Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 147,658
Positions
6,626 58,228 4,859 42,886 9,779 3,345 31,252 31,526 15,001 5,724 1,770 411 37,553 22,738
Changes from: December 26, 2017 Total Change is: 13,420
1,813 3,192 153 7,308 -20 707 1,023 9,313 705 -690 -572 -30 2,430 -30
Percent of Open Interest Represented by Each Category of Trader
4.5 39.4 3.3 29.0 6.6 2.3 21.2 21.4 10.2 3.9 1.2 0.3 25.4 15.4
Number of Traders in Each Category Total Traders: 96
. 9 8 18 7 5 27 22 22 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 75,922
Positions
33,541 3,936 0 664 7,146 609 31,882 39,830 589 480 1,722 0 8,157 22,090
Changes from: December 26, 2017 Total Change is: -6,090
-363 159 0 43 -1,094 -46 -7,419 -4,135 358 0 -454 0 1,337 -878
Percent of Open Interest Represented by Each Category of Trader
44.2 5.2 0.0 0.9 9.4 0.8 42.0 52.5 0.8 0.6 2.3 0.0 10.7 29.1
Number of Traders in Each Category Total Traders: 49
6 4 0 . 8 . 13 14 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 255,838
Positions
43,273 37,807 17,603 28,516 67,068 8,434 83,351 57,741 30,470 2,050 7,706 1,753 40,389 27,256
Changes from: December 26, 2017 Total Change is: 29,801
-4,671 3,459 3,377 -2,366 -3,507 2,156 19,869 17,628 4,554 248 -326 341 6,294 2,120
Percent of Open Interest Represented by Each Category of Trader
16.9 14.8 6.9 11.1 26.2 3.3 32.6 22.6 11.9 0.8 3.0 0.7 15.8 10.7
Number of Traders in Each Category Total Traders: 129
9 7 11 19 19 8 38 29 24 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 254,147
Positions
121,378 11,674 6,899 23,633 31,501 11,456 51,038 138,112 15,685 8 1,276 1,894 22,157 35,650
Changes from: December 26, 2017 Total Change is: -348
304 740 -383 2,088 -2,330 -622 -3,624 2,915 2 -8 90 408 1,487 -1,168
Percent of Open Interest Represented by Each Category of Trader
47.8 4.6 2.7 9.3 12.4 4.5 20.1 54.3 6.2 0.0 0.5 0.7 8.7 14.0
Number of Traders in Each Category Total Traders: 125
9 8 12 14 23 13 30 34 25 . 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 632,080
Positions
53,773 257,313 28,799 239,268 107,555 30,871 91,042 65,754 66,707 23,430 9,912 5,175 93,016 59,994
Changes from: December 26, 2017 Total Change is: 61,305
5,645 42,286 1,047 9,092 1,578 4,345 22,100 -8,551 11,480 2,756 1,015 569 4,271 7,538
Percent of Open Interest Represented by Each Category of Trader
8.5 40.7 4.6 37.9 17.0 4.9 14.4 10.4 10.6 3.7 1.6 0.8 14.7 9.5
Number of Traders in Each Category Total Traders: 274
21 13 18 80 28 41 51 35 36 27 19 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 38,916
Positions
626 23,692 10 21,248 3,690 1,560 1,129 5,473 676 538 419 10 13,119 3,386
Changes from: December 26, 2017 Total Change is: 1,063
0 2 0 -24 -884 5 681 1,705 0 0 0 0 401 235
Percent of Open Interest Represented by Each Category of Trader
1.6 60.9 0.0 54.6 9.5 4.0 2.9 14.1 1.7 1.4 1.1 0.0 33.7 8.7
Number of Traders in Each Category Total Traders: 32
. . . 17 . 8 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 142,220
Positions
35,870 10,513 5,616 9,737 30,335 3,427 44,903 51,335 12,258 189 354 1,137 29,084 27,245
Changes from: December 26, 2017 Total Change is: 15,605
286 4,509 -58 4,196 -4,419 153 4,383 13,394 1,726 -41 -5 262 4,699 45
Percent of Open Interest Represented by Each Category of Trader
25.2 7.4 3.9 6.8 21.3 2.4 31.6 36.1 8.6 0.1 0.2 0.8 20.4 19.2
Number of Traders in Each Category Total Traders: 93
9 9 9 10 16 7 25 20 16 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 59,474
Positions
0 48,777 227 31,911 0 0 25,039 9,276 0 490 151 0 1,807 1,043
Changes from: December 26, 2017 Total Change is: 2,458
-151 2,172 0 2,338 0 0 217 263 0 33 28 0 21 -5
Percent of Open Interest Represented by Each Category of Trader
0.0 82.0 0.4 53.7 0.0 0.0 42.1 15.6 0.0 0.8 0.3 0.0 3.0 1.8
Number of Traders in Each Category Total Traders: 32
0 6 . 4 0 0 13 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 194,536
Positions
25,468 76,105 406 78,473 8,219 145 78,632 88,876 4,813 1,783 10,595 0 4,816 5,376
Changes from: December 26, 2017 Total Change is: 9,155
4,940 0 -27 384 702 0 3,757 6,820 364 238 376 0 -501 919
Percent of Open Interest Represented by Each Category of Trader
13.1 39.1 0.2 40.3 4.2 0.1 40.4 45.7 2.5 0.9 5.4 0.0 2.5 2.8
Number of Traders in Each Category Total Traders: 137
8 4 . 14 11 . 28 48 11 8 16 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 19,510
Positions
0 3,545 2,625 7,486 539 0 5,590 9,829 1,147 1,295 900 0 1,367 925
Changes from: December 26, 2017 Total Change is: -1,796
-211 1,607 -1,098 1,980 -222 -42 -792 -706 -844 33 -24 0 -822 -467
Percent of Open Interest Represented by Each Category of Trader
0.0 18.2 13.5 38.4 2.8 0.0 28.7 50.4 5.9 6.6 4.6 0.0 7.0 4.7
Number of Traders in Each Category Total Traders: 37
0 4 . 4 . 0 10 9 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 45,141
Positions
30,980 561 0 1,814 2,110 8 8,596 36,534 702 0 523 0 3,041 4,703
Changes from: December 26, 2017 Total Change is: -2,078
-422 405 0 -12 -4,599 0 -2,231 1,807 386 -100 -5 0 301 -72
Percent of Open Interest Represented by Each Category of Trader
68.6 1.2 0.0 4.0 4.7 0.0 19.0 80.9 1.6 0.0 1.2 0.0 6.7 10.4
Number of Traders in Each Category Total Traders: 72
8 . 0 8 8 . 16 27 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 13,328
Positions
3,253 7,797 0 6,334 176 0 2,112 4,051 282 0 0 0 1,347 1,022
Changes from: December 26, 2017 Total Change is: 729
-46 2 0 -415 -43 0 1,013 637 0 0 0 0 177 133
Percent of Open Interest Represented by Each Category of Trader
24.4 58.5 0.0 47.5 1.3 0.0 15.8 30.4 2.1 0.0 0.0 0.0 10.1 7.7
Number of Traders in Each Category Total Traders: 25
. 4 0 . . 0 9 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 75,599
Positions
6,628 53,255 1,677 16,277 3,773 531 31,075 5,060 3,703 2,593 609 634 12,482 6,358
Changes from: December 26, 2017 Total Change is: 2,043
14 2,150 62 -178 43 289 1,002 -122 -73 218 282 -28 737 -560
Percent of Open Interest Represented by Each Category of Trader
8.8 70.4 2.2 21.5 5.0 0.7 41.1 6.7 4.9 3.4 0.8 0.8 16.5 8.4
Number of Traders in Each Category Total Traders: 123
14 20 5 19 5 5 37 16 9 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 151,197
Positions
13,256 106,509 3,354 32,553 7,546 1,061 62,149 10,119 7,406 5,186 1,218 1,268 24,964 12,716
Changes from: December 26, 2017 Total Change is: 4,086
27 4,300 124 -355 86 578 2,003 -245 -145 436 565 -56 1,475 -1,121
Percent of Open Interest Represented by Each Category of Trader
8.8 70.4 2.2 21.5 5.0 0.7 41.1 6.7 4.9 3.4 0.8 0.8 16.5 8.4
Number of Traders in Each Category Total Traders: 123
14 20 5 19 5 5 37 16 9 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 832,133
Positions
49,289 173,335 42,810 325,601 162,329 66,578 68,349 105,780 123,302 27,599 36,583 30,346 98,259 91,069
Changes from: December 26, 2017 Total Change is: -38,366
-3,834 9,777 3,718 8,992 -270 -3,563 -10,346 -11,395 -19,003 10 -231 -13,549 -791 -3,849
Percent of Open Interest Represented by Each Category of Trader
5.9 20.8 5.1 39.1 19.5 8.0 8.2 12.7 14.8 3.3 4.4 3.6 11.8 10.9
Number of Traders in Each Category Total Traders: 674
31 46 42 143 93 111 81 123 109 96 61 96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 97,230
Positions
18,796 9,849 4,788 8,583 17,938 3,247 2,065 7,849 22,721 3,418 45 5,347 28,266 25,447
Changes from: December 26, 2017 Total Change is: -22,534
-804 -1,313 -4,025 -793 1,787 -2,363 371 28 -10,762 -124 -478 -3,572 -461 -1,836
Percent of Open Interest Represented by Each Category of Trader
19.3 10.1 4.9 8.8 18.4 3.3 2.1 8.1 23.4 3.5 0.0 5.5 29.1 26.2
Number of Traders in Each Category Total Traders: 59
7 4 5 5 7 5 6 16 21 11 . 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 3,674,516
Positions
215,628 880,592 126,951 1,587,051 723,917 314,694 349,594 507,830 484,732 121,009 182,798 124,892 349,965 328,110
Changes from: December 26, 2017 Total Change is: -79,158
-12,731 57,863 36,299 48,590 -10,625 -5,663 -54,738 -58,267 -40,053 -1,651 -1,084 -47,564 -1,648 -10,064
Percent of Open Interest Represented by Each Category of Trader
5.9 24.0 3.5 43.2 19.7 8.6 9.5 13.8 13.2 3.3 5.0 3.4 9.5 8.9
Number of Traders in Each Category Total Traders: 657
30 47 41 142 92 109 81 117 103 89 59 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 34,126
Positions
4,023 32,860 0 11,356 293 538 13,994 0 0 589 0 0 3,626 435
Changes from: December 26, 2017 Total Change is: -1,356
0 48 0 2 0 0 -1,608 0 0 0 0 0 250 -1,404
Percent of Open Interest Represented by Each Category of Trader
11.8 96.3 0.0 33.3 0.9 1.6 41.0 0.0 0.0 1.7 0.0 0.0 10.6 1.3
Number of Traders in Each Category Total Traders: 27
. 9 0 7 . . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 25,067
Positions
18,070 10,991 0 2,273 11,987 309 2,000 517 0 0 671 0 2,415 592
Changes from: December 26, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
72.1 43.8 0.0 9.1 47.8 1.2 8.0 2.1 0.0 0.0 2.7 0.0 9.6 2.4
Number of Traders in Each Category Total Traders: 21
6 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 92,476
Positions
4,101 45,397 537 41,771 34,627 3,864 26,582 3,220 624 0 260 0 14,997 3,947
Changes from: December 26, 2017 Total Change is: 783
-2 -438 84 -810 233 -105 -140 -184 101 0 0 0 1,655 1,092
Percent of Open Interest Represented by Each Category of Trader
4.4 49.1 0.6 45.2 37.4 4.2 28.7 3.5 0.7 0.0 0.3 0.0 16.2 4.3
Number of Traders in Each Category Total Traders: 83
4 9 . 28 17 13 19 5 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 57,266
Positions
9,881 10,165 848 15,647 11,084 1,421 17,592 21,189 1,882 2,176 2,958 635 7,184 7,083
Changes from: December 26, 2017 Total Change is: -1,931
-896 214 122 -2,503 -1,033 588 1,113 -2,362 84 41 -280 40 -520 696
Percent of Open Interest Represented by Each Category of Trader
17.3 17.8 1.5 27.3 19.4 2.5 30.7 37.0 3.3 3.8 5.2 1.1 12.5 12.4
Number of Traders in Each Category Total Traders: 286
20 21 7 45 36 25 55 52 25 24 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 286,329
Positions
49,405 50,827 4,240 78,235 55,422 7,106 87,959 105,946 9,410 10,878 14,788 3,176 35,919 35,414
Changes from: December 26, 2017 Total Change is: -9,653
-4,478 1,070 610 -12,515 -5,164 2,939 5,566 -11,811 418 203 -1,399 201 -2,598 3,482
Percent of Open Interest Represented by Each Category of Trader
17.3 17.8 1.5 27.3 19.4 2.5 30.7 37.0 3.3 3.8 5.2 1.1 12.5 12.4
Number of Traders in Each Category Total Traders: 286
20 21 7 45 36 25 55 52 25 24 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 593,300
Positions
38,842 168,818 2,390 256,997 219,599 41,035 202,437 136,268 8,310 18,588 2,241 590 24,111 14,049
Changes from: December 26, 2017 Total Change is: 151
1,747 -7,642 -144 1,698 451 477 -3,220 6,744 -505 -936 548 -234 1,269 456
Percent of Open Interest Represented by Each Category of Trader
6.5 28.5 0.4 43.3 37.0 6.9 34.1 23.0 1.4 3.1 0.4 0.1 4.1 2.4
Number of Traders in Each Category Total Traders: 302
17 25 5 78 44 39 70 49 27 13 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 23,198
Positions
12,917 12,318 484 1,235 1,046 0 474 2,674 66 1,195 931 180 6,647 5,499
Changes from: December 26, 2017 Total Change is: -652
164 -322 40 -269 73 0 -324 -352 6 0 -72 0 -269 -25
Percent of Open Interest Represented by Each Category of Trader
55.7 53.1 2.1 5.3 4.5 0.0 2.0 11.5 0.3 5.2 4.0 0.8 28.7 23.7
Number of Traders in Each Category Total Traders: 36
10 6 . 4 . 0 . 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 40,475
Positions
834 22,273 0 21,954 1,312 349 7,142 3,556 82 1,411 9,051 268 8,435 3,584
Changes from: December 26, 2017 Total Change is: 1,360
-124 0 -6 1,285 -12 -56 -421 678 0 35 899 0 647 -143
Percent of Open Interest Represented by Each Category of Trader
2.1 55.0 0.0 54.2 3.2 0.9 17.6 8.8 0.2 3.5 22.4 0.7 20.8 8.9
Number of Traders in Each Category Total Traders: 46
. 4 0 16 . 5 8 6 . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 52,788
Positions
2,286 11,598 1,284 24,276 1,801 1,374 11,169 10,350 128 2,992 1,146 0 9,279 25,107
Changes from: December 26, 2017 Total Change is: 821
627 -1,639 641 -1,110 -385 78 2,037 -16 76 432 0 0 -1,960 2,066
Percent of Open Interest Represented by Each Category of Trader
4.3 22.0 2.4 46.0 3.4 2.6 21.2 19.6 0.2 5.7 2.2 0.0 17.6 47.6
Number of Traders in Each Category Total Traders: 75
9 10 5 17 . 5 18 12 6 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 289,845
Positions
21,816 182,271 5,275 176,362 62,920 18,672 38,428 12,283 1,896 18,553 1,281 0 8,843 5,247
Changes from: December 26, 2017 Total Change is: -4,097
542 -4,363 312 -6,302 -1,180 974 389 447 -109 723 0 0 -626 -178
Percent of Open Interest Represented by Each Category of Trader
7.5 62.9 1.8 60.8 21.7 6.4 13.3 4.2 0.7 6.4 0.4 0.0 3.1 1.8
Number of Traders in Each Category Total Traders: 153
8 12 8 58 26 20 33 8 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 996,053
Positions
31,877 683,524 6,019 608,345 149,560 63,891 188,891 48,628 20,388 49,177 14,377 887 26,579 8,780
Changes from: December 26, 2017 Total Change is: 22,915
-6,254 25,148 -3 17,022 -1,217 1,786 7,253 -2,469 178 2,524 -414 -73 483 -20
Percent of Open Interest Represented by Each Category of Trader
3.2 68.6 0.6 61.1 15.0 6.4 19.0 4.9 2.0 4.9 1.4 0.1 2.7 0.9
Number of Traders in Each Category Total Traders: 387
23 22 9 144 48 47 78 28 17 38 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 92,956
Positions
13,953 30,426 61,877 9,637 0 5 6,702 0 618 120 30 0 44 0
Changes from: December 26, 2017 Total Change is: -2,972
-520 360 -3,332 0 0 0 880 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
15.0 32.7 66.6 10.4 0.0 0.0 7.2 0.0 0.7 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
4 12 8 5 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 907,723
Positions
13,535 48,212 27,943 270,022 271,068 171,537 134,537 82,194 102,343 16,479 31,092 8,487 162,839 164,847
Changes from: December 26, 2017 Total Change is: -6,054
-2,515 -16,098 -6,323 -9,754 7,763 9,864 2,120 2,263 -7,267 -1,802 6,606 338 9,284 -3,201
Percent of Open Interest Represented by Each Category of Trader
1.5 5.3 3.1 29.7 29.9 18.9 14.8 9.1 11.3 1.8 3.4 0.9 17.9 18.2
Number of Traders in Each Category Total Traders: 175
7 17 15 41 34 39 33 26 43 9 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 879,529
Positions
7,595 128,129 128 489,335 85,591 145,465 60,569 402,249 17,805 41,612 7,719 1,155 115,864 91,287
Changes from: December 26, 2017 Total Change is: -4,368
-130 -3,978 20 12,817 711 -2,416 -210 12,233 -10,577 4,936 0 -8 -8,799 -353
Percent of Open Interest Represented by Each Category of Trader
0.9 14.6 0.0 55.6 9.7 16.5 6.9 45.7 2.0 4.7 0.9 0.1 13.2 10.4
Number of Traders in Each Category Total Traders: 118
. 14 . 46 16 37 15 18 17 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 1,888,136
Positions
95,937 165,397 15,054 570,233 374,121 223,609 511,655 510,033 142,546 197,879 285,601 6,925 124,298 164,849
Changes from: December 26, 2017 Total Change is: 15,301
20,348 -20,043 1,167 529 -4,970 7,061 -2,412 27,154 -16,403 2,934 20,293 321 1,755 721
Percent of Open Interest Represented by Each Category of Trader
5.1 8.8 0.8 30.2 19.8 11.8 27.1 27.0 7.5 10.5 15.1 0.4 6.6 8.7
Number of Traders in Each Category Total Traders: 311
19 25 15 69 42 56 55 58 41 20 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 3,737,139
Positions
160,812 131,621 145,575 1,327,878 993,970 510,226 495,675 816,282 369,876 317,702 136,514 64,133 345,262 568,943
Changes from: December 26, 2017 Total Change is: -13,752
-12,257 12,330 -5,484 35,887 38,175 -11,172 29,291 -37,329 -29,287 -16,260 -2,640 -1,901 -2,568 23,555
Percent of Open Interest Represented by Each Category of Trader
4.3 3.5 3.9 35.5 26.6 13.7 13.3 21.8 9.9 8.5 3.7 1.7 9.2 15.2
Number of Traders in Each Category Total Traders: 393
24 29 34 56 100 88 52 85 82 24 23 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 519,475
Positions
24,024 24,202 4,090 121,715 209,443 50,854 191,928 71,198 12,713 19,082 9,859 0 95,069 137,116
Changes from: December 26, 2017 Total Change is: 11,201
1,582 6,775 308 1,044 14,144 3,573 11,281 673 -3,034 330 -2,660 0 -3,883 -8,578
Percent of Open Interest Represented by Each Category of Trader
4.6 4.7 0.8 23.4 40.3 9.8 36.9 13.7 2.4 3.7 1.9 0.0 18.3 26.4
Number of Traders in Each Category Total Traders: 88
5 6 . 15 34 30 12 12 10 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 3,263,465
Positions
88,650 237,384 77,130 1,566,860 620,851 451,074 342,901 935,234 238,550 221,203 248,944 20,778 256,318 433,519
Changes from: December 26, 2017 Total Change is: 11,426
-27,860 -3,285 -1,908 20,526 10,839 1,252 32,224 32,767 -29,747 15,218 3,493 1,167 554 -3,152
Percent of Open Interest Represented by Each Category of Trader
2.7 7.3 2.4 48.0 19.0 13.8 10.5 28.7 7.3 6.8 7.6 0.6 7.9 13.3
Number of Traders in Each Category Total Traders: 317
15 26 20 63 61 74 40 66 60 22 24 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 1,395,724
Positions
420,396 190,398 483,651 65,194 2,709 59,274 25,746 277,211 228,937 38,085 54,246 44,963 29,478 54,335
Changes from: December 26, 2017 Total Change is: -88,829
-1,054 -18,313 -39,020 2,020 42 -2,535 -11,844 -13,631 -2,052 -10,177 9,439 -22,967 -1,200 208
Percent of Open Interest Represented by Each Category of Trader
30.1 13.6 34.7 4.7 0.2 4.2 1.8 19.9 16.4 2.7 3.9 3.2 2.1 3.9
Number of Traders in Each Category Total Traders: 149
26 30 49 . . 7 16 45 46 9 10 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 is23,078,325
Positions
6,313,120 557,154 3,594,840 111,602 2,698,731 1,703,006 481,021 2,210,705 8,889,587 45,138 682,974 1,424,750 515,262 1,316,579
Changes from: December 26, 2017 Total Change is: 102,456
81,472 -104,094 83,377 -11,317 7,667 447 52,640 113,807 23,519 -69,842 55,011 -50,595 -7,245 -26,683
Percent of Open Interest Represented by Each Category of Trader
27.4 2.4 15.6 0.5 11.7 7.4 2.1 9.6 38.5 0.2 3.0 6.2 2.2 5.7
Number of Traders in Each Category Total Traders: 320
33 41 71 7 38 37 48 97 111 16 27 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 25,514
Positions
5,523 4,913 0 57 8,380 123 7,115 7,708 0 12,679 4,230 0 17 160
Changes from: December 26, 2017 Total Change is: 602
69 414 0 0 83 0 554 173 0 -14 -120 0 -7 52
Percent of Open Interest Represented by Each Category of Trader
21.6 19.3 0.0 0.2 32.8 0.5 27.9 30.2 0.0 49.7 16.6 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 47
. 7 0 . 13 . 5 9 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 21,440
Positions
3,395 5,001 0 69 5,016 458 17,026 7,950 0 464 2,879 23 5 113
Changes from: December 26, 2017 Total Change is: 278
553 75 0 0 -10 0 -228 382 0 -23 -165 0 -24 -4
Percent of Open Interest Represented by Each Category of Trader
15.8 23.3 0.0 0.3 23.4 2.1 79.4 37.1 0.0 2.2 13.4 0.1 0.0 0.5
Number of Traders in Each Category Total Traders: 33
. 4 0 . 8 . . 10 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 4,065
Positions
39 0 15 0 0 0 274 380 259 1,043 2,664 97 2,338 650
Changes from: December 26, 2017 Total Change is: 328
0 0 0 0 0 0 15 -758 186 109 769 68 -50 63
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.4 0.0 0.0 0.0 6.7 9.3 6.4 25.7 65.5 2.4 57.5 16.0
Number of Traders in Each Category Total Traders: 39
. 0 . 0 0 0 5 7 5 15 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 52,715
Positions
158 13,678 0 9,589 11,040 573 20,645 20,573 1,998 11,992 1,248 124 7,637 3,482
Changes from: December 26, 2017 Total Change is: 8,400
-142 400 0 -2,046 3,652 -343 12,522 2,477 686 -2,924 314 78 569 1,136
Percent of Open Interest Represented by Each Category of Trader
0.3 25.9 0.0 18.2 20.9 1.1 39.2 39.0 3.8 22.7 2.4 0.2 14.5 6.6
Number of Traders in Each Category Total Traders: 145
. . 0 12 9 . 29 40 14 44 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 562,302
Positions
103,362 50,529 19,922 80,167 94,832 103,606 116,366 163,800 75,500 17,445 6,477 16,683 29,251 30,953
Changes from: December 26, 2017 Total Change is: 10,907
-2,870 -1,883 4,200 336 5,427 3,056 -3,187 -1,692 6,540 2,752 -135 -2,081 2,161 -2,525
Percent of Open Interest Represented by Each Category of Trader
18.4 9.0 3.5 14.3 16.9 18.4 20.7 29.1 13.4 3.1 1.2 3.0 5.2 5.5
Number of Traders in Each Category Total Traders: 257
19 7 17 26 36 24 60 64 54 21 10 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 2, 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 71,818
Positions
1,125 0 0 39,975 1,370 166 29,530 70,042 85 798 127 0 139 28
Changes from: December 26, 2017 Total Change is: 20,286
52 -100 0 411 1,202 0 19,765 19,216 -23 45 -3 0 36 -6
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 55.7 1.9 0.2 41.1 97.5 0.1 1.1 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 40
4 0 0 8 . . 10 6 . 9 . 0
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Updated January 5, 2018