Traders in Financial Futures - Futures Only Positions as of February 13, 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 155,262
Positions
6,170 93,575 1,436 36,893 10,781 3,043 60,459 20,356 5,646 4,567 1,092 379 36,669 18,954
Changes from: February 6, 2018 Total Change is: -12,628
-2,550 -17,897 748 -10,443 449 347 247 1,998 1,240 -21 0 -3 -2,193 490
Percent of Open Interest Represented by Each Category of Trader
4.0 60.3 0.9 23.8 6.9 2.0 38.9 13.1 3.6 2.9 0.7 0.2 23.6 12.2
Number of Traders in Each Category Total Traders: 90
. 10 6 18 6 4 26 21 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 74,651
Positions
28,273 18,891 57 4,505 5,233 404 25,748 34,248 1,334 480 1,776 0 13,850 12,708
Changes from: February 6, 2018 Total Change is: 683
33 224 0 -55 -865 0 915 760 471 0 0 0 -681 93
Percent of Open Interest Represented by Each Category of Trader
37.9 25.3 0.1 6.0 7.0 0.5 34.5 45.9 1.8 0.6 2.4 0.0 18.6 17.0
Number of Traders in Each Category Total Traders: 42
. 6 . . 5 . 12 12 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 193,326
Positions
44,617 60,228 4,364 27,899 64,954 3,616 67,078 21,990 7,529 1,322 9,219 0 36,901 21,426
Changes from: February 6, 2018 Total Change is: -23,076
2,315 -22,349 2,594 -7,882 -402 -689 -19,280 -6,108 2,917 -341 505 0 -2,710 456
Percent of Open Interest Represented by Each Category of Trader
23.1 31.2 2.3 14.4 33.6 1.9 34.7 11.4 3.9 0.7 4.8 0.0 19.1 11.1
Number of Traders in Each Category Total Traders: 119
8 8 . 19 19 6 36 20 20 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 260,170
Positions
115,945 83,978 849 32,209 10,497 9,475 61,712 123,849 3,647 1,820 1,710 248 34,265 25,917
Changes from: February 6, 2018 Total Change is: 10,692
775 9,608 54 -2,306 1,128 -358 6,157 1,353 126 225 533 184 5,835 -1,936
Percent of Open Interest Represented by Each Category of Trader
44.6 32.3 0.3 12.4 4.0 3.6 23.7 47.6 1.4 0.7 0.7 0.1 13.2 10.0
Number of Traders in Each Category Total Traders: 123
9 11 4 20 15 11 32 28 16 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 564,233
Positions
75,711 311,832 8,183 253,649 115,234 19,874 86,687 51,901 13,097 21,457 7,231 1,306 84,269 35,575
Changes from: February 6, 2018 Total Change is: -32,704
16,887 -19,459 951 -15,271 -3,312 903 -32,250 -584 1,322 -2,382 420 -406 -2,458 -12,539
Percent of Open Interest Represented by Each Category of Trader
13.4 55.3 1.5 45.0 20.4 3.5 15.4 9.2 2.3 3.8 1.3 0.2 14.9 6.3
Number of Traders in Each Category Total Traders: 262
20 12 13 85 28 38 49 36 27 23 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 35,429
Positions
0 21,703 0 18,272 953 1,298 0 5,837 673 0 771 5 15,181 4,189
Changes from: February 6, 2018 Total Change is: -780
0 -941 0 -944 -1,269 -359 0 1,659 -23 0 0 0 546 153
Percent of Open Interest Represented by Each Category of Trader
0.0 61.3 0.0 51.6 2.7 3.7 0.0 16.5 1.9 0.0 2.2 0.0 42.8 11.8
Number of Traders in Each Category Total Traders: 27
0 . 0 16 . 6 0 6 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 26,056
Positions
2,007 8,180 414 12,523 5,494 2,124 1,203 5,735 11 0 0 0 7,774 4,098
Changes from: February 6, 2018 Total Change is: -945
2 -80 0 -149 279 152 1,203 -1,856 -1 0 0 0 -2,152 561
Percent of Open Interest Represented by Each Category of Trader
7.7 31.4 1.6 48.1 21.1 8.2 4.6 22.0 0.0 0.0 0.0 0.0 29.8 15.7
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 February 13, 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 113,967
Positions
15,556 45,417 1,231 13,620 17,703 1,969 49,473 21,374 2,575 526 1,598 118 28,899 21,982
Changes from: February 6, 2018 Total Change is: -25,843
-399 -12,368 218 -6,276 -672 -188 -14,319 -12,656 451 445 48 58 -5,833 -734
Percent of Open Interest Represented by Each Category of Trader
13.6 39.9 1.1 12.0 15.5 1.7 43.4 18.8 2.3 0.5 1.4 0.1 25.4 19.3
Number of Traders in Each Category Total Traders: 88
8 8 5 13 9 5 28 18 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 49,422
Positions
585 46,474 230 15,308 0 0 31,153 1,707 0 500 110 0 1,646 901
Changes from: February 6, 2018 Total Change is: -3,024
585 -2,243 4 -5,472 0 0 2,714 -868 0 -293 -8 0 -562 91
Percent of Open Interest Represented by Each Category of Trader
1.2 94.0 0.5 31.0 0.0 0.0 63.0 3.5 0.0 1.0 0.2 0.0 3.3 1.8
Number of Traders in Each Category Total Traders: 30
. 5 . 4 0 0 14 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 196,517
Positions
7,621 101,126 23 73,602 18,368 0 104,179 60,489 2,626 2,044 9,790 0 6,422 4,095
Changes from: February 6, 2018 Total Change is: -4,799
-1,916 106 -47 2,569 4,888 -9 -3,385 -7,821 -1,771 -116 -322 0 -124 177
Percent of Open Interest Represented by Each Category of Trader
3.9 51.5 0.0 37.5 9.3 0.0 53.0 30.8 1.3 1.0 5.0 0.0 3.3 2.1
Number of Traders in Each Category Total Traders: 132
. 7 . 19 8 0 53 21 5 10 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 27,571
Positions
209 19,131 3 5,607 4,754 0 19,413 1,920 184 738 780 3 1,414 796
Changes from: February 6, 2018 Total Change is: 2,276
65 -612 0 -782 4,754 0 3,164 -2,116 184 -17 20 0 -338 46
Percent of Open Interest Represented by Each Category of Trader
0.8 69.4 0.0 20.3 17.2 0.0 70.4 7.0 0.7 2.7 2.8 0.0 5.1 2.9
Number of Traders in Each Category Total Traders: 32
. . . . . 0 14 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 53,739
Positions
19,103 18,438 184 6,222 3,043 0 23,022 27,135 413 113 330 0 4,682 4,196
Changes from: February 6, 2018 Total Change is: -1,824
-849 979 13 -901 -506 0 268 -2,446 -34 -35 16 0 -286 154
Percent of Open Interest Represented by Each Category of Trader
35.5 34.3 0.3 11.6 5.7 0.0 42.8 50.5 0.8 0.2 0.6 0.0 8.7 7.8
Number of Traders in Each Category Total Traders: 78
4 7 . 10 . 0 30 20 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 14,352
Positions
459 7,678 2,041 7,755 0 0 2,374 3,276 204 0 219 0 1,519 934
Changes from: February 6, 2018 Total Change is: -621
-332 -1 332 -273 -126 0 -442 -958 0 0 219 0 94 -87
Percent of Open Interest Represented by Each Category of Trader
3.2 53.5 14.2 54.0 0.0 0.0 16.5 22.8 1.4 0.0 1.5 0.0 10.6 6.5
Number of Traders in Each Category Total Traders: 22
. . . 5 0 0 7 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 63,084
Positions
20,371 36,886 1,444 11,817 75 274 17,380 10,811 1,117 1,863 5,638 0 8,819 6,839
Changes from: February 6, 2018 Total Change is: -3,158
6,444 -8,787 -83 -1,060 -224 -40 -5,746 3,271 -445 -987 2,092 0 -1,242 1,058
Percent of Open Interest Represented by Each Category of Trader
32.3 58.5 2.3 18.7 0.1 0.4 27.5 17.1 1.8 3.0 8.9 0.0 14.0 10.8
Number of Traders in Each Category Total Traders: 98
17 14 4 12 . . 33 13 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 126,167
Positions
40,741 73,772 2,888 23,634 149 548 34,759 21,622 2,234 3,726 11,276 0 17,637 13,678
Changes from: February 6, 2018 Total Change is: -6,315
12,887 -17,574 -165 -2,120 -448 -80 -11,491 6,542 -890 -1,973 4,184 0 -2,483 2,116
Percent of Open Interest Represented by Each Category of Trader
32.3 58.5 2.3 18.7 0.1 0.4 27.5 17.1 1.8 3.0 8.9 0.0 14.0 10.8
Number of Traders in Each Category Total Traders: 98
17 14 4 12 . . 33 13 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 24,631
Positions
1,333 22,259 0 18,963 210 64 1,579 1,413 250 500 0 0 1,942 435
Changes from: February 6, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.4 90.4 0.0 77.0 0.9 0.3 6.4 5.7 1.0 2.0 0.0 0.0 7.9 1.8
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 745,984
Positions
59,537 194,606 60,522 308,061 155,108 64,234 85,290 99,067 43,643 31,564 45,671 4,776 88,356 78,358
Changes from: February 6, 2018 Total Change is: -18,150
7,581 -27,096 13,188 -23,772 -389 4,614 -5,115 334 -10,342 -3,529 635 1,612 -2,388 -706
Percent of Open Interest Represented by Each Category of Trader
8.0 26.1 8.1 41.3 20.8 8.6 11.4 13.3 5.9 4.2 6.1 0.6 11.8 10.5
Number of Traders in Each Category Total Traders: 629
34 47 33 152 96 102 89 112 90 51 44 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 77,641
Positions
37,599 16,435 651 8,958 11,308 1,338 8,277 18,237 0 3,363 1,751 0 17,455 27,921
Changes from: February 6, 2018 Total Change is: -731
11,537 -6,151 -1,095 -1,416 -657 8 2,709 -9,594 0 295 927 0 -12,769 15,831
Percent of Open Interest Represented by Each Category of Trader
48.4 21.2 0.8 11.5 14.6 1.7 10.7 23.5 0.0 4.3 2.3 0.0 22.5 36.0
Number of Traders in Each Category Total Traders: 62
11 8 . 6 5 4 11 12 0 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 24,457
Positions
21,947 6,641 0 561 13,277 268 0 2,039 77 0 1,620 0 1,604 535
Changes from: February 6, 2018 Total Change is: 3,404
3,488 -486 0 2 2,406 0 0 0 0 0 1,620 0 -86 -136
Percent of Open Interest Represented by Each Category of Trader
89.7 27.2 0.0 2.3 54.3 1.1 0.0 8.3 0.3 0.0 6.6 0.0 6.6 2.2
Number of Traders in Each Category Total Traders: 24
6 5 0 . 7 . 0 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 14,134
Positions
960 13,251 0 5,801 0 291 4,010 0 0 738 0 0 2,334 592
Changes from: February 6, 2018 Total Change is: 189
325 612 0 -173 0 -66 14 -283 0 738 0 0 -649 -74
Percent of Open Interest Represented by Each Category of Trader
6.8 93.8 0.0 41.0 0.0 2.1 28.4 0.0 0.0 5.2 0.0 0.0 16.5 4.2
Number of Traders in Each Category Total Traders: 22
. 8 0 7 0 . 4 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 3,341,713
Positions
279,821 1,060,986 129,227 1,498,752 722,235 311,242 470,038 489,119 133,242 143,396 221,990 21,489 354,506 252,183
Changes from: February 6, 2018 Total Change is: -87,097
17,643 -67,301 33,991 -111,076 2,041 22,326 -87,280 1,480 -3,549 -20,258 -2,599 9,201 51,905 -82,687
Percent of Open Interest Represented by Each Category of Trader
8.4 31.7 3.9 44.8 21.6 9.3 14.1 14.6 4.0 4.3 6.6 0.6 10.6 7.5
Number of Traders in Each Category Total Traders: 620
30 48 29 152 94 100 88 113 82 50 44 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 29,447
Positions
7,582 27,614 0 4,395 0 1,451 12,037 0 0 582 0 0 3,400 382
Changes from: February 6, 2018 Total Change is: -230
2,239 -885 0 -1,832 -25 482 -949 0 0 143 0 0 -313 198
Percent of Open Interest Represented by Each Category of Trader
25.7 93.8 0.0 14.9 0.0 4.9 40.9 0.0 0.0 2.0 0.0 0.0 11.5 1.3
Number of Traders in Each Category Total Traders: 26
4 9 0 5 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 26,571
Positions
19,756 17,973 0 1,497 4,922 266 2,191 821 0 0 1,742 0 2,861 847
Changes from: February 6, 2018 Total Change is: 2,388
882 1,248 0 114 0 0 -177 300 -23 0 1,071 0 1,592 -208
Percent of Open Interest Represented by Each Category of Trader
74.4 67.6 0.0 5.6 18.5 1.0 8.2 3.1 0.0 0.0 6.6 0.0 10.8 3.2
Number of Traders in Each Category Total Traders: 23
7 4 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 76,435
Positions
6,919 26,165 809 34,482 36,602 4,907 16,524 1,982 1,000 0 1,111 0 11,794 3,859
Changes from: February 6, 2018 Total Change is: -8,679
1,466 -7,825 -179 -2,415 1,517 -664 -5,137 -1,042 -610 0 0 0 -1,140 124
Percent of Open Interest Represented by Each Category of Trader
9.1 34.2 1.1 45.1 47.9 6.4 21.6 2.6 1.3 0.0 1.5 0.0 15.4 5.0
Number of Traders in Each Category Total Traders: 76
7 7 . 27 15 13 12 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 46,006
Positions
14,924 4,850 2,317 8,368 13,421 905 10,277 15,751 745 2,545 2,317 65 5,860 5,634
Changes from: February 6, 2018 Total Change is: -3,137
4,545 -8,721 858 -2,779 3,178 -145 -4,521 2,641 -150 353 -445 -25 -1,274 -330
Percent of Open Interest Represented by Each Category of Trader
32.4 10.5 5.0 18.2 29.2 2.0 22.3 34.2 1.6 5.5 5.0 0.1 12.7 12.2
Number of Traders in Each Category Total Traders: 258
32 13 7 45 32 24 36 58 20 19 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 230,028
Positions
74,618 24,251 11,585 41,840 67,104 4,526 51,384 78,757 3,723 12,727 11,587 323 29,302 28,172
Changes from: February 6, 2018 Total Change is: -15,686
22,726 -43,603 4,292 -13,896 15,889 -723 -22,607 13,207 -750 1,767 -2,223 -123 -6,372 -1,652
Percent of Open Interest Represented by Each Category of Trader
32.4 10.5 5.0 18.2 29.2 2.0 22.3 34.2 1.6 5.5 5.0 0.1 12.7 12.2
Number of Traders in Each Category Total Traders: 258
32 13 7 45 32 24 36 58 20 19 22 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 543,388
Positions
89,566 138,638 3,783 219,854 213,870 35,801 153,612 127,282 7,217 16,976 2,368 14 16,565 14,415
Changes from: February 6, 2018 Total Change is: -11,965
22,274 -9,149 288 -1,881 6,148 -540 -24,444 -2,509 -3,433 -2,005 -567 -12 -2,212 -2,191
Percent of Open Interest Represented by Each Category of Trader
16.5 25.5 0.7 40.5 39.4 6.6 28.3 23.4 1.3 3.1 0.4 0.0 3.0 2.7
Number of Traders in Each Category Total Traders: 282
18 23 6 74 50 36 46 54 23 10 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 22,990
Positions
13,113 13,474 727 682 889 0 1,958 1,596 13 1,145 1,690 230 5,122 4,371
Changes from: February 6, 2018 Total Change is: -55
-217 1,451 24 -265 -1,349 0 869 85 13 0 0 0 -479 -279
Percent of Open Interest Represented by Each Category of Trader
57.0 58.6 3.2 3.0 3.9 0.0 8.5 6.9 0.1 5.0 7.4 1.0 22.3 19.0
Number of Traders in Each Category Total Traders: 40
14 10 . . . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 54,737
Positions
1,253 32,273 0 27,429 1,574 110 14,349 2,221 296 3,254 14,955 61 7,985 3,247
Changes from: February 6, 2018 Total Change is: 1,146
295 1,317 0 -388 490 -32 1,124 511 214 27 -1,355 18 -112 -17
Percent of Open Interest Represented by Each Category of Trader
2.3 59.0 0.0 50.1 2.9 0.2 26.2 4.1 0.5 5.9 27.3 0.1 14.6 5.9
Number of Traders in Each Category Total Traders: 52
. 4 0 21 . 5 9 7 . 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 82,146
Positions
24,068 12,958 839 21,746 11,038 3,055 10,135 13,825 1,373 10,351 1,146 61 10,518 37,851
Changes from: February 6, 2018 Total Change is: 9,535
5,782 233 -496 1,262 602 -246 3,260 1,722 634 -1,640 0 18 961 7,068
Percent of Open Interest Represented by Each Category of Trader
29.3 15.8 1.0 26.5 13.4 3.7 12.3 16.8 1.7 12.6 1.4 0.1 12.8 46.1
Number of Traders in Each Category Total Traders: 90
17 11 . 19 5 7 15 17 4 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 274,985
Positions
22,807 166,237 4,420 175,044 70,545 22,647 36,792 3,418 1,763 2,089 1,141 0 9,423 4,814
Changes from: February 6, 2018 Total Change is: -9,856
-1,445 -13,114 443 2,121 2,859 -655 -9,872 846 -479 -427 80 0 458 164
Percent of Open Interest Represented by Each Category of Trader
8.3 60.5 1.6 63.7 25.7 8.2 13.4 1.2 0.6 0.8 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 152
9 13 5 56 29 19 33 6 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 1,041,853
Positions
52,061 705,187 5,798 597,514 169,105 83,179 197,515 34,301 15,981 57,021 13,405 2,122 30,662 12,775
Changes from: February 6, 2018 Total Change is: -42,432
4,050 -49,162 -519 -39,172 2,511 2,735 -10,148 53 -2,298 1,884 1,155 367 669 2,726
Percent of Open Interest Represented by Each Category of Trader
5.0 67.7 0.6 57.4 16.2 8.0 19.0 3.3 1.5 5.5 1.3 0.2 2.9 1.2
Number of Traders in Each Category Total Traders: 390
24 21 8 149 48 60 74 24 14 40 9 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 102,504
Positions
23,574 40,186 60,768 10,073 0 0 2,121 111 1,208 4,520 30 0 240 201
Changes from: February 6, 2018 Total Change is: 1,222
1,211 554 587 -546 0 0 -124 0 0 0 0 0 94 81
Percent of Open Interest Represented by Each Category of Trader
23.0 39.2 59.3 9.8 0.0 0.0 2.1 0.1 1.2 4.4 0.0 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 32
4 12 8 7 0 0 . . . 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 829,841
Positions
25,662 58,049 12,658 353,563 238,511 154,246 101,613 125,095 29,403 24,104 22,234 337 128,255 189,308
Changes from: February 6, 2018 Total Change is: 39,061
-8,982 15,459 3,522 70,801 1,044 -2,752 -22,478 -143 5,235 1,349 724 -39 -7,595 16,011
Percent of Open Interest Represented by Each Category of Trader
3.1 7.0 1.5 42.6 28.7 18.6 12.2 15.1 3.5 2.9 2.7 0.0 15.5 22.8
Number of Traders in Each Category Total Traders: 184
8 18 9 44 34 38 22 41 28 7 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 937,996
Positions
7,346 125,025 10,478 498,262 91,616 146,849 43,739 390,853 53,125 60,840 7,236 1,155 116,202 111,659
Changes from: February 6, 2018 Total Change is: 25,236
-3,850 11,383 4,144 14,616 -15,274 -5,913 -11,175 3,361 27,110 3,734 -1,508 -492 -2,938 2,425
Percent of Open Interest Represented by Each Category of Trader
0.8 13.3 1.1 53.1 9.8 15.7 4.7 41.7 5.7 6.5 0.8 0.1 12.4 11.9
Number of Traders in Each Category Total Traders: 124
. 16 8 45 16 36 13 21 24 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 2,032,285
Positions
109,808 181,106 25,473 707,352 391,774 230,111 434,371 475,254 195,453 197,916 342,949 3,131 128,670 187,034
Changes from: February 6, 2018 Total Change is: 33,775
15,963 -35,112 7,238 -33,277 -3,934 9,722 -30,096 -34,166 59,967 -2,046 10,826 -1,772 8,076 21,006
Percent of Open Interest Represented by Each Category of Trader
5.4 8.9 1.3 34.8 19.3 11.3 21.4 23.4 9.6 9.7 16.9 0.2 6.3 9.2
Number of Traders in Each Category Total Traders: 329
19 29 11 74 51 55 48 63 44 20 25 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 3,681,797
Positions
134,310 210,233 56,212 1,491,434 1,049,612 470,389 565,734 876,433 221,318 384,190 191,726 35,105 323,105 570,769
Changes from: February 6, 2018 Total Change is: 21,979
-6,382 -18,165 7,030 -14,263 -11,299 -37,661 65,490 94,401 17,036 4,025 -13,094 -1,909 -11,387 -14,360
Percent of Open Interest Represented by Each Category of Trader
3.6 5.7 1.5 40.5 28.5 12.8 15.4 23.8 6.0 10.4 5.2 1.0 8.8 15.5
Number of Traders in Each Category Total Traders: 443
25 38 22 76 104 93 61 90 62 26 23 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 562,786
Positions
18,783 18,453 6,646 123,307 214,526 61,606 215,328 59,725 20,597 27,880 19,627 0 88,639 161,606
Changes from: February 6, 2018 Total Change is: -9,786
-13,475 -4,605 2,278 -2,302 -23,237 -334 -2,598 10,829 6,991 1,619 -45 -157 -1,808 -1,506
Percent of Open Interest Represented by Each Category of Trader
3.3 3.3 1.2 21.9 38.1 10.9 38.3 10.6 3.7 5.0 3.5 0.0 15.8 28.7
Number of Traders in Each Category Total Traders: 94
6 4 4 15 36 33 18 8 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 3,429,213
Positions
97,100 320,360 46,298 1,635,620 875,373 518,924 373,633 781,157 200,517 270,788 262,307 10,474 275,859 413,803
Changes from: February 6, 2018 Total Change is: -21,467
-37,764 5,850 8,456 -35,635 -33,880 34,975 -17,346 -59,619 48,201 -5,473 -4,263 -6,793 -10,088 -14,394
Percent of Open Interest Represented by Each Category of Trader
2.8 9.3 1.4 47.7 25.5 15.1 10.9 22.8 5.8 7.9 7.6 0.3 8.0 12.1
Number of Traders in Each Category Total Traders: 336
15 36 19 58 72 69 43 62 47 23 27 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 1,876,680
Positions
522,624 320,907 580,528 2,396 39,329 65,056 238,184 349,339 302,249 55,850 80,557 77,031 32,762 61,684
Changes from: February 6, 2018 Total Change is: 245,974
36,258 67,636 71,948 -8,475 21,087 -16,532 128,424 80,373 5,985 5,713 4,617 18,640 4,013 -7,780
Percent of Open Interest Represented by Each Category of Trader
27.8 17.1 30.9 0.1 2.1 3.5 12.7 18.6 16.1 3.0 4.3 4.1 1.7 3.3
Number of Traders in Each Category Total Traders: 165
29 36 50 . 5 6 22 44 44 12 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 is15,441,583
Positions
7,499,231 782,550 2,223,947 55,521 2,840,297 1,318,109 538,587 3,512,766 2,469,779 134,526 279,178 628,323 573,560 1,386,634
Changes from: February 6, 2018 Total Change is: 330,257
180,199 209,092 -65,195 28,844 44,962 47,402 62,035 65,258 22,070 27,169 55,969 -6,844 34,577 -42,457
Percent of Open Interest Represented by Each Category of Trader
48.6 5.1 14.4 0.4 18.4 8.5 3.5 22.7 16.0 0.9 1.8 4.1 3.7 9.0
Number of Traders in Each Category Total Traders: 293
36 44 74 7 32 36 35 85 97 9 24 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 30,391
Positions
15,145 9,409 0 53 8,186 184 8,066 8,067 0 6,797 4,340 98 48 107
Changes from: February 6, 2018 Total Change is: 979
1,677 1,482 0 -4 -110 0 -287 -487 0 -529 40 98 24 -44
Percent of Open Interest Represented by Each Category of Trader
49.8 31.0 0.0 0.2 26.9 0.6 26.5 26.5 0.0 22.4 14.3 0.3 0.2 0.4
Number of Traders in Each Category Total Traders: 47
. 7 0 . 14 . 4 10 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 25,647
Positions
1,729 10,251 0 421 3,104 649 22,752 8,769 0 40 2,831 6 50 37
Changes from: February 6, 2018 Total Change is: 1,653
-863 1,447 0 343 -116 -114 2,293 411 0 0 110 -7 1 -78
Percent of Open Interest Represented by Each Category of Trader
6.7 40.0 0.0 1.6 12.1 2.5 88.7 34.2 0.0 0.2 11.0 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 33
. 6 0 . 7 . 4 8 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 5,704
Positions
55 0 0 0 119 0 619 2,861 138 2,091 1,660 32 2,769 894
Changes from: February 6, 2018 Total Change is: -1,228
0 0 0 0 119 0 -195 -711 23 -675 -443 -6 -375 -210
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.0 0.0 2.1 0.0 10.9 50.2 2.4 36.7 29.1 0.6 48.5 15.7
Number of Traders in Each Category Total Traders: 47
. 0 0 0 . 0 . 9 6 21 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 40,422
Positions
66 4,608 66 7,829 10,002 543 13,687 16,038 3,678 7,637 1,624 1 6,915 3,862
Changes from: February 6, 2018 Total Change is: -3,372
3 -175 -28 -436 -1,472 16 -3,603 -2,917 821 138 90 -100 -183 393
Percent of Open Interest Represented by Each Category of Trader
0.2 11.4 0.2 19.4 24.7 1.3 33.9 39.7 9.1 18.9 4.0 0.0 17.1 9.6
Number of Traders in Each Category Total Traders: 137
. 4 . 9 9 . 24 38 13 37 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 509,458
Positions
62,260 81,758 56,056 72,796 40,320 43,039 110,419 125,548 105,692 9,258 6,503 19,061 30,877 31,481
Changes from: February 6, 2018 Total Change is: -104,977
11,913 1,183 -720 -48,147 -17,271 -2,804 -35,158 -24,380 -2,724 -10,235 1,235 1,894 -18,996 -61,390
Percent of Open Interest Represented by Each Category of Trader
12.2 16.0 11.0 14.3 7.9 8.4 21.7 24.6 20.7 1.8 1.3 3.7 6.1 6.2
Number of Traders in Each Category Total Traders: 251
17 14 26 28 27 26 67 48 74 16 17 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of February 13, 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 47,042
Positions
1,359 0 0 32,594 219 166 6,833 46,424 85 5,770 128 0 235 20
Changes from: February 6, 2018 Total Change is: -18,263
-80 0 0 -1,262 -8 0 -16,757 -18,257 0 -121 5 0 -43 -3
Percent of Open Interest Represented by Each Category of Trader
2.9 0.0 0.0 69.3 0.5 0.4 14.5 98.7 0.2 12.3 0.3 0.0 0.5 0.0
Number of Traders in Each Category Total Traders: 46
4 0 0 9 . . 9 8 . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 16, 2018