Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 166,543
Positions
6,723 77,507 5,617 46,084 9,572 2,774 41,992 34,459 14,708 5,280 2,264 419 42,947 19,222
Changes from: January 2, 2018 Total Change is: 18,885
97 19,279 758 3,198 -206 -571 10,740 2,933 -293 -444 493 8 5,393 -3,516
Percent of Open Interest Represented by Each Category of Trader
4.0 46.5 3.4 27.7 5.7 1.7 25.2 20.7 8.8 3.2 1.4 0.3 25.8 11.5
Number of Traders in Each Category Total Traders: 97
5 9 8 19 7 5 25 23 23 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 77,503
Positions
38,850 4,046 95 603 6,322 602 25,503 39,870 4,176 480 1,722 0 7,194 20,669
Changes from: January 2, 2018 Total Change is: 1,581
5,309 110 95 -61 -824 -7 -6,379 40 3,587 0 0 0 -963 -1,421
Percent of Open Interest Represented by Each Category of Trader
50.1 5.2 0.1 0.8 8.2 0.8 32.9 51.4 5.4 0.6 2.2 0.0 9.3 26.7
Number of Traders in Each Category Total Traders: 55
8 4 . . 6 . 13 20 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 235,055
Positions
41,895 50,377 13,852 28,635 66,088 6,236 77,009 41,169 21,957 1,822 7,620 1,642 42,007 26,114
Changes from: January 2, 2018 Total Change is: -20,783
-1,378 12,570 -3,751 119 -980 -2,197 -6,342 -16,573 -8,513 -228 -86 -111 1,618 -1,142
Percent of Open Interest Represented by Each Category of Trader
17.8 21.4 5.9 12.2 28.1 2.7 32.8 17.5 9.3 0.8 3.2 0.7 17.9 11.1
Number of Traders in Each Category Total Traders: 126
9 7 11 18 20 7 37 28 26 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 254,773
Positions
130,831 12,937 6,924 22,822 23,513 11,651 46,387 146,819 13,858 0 1,309 874 21,427 36,889
Changes from: January 2, 2018 Total Change is: 626
9,452 1,263 25 -811 -7,989 196 -4,651 8,707 -1,827 -8 33 -1,020 -730 1,239
Percent of Open Interest Represented by Each Category of Trader
51.4 5.1 2.7 9.0 9.2 4.6 18.2 57.6 5.4 0.0 0.5 0.3 8.4 14.5
Number of Traders in Each Category Total Traders: 123
10 7 12 17 19 12 29 36 26 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 631,130
Positions
48,140 294,045 26,444 260,969 110,868 25,896 98,315 57,218 52,892 23,172 7,557 4,204 91,097 52,006
Changes from: January 2, 2018 Total Change is: -950
-5,632 36,732 -2,355 21,701 3,313 -4,974 7,273 -8,537 -13,815 -258 -2,356 -970 -1,920 -7,989
Percent of Open Interest Represented by Each Category of Trader
7.6 46.6 4.2 41.3 17.6 4.1 15.6 9.1 8.4 3.7 1.2 0.7 14.4 8.2
Number of Traders in Each Category Total Traders: 278
19 14 17 79 29 43 54 42 40 29 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 38,809
Positions
626 24,055 10 21,626 3,716 1,632 681 4,358 682 538 419 10 13,004 3,927
Changes from: January 2, 2018 Total Change is: -107
0 363 0 378 26 72 -448 -1,115 6 0 0 0 -115 541
Percent of Open Interest Represented by Each Category of Trader
1.6 62.0 0.0 55.7 9.6 4.2 1.8 11.2 1.8 1.4 1.1 0.0 33.5 10.1
Number of Traders in Each Category Total Traders: 30
. . . 17 . 8 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 139,675
Positions
21,256 28,887 6,433 14,527 28,609 3,100 52,397 37,250 9,257 81 1 585 32,039 25,554
Changes from: January 2, 2018 Total Change is: -2,545
-14,613 18,374 816 4,790 -1,726 -327 7,494 -14,085 -3,001 -108 -354 -552 2,955 -1,691
Percent of Open Interest Represented by Each Category of Trader
15.2 20.7 4.6 10.4 20.5 2.2 37.5 26.7 6.6 0.1 0.0 0.4 22.9 18.3
Number of Traders in Each Category Total Traders: 98
7 11 10 12 15 8 34 17 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 60,452
Positions
0 49,219 227 31,829 0 0 25,928 9,700 0 510 142 0 1,958 1,164
Changes from: January 2, 2018 Total Change is: 978
0 442 0 -82 0 0 889 424 0 20 -9 0 151 121
Percent of Open Interest Represented by Each Category of Trader
0.0 81.4 0.4 52.7 0.0 0.0 42.9 16.0 0.0 0.8 0.2 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 32
0 6 . 4 0 0 14 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 184,449
Positions
34,874 76,322 93 74,000 8,153 42 63,686 79,412 4,690 2,213 10,619 0 4,850 5,117
Changes from: January 2, 2018 Total Change is: -10,087
9,406 217 -313 -4,473 -66 -103 -14,946 -9,464 -123 430 24 0 34 -259
Percent of Open Interest Represented by Each Category of Trader
18.9 41.4 0.1 40.1 4.4 0.0 34.5 43.1 2.5 1.2 5.8 0.0 2.6 2.8
Number of Traders in Each Category Total Traders: 131
6 6 . 13 8 . 32 43 10 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 25,706
Positions
0 6,952 50 15,554 223 0 5,686 15,453 1,365 1,358 920 0 1,693 743
Changes from: January 2, 2018 Total Change is: 6,196
0 3,407 -2,575 8,068 -316 0 96 5,624 218 63 20 0 326 -182
Percent of Open Interest Represented by Each Category of Trader
0.0 27.0 0.2 60.5 0.9 0.0 22.1 60.1 5.3 5.3 3.6 0.0 6.6 2.9
Number of Traders in Each Category Total Traders: 36
0 4 . 4 . 0 9 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 45,519
Positions
28,522 5,313 1 3,341 1,945 0 9,462 32,509 732 0 645 0 3,461 4,374
Changes from: January 2, 2018 Total Change is: 378
-2,458 4,752 1 1,527 -165 -8 866 -4,025 30 0 122 0 420 -329
Percent of Open Interest Represented by Each Category of Trader
62.7 11.7 0.0 7.3 4.3 0.0 20.8 71.4 1.6 0.0 1.4 0.0 7.6 9.6
Number of Traders in Each Category Total Traders: 80
7 4 . 9 6 0 22 28 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 12,529
Positions
2,816 7,801 0 6,411 190 0 1,835 3,166 288 0 0 0 1,179 1,084
Changes from: January 2, 2018 Total Change is: -799
-437 4 0 77 14 0 -277 -885 6 0 0 0 -168 62
Percent of Open Interest Represented by Each Category of Trader
22.5 62.3 0.0 51.2 1.5 0.0 14.6 25.3 2.3 0.0 0.0 0.0 9.4 8.7
Number of Traders in Each Category Total Traders: 27
. 4 0 4 . 0 10 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 76,734
Positions
7,638 52,609 1,632 16,462 3,261 381 29,583 7,209 4,604 2,857 220 733 12,845 6,085
Changes from: January 2, 2018 Total Change is: 1,136
1,010 -646 -45 185 -512 -150 -1,492 2,149 901 264 -389 99 363 -273
Percent of Open Interest Represented by Each Category of Trader
10.0 68.6 2.1 21.5 4.2 0.5 38.6 9.4 6.0 3.7 0.3 1.0 16.7 7.9
Number of Traders in Each Category Total Traders: 121
15 19 6 19 4 5 34 17 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 153,468
Positions
15,277 105,217 3,264 32,923 6,522 762 59,165 14,417 9,209 5,713 440 1,466 25,689 12,171
Changes from: January 2, 2018 Total Change is: 2,271
2,020 -1,292 -90 370 -1,024 -299 -2,984 4,298 1,803 528 -778 198 725 -545
Percent of Open Interest Represented by Each Category of Trader
10.0 68.6 2.1 21.5 4.2 0.5 38.6 9.4 6.0 3.7 0.3 1.0 16.7 7.9
Number of Traders in Each Category Total Traders: 121
15 19 6 19 4 5 34 17 10 10 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 957,797
Positions
52,025 180,513 54,684 352,748 161,505 74,482 67,797 130,036 178,493 28,968 38,398 39,001 109,598 100,685
Changes from: January 2, 2018 Total Change is: 125,664
2,736 7,177 11,874 27,147 -824 7,904 -552 24,256 55,190 1,370 1,814 8,655 11,339 9,617
Percent of Open Interest Represented by Each Category of Trader
5.4 18.8 5.7 36.8 16.9 7.8 7.1 13.6 18.6 3.0 4.0 4.1 11.4 10.5
Number of Traders in Each Category Total Traders: 719
32 47 42 149 95 115 86 136 117 94 79 109
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 136,954
Positions
21,684 9,545 8,060 8,868 19,750 7,118 3,511 12,992 40,348 4,641 414 7,443 35,280 31,284
Changes from: January 2, 2018 Total Change is: 39,724
2,888 -305 3,273 285 1,812 3,871 1,446 5,143 17,627 1,222 370 2,096 7,015 5,837
Percent of Open Interest Represented by Each Category of Trader
15.8 7.0 5.9 6.5 14.4 5.2 2.6 9.5 29.5 3.4 0.3 5.4 25.8 22.8
Number of Traders in Each Category Total Traders: 64
7 4 5 5 8 6 8 18 24 9 5 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 22,021
Positions
19,598 5,189 0 480 13,416 66 0 2,283 78 0 0 0 1,799 989
Changes from: January 2, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
89.0 23.6 0.0 2.2 60.9 0.3 0.0 10.4 0.4 0.0 0.0 0.0 8.2 4.5
Number of Traders in Each Category Total Traders: 20
8 . 0 . 5 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 4,104,215
Positions
224,742 927,877 160,083 1,720,987 710,361 335,235 363,454 627,245 648,699 122,179 190,457 157,250 371,587 347,009
Changes from: January 2, 2018 Total Change is: 429,699
9,114 47,285 33,132 133,935 -13,556 20,541 13,860 119,415 163,967 1,170 7,659 32,358 21,622 18,899
Percent of Open Interest Represented by Each Category of Trader
5.5 22.6 3.9 41.9 17.3 8.2 8.9 15.3 15.8 3.0 4.6 3.8 9.1 8.5
Number of Traders in Each Category Total Traders: 701
31 48 41 148 94 112 86 129 109 88 76 102
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 33,801
Positions
4,021 32,568 0 12,098 293 538 13,152 0 0 589 0 0 3,403 402
Changes from: January 2, 2018 Total Change is: -325
-2 -292 0 742 0 0 -842 0 0 0 0 0 -223 -33
Percent of Open Interest Represented by Each Category of Trader
11.9 96.4 0.0 35.8 0.9 1.6 38.9 0.0 0.0 1.7 0.0 0.0 10.1 1.2
Number of Traders in Each Category Total Traders: 27
. 8 0 8 . . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 25,010
Positions
19,558 11,593 0 2,055 10,834 309 1,800 533 0 0 671 0 1,288 1,070
Changes from: January 2, 2018 Total Change is: -57
1,488 602 0 -218 -1,153 0 -200 16 0 0 0 0 -1,127 478
Percent of Open Interest Represented by Each Category of Trader
78.2 46.4 0.0 8.2 43.3 1.2 7.2 2.1 0.0 0.0 2.7 0.0 5.1 4.3
Number of Traders in Each Category Total Traders: 22
7 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 90,871
Positions
4,102 45,764 595 42,122 32,990 3,896 25,173 2,673 1,312 0 240 0 13,671 3,401
Changes from: January 2, 2018 Total Change is: -1,605
1 367 58 351 -1,637 32 -1,409 -547 688 0 -20 0 -1,326 -546
Percent of Open Interest Represented by Each Category of Trader
4.5 50.4 0.7 46.4 36.3 4.3 27.7 2.9 1.4 0.0 0.3 0.0 15.0 3.7
Number of Traders in Each Category Total Traders: 85
4 9 . 31 15 12 19 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 54,915
Positions
8,877 10,008 1,017 16,050 11,199 1,112 15,062 17,398 2,562 1,917 2,941 950 7,367 7,726
Changes from: January 2, 2018 Total Change is: -2,351
-1,004 -157 169 403 114 -309 -2,529 -3,791 680 -259 -16 315 183 643
Percent of Open Interest Represented by Each Category of Trader
16.2 18.2 1.9 29.2 20.4 2.0 27.4 31.7 4.7 3.5 5.4 1.7 13.4 14.1
Number of Traders in Each Category Total Traders: 273
18 21 6 45 31 24 47 55 26 21 34 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 274,574
Positions
44,383 50,041 5,084 80,251 55,994 5,561 75,312 86,992 12,812 9,583 14,707 4,752 36,836 38,631
Changes from: January 2, 2018 Total Change is: -11,755
-5,021 -786 843 2,016 572 -1,546 -12,647 -18,954 3,402 -1,296 -81 1,576 917 3,217
Percent of Open Interest Represented by Each Category of Trader
16.2 18.2 1.9 29.2 20.4 2.0 27.4 31.7 4.7 3.5 5.4 1.7 13.4 14.1
Number of Traders in Each Category Total Traders: 273
18 21 6 45 31 24 47 55 26 21 34 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 582,619
Positions
39,732 160,277 2,839 259,987 218,641 36,896 190,944 133,726 10,458 18,324 3,407 685 22,754 15,688
Changes from: January 2, 2018 Total Change is: -10,681
890 -8,541 449 2,990 -958 -4,139 -11,493 -2,541 2,148 -264 1,166 95 -1,358 1,640
Percent of Open Interest Represented by Each Category of Trader
6.8 27.5 0.5 44.6 37.5 6.3 32.8 23.0 1.8 3.1 0.6 0.1 3.9 2.7
Number of Traders in Each Category Total Traders: 295
16 25 5 76 44 38 63 50 26 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 23,310
Positions
13,344 12,511 459 1,229 1,144 0 474 2,782 104 1,395 700 180 6,125 5,430
Changes from: January 2, 2018 Total Change is: 112
427 193 -25 -6 98 0 0 108 38 200 -231 0 -522 -69
Percent of Open Interest Represented by Each Category of Trader
57.2 53.7 2.0 5.3 4.9 0.0 2.0 11.9 0.4 6.0 3.0 0.8 26.3 23.3
Number of Traders in Each Category Total Traders: 38
11 8 . 4 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 46,320
Positions
884 22,273 0 25,749 921 299 8,146 2,552 86 1,412 16,340 509 9,235 3,340
Changes from: January 2, 2018 Total Change is: 5,845
50 0 0 3,795 -391 -50 1,004 -1,004 4 1 7,289 241 800 -244
Percent of Open Interest Represented by Each Category of Trader
1.9 48.1 0.0 55.6 2.0 0.6 17.6 5.5 0.2 3.0 35.3 1.1 19.9 7.2
Number of Traders in Each Category Total Traders: 49
. 4 0 18 . 4 10 5 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 61,872
Positions
6,017 10,468 1,490 23,500 1,604 1,551 8,946 15,731 761 10,329 1,146 0 9,278 29,121
Changes from: January 2, 2018 Total Change is: 9,084
3,731 -1,130 206 -776 -197 177 -2,223 5,381 633 7,337 0 0 -1 4,014
Percent of Open Interest Represented by Each Category of Trader
9.7 16.9 2.4 38.0 2.6 2.5 14.5 25.4 1.2 16.7 1.9 0.0 15.0 47.1
Number of Traders in Each Category Total Traders: 84
11 10 5 18 . 6 17 18 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 296,760
Positions
21,100 186,899 4,081 199,062 60,942 18,973 40,660 16,442 1,945 2,266 2,641 0 8,673 4,837
Changes from: January 2, 2018 Total Change is: 6,915
-716 4,628 -1,194 22,700 -1,978 301 2,232 4,159 49 -16,287 1,360 0 -170 -410
Percent of Open Interest Represented by Each Category of Trader
7.1 63.0 1.4 67.1 20.5 6.4 13.7 5.5 0.7 0.8 0.9 0.0 2.9 1.6
Number of Traders in Each Category Total Traders: 156
9 13 7 60 23 20 33 10 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 1,028,288
Positions
37,053 703,676 6,007 619,228 143,318 66,282 202,295 62,996 21,150 47,598 14,377 1,114 27,562 9,369
Changes from: January 2, 2018 Total Change is: 32,235
5,176 20,152 -12 10,883 -6,242 2,391 13,404 14,368 762 -1,579 0 227 983 589
Percent of Open Interest Represented by Each Category of Trader
3.6 68.4 0.6 60.2 13.9 6.4 19.7 6.1 2.1 4.6 1.4 0.1 2.7 0.9
Number of Traders in Each Category Total Traders: 385
23 22 9 146 45 48 78 29 16 36 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 93,583
Positions
15,163 30,539 62,196 9,880 0 0 5,362 0 818 120 30 0 44 0
Changes from: January 2, 2018 Total Change is: 627
1,210 113 319 243 0 -5 -1,340 0 200 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
16.2 32.6 66.5 10.6 0.0 0.0 5.7 0.0 0.9 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 30
4 12 8 6 0 0 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 952,042
Positions
16,787 40,649 31,451 278,029 269,036 178,798 123,636 93,200 120,931 20,659 26,211 11,332 170,419 180,434
Changes from: January 2, 2018 Total Change is: 44,319
3,251 -7,563 3,508 8,007 -2,031 7,261 -10,901 11,006 18,588 4,181 -4,881 2,845 7,579 15,587
Percent of Open Interest Represented by Each Category of Trader
1.8 4.3 3.3 29.2 28.3 18.8 13.0 9.8 12.7 2.2 2.8 1.2 17.9 19.0
Number of Traders in Each Category Total Traders: 179
8 14 16 42 33 39 32 33 45 9 8 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 888,193
Positions
7,544 137,443 326 485,267 88,868 147,301 57,260 392,762 21,128 51,127 7,719 1,155 117,086 91,491
Changes from: January 2, 2018 Total Change is: 8,664
-51 9,314 198 -4,069 3,277 1,836 -3,309 -9,487 3,322 9,515 0 0 1,221 204
Percent of Open Interest Represented by Each Category of Trader
0.8 15.5 0.0 54.6 10.0 16.6 6.4 44.2 2.4 5.8 0.9 0.1 13.2 10.3
Number of Traders in Each Category Total Traders: 120
. 13 . 44 18 37 15 21 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 1,960,551
Positions
121,291 180,046 14,287 607,508 373,792 223,659 506,134 540,384 155,687 208,045 290,656 8,065 115,875 173,974
Changes from: January 2, 2018 Total Change is: 72,415
25,354 14,649 -767 37,275 -329 50 -5,520 30,351 13,141 10,166 5,055 1,140 -8,423 9,125
Percent of Open Interest Represented by Each Category of Trader
6.2 9.2 0.7 31.0 19.1 11.4 25.8 27.6 7.9 10.6 14.8 0.4 5.9 8.9
Number of Traders in Each Category Total Traders: 323
18 30 14 71 43 56 52 63 43 24 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 4,060,053
Positions
220,127 132,782 188,739 1,394,687 1,017,082 554,610 401,010 791,351 529,445 334,218 156,267 90,750 346,468 599,028
Changes from: January 2, 2018 Total Change is: 322,914
59,314 1,161 43,164 66,809 23,112 44,384 -94,665 -24,931 159,569 16,516 19,753 26,617 1,206 30,085
Percent of Open Interest Represented by Each Category of Trader
5.4 3.3 4.6 34.4 25.1 13.7 9.9 19.5 13.0 8.2 3.8 2.2 8.5 14.8
Number of Traders in Each Category Total Traders: 422
25 34 36 58 102 91 60 94 93 22 27 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 520,079
Positions
29,464 25,465 3,659 126,735 218,073 47,230 190,360 55,957 14,004 19,059 12,299 0 89,568 143,392
Changes from: January 2, 2018 Total Change is: 604
5,440 1,263 -431 5,020 8,630 -3,624 -1,568 -15,241 1,291 -23 2,440 0 -5,501 6,276
Percent of Open Interest Represented by Each Category of Trader
5.7 4.9 0.7 24.4 41.9 9.1 36.6 10.8 2.7 3.7 2.4 0.0 17.2 27.6
Number of Traders in Each Category Total Traders: 89
6 5 4 17 31 29 13 12 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 3,386,811
Positions
93,109 218,995 104,091 1,575,994 637,819 484,440 349,809 942,076 274,220 221,257 251,278 25,548 258,343 448,344
Changes from: January 2, 2018 Total Change is: 123,346
4,459 -18,389 26,961 9,134 16,968 33,366 6,909 6,842 35,670 54 2,334 4,770 2,024 14,825
Percent of Open Interest Represented by Each Category of Trader
2.7 6.5 3.1 46.5 18.8 14.3 10.3 27.8 8.1 6.5 7.4 0.8 7.6 13.2
Number of Traders in Each Category Total Traders: 332
13 30 22 65 64 76 39 73 60 23 25 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 1,463,971
Positions
418,329 230,473 506,425 72,926 1,853 61,977 30,466 263,949 261,873 34,632 35,040 45,004 32,339 57,377
Changes from: January 2, 2018 Total Change is: 68,247
-2,067 40,075 22,774 7,732 -856 2,703 4,720 -13,262 32,936 -3,453 -19,206 41 2,861 3,042
Percent of Open Interest Represented by Each Category of Trader
28.6 15.7 34.6 5.0 0.1 4.2 2.1 18.0 17.9 2.4 2.4 3.1 2.2 3.9
Number of Traders in Each Category Total Traders: 151
28 31 51 . . 7 16 43 45 11 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 is24,740,627
Positions
6,370,100 641,126 3,819,369 115,299 2,765,977 1,742,218 566,186 2,302,402 10,051,091 36,889 552,337 1,472,181 567,295 1,393,927
Changes from: January 2, 2018 Total Change is: 1,662,302
56,980 83,972 224,530 3,697 67,246 39,212 85,164 91,697 1,161,504 -8,249 -130,637 47,431 52,033 77,348
Percent of Open Interest Represented by Each Category of Trader
25.7 2.6 15.4 0.5 11.2 7.0 2.3 9.3 40.6 0.1 2.2 6.0 2.3 5.6
Number of Traders in Each Category Total Traders: 323
34 43 73 7 38 37 49 99 114 15 27 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 25,624
Positions
6,065 5,567 0 57 8,388 123 6,261 7,158 0 13,087 4,230 0 31 158
Changes from: January 2, 2018 Total Change is: 110
542 654 0 0 8 0 -854 -550 0 408 0 0 14 -2
Percent of Open Interest Represented by Each Category of Trader
23.7 21.7 0.0 0.2 32.7 0.5 24.4 27.9 0.0 51.1 16.5 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 48
. 6 0 . 13 . 7 9 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 19,953
Positions
1,880 4,838 0 69 4,220 495 16,814 7,401 0 604 2,909 23 68 67
Changes from: January 2, 2018 Total Change is: -1,487
-1,515 -163 0 0 -796 37 -212 -549 0 140 30 0 63 -46
Percent of Open Interest Represented by Each Category of Trader
9.4 24.2 0.0 0.3 21.1 2.5 84.3 37.1 0.0 3.0 14.6 0.1 0.3 0.3
Number of Traders in Each Category Total Traders: 34
. 4 0 . 8 . . 10 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 4,624
Positions
39 0 15 0 0 0 521 654 253 1,204 3,017 41 2,551 644
Changes from: January 2, 2018 Total Change is: 559
0 0 0 0 0 0 247 274 -6 161 353 -56 213 -6
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.3 0.0 0.0 0.0 11.3 14.1 5.5 26.0 65.2 0.9 55.2 13.9
Number of Traders in Each Category Total Traders: 42
. 0 . 0 0 0 7 10 6 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 51,448
Positions
245 12,628 0 9,523 13,026 552 24,265 19,048 1,810 7,399 1,297 23 7,631 3,064
Changes from: January 2, 2018 Total Change is: -1,267
87 -1,050 0 -66 1,986 -21 3,620 -1,525 -188 -4,593 49 -101 -6 -418
Percent of Open Interest Represented by Each Category of Trader
0.5 24.5 0.0 18.5 25.3 1.1 47.2 37.0 3.5 14.4 2.5 0.0 14.8 6.0
Number of Traders in Each Category Total Traders: 147
. . 0 12 10 . 29 36 12 48 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 602,198
Positions
107,419 55,189 30,732 105,293 103,892 88,487 124,530 183,217 82,089 16,196 7,560 14,823 32,629 36,209
Changes from: January 2, 2018 Total Change is: 39,896
4,057 4,660 10,810 25,126 9,060 -15,119 8,164 19,417 6,589 -1,249 1,083 -1,860 3,378 5,256
Percent of Open Interest Represented by Each Category of Trader
17.8 9.2 5.1 17.5 17.3 14.7 20.7 30.4 13.6 2.7 1.3 2.5 5.4 6.0
Number of Traders in Each Category Total Traders: 262
17 7 19 27 37 25 59 70 60 17 13 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 9, 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 77,139
Positions
1,125 0 0 34,260 1,375 166 38,516 75,363 85 2,800 125 0 187 25
Changes from: January 2, 2018 Total Change is: 5,321
0 0 0 -5,715 5 0 8,986 5,321 0 2,002 -2 0 48 -3
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 44.4 1.8 0.2 49.9 97.7 0.1 3.6 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 40
4 0 0 7 . . 10 7 . 9 . 0
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Updated January 12, 2018