Traders in Financial Futures - Futures Only Positions as of February 6, 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 167,890
Positions
8,720 111,472 688 47,336 10,332 2,696 60,212 18,358 4,406 4,588 1,092 382 38,862 18,464
Changes from: January 30, 2018 Total Change is: -8,981
-431 3,891 423 -1,446 -244 -10 -3,580 -13,671 1,175 -1,504 -500 -23 -3,585 -22
Percent of Open Interest Represented by Each Category of Trader
5.2 66.4 0.4 28.2 6.2 1.6 35.9 10.9 2.6 2.7 0.7 0.2 23.1 11.0
Number of Traders in Each Category Total Traders: 98
4 13 6 21 5 4 28 19 14 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 73,968
Positions
28,240 18,667 57 4,560 6,098 404 24,833 33,488 863 480 1,776 0 14,531 12,615
Changes from: January 30, 2018 Total Change is: 1,381
-845 3,799 28 937 135 -131 -396 -362 -405 0 0 0 2,193 -1,683
Percent of Open Interest Represented by Each Category of Trader
38.2 25.2 0.1 6.2 8.2 0.5 33.6 45.3 1.2 0.6 2.4 0.0 19.6 17.1
Number of Traders in Each Category Total Traders: 50
. 6 . . 6 . 14 17 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 216,402
Positions
42,302 82,577 1,770 35,781 65,356 4,305 86,358 28,098 4,612 1,663 8,714 0 39,611 20,970
Changes from: January 30, 2018 Total Change is: -18,678
2,969 -4,179 -726 -2,339 -47 -564 -13,869 -9,428 389 -149 5 0 -4,389 -4,128
Percent of Open Interest Represented by Each Category of Trader
19.5 38.2 0.8 16.5 30.2 2.0 39.9 13.0 2.1 0.8 4.0 0.0 18.3 9.7
Number of Traders in Each Category Total Traders: 123
8 8 . 19 19 6 37 23 16 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 249,478
Positions
115,170 74,370 795 34,515 9,369 9,833 55,555 122,496 3,521 1,595 1,177 64 28,430 27,853
Changes from: January 30, 2018 Total Change is: -10,759
-686 1,781 -91 -549 -3,572 1,355 -6,661 -9,767 -673 -147 -400 -101 -3,206 709
Percent of Open Interest Represented by Each Category of Trader
46.2 29.8 0.3 13.8 3.8 3.9 22.3 49.1 1.4 0.6 0.5 0.0 11.4 11.2
Number of Traders in Each Category Total Traders: 118
9 9 6 21 14 12 31 28 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 596,937
Positions
58,824 331,291 7,232 268,920 118,546 18,971 118,937 52,485 11,775 23,839 6,811 1,712 86,727 48,114
Changes from: January 30, 2018 Total Change is: -6,523
7,935 -6,253 463 1,665 1,243 -3,316 -9,160 1,241 -840 -952 -575 395 -2,713 1,119
Percent of Open Interest Represented by Each Category of Trader
9.9 55.5 1.2 45.0 19.9 3.2 19.9 8.8 2.0 4.0 1.1 0.3 14.5 8.1
Number of Traders in Each Category Total Traders: 265
20 11 14 80 30 42 53 34 24 27 9 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 36,209
Positions
0 22,644 0 19,216 2,222 1,657 0 4,178 696 0 771 5 14,635 4,036
Changes from: January 30, 2018 Total Change is: -1,780
-626 -776 -10 -1,389 0 100 -691 -1,143 9 0 0 0 827 40
Percent of Open Interest Represented by Each Category of Trader
0.0 62.5 0.0 53.1 6.1 4.6 0.0 11.5 1.9 0.0 2.1 0.0 40.4 11.1
Number of Traders in Each Category Total Traders: 26
0 . 0 16 . 6 0 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 27,001
Positions
2,005 8,260 414 12,672 5,215 1,972 0 7,591 12 0 0 0 9,926 3,537
Changes from: January 30, 2018 Total Change is: -2,103
-42 208 0 101 -1,268 12 -3,116 -1,454 0 0 0 0 942 399
Percent of Open Interest Represented by Each Category of Trader
7.4 30.6 1.5 46.9 19.3 7.3 0.0 28.1 0.0 0.0 0.0 0.0 36.8 13.1
Number of Traders in Each Category Total Traders: 19
. . . 8 4 8 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 139,810
Positions
15,955 57,785 1,013 19,896 18,375 2,157 63,792 34,030 2,124 81 1,550 60 34,732 22,716
Changes from: January 30, 2018 Total Change is: -394
-2,709 2,640 1 1,443 -1,648 -14 2,398 -738 582 -132 1,550 2 -1,965 -2,769
Percent of Open Interest Represented by Each Category of Trader
11.4 41.3 0.7 14.2 13.1 1.5 45.6 24.3 1.5 0.1 1.1 0.0 24.8 16.2
Number of Traders in Each Category Total Traders: 96
8 8 6 15 9 5 35 18 11 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 52,446
Positions
0 48,717 226 20,780 0 0 28,439 2,575 0 793 118 0 2,208 810
Changes from: January 30, 2018 Total Change is: -6,494
0 -1,657 0 -7,006 0 0 434 -4,634 0 288 1 0 -210 -204
Percent of Open Interest Represented by Each Category of Trader
0.0 92.9 0.4 39.6 0.0 0.0 54.2 4.9 0.0 1.5 0.2 0.0 4.2 1.5
Number of Traders in Each Category Total Traders: 30
0 6 . 4 0 0 13 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 201,316
Positions
9,537 101,020 70 71,033 13,480 9 107,564 68,310 4,397 2,160 10,112 0 6,546 3,918
Changes from: January 30, 2018 Total Change is: 12,487
-218 10,789 -192 -237 -752 -150 13,387 1,929 -78 297 330 0 -322 611
Percent of Open Interest Represented by Each Category of Trader
4.7 50.2 0.0 35.3 6.7 0.0 53.4 33.9 2.2 1.1 5.0 0.0 3.3 1.9
Number of Traders in Each Category Total Traders: 137
4 8 . 18 8 . 54 22 7 10 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 25,295
Positions
144 19,743 3 6,389 0 0 16,249 4,036 0 755 760 3 1,752 750
Changes from: January 30, 2018 Total Change is: -11,406
144 7,477 -8,569 -5,742 0 0 3,277 -9,826 -19 -465 -260 0 -32 -209
Percent of Open Interest Represented by Each Category of Trader
0.6 78.1 0.0 25.3 0.0 0.0 64.2 16.0 0.0 3.0 3.0 0.0 6.9 3.0
Number of Traders in Each Category Total Traders: 30
. . . 4 0 0 12 5 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 55,563
Positions
19,952 17,459 171 7,123 3,549 0 22,754 29,581 447 148 314 0 4,968 4,042
Changes from: January 30, 2018 Total Change is: -220
-676 -789 7 955 290 0 -1,104 -616 274 18 -301 0 306 915
Percent of Open Interest Represented by Each Category of Trader
35.9 31.4 0.3 12.8 6.4 0.0 41.0 53.2 0.8 0.3 0.6 0.0 8.9 7.3
Number of Traders in Each Category Total Traders: 82
4 6 . 11 4 0 29 24 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 14,973
Positions
791 7,679 1,709 8,028 126 0 2,816 4,234 204 0 0 0 1,425 1,021
Changes from: January 30, 2018 Total Change is: 581
-436 -111 436 333 -16 0 187 135 0 0 0 0 61 137
Percent of Open Interest Represented by Each Category of Trader
5.3 51.3 11.4 53.6 0.8 0.0 18.8 28.3 1.4 0.0 0.0 0.0 9.5 6.8
Number of Traders in Each Category Total Traders: 25
. . . 5 . 0 9 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 66,241
Positions
13,927 45,673 1,527 12,877 299 314 23,125 7,540 1,562 2,850 3,546 0 10,060 5,781
Changes from: January 30, 2018 Total Change is: -11,584
4,038 -9,087 111 -3,161 -4,031 -516 -5,689 795 -1,378 -1,575 2,736 0 -3,415 -215
Percent of Open Interest Represented by Each Category of Trader
21.0 68.9 2.3 19.4 0.5 0.5 34.9 11.4 2.4 4.3 5.4 0.0 15.2 8.7
Number of Traders in Each Category Total Traders: 113
15 16 . 15 . . 42 11 11 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 132,482
Positions
27,854 91,346 3,053 25,754 597 628 46,250 15,080 3,124 5,699 7,092 0 20,120 11,562
Changes from: January 30, 2018 Total Change is: -23,168
8,076 -18,173 221 -6,322 -8,062 -1,031 -11,377 1,589 -2,755 -3,150 5,472 0 -6,830 -429
Percent of Open Interest Represented by Each Category of Trader
21.0 68.9 2.3 19.4 0.5 0.5 34.9 11.4 2.4 4.3 5.4 0.0 15.2 8.7
Number of Traders in Each Category Total Traders: 113
15 16 . 15 . . 42 11 11 7 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 764,134
Positions
51,956 221,702 47,335 331,833 155,497 59,620 90,405 98,733 53,984 35,093 45,036 3,164 90,744 79,064
Changes from: January 30, 2018 Total Change is: 9,130
8,656 -9,076 3,452 -13,203 -1,031 -4,404 -9,839 -7,137 21,589 6,886 3,266 -1,725 -2,282 4,195
Percent of Open Interest Represented by Each Category of Trader
6.8 29.0 6.2 43.4 20.3 7.8 11.8 12.9 7.1 4.6 5.9 0.4 11.9 10.3
Number of Traders in Each Category Total Traders: 638
35 46 32 155 93 101 98 110 90 52 44 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 78,372
Positions
26,062 22,586 1,746 10,374 11,965 1,330 5,568 27,831 0 3,068 824 0 30,224 12,090
Changes from: January 30, 2018 Total Change is: 2,561
2,170 -11,130 1,086 537 -7,388 -138 -1,619 20,602 0 185 216 0 340 -687
Percent of Open Interest Represented by Each Category of Trader
33.3 28.8 2.2 13.2 15.3 1.7 7.1 35.5 0.0 3.9 1.1 0.0 38.6 15.4
Number of Traders in Each Category Total Traders: 62
10 9 4 6 5 4 10 13 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 21,053
Positions
18,459 7,127 0 559 10,871 268 0 2,039 77 0 0 0 1,690 671
Changes from: January 30, 2018 Total Change is: -2,386
-2,365 1,467 0 335 -3,597 0 0 -51 0 0 0 0 -356 -205
Percent of Open Interest Represented by Each Category of Trader
87.7 33.9 0.0 2.7 51.6 1.3 0.0 9.7 0.4 0.0 0.0 0.0 8.0 3.2
Number of Traders in Each Category Total Traders: 22
7 6 0 . 5 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 13,945
Positions
635 12,639 0 5,974 0 357 3,996 283 0 0 0 0 2,983 666
Changes from: January 30, 2018 Total Change is: 1,287
0 1,087 0 872 0 61 -262 53 0 0 0 0 616 86
Percent of Open Interest Represented by Each Category of Trader
4.6 90.6 0.0 42.8 0.0 2.6 28.7 2.0 0.0 0.0 0.0 0.0 21.4 4.8
Number of Traders in Each Category Total Traders: 22
. 8 0 8 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 3,428,810
Positions
262,178 1,128,287 95,236 1,609,828 720,194 288,916 557,318 487,639 136,791 163,654 224,589 12,288 302,601 334,870
Changes from: January 30, 2018 Total Change is: 32,845
49,811 27,651 -5,551 -74,875 25,614 -15,156 48,273 -49,322 18,572 33,698 15,446 -8,818 -13,109 24,409
Percent of Open Interest Represented by Each Category of Trader
7.6 32.9 2.8 47.0 21.0 8.4 16.3 14.2 4.0 4.8 6.6 0.4 8.8 9.8
Number of Traders in Each Category Total Traders: 632
33 47 28 154 92 99 100 108 81 51 45 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 29,677
Positions
5,343 28,499 0 6,227 25 969 12,986 0 0 439 0 0 3,713 184
Changes from: January 30, 2018 Total Change is: -324
210 -388 0 -345 25 269 56 0 0 0 0 0 -514 -230
Percent of Open Interest Represented by Each Category of Trader
18.0 96.0 0.0 21.0 0.1 3.3 43.8 0.0 0.0 1.5 0.0 0.0 12.5 0.6
Number of Traders in Each Category Total Traders: 26
. 9 0 5 . . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 15,243
Positions
6,796 8,709 0 4,320 2,638 1,375 0 1,148 94 322 0 0 2,336 1,279
Changes from: January 30, 2018 Total Change is: 1,765
2,813 -554 0 -2,075 1,444 -23 0 0 0 0 0 0 1,050 898
Percent of Open Interest Represented by Each Category of Trader
44.6 57.1 0.0 28.3 17.3 9.0 0.0 7.5 0.6 2.1 0.0 0.0 15.3 8.4
Number of Traders in Each Category Total Traders: 22
5 8 0 5 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 24,183
Positions
18,874 16,725 0 1,383 4,922 266 2,368 521 23 0 671 0 1,269 1,055
Changes from: January 30, 2018 Total Change is: 484
-177 463 0 251 112 0 187 0 23 0 0 0 200 -114
Percent of Open Interest Represented by Each Category of Trader
78.0 69.2 0.0 5.7 20.4 1.1 9.8 2.2 0.1 0.0 2.8 0.0 5.2 4.4
Number of Traders in Each Category Total Traders: 22
7 . 0 . 5 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 85,114
Positions
5,453 33,990 988 36,897 35,085 5,571 21,661 3,024 1,610 0 1,111 0 12,934 3,735
Changes from: January 30, 2018 Total Change is: -4,518
1,372 -9,890 304 -4,391 2,616 1,272 -1,707 405 33 0 911 0 -1,401 -169
Percent of Open Interest Represented by Each Category of Trader
6.4 39.9 1.2 43.4 41.2 6.5 25.4 3.6 1.9 0.0 1.3 0.0 15.2 4.4
Number of Traders in Each Category Total Traders: 82
6 8 . 29 14 13 18 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 49,143
Positions
10,378 13,571 1,459 11,147 10,243 1,050 14,798 13,110 895 2,192 2,762 89 7,135 5,965
Changes from: January 30, 2018 Total Change is: -2,802
-861 96 -85 -2,741 -1,305 -262 1,873 167 -186 -95 -636 -9 -435 -582
Percent of Open Interest Represented by Each Category of Trader
21.1 27.6 3.0 22.7 20.8 2.1 30.1 26.7 1.8 4.5 5.6 0.2 14.5 12.1
Number of Traders in Each Category Total Traders: 266
18 21 5 49 28 21 48 57 21 18 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 245,714
Positions
51,892 67,854 7,293 55,736 51,215 5,249 73,991 65,550 4,473 10,960 13,810 446 35,674 29,824
Changes from: January 30, 2018 Total Change is: -14,008
-4,304 481 -424 -13,707 -6,527 -1,312 9,367 837 -930 -475 -3,178 -46 -2,177 -2,909
Percent of Open Interest Represented by Each Category of Trader
21.1 27.6 3.0 22.7 20.8 2.1 30.1 26.7 1.8 4.5 5.6 0.2 14.5 12.1
Number of Traders in Each Category Total Traders: 266
18 21 5 49 28 21 48 57 21 18 26 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 555,353
Positions
67,292 147,787 3,495 221,735 207,722 36,341 178,056 129,791 10,650 18,981 2,935 26 18,777 16,606
Changes from: January 30, 2018 Total Change is: 8,806
25,677 -19,836 -626 -24,476 18,868 -2,310 11,431 8,145 2,345 -87 502 11 -3,159 1,707
Percent of Open Interest Represented by Each Category of Trader
12.1 26.6 0.6 39.9 37.4 6.5 32.1 23.4 1.9 3.4 0.5 0.0 3.4 3.0
Number of Traders in Each Category Total Traders: 298
18 25 5 74 51 38 61 49 25 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 23,045
Positions
13,330 12,023 703 947 2,238 0 1,089 1,511 0 1,145 1,690 230 5,601 4,650
Changes from: January 30, 2018 Total Change is: -405
-305 -1,823 106 -527 1,114 0 442 68 -24 -280 240 0 183 -86
Percent of Open Interest Represented by Each Category of Trader
57.8 52.2 3.1 4.1 9.7 0.0 4.7 6.6 0.0 5.0 7.3 1.0 24.3 20.2
Number of Traders in Each Category Total Traders: 36
11 8 . . . 0 . 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 53,591
Positions
958 30,956 0 27,817 1,084 142 13,225 1,710 82 3,227 16,310 43 8,097 3,264
Changes from: January 30, 2018 Total Change is: 2,863
8 2,590 0 2,658 163 -6 1,065 -358 0 943 230 43 -1,848 201
Percent of Open Interest Represented by Each Category of Trader
1.8 57.8 0.0 51.9 2.0 0.3 24.7 3.2 0.2 6.0 30.4 0.1 15.1 6.1
Number of Traders in Each Category Total Traders: 52
. 4 0 21 . 5 8 6 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 72,611
Positions
18,286 12,725 1,335 20,484 10,436 3,301 6,875 12,103 739 11,991 1,146 43 9,557 30,783
Changes from: January 30, 2018 Total Change is: 4,403
3,399 1,159 347 566 3,496 171 -205 -491 -213 464 0 43 -169 -109
Percent of Open Interest Represented by Each Category of Trader
25.2 17.5 1.8 28.2 14.4 4.5 9.5 16.7 1.0 16.5 1.6 0.1 13.2 42.4
Number of Traders in Each Category Total Traders: 91
14 13 4 17 5 7 15 19 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 284,841
Positions
24,252 179,351 3,977 172,923 67,686 23,302 46,664 2,572 2,242 2,516 1,061 0 8,965 4,650
Changes from: January 30, 2018 Total Change is: -893
2,581 -663 -110 -13,149 5,254 1,276 7,994 -7,064 283 46 -102 0 186 233
Percent of Open Interest Represented by Each Category of Trader
8.5 63.0 1.4 60.7 23.8 8.2 16.4 0.9 0.8 0.9 0.4 0.0 3.1 1.6
Number of Traders in Each Category Total Traders: 157
6 16 5 59 26 23 38 5 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 1,084,285
Positions
48,011 754,349 6,317 636,686 166,594 80,444 207,663 34,248 18,279 55,137 12,250 1,755 29,993 10,049
Changes from: January 30, 2018 Total Change is: -2,635
14,656 -37,086 1,610 -24,220 21,134 14,841 -10,011 -5,495 -570 -1,155 -27 1,288 926 1,670
Percent of Open Interest Represented by Each Category of Trader
4.4 69.6 0.6 58.7 15.4 7.4 19.2 3.2 1.7 5.1 1.1 0.2 2.8 0.9
Number of Traders in Each Category Total Traders: 380
25 19 8 144 48 49 78 20 14 40 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 101,282
Positions
22,363 39,632 60,181 10,619 0 0 2,245 111 1,208 4,520 30 0 146 120
Changes from: January 30, 2018 Total Change is: 4,139
3,807 5,236 -107 73 0 0 -143 -1,520 410 0 0 0 99 120
Percent of Open Interest Represented by Each Category of Trader
22.1 39.1 59.4 10.5 0.0 0.0 2.2 0.1 1.2 4.5 0.0 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 33
4 12 8 8 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 790,780
Positions
34,644 42,590 9,136 282,762 237,467 156,998 124,091 125,238 24,168 22,755 21,510 376 135,850 173,297
Changes from: January 30, 2018 Total Change is: -12,916
8,098 -531 -1,739 -4,299 -34,458 5,556 -8,763 5,503 8,052 2,114 -5,708 279 -22,214 10,130
Percent of Open Interest Represented by Each Category of Trader
4.4 5.4 1.2 35.8 30.0 19.9 15.7 15.8 3.1 2.9 2.7 0.0 17.2 21.9
Number of Traders in Each Category Total Traders: 178
10 13 8 41 36 35 25 39 29 6 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 912,760
Positions
11,196 113,642 6,334 483,646 106,890 152,762 54,914 387,492 26,015 57,106 8,744 1,647 119,140 109,234
Changes from: January 30, 2018 Total Change is: 16,244
4,299 4,125 6,158 -11,547 4,386 -2,258 212 -4,751 5,333 17,794 228 492 -4,239 2,531
Percent of Open Interest Represented by Each Category of Trader
1.2 12.5 0.7 53.0 11.7 16.7 6.0 42.5 2.9 6.3 1.0 0.2 13.1 12.0
Number of Traders in Each Category Total Traders: 120
4 13 5 44 18 37 15 18 19 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 1,998,510
Positions
93,845 216,218 18,235 740,629 395,708 220,389 464,467 509,420 135,486 199,962 332,123 4,903 120,594 166,028
Changes from: January 30, 2018 Total Change is: 26,816
-5,261 27,529 801 -14,090 12,520 5,503 -7 -50,038 46,094 -6,840 2,140 375 241 -18,108
Percent of Open Interest Represented by Each Category of Trader
4.7 10.8 0.9 37.1 19.8 11.0 23.2 25.5 6.8 10.0 16.6 0.2 6.0 8.3
Number of Traders in Each Category Total Traders: 328
17 30 12 76 49 55 48 63 44 22 23 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 3,659,818
Positions
140,692 228,398 49,182 1,505,697 1,060,911 508,050 500,244 782,032 204,282 380,165 204,820 37,014 334,492 585,129
Changes from: January 30, 2018 Total Change is: 93,163
-4,042 53,585 -4,796 -5,555 -19,415 56,425 -30,978 -42,396 22,576 19,328 20,007 12,144 28,061 -4,967
Percent of Open Interest Represented by Each Category of Trader
3.8 6.2 1.3 41.1 29.0 13.9 13.7 21.4 5.6 10.4 5.6 1.0 9.1 16.0
Number of Traders in Each Category Total Traders: 435
22 39 20 71 106 95 52 93 66 25 27 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 572,572
Positions
32,258 23,058 4,368 125,609 237,763 61,940 217,926 48,896 13,606 26,261 19,672 157 90,447 163,112
Changes from: January 30, 2018 Total Change is: 18,704
12,845 13,483 -989 -7,476 3,089 4,700 127 -7,216 -1,208 8,226 2,777 157 2,322 3,911
Percent of Open Interest Represented by Each Category of Trader
5.6 4.0 0.8 21.9 41.5 10.8 38.1 8.5 2.4 4.6 3.4 0.0 15.8 28.5
Number of Traders in Each Category Total Traders: 94
6 6 4 15 34 33 16 10 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 3,450,680
Positions
134,864 314,510 37,842 1,671,255 909,253 483,949 390,979 840,776 152,316 276,261 266,570 17,267 285,947 428,197
Changes from: January 30, 2018 Total Change is: 73,550
-7,998 61,387 -2,970 25,977 63,738 17,181 28,384 -55,222 8,630 -20,292 -3,041 6,330 18,308 -22,483
Percent of Open Interest Represented by Each Category of Trader
3.9 9.1 1.1 48.4 26.3 14.0 11.3 24.4 4.4 8.0 7.7 0.5 8.3 12.4
Number of Traders in Each Category Total Traders: 355
16 34 15 61 73 69 48 68 47 28 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 1,630,706
Positions
486,366 253,271 508,580 10,871 18,242 81,588 109,760 268,966 296,264 50,137 75,940 58,391 28,749 69,464
Changes from: January 30, 2018 Total Change is: -107,224
59,012 -53,987 -88,329 -81,959 -35,495 15,360 45,778 51,213 -42,723 -19,242 23,092 9,862 -4,983 13,783
Percent of Open Interest Represented by Each Category of Trader
29.8 15.5 31.2 0.7 1.1 5.0 6.7 16.5 18.2 3.1 4.7 3.6 1.8 4.3
Number of Traders in Each Category Total Traders: 156
26 37 49 . 5 5 12 46 42 8 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 is15,111,326
Positions
7,319,032 573,458 2,289,142 26,677 2,795,335 1,270,707 476,552 3,447,508 2,447,709 107,357 223,209 635,167 538,983 1,429,091
Changes from: January 30, 2018 Total Change is: 129,793
223,947 77,128 83,398 14,162 -126,213 157,650 22,874 292,354 -335,124 37,447 27,702 -70,616 -3,945 23,514
Percent of Open Interest Represented by Each Category of Trader
48.4 3.8 15.1 0.2 18.5 8.4 3.2 22.8 16.2 0.7 1.5 4.2 3.6 9.5
Number of Traders in Each Category Total Traders: 288
38 39 71 6 35 34 36 86 93 12 20 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 29,412
Positions
13,468 7,927 0 57 8,296 184 8,353 8,554 0 7,326 4,300 0 24 151
Changes from: January 30, 2018 Total Change is: 1,819
2,487 1,883 0 0 -162 0 972 -82 0 -1,631 174 0 -9 6
Percent of Open Interest Represented by Each Category of Trader
45.8 27.0 0.0 0.2 28.2 0.6 28.4 29.1 0.0 24.9 14.6 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . 5 10 0 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 23,994
Positions
2,592 8,804 0 78 3,220 763 20,459 8,358 0 40 2,721 13 49 115
Changes from: January 30, 2018 Total Change is: 165
-570 1,452 0 9 -837 -5 722 -277 0 0 -188 -5 14 25
Percent of Open Interest Represented by Each Category of Trader
10.8 36.7 0.0 0.3 13.4 3.2 85.3 34.8 0.0 0.2 11.3 0.1 0.2 0.5
Number of Traders in Each Category Total Traders: 33
. 4 0 . 9 . 4 9 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 6,932
Positions
55 0 0 0 0 0 814 3,572 115 2,766 2,103 38 3,144 1,104
Changes from: January 30, 2018 Total Change is: 1,194
0 0 0 0 0 0 -81 598 88 1,013 235 -20 194 293
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.0 0.0 0.0 0.0 11.7 51.5 1.7 39.9 30.3 0.5 45.4 15.9
Number of Traders in Each Category Total Traders: 51
. 0 0 0 0 0 6 9 5 21 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 43,794
Positions
63 4,783 94 8,265 11,474 527 17,290 18,955 2,857 7,499 1,534 101 7,098 3,469
Changes from: January 30, 2018 Total Change is: -3,292
3 -51 94 -1,163 -691 1 -2,849 238 530 272 -3,023 101 -281 -491
Percent of Open Interest Represented by Each Category of Trader
0.1 10.9 0.2 18.9 26.2 1.2 39.5 43.3 6.5 17.1 3.5 0.2 16.2 7.9
Number of Traders in Each Category Total Traders: 136
. 4 . 10 8 . 26 37 10 38 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 614,435
Positions
50,347 80,575 56,776 120,943 57,591 45,843 145,577 149,928 108,416 19,493 5,268 17,167 49,873 92,871
Changes from: January 30, 2018 Total Change is: -15,094
-27,574 25,009 23,843 -3,038 -72,850 -47,871 27,266 2,718 7,845 -1,446 -1,925 -4,092 9,973 52,229
Percent of Open Interest Represented by Each Category of Trader
8.2 13.1 9.2 19.7 9.4 7.5 23.7 24.4 17.6 3.2 0.9 2.8 8.1 15.1
Number of Traders in Each Category Total Traders: 266
12 18 23 28 30 30 63 66 72 18 16 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 6, 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 65,305
Positions
1,439 0 0 33,856 227 166 23,590 64,681 85 5,891 123 0 278 23
Changes from: January 30, 2018 Total Change is: -13,290
-1 0 0 -1,136 46 0 -12,122 -13,360 0 -32 4 0 1 20
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 0.0 51.8 0.3 0.3 36.1 99.0 0.1 9.0 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 47
5 0 0 9 . . 11 6 . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 9, 2018