Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 225,909
Positions
25,861 121,641 7,120 44,010 4,563 7,852 70,951 22,402 21,466 3,910 10,480 1,997 42,743 28,389
Changes from: August 22, 2017 Total Change is: 5,984
103 770 -125 1,168 -502 1,043 3,504 3,512 951 -660 148 94 -94 93
Percent of Open Interest Represented by Each Category of Trader
11.4 53.8 3.2 19.5 2.0 3.5 31.4 9.9 9.5 1.7 4.6 0.9 18.9 12.6
Number of Traders in Each Category Total Traders: 102
5 8 8 16 4 8 38 18 20 4 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 43,454
Positions
4,984 7,446 614 3,787 3,577 0 18,409 11,468 2,377 0 2,719 0 13,282 15,253
Changes from: August 22, 2017 Total Change is: 1,569
-633 260 55 595 87 0 92 340 80 0 107 0 1,381 641
Percent of Open Interest Represented by Each Category of Trader
11.5 17.1 1.4 8.7 8.2 0.0 42.4 26.4 5.5 0.0 6.3 0.0 30.6 35.1
Number of Traders in Each Category Total Traders: 38
. 4 . 4 . 0 13 10 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 265,701
Positions
86,171 6,023 17,714 17,842 74,750 4,944 47,643 80,481 31,723 23,584 10,982 7,376 28,704 31,708
Changes from: August 22, 2017 Total Change is: 8,010
13,425 263 -1,376 -318 1,906 -863 666 5,899 1,035 -1,369 424 -174 -3,015 895
Percent of Open Interest Represented by Each Category of Trader
32.4 2.3 6.7 6.7 28.1 1.9 17.9 30.3 11.9 8.9 4.1 2.8 10.8 11.9
Number of Traders in Each Category Total Traders: 123
9 6 10 13 21 10 34 31 27 . 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 249,457
Positions
78,602 27,509 12,171 25,823 45,371 8,535 33,667 93,976 24,106 38,170 2,659 3,330 25,053 31,800
Changes from: August 22, 2017 Total Change is: -6,053
-5,253 1,250 -201 713 -773 -689 -5 -328 -1,185 -349 -2,744 -215 1,131 -1,168
Percent of Open Interest Represented by Each Category of Trader
31.5 11.0 4.9 10.4 18.2 3.4 13.5 37.7 9.7 15.3 1.1 1.3 10.0 12.7
Number of Traders in Each Category Total Traders: 116
9 8 7 16 15 10 31 28 27 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 582,900
Positions
55,096 167,026 29,693 189,340 92,122 29,393 77,158 46,577 77,501 23,873 62,505 10,573 90,274 67,511
Changes from: August 22, 2017 Total Change is: 26,937
5,576 1,219 1,059 -5,835 -706 4,356 376 -6,573 14,130 305 5,565 565 6,405 7,323
Percent of Open Interest Represented by Each Category of Trader
9.5 28.7 5.1 32.5 15.8 5.0 13.2 8.0 13.3 4.1 10.7 1.8 15.5 11.6
Number of Traders in Each Category Total Traders: 267
16 16 16 65 35 50 47 41 36 22 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 34,904
Positions
2,280 25,722 35 14,286 1,595 1,305 2,553 591 560 412 836 0 13,473 4,260
Changes from: August 22, 2017 Total Change is: 171
0 165 0 -373 -278 185 -344 -33 18 0 0 0 685 114
Percent of Open Interest Represented by Each Category of Trader
6.5 73.7 0.1 40.9 4.6 3.7 7.3 1.7 1.6 1.2 2.4 0.0 38.6 12.2
Number of Traders in Each Category Total Traders: 21
. . . 10 . 4 . . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 182,378
Positions
3,935 91,800 8,899 11,975 18,650 4,643 99,136 12,932 12,963 545 6,722 2,943 37,340 22,826
Changes from: August 22, 2017 Total Change is: 9,939
-462 7,797 -48 4,259 1,510 90 6,274 320 -460 -55 -513 122 220 1,121
Percent of Open Interest Represented by Each Category of Trader
2.2 50.3 4.9 6.6 10.2 2.5 54.4 7.1 7.1 0.3 3.7 1.6 20.5 12.5
Number of Traders in Each Category Total Traders: 101
5 10 10 10 12 9 41 15 21 . 7 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 33,170
Positions
2,412 24,964 51 8,529 0 0 19,709 3,637 113 772 2,990 0 1,584 1,415
Changes from: August 22, 2017 Total Change is: -1,673
-2,147 630 0 143 0 0 21 -2,553 -9 272 0 0 47 259
Percent of Open Interest Represented by Each Category of Trader
7.3 75.3 0.2 25.7 0.0 0.0 59.4 11.0 0.3 2.3 9.0 0.0 4.8 4.3
Number of Traders in Each Category Total Traders: 33
. 5 . 5 0 0 12 4 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 246,740
Positions
8,227 172,058 811 77,075 5,110 279 140,895 45,844 7,320 3,535 11,698 0 8,599 3,621
Changes from: August 22, 2017 Total Change is: 2,635
0 27 -165 1,044 -93 0 -2,057 -2,329 3,964 301 459 0 -453 772
Percent of Open Interest Represented by Each Category of Trader
3.3 69.7 0.3 31.2 2.1 0.1 57.1 18.6 3.0 1.4 4.7 0.0 3.5 1.5
Number of Traders in Each Category Total Traders: 161
. 10 . 20 7 . 59 32 12 14 15 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 34,051
Positions
0 13,806 9,217 5,385 410 38 16,405 8,749 0 1,136 960 0 1,870 871
Changes from: August 22, 2017 Total Change is: 9,305
0 -1,166 9,217 148 0 38 -121 808 -26 0 20 0 49 414
Percent of Open Interest Represented by Each Category of Trader
0.0 40.5 27.1 15.8 1.2 0.1 48.2 25.7 0.0 3.3 2.8 0.0 5.5 2.6
Number of Traders in Each Category Total Traders: 39
0 4 . 4 . . 12 11 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 43,732
Positions
1,600 16,010 1,978 2,995 9,023 0 28,563 11,237 1,396 1,580 968 0 5,620 3,120
Changes from: August 22, 2017 Total Change is: -358
152 -3,318 873 -311 11 0 -311 2,459 -318 219 359 0 -662 -424
Percent of Open Interest Represented by Each Category of Trader
3.7 36.6 4.5 6.8 20.6 0.0 65.3 25.7 3.2 3.6 2.2 0.0 12.9 7.1
Number of Traders in Each Category Total Traders: 83
. 9 4 12 . 0 36 11 9 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 25,925
Positions
5,151 12,213 5,430 2,743 629 0 11,510 6,632 97 0 100 0 994 824
Changes from: August 22, 2017 Total Change is: 2,591
-621 167 1,030 732 -13 0 1,562 1,492 -117 0 0 0 5 32
Percent of Open Interest Represented by Each Category of Trader
19.9 47.1 20.9 10.6 2.4 0.0 44.4 25.6 0.4 0.0 0.4 0.0 3.8 3.2
Number of Traders in Each Category Total Traders: 30
. . . 7 . 0 7 7 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 78,506
Positions
6,745 52,869 1,531 13,400 2,985 270 43,392 6,687 1,818 1,254 1,966 283 9,813 10,096
Changes from: August 22, 2017 Total Change is: 1,460
-465 -1,250 216 -316 839 53 2,406 939 44 -208 837 -21 -248 -197
Percent of Open Interest Represented by Each Category of Trader
8.6 67.3 2.0 17.1 3.8 0.3 55.3 8.5 2.3 1.6 2.5 0.4 12.5 12.9
Number of Traders in Each Category Total Traders: 122
14 24 6 15 4 . 37 16 10 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 157,012
Positions
13,491 105,738 3,062 26,800 5,970 540 86,783 13,375 3,636 2,508 3,933 567 19,626 20,192
Changes from: August 22, 2017 Total Change is: 2,920
-930 -2,499 431 -632 1,677 105 4,812 1,879 89 -417 1,675 -42 -496 -394
Percent of Open Interest Represented by Each Category of Trader
8.6 67.3 2.0 17.1 3.8 0.3 55.3 8.5 2.3 1.6 2.5 0.4 12.5 12.9
Number of Traders in Each Category Total Traders: 122
14 24 6 15 4 . 37 16 10 6 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 888,916
Positions
45,598 166,781 47,784 329,805 171,652 78,075 101,288 115,573 137,272 26,013 36,763 29,621 93,461 105,396
Changes from: August 22, 2017 Total Change is: 18,189
1,051 9,308 7,259 5,148 2,844 -1,879 7,392 -642 -1,675 508 -1,374 748 -362 3,599
Percent of Open Interest Represented by Each Category of Trader
5.1 18.8 5.4 37.1 19.3 8.8 11.4 13.0 15.4 2.9 4.1 3.3 10.5 11.9
Number of Traders in Each Category Total Traders: 719
35 45 46 130 108 109 100 142 135 82 77 91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 109,572
Positions
8,472 31,161 8,548 16,297 12,484 4,590 8,906 7,584 18,662 2,767 437 3,308 38,021 22,797
Changes from: August 22, 2017 Total Change is: 2,346
1,367 5,505 -13 2,046 -790 -478 -311 -385 -1,853 -31 115 -219 1,838 465
Percent of Open Interest Represented by Each Category of Trader
7.7 28.4 7.8 14.9 11.4 4.2 8.1 6.9 17.0 2.5 0.4 3.0 34.7 20.8
Number of Traders in Each Category Total Traders: 73
6 13 5 8 5 . 13 16 25 6 6 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 3,896,720
Positions
246,416 738,884 135,390 1,570,931 799,234 364,034 499,078 577,115 555,881 118,306 183,705 129,483 277,200 412,995
Changes from: August 22, 2017 Total Change is: 79,217
19,762 40,359 15,019 15,591 18,254 -7,087 27,848 -11,948 11,554 3,159 -6,979 4,372 -11,002 15,672
Percent of Open Interest Represented by Each Category of Trader
6.3 19.0 3.5 40.3 20.5 9.3 12.8 14.8 14.3 3.0 4.7 3.3 7.1 10.6
Number of Traders in Each Category Total Traders: 700
34 44 43 128 106 107 100 135 128 79 74 87
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 29,551
Positions
4,022 27,856 0 9,213 379 461 12,155 0 0 0 0 0 3,700 855
Changes from: August 22, 2017 Total Change is: 155
-416 220 0 270 -30 5 -68 0 0 0 0 0 364 -40
Percent of Open Interest Represented by Each Category of Trader
13.6 94.3 0.0 31.2 1.3 1.6 41.1 0.0 0.0 0.0 0.0 0.0 12.5 2.9
Number of Traders in Each Category Total Traders: 20
. 6 0 5 . . 6 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 23,015
Positions
15,909 11,144 0 2,723 10,219 280 1,737 0 0 0 280 0 2,366 1,092
Changes from: August 22, 2017 Total Change is: -17
-113 -59 0 -72 0 0 -297 0 0 0 0 0 465 42
Percent of Open Interest Represented by Each Category of Trader
69.1 48.4 0.0 11.8 44.4 1.2 7.5 0.0 0.0 0.0 1.2 0.0 10.3 4.7
Number of Traders in Each Category Total Traders: 20
7 4 0 4 . . . 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 87,361
Positions
4,923 33,700 15 41,413 40,723 4,497 23,132 2,334 1,435 0 280 0 11,946 4,377
Changes from: August 22, 2017 Total Change is: -1,362
-878 -265 -616 53 -37 76 -568 -634 121 0 0 0 450 -7
Percent of Open Interest Represented by Each Category of Trader
5.6 38.6 0.0 47.4 46.6 5.1 26.5 2.7 1.6 0.0 0.3 0.0 13.7 5.0
Number of Traders in Each Category Total Traders: 78
5 9 . 24 17 14 16 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 60,732
Positions
16,626 12,560 1,313 10,468 9,242 1,484 19,150 20,244 1,869 2,114 4,494 723 6,986 8,804
Changes from: August 22, 2017 Total Change is: -602
2,222 -1,332 70 -865 102 146 -623 952 -888 -488 152 13 -189 183
Percent of Open Interest Represented by Each Category of Trader
27.4 20.7 2.2 17.2 15.2 2.4 31.5 33.3 3.1 3.5 7.4 1.2 11.5 14.5
Number of Traders in Each Category Total Traders: 295
16 32 9 48 31 20 53 65 26 13 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 303,662
Positions
83,131 62,802 6,564 52,341 46,208 7,419 95,749 101,218 9,343 10,568 22,470 3,616 34,931 44,022
Changes from: August 22, 2017 Total Change is: -3,011
11,112 -6,659 350 -4,326 509 731 -3,115 4,761 -4,442 -2,442 759 66 -945 913
Percent of Open Interest Represented by Each Category of Trader
27.4 20.7 2.2 17.2 15.2 2.4 31.5 33.3 3.1 3.5 7.4 1.2 11.5 14.5
Number of Traders in Each Category Total Traders: 295
16 32 9 48 31 20 53 65 26 13 37 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 20,938
Positions
3,913 8,139 2,332 4,769 0 19 5,077 5,380 1,486 0 684 418 2,924 2,481
Changes from: August 22, 2017 Total Change is: 2,779
-589 885 2,016 69 0 -62 7 -576 336 0 25 89 913 67
Percent of Open Interest Represented by Each Category of Trader
18.7 38.9 11.1 22.8 0.0 0.1 24.2 25.7 7.1 0.0 3.3 2.0 14.0 11.8
Number of Traders in Each Category Total Traders: 29
. 8 4 4 0 . 7 6 5 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 556,170
Positions
105,247 79,465 5,188 202,994 203,804 47,613 150,684 181,316 10,240 12,323 7,329 471 21,410 20,744
Changes from: August 22, 2017 Total Change is: -9,470
5,578 244 1,176 -6,384 -1,190 -572 -6,505 -4,031 -2,520 -1,068 -441 234 590 -2,371
Percent of Open Interest Represented by Each Category of Trader
18.9 14.3 0.9 36.5 36.6 8.6 27.1 32.6 1.8 2.2 1.3 0.1 3.8 3.7
Number of Traders in Each Category Total Traders: 306
24 19 7 65 53 34 48 74 25 12 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 34,541
Positions
1,142 18,371 0 15,788 1,023 31 5,638 1,573 207 3,674 10,596 0 8,061 2,740
Changes from: August 22, 2017 Total Change is: 117
-1 3 0 -985 0 -65 -211 -353 -14 -191 95 0 1,584 451
Percent of Open Interest Represented by Each Category of Trader
3.3 53.2 0.0 45.7 3.0 0.1 16.3 4.6 0.6 10.6 30.7 0.0 23.3 7.9
Number of Traders in Each Category Total Traders: 44
. . 0 16 . . 9 5 5 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 56,161
Positions
14,584 7,734 1,707 10,450 14,546 2,195 12,914 7,145 723 1,967 1,152 0 11,621 20,959
Changes from: August 22, 2017 Total Change is: -1,283
-1,830 1,169 448 -939 3,066 69 -1,154 -943 115 293 -263 0 1,715 -4,944
Percent of Open Interest Represented by Each Category of Trader
26.0 13.8 3.0 18.6 25.9 3.9 23.0 12.7 1.3 3.5 2.1 0.0 20.7 37.3
Number of Traders in Each Category Total Traders: 73
12 9 5 11 5 5 16 14 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 342,907
Positions
47,823 205,163 19,429 194,316 77,544 15,645 42,975 7,334 11,515 2,568 1,510 0 8,636 4,767
Changes from: August 22, 2017 Total Change is: -2,359
-3,764 -3,120 166 2,886 1,139 2 1,300 1,646 -501 -5 -9 0 -2,443 -1,682
Percent of Open Interest Represented by Each Category of Trader
13.9 59.8 5.7 56.7 22.6 4.6 12.5 2.1 3.4 0.7 0.4 0.0 2.5 1.4
Number of Traders in Each Category Total Traders: 150
11 9 6 56 30 21 31 5 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 1,142,934
Positions
34,891 803,348 29,580 662,477 137,993 82,586 229,935 30,707 26,844 45,748 17,385 1,185 29,689 13,307
Changes from: August 22, 2017 Total Change is: 14,184
1,613 6,986 8,844 -2,724 1,169 -1,908 10,913 -1,322 -723 -1,984 40 -600 752 1,697
Percent of Open Interest Represented by Each Category of Trader
3.1 70.3 2.6 58.0 12.1 7.2 20.1 2.7 2.3 4.0 1.5 0.1 2.6 1.2
Number of Traders in Each Category Total Traders: 364
23 21 11 128 47 54 70 24 20 41 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 101,938
Positions
23,603 38,472 63,033 6,277 0 5 8,192 0 398 408 30 0 22 0
Changes from: August 22, 2017 Total Change is: 2,850
3,308 3,308 -458 0 0 0 0 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
23.2 37.7 61.8 6.2 0.0 0.0 8.0 0.0 0.4 0.4 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 23
. 12 8 . 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 894,681
Positions
6,761 58,506 24,963 289,799 193,352 135,562 98,601 97,634 136,476 10,746 55,198 12,319 179,453 180,671
Changes from: August 22, 2017 Total Change is: -52,912
834 6,921 -1,833 -525 6,168 -19,353 -36 -13,743 -19,172 2,228 -853 -7,897 -7,158 -3,149
Percent of Open Interest Represented by Each Category of Trader
0.8 6.5 2.8 32.4 21.6 15.2 11.0 10.9 15.3 1.2 6.2 1.4 20.1 20.2
Number of Traders in Each Category Total Traders: 167
5 18 18 44 25 39 25 33 42 7 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 896,626
Positions
3,387 153,392 2,872 482,124 22,991 125,907 63,123 415,048 73,068 30,880 9,345 523 114,741 93,480
Changes from: August 22, 2017 Total Change is: 6,000
3,387 -12,325 -2,771 5,427 -1,516 -2,062 -9,289 1,247 31,243 -1,589 -473 -6,120 -12,226 -1,223
Percent of Open Interest Represented by Each Category of Trader
0.4 17.1 0.3 53.8 2.6 14.0 7.0 46.3 8.1 3.4 1.0 0.1 12.8 10.4
Number of Traders in Each Category Total Traders: 117
. 15 5 52 10 34 12 21 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 1,627,649
Positions
39,039 170,241 25,443 403,097 229,772 181,108 461,960 324,844 179,606 174,274 341,735 13,502 149,620 161,397
Changes from: August 22, 2017 Total Change is: 24,950
-726 -8,001 4,232 -53,046 12,868 -13,366 26,961 -30,881 64,966 -15,765 -7,403 2,669 9,025 -133
Percent of Open Interest Represented by Each Category of Trader
2.4 10.5 1.6 24.8 14.1 11.1 28.4 20.0 11.0 10.7 21.0 0.8 9.2 9.9
Number of Traders in Each Category Total Traders: 293
9 32 18 59 42 51 57 48 52 19 27 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 4,200,919
Positions
103,387 256,309 191,977 1,123,177 934,956 639,489 662,858 680,933 651,172 297,897 152,108 99,291 431,671 594,683
Changes from: August 22, 2017 Total Change is: 39,224
-22,929 34,783 -44,000 -17,046 -53,741 -22,432 -25,764 6,313 117,898 13,606 -19,181 7,921 31,969 11,662
Percent of Open Interest Represented by Each Category of Trader
2.5 6.1 4.6 26.7 22.3 15.2 15.8 16.2 15.5 7.1 3.6 2.4 10.3 14.2
Number of Traders in Each Category Total Traders: 414
16 38 43 60 101 91 62 78 97 20 38 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 427,575
Positions
7,710 10,731 11,541 121,362 177,050 30,547 146,160 43,242 10,888 11,575 10,861 0 87,792 132,715
Changes from: August 22, 2017 Total Change is: 7,563
-3,232 -1,938 6,018 -1,117 -1,945 -1,551 3,817 -5,288 583 2,335 2,201 0 710 9,483
Percent of Open Interest Represented by Each Category of Trader
1.8 2.5 2.7 28.4 41.4 7.1 34.2 10.1 2.5 2.7 2.5 0.0 20.5 31.0
Number of Traders in Each Category Total Traders: 67
. 5 4 15 23 28 12 4 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 3,516,231
Positions
92,986 270,160 87,943 1,635,191 708,020 389,262 409,340 1,046,494 330,111 181,781 231,768 35,570 354,046 416,902
Changes from: August 22, 2017 Total Change is: 116,449
24,332 5,763 -27,821 -22,000 -16,953 -32,529 46,114 83,952 75,684 3,119 -5,297 1,970 47,580 31,680
Percent of Open Interest Represented by Each Category of Trader
2.6 7.7 2.5 46.5 20.1 11.1 11.6 29.8 9.4 5.2 6.6 1.0 10.1 11.9
Number of Traders in Each Category Total Traders: 300
10 30 25 58 54 64 49 53 62 19 27 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 1,758,586
Positions
510,621 211,951 531,373 14,078 31,763 20,660 63,208 306,678 443,397 69,003 72,877 69,878 36,367 70,009
Changes from: August 22, 2017 Total Change is: 79,376
36,682 -5,316 27,270 1,459 -1,029 -109 9,405 30,550 14,124 -8,713 14,222 -3,595 2,853 3,258
Percent of Open Interest Represented by Each Category of Trader
29.0 12.1 30.2 0.8 1.8 1.2 3.6 17.4 25.2 3.9 4.1 4.0 2.1 4.0
Number of Traders in Each Category Total Traders: 162
18 44 50 . 8 . 18 52 48 6 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 is22,004,321
Positions
4,663,134 1,199,081 3,923,986 140,285 2,076,733 928,112 812,523 2,052,103 8,341,961 672,053 526,915 1,809,164 713,103 1,146,266
Changes from: August 22, 2017 Total Change is: 477,345
-70,173 30,884 85,892 22,339 -6,892 49,477 109,447 -7,506 248,992 -30,770 32,037 62,907 -767 -18,446
Percent of Open Interest Represented by Each Category of Trader
21.2 5.4 17.8 0.6 9.4 4.2 3.7 9.3 37.9 3.1 2.4 8.2 3.2 5.2
Number of Traders in Each Category Total Traders: 369
27 61 83 8 42 40 53 111 125 11 43 40
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 31,952
Positions
2,948 5,879 0 180 12,624 109 18,874 8,964 0 9,504 3,977 316 21 83
Changes from: August 22, 2017 Total Change is: 722
118 378 0 -13 40 -2 273 274 0 361 25 6 -21 1
Percent of Open Interest Represented by Each Category of Trader
9.2 18.4 0.0 0.6 39.5 0.3 59.1 28.1 0.0 29.7 12.4 1.0 0.1 0.3
Number of Traders in Each Category Total Traders: 49
. 7 0 . 12 . 6 11 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 21,015
Positions
10,152 726 0 527 8,722 114 9,725 7,441 0 461 3,902 4 32 106
Changes from: August 22, 2017 Total Change is: -328
248 -40 0 -83 3 0 -510 -225 0 0 -69 0 17 3
Percent of Open Interest Represented by Each Category of Trader
48.3 3.5 0.0 2.5 41.5 0.5 46.3 35.4 0.0 2.2 18.6 0.0 0.2 0.5
Number of Traders in Each Category Total Traders: 30
4 . 0 . 6 . 6 7 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 58,299
Positions
401 14,749 0 13,664 7,056 569 22,082 23,315 4,795 7,805 4,616 0 8,982 3,198
Changes from: August 22, 2017 Total Change is: 5,764
53 18 -450 596 3 4 8,606 2,765 557 -3,402 2,742 0 -199 126
Percent of Open Interest Represented by Each Category of Trader
0.7 25.3 0.0 23.4 12.1 1.0 37.9 40.0 8.2 13.4 7.9 0.0 15.4 5.5
Number of Traders in Each Category Total Traders: 152
. 4 0 10 8 . 32 39 18 44 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 578,391
Positions
124,152 47,071 32,805 58,917 70,282 94,896 110,542 180,117 90,755 15,549 8,297 17,165 33,610 37,003
Changes from: August 22, 2017 Total Change is: 22,334
1,566 -2,014 1,985 1,894 -3,822 3,047 6,722 20,457 2,764 2,551 1,696 -497 2,302 -1,282
Percent of Open Interest Represented by Each Category of Trader
21.5 8.1 5.7 10.2 12.2 16.4 19.1 31.1 15.7 2.7 1.4 3.0 5.8 6.4
Number of Traders in Each Category Total Traders: 253
18 10 19 22 26 20 54 76 64 19 13 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of August 29, 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 48,971
Positions
1,032 0 0 38,433 1,553 0 3,978 46,928 256 5,204 132 0 68 102
Changes from: August 22, 2017 Total Change is: 1,066
934 -667 0 12 -66 0 -11 1,791 0 115 3 0 16 5
Percent of Open Interest Represented by Each Category of Trader
2.1 0.0 0.0 78.5 3.2 0.0 8.1 95.8 0.5 10.6 0.3 0.0 0.1 0.2
Number of Traders in Each Category Total Traders: 39
. 0 0 9 . 0 5 11 . 8 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 1, 2017