789 5,522 1,613 2,112 -2,527 3,028 -3,305 354 -218 -3,713 200 0 721 -5,945
Percent of Open Interest Represented by Each Category of Trader
2.6 3.0 1.3 29.2 42.6 7.6 33.9 11.6 2.5 2.2 2.1 0.0 20.7 29.3
Number of Traders in Each Category Total Traders: 68
. 5 4 16 23 27 13 5 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 3,399,782
Positions
68,654 264,397 115,763 1,657,191 724,973 421,791 363,227 962,542 254,427 178,662 237,065 33,601 306,466 385,222
Changes from: August 15, 2017 Total Change is: 107,166
22,433 -8,872 17,248 26,670 -841 -17,825 16,389 77,664 32,577 -1,045 -1,112 882 9,836 7,445
Percent of Open Interest Represented by Each Category of Trader
2.0 7.8 3.4 48.7 21.3 12.4 10.7 28.3 7.5 5.3 7.0 1.0 9.0 11.3
Number of Traders in Each Category Total Traders: 313
9 31 22 61 56 71 46 65 66 20 25 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 1,679,210
Positions
473,939 217,267 504,103 12,619 32,792 20,769 53,803 276,128 429,273 77,716 58,655 73,473 33,515 66,750
Changes from: August 15, 2017 Total Change is: 44,936
17,026 18,890 6,550 0 1,159 1,017 -2,103 -14,940 25,758 -7,515 -694 5,427 -1,224 1,768
Percent of Open Interest Represented by Each Category of Trader
28.2 12.9 30.0 0.8 2.0 1.2 3.2 16.4 25.6 4.6 3.5 4.4 2.0 4.0
Number of Traders in Each Category Total Traders: 153
18 42 46 . 8 . 18 47 45 5 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 is21,526,976
Positions
4,733,307 1,168,197 3,838,094 117,946 2,083,625 878,635 703,076 2,059,609 8,092,969 702,823 494,879 1,746,257 713,870 1,164,713
Changes from: August 15, 2017 Total Change is: 115,487
-102,884 135,028 -3,173 8,518 -24,151 15,961 42,566 -149,205 68,275 -8,057 25,831 74,777 19,505 -27,857
Percent of Open Interest Represented by Each Category of Trader
22.0 5.4 17.8 0.5 9.7 4.1 3.3 9.6 37.6 3.3 2.3 8.1 3.3 5.4
Number of Traders in Each Category Total Traders: 357
27 56 78 9 40 39 53 108 120 11 42 41
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 31,230
Positions
2,830 5,501 0 193 12,584 111 18,601 8,690 0 9,143 3,952 310 42 82
Changes from: August 15, 2017 Total Change is: -324
-1,002 -21 0 -3 -332 0 711 -159 0 -315 0 271 14 -83
Percent of Open Interest Represented by Each Category of Trader
9.1 17.6 0.0 0.6 40.3 0.4 59.6 27.8 0.0 29.3 12.7 1.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 12 . 6 11 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 21,343
Positions
9,904 766 0 610 8,719 114 10,235 7,666 0 461 3,971 4 15 103
Changes from: August 15, 2017 Total Change is: -736
-61 -252 0 3 238 0 -320 -759 0 -309 77 -28 -21 -12
Percent of Open Interest Represented by Each Category of Trader
46.4 3.6 0.0 2.9 40.9 0.5 48.0 35.9 0.0 2.2 18.6 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 31
4 . 0 . 6 . 6 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 52,535
Positions
348 14,731 450 13,068 7,053 565 13,476 20,550 4,239 11,207 1,874 1 9,181 3,073
Changes from: August 15, 2017 Total Change is: 1,101
-36 -3 450 -78 451 47 -1,039 -605 354 1,963 134 -1 -560 274
Percent of Open Interest Represented by Each Category of Trader
0.7 28.0 0.9 24.9 13.4 1.1 25.7 39.1 8.1 21.3 3.6 0.0 17.5 5.8
Number of Traders in Each Category Total Traders: 157
. . . 10 8 . 34 36 17 50 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 556,057
Positions
122,586 49,085 30,820 57,023 74,104 91,849 103,820 159,660 87,991 12,998 6,601 17,662 31,308 38,285
Changes from: August 15, 2017 Total Change is: -47,543
-2,785 4,539 -15,697 -9,200 -6,146 10,875 -2,217 -16,859 -18,296 -3,981 -3,065 -1,808 -4,434 -1,086
Percent of Open Interest Represented by Each Category of Trader
22.0 8.8 5.5 10.3 13.3 16.5 18.7 28.7 15.8 2.3 1.2 3.2 5.6 6.9
Number of Traders in Each Category Total Traders: 257
21 8 18 23 26 20 62 66 64 21 12 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 22, 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 47,905
Positions
98 667 0 38,421 1,619 0 3,989 45,137 256 5,089 129 0 52 97
Changes from: August 15, 2017 Total Change is: -61
0 -317 0 0 91 0 -62 147 0 0 -1 0 1 19
Percent of Open Interest Represented by Each Category of Trader
0.2 1.4 0.0 80.2 3.4 0.0 8.3 94.2 0.5 10.6 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 39
. . 0 9 . 0 5 12 . 7 . 0
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Updated August 25, 2017