Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 176,871
Positions
9,151 107,581 265 48,782 10,576 2,706 63,792 32,029 3,231 6,092 1,592 405 42,447 18,486
Changes from: January 23, 2018 Total Change is: 8,022
2,659 13,823 64 525 -407 769 3,985 -5,267 -704 70 -986 -15 669 745
Percent of Open Interest Represented by Each Category of Trader
5.2 60.8 0.1 27.6 6.0 1.5 36.1 18.1 1.8 3.4 0.9 0.2 24.0 10.5
Number of Traders in Each Category Total Traders: 101
4 11 5 21 5 4 27 22 14 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 72,587
Positions
29,085 14,868 29 3,623 5,963 535 25,229 33,850 1,268 480 1,776 0 12,338 14,298
Changes from: January 23, 2018 Total Change is: 820
-7,120 4,606 -39 2,306 -398 0 3,538 -810 333 0 0 0 1,802 -2,872
Percent of Open Interest Represented by Each Category of Trader
40.1 20.5 0.0 5.0 8.2 0.7 34.8 46.6 1.7 0.7 2.4 0.0 17.0 19.7
Number of Traders in Each Category Total Traders: 49
5 5 . . 6 . 13 16 8 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 235,080
Positions
39,333 86,756 2,496 38,120 65,403 4,869 100,227 37,526 4,223 1,812 8,709 0 44,000 25,098
Changes from: January 23, 2018 Total Change is: -1,352
-235 1,218 -846 -3,487 -1,342 48 -870 -1,055 1,071 -123 0 -36 3,126 -410
Percent of Open Interest Represented by Each Category of Trader
16.7 36.9 1.1 16.2 27.8 2.1 42.6 16.0 1.8 0.8 3.7 0.0 18.7 10.7
Number of Traders in Each Category Total Traders: 127
8 8 . 18 20 6 46 21 16 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 260,237
Positions
115,856 72,589 886 35,064 12,941 8,478 62,216 132,263 4,194 1,742 1,577 165 31,636 27,144
Changes from: January 23, 2018 Total Change is: 19,101
-299 34,148 -258 6,205 -4,626 181 8,238 -7,828 107 -347 358 71 5,203 -3,052
Percent of Open Interest Represented by Each Category of Trader
44.5 27.9 0.3 13.5 5.0 3.3 23.9 50.8 1.6 0.7 0.6 0.1 12.2 10.4
Number of Traders in Each Category Total Traders: 123
7 10 4 21 15 9 34 28 19 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 603,460
Positions
50,889 337,544 6,769 267,255 117,303 22,287 128,097 51,244 12,615 24,791 7,386 1,317 89,440 46,995
Changes from: January 23, 2018 Total Change is: -5,223
3,348 9,067 121 -6,136 -298 1,997 932 -16,898 178 10 655 372 -6,045 -417
Percent of Open Interest Represented by Each Category of Trader
8.4 55.9 1.1 44.3 19.4 3.7 21.2 8.5 2.1 4.1 1.2 0.2 14.8 7.8
Number of Traders in Each Category Total Traders: 270
19 14 13 79 30 42 58 33 20 27 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 37,989
Positions
626 23,420 10 20,605 2,222 1,557 691 5,321 687 0 771 5 13,808 3,996
Changes from: January 23, 2018 Total Change is: -186
0 -77 0 -600 -30 50 10 226 -25 0 352 -5 384 -677
Percent of Open Interest Represented by Each Category of Trader
1.6 61.6 0.0 54.2 5.8 4.1 1.8 14.0 1.8 0.0 2.0 0.0 36.3 10.5
Number of Traders in Each Category Total Traders: 28
. . . 16 . 6 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 29,104
Positions
2,047 8,052 414 12,571 6,483 1,960 3,116 9,045 12 0 0 0 8,984 3,138
Changes from: January 23, 2018 Total Change is: 371
-416 -660 414 212 -267 -109 562 1,667 0 0 0 0 -292 -674
Percent of Open Interest Represented by Each Category of Trader
7.0 27.7 1.4 43.2 22.3 6.7 10.7 31.1 0.0 0.0 0.0 0.0 30.9 10.8
Number of Traders in Each Category Total Traders: 22
. . . 8 4 8 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 140,204
Positions
18,664 55,145 1,012 18,453 20,023 2,171 61,394 34,768 1,542 213 0 58 36,697 25,485
Changes from: January 23, 2018 Total Change is: -972
-809 2,501 263 540 -2,370 -91 -1,670 -2,603 -1,108 -324 0 52 2,175 2,384
Percent of Open Interest Represented by Each Category of Trader
13.3 39.3 0.7 13.2 14.3 1.5 43.8 24.8 1.1 0.2 0.0 0.0 26.2 18.2
Number of Traders in Each Category Total Traders: 99
8 10 4 14 10 6 37 19 14 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 58,940
Positions
0 50,374 226 27,786 0 0 28,005 7,209 0 505 117 0 2,418 1,014
Changes from: January 23, 2018 Total Change is: -3,623
0 -338 0 -4,714 0 0 930 -3,118 0 -5 -23 0 166 -144
Percent of Open Interest Represented by Each Category of Trader
0.0 85.5 0.4 47.1 0.0 0.0 47.5 12.2 0.0 0.9 0.2 0.0 4.1 1.7
Number of Traders in Each Category Total Traders: 31
0 6 . 4 0 0 13 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 188,829
Positions
9,755 90,231 262 71,270 14,232 159 94,177 66,381 4,475 1,863 9,782 0 6,868 3,307
Changes from: January 23, 2018 Total Change is: 9,846
-2,239 9,761 -93 -1,368 5,446 -30 14,580 -4,046 -425 -225 -773 0 -354 6
Percent of Open Interest Represented by Each Category of Trader
5.2 47.8 0.1 37.7 7.5 0.1 49.9 35.2 2.4 1.0 5.2 0.0 3.6 1.8
Number of Traders in Each Category Total Traders: 146
4 10 . 17 8 . 63 24 10 8 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 36,701
Positions
0 12,266 8,572 12,131 0 0 12,972 13,862 19 1,220 1,020 3 1,784 959
Changes from: January 23, 2018 Total Change is: 6,096
0 -200 7,422 -359 -223 0 327 -249 -1,164 -136 110 3 3 397
Percent of Open Interest Represented by Each Category of Trader
0.0 33.4 23.4 33.1 0.0 0.0 35.3 37.8 0.1 3.3 2.8 0.0 4.9 2.6
Number of Traders in Each Category Total Traders: 35
0 4 4 4 0 0 9 10 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 55,783
Positions
20,628 18,248 164 6,168 3,259 0 23,858 30,197 173 130 615 0 4,662 3,127
Changes from: January 23, 2018 Total Change is: 2,409
-3,481 4,476 11 1,631 -1,075 0 5,215 1,071 -1,339 20 226 0 352 -961
Percent of Open Interest Represented by Each Category of Trader
37.0 32.7 0.3 11.1 5.8 0.0 42.8 54.1 0.3 0.2 1.1 0.0 8.4 5.6
Number of Traders in Each Category Total Traders: 87
4 8 . 11 4 0 35 19 5 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 14,392
Positions
1,227 7,790 1,273 7,695 142 0 2,629 4,099 204 0 0 0 1,364 884
Changes from: January 23, 2018 Total Change is: 1,100
-1,038 -15 1,038 1,147 -24 0 -15 97 0 0 0 0 -32 4
Percent of Open Interest Represented by Each Category of Trader
8.5 54.1 8.8 53.5 1.0 0.0 18.3 28.5 1.4 0.0 0.0 0.0 9.5 6.1
Number of Traders in Each Category Total Traders: 26
. 4 . 5 . 0 8 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,825
Positions
9,889 54,760 1,416 16,038 4,330 830 28,814 6,746 2,940 4,425 810 0 13,475 5,996
Changes from: January 23, 2018 Total Change is: -563
-336 667 43 -542 343 514 -140 -2,198 -486 295 555 0 90 0
Percent of Open Interest Represented by Each Category of Trader
12.7 70.4 1.8 20.6 5.6 1.1 37.0 8.7 3.8 5.7 1.0 0.0 17.3 7.7
Number of Traders in Each Category Total Traders: 118
18 17 . 19 4 4 35 12 9 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 155,650
Positions
19,778 109,519 2,832 32,076 8,659 1,659 57,627 13,491 5,879 8,849 1,620 0 26,950 11,991
Changes from: January 23, 2018 Total Change is: -1,125
-672 1,334 85 -1,084 685 1,028 -280 -4,396 -971 590 1,110 0 179 0
Percent of Open Interest Represented by Each Category of Trader
12.7 70.4 1.8 20.6 5.6 1.1 37.0 8.7 3.8 5.7 1.0 0.0 17.3 7.7
Number of Traders in Each Category Total Traders: 118
18 17 . 19 4 4 35 12 9 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 17,184
Positions
933 14,736 0 11,868 800 510 1,579 569 250 500 0 0 1,544 319
Changes from: January 23, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.4 85.8 0.0 69.1 4.7 3.0 9.2 3.3 1.5 2.9 0.0 0.0 9.0 1.9
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 755,004
Positions
43,300 230,778 43,882 345,036 156,527 64,024 100,245 105,870 32,395 28,207 41,769 4,888 93,026 74,869
Changes from: January 23, 2018 Total Change is: 1,807
-4,553 19,679 7,300 -18,720 -5,711 751 7,987 -15,900 -2,287 2,505 -423 -4,033 12,858 2,431
Percent of Open Interest Represented by Each Category of Trader
5.7 30.6 5.8 45.7 20.7 8.5 13.3 14.0 4.3 3.7 5.5 0.6 12.3 9.9
Number of Traders in Each Category Total Traders: 631
34 46 31 154 91 102 106 97 81 52 48 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,811
Positions
23,892 33,716 660 9,837 19,353 1,468 7,187 7,229 0 2,883 608 0 29,884 12,777
Changes from: January 23, 2018 Total Change is: 6,108
3,008 9,390 660 -104 161 30 -233 -4,901 0 -62 463 0 2,809 305
Percent of Open Interest Represented by Each Category of Trader
31.5 44.5 0.9 13.0 25.5 1.9 9.5 9.5 0.0 3.8 0.8 0.0 39.4 16.9
Number of Traders in Each Category Total Traders: 53
9 9 . 6 6 4 6 10 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 23,439
Positions
20,824 5,660 0 224 14,468 268 0 2,090 77 0 0 0 2,046 876
Changes from: January 23, 2018 Total Change is: 141
-27 471 0 -15 -311 202 0 2 -2 0 0 0 -17 -221
Percent of Open Interest Represented by Each Category of Trader
88.8 24.1 0.0 1.0 61.7 1.1 0.0 8.9 0.3 0.0 0.0 0.0 8.7 3.7
Number of Traders in Each Category Total Traders: 21
8 4 0 . 6 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 12,658
Positions
635 11,552 0 5,102 0 296 4,258 230 0 0 0 0 2,367 580
Changes from: January 23, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.0 91.3 0.0 40.3 0.0 2.3 33.6 1.8 0.0 0.0 0.0 0.0 18.7 4.6
Number of Traders in Each Category Total Traders: 20
. 8 0 6 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,395,965
Positions
212,367 1,100,636 100,787 1,684,703 694,580 304,072 509,045 536,961 118,219 129,956 209,143 21,106 315,710 310,461
Changes from: January 23, 2018 Total Change is: -21,504
-17,181 72,070 12,574 -94,160 -30,440 4,684 28,872 -67,221 794 15,114 -2,151 -22,445 50,244 10,631
Percent of Open Interest Represented by Each Category of Trader
6.3 32.4 3.0 49.6 20.5 9.0 15.0 15.8 3.5 3.8 6.2 0.6 9.3 9.1
Number of Traders in Each Category Total Traders: 625
33 46 27 155 89 99 105 97 78 52 47 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,001
Positions
5,133 28,887 0 6,572 0 700 12,930 0 0 439 0 0 4,227 414
Changes from: January 23, 2018 Total Change is: -108
0 -153 0 -220 0 0 -282 0 0 -150 0 0 544 45
Percent of Open Interest Represented by Each Category of Trader
17.1 96.3 0.0 21.9 0.0 2.3 43.1 0.0 0.0 1.5 0.0 0.0 14.1 1.4
Number of Traders in Each Category Total Traders: 24
. 8 0 6 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 13,478
Positions
3,983 9,263 0 6,395 1,194 1,398 0 1,148 94 322 0 0 1,286 381
Changes from: January 23, 2018 Total Change is: -565
0 -168 0 -892 0 64 0 2 -2 0 0 0 265 -461
Percent of Open Interest Represented by Each Category of Trader
29.6 68.7 0.0 47.4 8.9 10.4 0.0 8.5 0.7 2.4 0.0 0.0 9.5 2.8
Number of Traders in Each Category Total Traders: 23
4 8 0 8 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 23,699
Positions
19,051 16,262 0 1,132 4,810 266 2,181 521 0 0 671 0 1,069 1,169
Changes from: January 23, 2018 Total Change is: -68
207 -294 0 82 0 0 -353 0 0 0 0 0 -4 226
Percent of Open Interest Represented by Each Category of Trader
80.4 68.6 0.0 4.8 20.3 1.1 9.2 2.2 0.0 0.0 2.8 0.0 4.5 4.9
Number of Traders in Each Category Total Traders: 22
8 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 89,632
Positions
4,081 43,880 684 41,288 32,469 4,299 23,368 2,619 1,577 0 200 0 14,335 3,904
Changes from: January 23, 2018 Total Change is: -153
-40 -1,325 -21 -1,288 660 446 -296 154 -170 0 -40 0 1,216 143
Percent of Open Interest Represented by Each Category of Trader
4.6 49.0 0.8 46.1 36.2 4.8 26.1 2.9 1.8 0.0 0.2 0.0 16.0 4.4
Number of Traders in Each Category Total Traders: 82
4 10 . 32 14 11 17 4 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,944
Positions
11,239 13,475 1,543 13,889 11,548 1,312 12,925 12,943 1,081 2,287 3,398 98 7,570 6,547
Changes from: January 23, 2018 Total Change is: 751
-525 685 390 -942 146 202 706 -1,457 294 87 518 0 540 -26
Percent of Open Interest Represented by Each Category of Trader
21.6 25.9 3.0 26.7 22.2 2.5 24.9 24.9 2.1 4.4 6.5 0.2 14.6 12.6
Number of Traders in Each Category Total Traders: 279
20 22 5 46 34 23 48 56 18 24 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 259,722
Positions
56,196 67,373 7,717 69,443 57,742 6,561 64,624 64,713 5,403 11,435 16,988 492 37,851 32,733
Changes from: January 23, 2018 Total Change is: 3,754
-2,626 3,426 1,950 -4,712 730 1,008 3,531 -7,285 1,468 437 2,589 0 2,698 -132
Percent of Open Interest Represented by Each Category of Trader
21.6 25.9 3.0 26.7 22.2 2.5 24.9 24.9 2.1 4.4 6.5 0.2 14.6 12.6
Number of Traders in Each Category Total Traders: 279
20 22 5 46 34 23 48 56 18 24 28 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 546,547
Positions
41,615 167,623 4,121 246,211 188,854 38,651 166,625 121,646 8,305 19,068 2,433 15 21,936 14,899
Changes from: January 23, 2018 Total Change is: 114
-6,217 2,624 1,392 -6,529 1,384 3,112 7,720 -6,178 -530 -93 139 0 1,259 -1,829
Percent of Open Interest Represented by Each Category of Trader
7.6 30.7 0.8 45.0 34.6 7.1 30.5 22.3 1.5 3.5 0.4 0.0 4.0 2.7
Number of Traders in Each Category Total Traders: 305
16 27 4 82 44 35 59 60 20 12 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,450
Positions
13,635 13,846 597 1,474 1,124 0 647 1,443 24 1,425 1,450 230 5,418 4,736
Changes from: January 23, 2018 Total Change is: 315
37 119 -93 235 0 0 408 -205 11 280 130 0 -563 353
Percent of Open Interest Represented by Each Category of Trader
58.1 59.0 2.5 6.3 4.8 0.0 2.8 6.2 0.1 6.1 6.2 1.0 23.1 20.2
Number of Traders in Each Category Total Traders: 38
10 9 . 5 . 0 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 50,728
Positions
950 28,366 0 25,159 921 148 12,160 2,068 82 2,284 16,080 0 9,945 3,063
Changes from: January 23, 2018 Total Change is: 764
-41 3,200 0 -906 0 -85 871 -65 0 773 -529 -300 452 -1,457
Percent of Open Interest Represented by Each Category of Trader
1.9 55.9 0.0 49.6 1.8 0.3 24.0 4.1 0.2 4.5 31.7 0.0 19.6 6.0
Number of Traders in Each Category Total Traders: 48
. 4 0 19 . . 9 5 . 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 68,208
Positions
14,887 11,566 988 19,918 6,940 3,130 7,080 12,594 952 11,527 1,146 0 9,726 30,892
Changes from: January 23, 2018 Total Change is: 1,825
3,661 2,162 -985 -1,943 4,106 -176 -108 -3,233 204 670 0 0 502 -253
Percent of Open Interest Represented by Each Category of Trader
21.8 17.0 1.4 29.2 10.2 4.6 10.4 18.5 1.4 16.9 1.7 0.0 14.3 45.3
Number of Traders in Each Category Total Traders: 84
15 11 . 16 5 7 13 17 7 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 285,734
Positions
21,671 180,014 4,087 186,072 62,432 22,026 38,670 9,636 1,959 2,470 1,163 0 8,779 4,417
Changes from: January 23, 2018 Total Change is: -404
1,210 -3,507 57 -602 1,404 1,865 -2,127 1,466 -334 2 -16 0 -475 -1,339
Percent of Open Interest Represented by Each Category of Trader
7.6 63.0 1.4 65.1 21.8 7.7 13.5 3.4 0.7 0.9 0.4 0.0 3.1 1.5
Number of Traders in Each Category Total Traders: 157
6 15 5 65 24 22 31 8 8 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,086,920
Positions
33,355 791,435 4,707 660,906 145,460 65,603 217,674 39,743 18,849 56,292 12,277 467 29,067 8,379
Changes from: January 23, 2018 Total Change is: 22,013
-1,271 25,326 -525 17,657 7,111 -2,887 9,926 -6,749 -1,376 406 191 -197 280 1,119
Percent of Open Interest Represented by Each Category of Trader
3.1 72.8 0.4 60.8 13.4 6.0 20.0 3.7 1.7 5.2 1.1 0.0 2.7 0.8
Number of Traders in Each Category Total Traders: 384
22 20 6 145 44 44 83 24 14 42 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 97,143
Positions
18,556 34,396 60,288 10,546 0 0 2,388 1,631 798 4,520 30 0 47 0
Changes from: January 23, 2018 Total Change is: 2,245
327 4,617 -2,372 21 0 0 266 0 0 4,000 0 0 3 0
Percent of Open Interest Represented by Each Category of Trader
19.1 35.4 62.1 10.9 0.0 0.0 2.5 1.7 0.8 4.7 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 34
5 11 8 8 0 0 4 . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 803,696
Positions
26,546 43,121 10,875 287,061 271,925 151,442 132,854 119,735 16,116 20,641 27,218 97 158,064 163,167
Changes from: January 23, 2018 Total Change is: -5,483
-398 -11,745 4,673 -44,506 1,612 31,298 -2,882 -17,524 -3,187 -2,694 -4,389 -37 12,250 -6,184
Percent of Open Interest Represented by Each Category of Trader
3.3 5.4 1.4 35.7 33.8 18.8 16.5 14.9 2.0 2.6 3.4 0.0 19.7 20.3
Number of Traders in Each Category Total Traders: 171
9 14 5 41 34 35 22 38 25 7 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 896,516
Positions
6,897 109,517 176 495,193 102,504 155,020 54,702 392,243 20,682 39,312 8,516 1,155 123,379 106,703
Changes from: January 23, 2018 Total Change is: -156
-1,095 -9,499 -1,495 -5,438 -6,271 5,010 1,100 -2,422 -1,761 1,318 42 0 2,205 16,240
Percent of Open Interest Represented by Each Category of Trader
0.8 12.2 0.0 55.2 11.4 17.3 6.1 43.8 2.3 4.4 0.9 0.1 13.8 11.9
Number of Traders in Each Category Total Traders: 114
. 13 . 46 16 35 15 16 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,971,694
Positions
99,106 188,689 17,434 754,719 383,188 214,886 464,474 559,458 89,392 206,802 329,983 4,528 120,353 184,136
Changes from: January 23, 2018 Total Change is: 40,115
-30,172 26,561 6,609 46,515 6,404 -9,074 -7,438 -42,212 20,241 14,043 26,924 1,808 -2,417 2,854
Percent of Open Interest Represented by Each Category of Trader
5.0 9.6 0.9 38.3 19.4 10.9 23.6 28.4 4.5 10.5 16.7 0.2 6.1 9.3
Number of Traders in Each Category Total Traders: 331
15 34 13 76 46 55 50 61 45 22 27 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 3,566,655
Positions
144,734 174,813 53,978 1,511,252 1,080,326 451,625 531,222 824,428 181,706 360,837 184,813 24,870 306,431 590,096
Changes from: January 23, 2018 Total Change is: 54,529
-6,673 -37,704 23,470 69,401 50,215 -45,863 -6,846 70,512 4,516 24,800 -6,402 -4,098 -4,178 -117
Percent of Open Interest Represented by Each Category of Trader
4.1 4.9 1.5 42.4 30.3 12.7 14.9 23.1 5.1 10.1 5.2 0.7 8.6 16.5
Number of Traders in Each Category Total Traders: 427
27 34 16 73 104 97 49 94 67 22 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 553,868
Positions
19,413 9,575 5,357 133,085 234,674 57,240 217,799 56,112 14,814 18,035 16,895 0 88,125 159,201
Changes from: January 23, 2018 Total Change is: 17,733
-2,045 -2,610 77 6,539 -322 4,769 18,643 3,284 2,706 -278 -102 0 -12,678 9,931
Percent of Open Interest Represented by Each Category of Trader
3.5 1.7 1.0 24.0 42.4 10.3 39.3 10.1 2.7 3.3 3.1 0.0 15.9 28.7
Number of Traders in Each Category Total Traders: 93
5 . . 17 34 32 16 12 9 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,377,130
Positions
142,862 253,123 40,812 1,645,278 845,515 466,768 362,595 895,998 143,686 296,553 269,611 10,937 267,639 450,680
Changes from: January 23, 2018 Total Change is: 60,425
33,095 7,766 -3,521 31,762 81,061 -8,060 -44,001 -16,602 7,567 40,862 1,199 -2,430 5,151 -6,555
Percent of Open Interest Represented by Each Category of Trader
4.2 7.5 1.2 48.7 25.0 13.8 10.7 26.5 4.3 8.8 8.0 0.3 7.9 13.3
Number of Traders in Each Category Total Traders: 349
15 30 11 66 68 72 43 72 45 26 29 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,737,930
Positions
427,354 307,258 596,909 92,830 53,737 66,228 63,982 217,753 338,987 69,379 52,848 48,529 33,732 55,681
Changes from: January 23, 2018 Total Change is: 126,290
-9,780 21,412 57,638 -1,001 49,485 5,112 24,167 -53,661 39,373 6,748 5,028 8,081 -4,048 -6,178
Percent of Open Interest Represented by Each Category of Trader
24.6 17.7 34.3 5.3 3.1 3.8 3.7 12.5 19.5 4.0 3.0 2.8 1.9 3.2
Number of Traders in Each Category Total Traders: 164
28 36 50 5 . 5 21 39 47 13 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is14,981,533
Positions
7,095,085 496,330 2,205,744 12,515 2,921,548 1,113,057 453,678 3,155,154 2,782,833 69,910 195,507 705,783 542,928 1,405,577
Changes from: January 23, 2018 Total Change is: 433,862
249,592 21,598 50,804 -624 129,969 57,377 16,898 188,854 76,495 44,039 -15,078 -37,478 -23,241 -38,679
Percent of Open Interest Represented by Each Category of Trader
47.4 3.3 14.7 0.1 19.5 7.4 3.0 21.1 18.6 0.5 1.3 4.7 3.6 9.4
Number of Traders in Each Category Total Traders: 299
35 42 72 5 37 35 31 99 96 10 21 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 27,593
Positions
10,981 6,044 0 57 8,458 184 7,381 8,636 0 8,957 4,126 0 33 145
Changes from: January 23, 2018 Total Change is: -588
1,302 -1,129 0 0 -269 37 1,769 789 0 -3,692 -5 0 -4 -11
Percent of Open Interest Represented by Each Category of Trader
39.8 21.9 0.0 0.2 30.7 0.7 26.7 31.3 0.0 32.5 15.0 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 48
. 6 0 . 14 . 7 9 0 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,829
Positions
3,162 7,352 0 69 4,057 768 19,737 8,635 0 40 2,909 18 35 90
Changes from: January 23, 2018 Total Change is: 452
61 231 0 -66 -57 130 624 125 0 -288 3 0 -9 20
Percent of Open Interest Represented by Each Category of Trader
13.3 30.9 0.0 0.3 17.0 3.2 82.8 36.2 0.0 0.2 12.2 0.1 0.1 0.4
Number of Traders in Each Category Total Traders: 36
. 4 0 . 9 . 5 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,738
Positions
55 0 0 0 0 0 895 2,974 27 1,753 1,868 58 2,950 811
Changes from: January 23, 2018 Total Change is: 545
0 0 0 0 0 0 -247 2,456 -33 510 -1,800 30 285 -108
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 0.0 0.0 0.0 15.6 51.8 0.5 30.6 32.6 1.0 51.4 14.1
Number of Traders in Each Category Total Traders: 50
. 0 0 0 0 0 7 9 . 20 11 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 47,086
Positions
60 4,834 0 9,428 12,165 526 20,139 18,717 2,327 7,227 4,557 0 7,379 3,960
Changes from: January 23, 2018 Total Change is: -2,028
-202 -1,788 0 172 -1,251 15 -2,690 -2,357 348 501 2,867 0 -172 138
Percent of Open Interest Represented by Each Category of Trader
0.1 10.3 0.0 20.0 25.8 1.1 42.8 39.8 4.9 15.3 9.7 0.0 15.7 8.4
Number of Traders in Each Category Total Traders: 134
. . 0 9 9 . 27 36 12 39 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 629,529
Positions
77,921 55,566 32,933 123,981 130,441 93,714 118,311 147,210 100,571 20,939 7,193 21,259 39,900 40,642
Changes from: January 23, 2018 Total Change is: -1,070
-27,077 831 10,181 -6,213 -3,089 -1,886 -12,000 -33,065 20,342 5,433 -2,210 1,307 8,843 6,519
Percent of Open Interest Represented by Each Category of Trader
12.4 8.8 5.2 19.7 20.7 14.9 18.8 23.4 16.0 3.3 1.1 3.4 6.3 6.5
Number of Traders in Each Category Total Traders: 275
15 11 18 31 35 23 64 70 69 20 12 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 30, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 78,595
Positions
1,440 0 0 34,992 181 166 35,712 78,041 85 5,923 119 0 277 3
Changes from: January 23, 2018 Total Change is: 10,738
387 0 0 369 -1,201 0 7,375 11,964 0 2,611 -6 0 -4 -19
Percent of Open Interest Represented by Each Category of Trader
1.8 0.0 0.0 44.5 0.2 0.2 45.4 99.3 0.1 7.5 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 48
5 0 0 8 . . 12 6 . 15 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 2, 2018