Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 180,830
Positions
8,851 87,605 4,752 47,371 11,279 3,424 50,956 33,663 15,728 5,513 2,166 437 43,797 21,776
Changes from: January 9, 2018 Total Change is: 14,287
2,128 10,098 -866 1,287 1,707 651 8,964 -797 1,020 233 -98 18 851 2,554
Percent of Open Interest Represented by Each Category of Trader
4.9 48.4 2.6 26.2 6.2 1.9 28.2 18.6 8.7 3.0 1.2 0.2 24.2 12.0
Number of Traders in Each Category Total Traders: 94
4 9 7 20 7 5 24 20 21 6 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 70,566
Positions
38,287 6,702 176 628 6,244 602 21,511 34,700 121 480 1,776 0 8,761 20,246
Changes from: January 9, 2018 Total Change is: -6,937
-563 2,656 80 25 -78 0 -3,992 -5,170 -4,055 0 54 0 1,568 -424
Percent of Open Interest Represented by Each Category of Trader
54.3 9.5 0.2 0.9 8.8 0.9 30.5 49.2 0.2 0.7 2.5 0.0 12.4 28.7
Number of Traders in Each Category Total Traders: 52
7 6 . . 6 . 10 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 266,411
Positions
44,340 67,552 20,078 33,231 66,639 8,516 84,878 36,827 29,787 2,507 7,602 1,748 41,326 27,662
Changes from: January 9, 2018 Total Change is: 31,356
2,445 17,175 6,226 4,596 550 2,280 7,868 -4,342 7,830 685 -18 107 -682 1,548
Percent of Open Interest Represented by Each Category of Trader
16.6 25.4 7.5 12.5 25.0 3.2 31.9 13.8 11.2 0.9 2.9 0.7 15.5 10.4
Number of Traders in Each Category Total Traders: 131
8 9 12 22 19 8 39 27 22 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 267,386
Positions
121,390 31,194 7,616 26,064 20,001 11,975 50,554 142,804 18,037 1,470 1,270 1,094 29,186 33,395
Changes from: January 9, 2018 Total Change is: 12,613
-9,440 18,257 693 3,242 -3,512 323 4,168 -4,015 4,178 1,470 -39 220 7,759 -3,494
Percent of Open Interest Represented by Each Category of Trader
45.4 11.7 2.8 9.7 7.5 4.5 18.9 53.4 6.7 0.5 0.5 0.4 10.9 12.5
Number of Traders in Each Category Total Traders: 123
8 11 12 16 21 11 26 34 25 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 689,429
Positions
61,009 298,793 32,481 269,192 117,501 27,739 97,331 65,945 71,797 23,561 8,080 5,384 100,934 61,708
Changes from: January 9, 2018 Total Change is: 58,299
12,869 4,748 6,037 8,223 6,633 1,843 -984 8,727 18,906 389 523 1,180 9,837 9,703
Percent of Open Interest Represented by Each Category of Trader
8.8 43.3 4.7 39.0 17.0 4.0 14.1 9.6 10.4 3.4 1.2 0.8 14.6 9.0
Number of Traders in Each Category Total Traders: 275
19 13 17 79 31 44 53 39 37 29 12 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 39,084
Positions
626 23,871 10 21,086 2,259 1,763 681 5,897 694 0 419 10 14,214 4,161
Changes from: January 9, 2018 Total Change is: 275
0 -184 0 -540 -1,457 131 0 1,539 12 -538 0 0 1,210 234
Percent of Open Interest Represented by Each Category of Trader
1.6 61.1 0.0 54.0 5.8 4.5 1.7 15.1 1.8 0.0 1.1 0.0 36.4 10.6
Number of Traders in Each Category Total Traders: 30
. . . 17 . 8 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,760
Positions
2,648 9,040 24 11,504 6,937 1,788 2,877 6,699 12 0 0 0 9,907 4,260
Changes from: January 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
9.2 31.4 0.1 40.0 24.1 6.2 10.0 23.3 0.0 0.0 0.0 0.0 34.4 14.8
Number of Traders in Each Category Total Traders: 20
. . . 6 5 6 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 144,447
Positions
25,103 39,408 6,416 15,564 26,471 3,852 51,147 31,220 11,224 132 0 723 30,286 25,134
Changes from: January 9, 2018 Total Change is: 4,772
3,847 10,522 -17 1,037 -2,139 752 -1,250 -6,030 1,967 51 -1 138 -1,752 -420
Percent of Open Interest Represented by Each Category of Trader
17.4 27.3 4.4 10.8 18.3 2.7 35.4 21.6 7.8 0.1 0.0 0.5 21.0 17.4
Number of Traders in Each Category Total Traders: 101
8 10 10 13 14 9 32 22 18 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 62,510
Positions
0 50,581 227 33,290 0 0 26,415 10,481 0 611 172 0 1,967 1,049
Changes from: January 9, 2018 Total Change is: 2,058
0 1,362 0 1,461 0 0 487 781 0 101 30 0 9 -115
Percent of Open Interest Represented by Each Category of Trader
0.0 80.9 0.4 53.3 0.0 0.0 42.3 16.8 0.0 1.0 0.3 0.0 3.1 1.7
Number of Traders in Each Category Total Traders: 35
0 6 . 5 0 0 14 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 172,806
Positions
26,684 76,072 377 65,701 7,645 230 67,653 69,162 4,245 2,170 10,806 0 5,746 4,270
Changes from: January 9, 2018 Total Change is: -11,643
-8,190 -250 284 -8,299 -508 188 3,967 -10,250 -445 -43 187 0 895 -848
Percent of Open Interest Represented by Each Category of Trader
15.4 44.0 0.2 38.0 4.4 0.1 39.1 40.0 2.5 1.3 6.3 0.0 3.3 2.5
Number of Traders in Each Category Total Traders: 134
7 5 . 15 7 . 38 39 6 9 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 31,875
Positions
121 13,621 50 15,073 223 0 12,014 14,857 1,534 1,354 919 0 1,729 671
Changes from: January 9, 2018 Total Change is: 6,169
121 6,669 0 -481 0 0 6,328 -596 169 -4 -1 0 36 -72
Percent of Open Interest Represented by Each Category of Trader
0.4 42.7 0.2 47.3 0.7 0.0 37.7 46.6 4.8 4.2 2.9 0.0 5.4 2.1
Number of Traders in Each Category Total Traders: 37
. 4 . 4 . 0 9 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 46,780
Positions
25,887 9,232 153 4,747 3,317 0 10,912 28,761 873 0 500 0 4,208 3,944
Changes from: January 9, 2018 Total Change is: 1,261
-2,635 3,919 152 1,406 1,372 0 1,450 -3,748 141 0 -145 0 747 -430
Percent of Open Interest Represented by Each Category of Trader
55.3 19.7 0.3 10.1 7.1 0.0 23.3 61.5 1.9 0.0 1.1 0.0 9.0 8.4
Number of Traders in Each Category Total Traders: 87
6 4 . 10 7 0 29 27 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 13,117
Positions
2,656 7,810 0 6,611 177 0 2,395 4,034 191 0 0 0 1,264 905
Changes from: January 9, 2018 Total Change is: 588
-160 9 0 200 -13 0 560 868 -97 0 0 0 85 -179
Percent of Open Interest Represented by Each Category of Trader
20.2 59.5 0.0 50.4 1.3 0.0 18.3 30.8 1.5 0.0 0.0 0.0 9.6 6.9
Number of Traders in Each Category Total Traders: 25
. 4 0 4 . 0 9 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 80,134
Positions
8,972 53,568 1,581 17,587 3,314 231 31,242 8,811 4,292 3,415 295 808 12,006 7,235
Changes from: January 9, 2018 Total Change is: 3,400
1,333 959 -51 1,125 53 -151 1,660 1,602 -312 559 75 75 -838 1,150
Percent of Open Interest Represented by Each Category of Trader
11.2 66.8 2.0 21.9 4.1 0.3 39.0 11.0 5.4 4.3 0.4 1.0 15.0 9.0
Number of Traders in Each Category Total Traders: 135
18 19 5 20 . 5 37 20 11 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 160,267
Positions
17,943 107,135 3,161 35,173 6,627 461 62,484 17,621 8,585 6,831 590 1,616 24,012 14,471
Changes from: January 9, 2018 Total Change is: 6,799
2,667 1,918 -103 2,250 105 -301 3,319 3,204 -624 1,117 150 150 -1,677 2,300
Percent of Open Interest Represented by Each Category of Trader
11.2 66.8 2.0 21.9 4.1 0.3 39.0 11.0 5.4 4.3 0.4 1.0 15.0 9.0
Number of Traders in Each Category Total Traders: 135
18 19 5 20 . 5 37 20 11 15 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 17,857
Positions
933 15,520 0 12,204 800 510 1,555 495 250 500 0 0 1,905 282
Changes from: January 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.2 86.9 0.0 68.3 4.5 2.9 8.7 2.8 1.4 2.8 0.0 0.0 10.7 1.6
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,033,313
Positions
46,394 188,637 68,566 355,738 163,002 78,520 78,793 127,671 223,125 27,701 40,174 45,596 108,881 98,023
Changes from: January 9, 2018 Total Change is: 75,516
-5,631 8,124 13,881 2,990 1,497 4,038 10,996 -2,365 44,633 -1,268 1,776 6,595 -717 -2,662
Percent of Open Interest Represented by Each Category of Trader
4.5 18.3 6.6 34.4 15.8 7.6 7.6 12.4 21.6 2.7 3.9 4.4 10.5 9.5
Number of Traders in Each Category Total Traders: 722
30 46 44 152 94 114 102 122 124 111 63 110
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 160,305
Positions
22,289 13,465 11,828 8,937 21,391 9,278 4,579 14,309 54,425 4,996 45 9,011 34,961 26,553
Changes from: January 9, 2018 Total Change is: 23,351
605 3,920 3,768 69 1,641 2,160 1,068 1,316 14,077 355 -369 1,568 -319 -4,731
Percent of Open Interest Represented by Each Category of Trader
13.9 8.4 7.4 5.6 13.3 5.8 2.9 8.9 34.0 3.1 0.0 5.6 21.8 16.6
Number of Traders in Each Category Total Traders: 69
8 6 7 5 8 6 10 17 25 10 4 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 4,365,042
Positions
214,045 969,379 190,166 1,736,248 710,297 343,968 421,825 617,568 792,743 114,180 201,303 182,267 369,601 357,353
Changes from: January 9, 2018 Total Change is: 260,827
-10,697 41,502 30,083 15,262 -64 8,733 58,372 -9,677 144,044 -7,999 10,846 25,017 -1,986 10,344
Percent of Open Interest Represented by Each Category of Trader
4.9 22.2 4.4 39.8 16.3 7.9 9.7 14.1 18.2 2.6 4.6 4.2 8.5 8.2
Number of Traders in Each Category Total Traders: 705
28 47 41 152 93 111 102 115 117 105 62 105
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 33,799
Positions
3,733 32,602 0 12,112 0 748 13,220 0 0 589 0 0 3,397 449
Changes from: January 9, 2018 Total Change is: -2
-288 34 0 14 -293 210 68 0 0 0 0 0 -6 47
Percent of Open Interest Represented by Each Category of Trader
11.0 96.5 0.0 35.8 0.0 2.2 39.1 0.0 0.0 1.7 0.0 0.0 10.1 1.3
Number of Traders in Each Category Total Traders: 25
. 8 0 8 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,430
Positions
3,063 9,201 0 6,328 1,183 1,585 0 0 0 322 0 0 1,132 461
Changes from: January 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.6 74.0 0.0 50.9 9.5 12.8 0.0 0.0 0.0 2.6 0.0 0.0 9.1 3.7
Number of Traders in Each Category Total Traders: 20
. 8 0 8 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 25,496
Positions
21,328 14,028 0 608 9,008 309 1,890 533 0 0 671 0 1,361 947
Changes from: January 9, 2018 Total Change is: 486
1,770 2,435 0 -1,447 -1,826 0 90 0 0 0 0 0 73 -123
Percent of Open Interest Represented by Each Category of Trader
83.7 55.0 0.0 2.4 35.3 1.2 7.4 2.1 0.0 0.0 2.6 0.0 5.3 3.7
Number of Traders in Each Category Total Traders: 23
8 . 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 90,011
Positions
4,112 45,964 625 41,898 32,301 3,792 24,996 2,323 1,289 0 240 0 13,299 3,477
Changes from: January 9, 2018 Total Change is: -860
10 200 30 -224 -689 -104 -177 -350 -23 0 0 0 -372 76
Percent of Open Interest Represented by Each Category of Trader
4.6 51.1 0.7 46.5 35.9 4.2 27.8 2.6 1.4 0.0 0.3 0.0 14.8 3.9
Number of Traders in Each Category Total Traders: 85
4 10 . 32 15 11 19 4 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 58,546
Positions
10,574 12,929 1,224 15,829 11,300 1,356 15,641 16,958 2,869 2,415 3,173 1,133 7,506 7,604
Changes from: January 9, 2018 Total Change is: 3,632
1,698 2,921 207 -221 102 243 578 -440 307 498 231 182 139 -122
Percent of Open Interest Represented by Each Category of Trader
18.1 22.1 2.1 27.0 19.3 2.3 26.7 29.0 4.9 4.1 5.4 1.9 12.8 13.0
Number of Traders in Each Category Total Traders: 280
20 21 8 45 31 25 50 55 25 27 31 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 292,732
Positions
52,872 64,646 6,118 79,145 56,502 6,778 78,204 84,792 14,347 12,073 15,865 5,664 37,532 38,021
Changes from: January 9, 2018 Total Change is: 18,158
8,488 14,605 1,034 -1,107 508 1,217 2,892 -2,200 1,534 2,491 1,157 912 696 -610
Percent of Open Interest Represented by Each Category of Trader
18.1 22.1 2.1 27.0 19.3 2.3 26.7 29.0 4.9 4.1 5.4 1.9 12.8 13.0
Number of Traders in Each Category Total Traders: 280
20 21 8 45 31 25 50 55 25 27 31 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 566,053
Positions
40,722 158,140 2,967 255,015 216,210 36,035 180,011 126,794 10,004 18,954 2,338 969 21,376 12,596
Changes from: January 9, 2018 Total Change is: -16,566
990 -2,138 128 -4,972 -2,431 -861 -10,933 -6,932 -454 631 -1,069 283 -1,378 -3,092
Percent of Open Interest Represented by Each Category of Trader
7.2 27.9 0.5 45.1 38.2 6.4 31.8 22.4 1.8 3.3 0.4 0.2 3.8 2.2
Number of Traders in Each Category Total Traders: 301
17 27 5 76 44 39 60 56 28 15 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 23,175
Positions
12,612 13,403 604 1,229 1,144 0 1,516 1,885 13 1,395 700 180 5,626 5,246
Changes from: January 9, 2018 Total Change is: -135
-732 892 145 0 0 0 1,042 -897 -91 0 0 0 -499 -184
Percent of Open Interest Represented by Each Category of Trader
54.4 57.8 2.6 5.3 4.9 0.0 6.5 8.1 0.1 6.0 3.0 0.8 24.3 22.6
Number of Traders in Each Category Total Traders: 37
11 7 . 4 . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 47,198
Positions
1,084 24,548 0 25,209 921 184 9,542 1,761 83 1,412 16,127 358 9,326 3,216
Changes from: January 9, 2018 Total Change is: 878
200 2,275 0 -540 0 -115 1,396 -791 -3 0 -213 -151 91 -124
Percent of Open Interest Represented by Each Category of Trader
2.3 52.0 0.0 53.4 2.0 0.4 20.2 3.7 0.2 3.0 34.2 0.8 19.8 6.8
Number of Traders in Each Category Total Traders: 47
. 4 0 18 . . 12 . . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 58,165
Positions
8,301 9,303 2,095 20,102 2,067 1,888 6,820 15,289 606 9,747 1,146 0 8,606 25,771
Changes from: January 9, 2018 Total Change is: -3,707
2,284 -1,165 605 -3,398 463 337 -2,126 -442 -155 -582 0 0 -672 -3,350
Percent of Open Interest Represented by Each Category of Trader
14.3 16.0 3.6 34.6 3.6 3.2 11.7 26.3 1.0 16.8 2.0 0.0 14.8 44.3
Number of Traders in Each Category Total Traders: 80
13 8 4 17 5 6 12 20 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 290,519
Positions
20,397 184,068 4,089 193,645 60,025 19,522 39,507 14,584 2,050 2,468 1,174 0 8,841 5,007
Changes from: January 9, 2018 Total Change is: -6,241
-703 -2,831 8 -5,417 -917 549 -1,153 -1,858 105 202 -1,467 0 168 170
Percent of Open Interest Represented by Each Category of Trader
7.0 63.4 1.4 66.7 20.7 6.7 13.6 5.0 0.7 0.8 0.4 0.0 3.0 1.7
Number of Traders in Each Category Total Traders: 155
8 13 7 60 23 20 33 10 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,046,071
Positions
33,366 722,046 7,050 627,593 146,585 66,778 205,983 56,821 20,581 47,191 15,968 982 36,546 9,259
Changes from: January 9, 2018 Total Change is: 17,783
-3,687 18,371 1,043 8,365 3,267 496 3,688 -6,175 -569 -406 1,591 -132 8,984 -110
Percent of Open Interest Represented by Each Category of Trader
3.2 69.0 0.7 60.0 14.0 6.4 19.7 5.4 2.0 4.5 1.5 0.1 3.5 0.9
Number of Traders in Each Category Total Traders: 383
22 21 9 144 46 45 75 31 14 38 6 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 93,553
Positions
19,643 32,009 60,346 10,080 0 0 2,122 370 798 520 30 0 44 0
Changes from: January 9, 2018 Total Change is: -30
4,480 1,470 -1,850 200 0 0 -3,240 370 -20 400 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.0 34.2 64.5 10.8 0.0 0.0 2.3 0.4 0.9 0.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 31
4 12 8 6 0 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 975,828
Positions
22,255 44,508 34,911 283,642 280,831 185,983 126,677 83,092 122,147 19,058 28,207 11,893 169,262 184,255
Changes from: January 9, 2018 Total Change is: 23,786
5,468 3,859 3,460 5,612 11,794 7,186 3,041 -10,108 1,216 -1,602 1,996 561 -1,157 3,821
Percent of Open Interest Represented by Each Category of Trader
2.3 4.6 3.6 29.1 28.8 19.1 13.0 8.5 12.5 2.0 2.9 1.2 17.3 18.9
Number of Traders in Each Category Total Traders: 177
9 14 15 41 36 40 32 26 39 6 13 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 886,555
Positions
7,421 123,779 171 492,124 97,251 146,325 56,864 394,665 20,458 42,884 8,427 1,155 119,153 94,325
Changes from: January 9, 2018 Total Change is: -1,638
-123 -13,664 -155 6,857 8,383 -976 -396 1,903 -670 -8,243 708 0 2,068 2,833
Percent of Open Interest Represented by Each Category of Trader
0.8 14.0 0.0 55.5 11.0 16.5 6.4 44.5 2.3 4.8 1.0 0.1 13.4 10.6
Number of Traders in Each Category Total Traders: 116
. 11 . 45 16 35 14 21 16 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 2,005,398
Positions
123,072 167,087 15,840 622,138 379,614 235,128 509,291 552,222 176,149 191,297 290,620 9,256 123,227 179,482
Changes from: January 9, 2018 Total Change is: 44,847
1,782 -12,960 1,553 14,630 5,822 11,469 3,157 11,838 20,461 -16,748 -36 1,191 7,352 5,508
Percent of Open Interest Represented by Each Category of Trader
6.1 8.3 0.8 31.0 18.9 11.7 25.4 27.5 8.8 9.5 14.5 0.5 6.1 8.9
Number of Traders in Each Category Total Traders: 319
17 29 13 69 47 57 57 55 47 21 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 4,110,183
Positions
149,925 145,479 223,907 1,395,331 1,074,924 567,927 451,232 700,557 546,446 336,049 165,127 80,260 359,106 605,557
Changes from: January 9, 2018 Total Change is: 50,130
-70,202 12,697 35,168 645 57,842 13,318 50,222 -90,793 17,000 1,831 8,860 -10,490 12,639 6,529
Percent of Open Interest Represented by Each Category of Trader
3.6 3.5 5.4 33.9 26.2 13.8 11.0 17.0 13.3 8.2 4.0 2.0 8.7 14.7
Number of Traders in Each Category Total Traders: 435
24 34 38 65 107 96 65 93 96 22 25 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 526,858
Positions
25,516 30,791 4,139 135,244 218,710 48,144 188,156 54,186 13,638 18,965 12,406 0 93,056 144,844
Changes from: January 9, 2018 Total Change is: 6,779
-3,948 5,326 480 8,509 637 914 -2,204 -1,771 -366 -94 107 0 3,488 1,452
Percent of Open Interest Represented by Each Category of Trader
4.8 5.8 0.8 25.7 41.5 9.1 35.7 10.3 2.6 3.6 2.4 0.0 17.7 27.5
Number of Traders in Each Category Total Traders: 90
6 8 . 16 30 30 13 12 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 3,469,939
Positions
99,903 220,431 95,629 1,629,065 678,664 462,983 328,292 922,482 314,619 235,002 264,093 44,023 260,423 467,015
Changes from: January 9, 2018 Total Change is: 83,128
6,794 1,436 -8,462 53,071 40,845 -21,458 -21,518 -19,594 40,400 13,745 12,815 18,476 2,080 18,670
Percent of Open Interest Represented by Each Category of Trader
2.9 6.4 2.8 46.9 19.6 13.3 9.5 26.6 9.1 6.8 7.6 1.3 7.5 13.5
Number of Traders in Each Category Total Traders: 336
12 31 25 63 66 74 44 72 67 22 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 1,521,064
Positions
403,131 281,803 523,386 87,183 1,853 57,543 36,306 238,554 282,751 58,238 36,976 39,423 33,103 58,775
Changes from: January 9, 2018 Total Change is: 57,093
-15,198 51,330 16,961 14,257 0 -4,434 5,840 -25,395 20,878 23,606 1,936 -5,581 764 1,398
Percent of Open Interest Represented by Each Category of Trader
26.5 18.5 34.4 5.7 0.1 3.8 2.4 15.7 18.6 3.8 2.4 2.6 2.2 3.9
Number of Traders in Each Category Total Traders: 151
29 31 52 4 . 7 15 42 41 14 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 is24,922,760
Positions
6,537,245 647,337 3,666,241 119,610 2,873,233 1,780,454 706,692 2,372,952 10,027,831 46,245 674,502 1,464,745 573,698 1,415,466
Changes from: January 9, 2018 Total Change is: 182,133
167,145 6,211 -153,129 4,311 107,255 38,236 140,506 70,550 -23,260 9,356 122,165 -7,436 6,403 21,539
Percent of Open Interest Represented by Each Category of Trader
26.2 2.6 14.7 0.5 11.5 7.1 2.8 9.5 40.2 0.2 2.7 5.9 2.3 5.7
Number of Traders in Each Category Total Traders: 323
36 44 75 9 37 38 47 97 111 15 24 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 26,210
Positions
6,918 6,150 0 57 8,444 118 5,906 7,166 0 13,172 4,170 0 39 162
Changes from: January 9, 2018 Total Change is: 586
853 583 0 0 56 -5 -355 8 0 85 -60 0 8 4
Percent of Open Interest Represented by Each Category of Trader
26.4 23.5 0.0 0.2 32.2 0.5 22.5 27.3 0.0 50.3 15.9 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 47
. 6 0 . 13 . 6 9 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 21,566
Positions
1,975 5,700 0 69 4,355 496 18,376 8,002 0 604 2,926 18 28 69
Changes from: January 9, 2018 Total Change is: 1,613
95 862 0 0 135 1 1,562 601 0 0 17 -5 -40 2
Percent of Open Interest Represented by Each Category of Trader
9.2 26.4 0.0 0.3 20.2 2.3 85.2 37.1 0.0 2.8 13.6 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 37
4 4 0 . 8 . 5 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 4,736
Positions
40 0 15 0 0 0 379 608 34 1,134 3,171 130 3,004 778
Changes from: January 9, 2018 Total Change is: 112
1 0 0 0 0 0 -142 -46 -219 -70 154 89 453 134
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.3 0.0 0.0 0.0 8.0 12.8 0.7 23.9 67.0 2.7 63.4 16.4
Number of Traders in Each Category Total Traders: 47
. 0 . 0 0 0 6 7 . 22 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 51,517
Positions
429 7,353 0 8,044 13,337 2,344 25,775 21,289 1,943 6,063 1,707 23 6,895 3,520
Changes from: January 9, 2018 Total Change is: 69
184 -5,275 0 -1,479 311 1,792 1,510 2,241 133 -1,336 410 0 -735 457
Percent of Open Interest Represented by Each Category of Trader
0.8 14.3 0.0 15.6 25.9 4.5 50.0 41.3 3.8 11.8 3.3 0.0 13.4 6.8
Number of Traders in Each Category Total Traders: 138
. . 0 12 10 . 26 37 12 40 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 653,697
Positions
109,776 56,916 34,842 108,985 127,325 96,368 140,175 178,850 92,001 16,791 9,735 20,105 34,654 37,555
Changes from: January 9, 2018 Total Change is: 51,499
2,357 1,727 4,110 3,692 23,433 7,881 15,645 -4,367 9,912 595 2,175 5,282 2,025 1,346
Percent of Open Interest Represented by Each Category of Trader
16.8 8.7 5.3 16.7 19.5 14.7 21.4 27.4 14.1 2.6 1.5 3.1 5.3 5.7
Number of Traders in Each Category Total Traders: 278
19 9 19 27 38 25 61 70 59 23 15 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 16, 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 81,034
Positions
1,069 0 0 34,378 1,375 166 42,089 79,264 85 2,992 122 0 255 22
Changes from: January 9, 2018 Total Change is: 3,895
-56 0 0 118 0 0 3,573 3,901 0 192 -3 0 68 -3
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 42.4 1.7 0.2 51.9 97.8 0.1 3.7 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 41
4 0 0 7 . . 10 7 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 19, 2018