Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 189,081
Positions
7,125 95,220 5,193 46,840 11,164 4,086 59,508 34,268 16,276 6,026 2,578 443 43,586 19,854
Changes from: January 16, 2018 Total Change is: 8,251
-1,726 7,615 441 -531 -115 662 8,552 605 547 512 412 6 -212 -1,922
Percent of Open Interest Represented by Each Category of Trader
3.8 50.4 2.7 24.8 5.9 2.2 31.5 18.1 8.6 3.2 1.4 0.2 23.1 10.5
Number of Traders in Each Category Total Traders: 105
4 10 8 21 7 5 28 23 20 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 72,150
Positions
36,205 10,292 182 1,317 6,361 535 21,804 34,659 987 480 1,776 0 10,640 17,358
Changes from: January 16, 2018 Total Change is: 1,584
-2,082 3,591 7 689 117 -67 292 -42 866 0 0 0 1,879 -2,888
Percent of Open Interest Represented by Each Category of Trader
50.2 14.3 0.3 1.8 8.8 0.7 30.2 48.0 1.4 0.7 2.5 0.0 14.7 24.1
Number of Traders in Each Category Total Traders: 52
5 6 . . 7 . 11 19 9 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 300,486
Positions
44,300 78,138 26,855 37,182 66,465 10,042 94,436 37,431 41,218 1,521 8,758 2,349 42,582 29,229
Changes from: January 16, 2018 Total Change is: 34,075
-40 10,586 6,777 3,951 -173 1,526 9,558 604 11,431 -986 1,156 600 1,257 1,567
Percent of Open Interest Represented by Each Category of Trader
14.7 26.0 8.9 12.4 22.1 3.3 31.4 12.5 13.7 0.5 2.9 0.8 14.2 9.7
Number of Traders in Each Category Total Traders: 128
7 9 11 22 19 10 40 23 25 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 272,483
Positions
121,343 40,150 7,793 28,192 17,917 11,911 51,403 139,117 20,230 1,970 1,266 1,032 28,609 33,068
Changes from: January 16, 2018 Total Change is: 5,097
-47 8,955 176 2,128 -2,084 -64 849 -3,687 2,193 500 -4 -62 -576 -326
Percent of Open Interest Represented by Each Category of Trader
44.5 14.7 2.9 10.3 6.6 4.4 18.9 51.1 7.4 0.7 0.5 0.4 10.5 12.1
Number of Traders in Each Category Total Traders: 122
7 11 12 17 20 11 27 32 27 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 711,510
Positions
64,218 324,340 34,245 270,108 118,408 26,732 107,489 61,242 77,332 25,012 7,207 5,863 100,511 56,142
Changes from: January 16, 2018 Total Change is: 22,081
3,209 25,547 1,764 916 907 -1,007 10,158 -4,703 5,534 1,451 -873 479 -423 -5,566
Percent of Open Interest Represented by Each Category of Trader
9.0 45.6 4.8 38.0 16.6 3.8 15.1 8.6 10.9 3.5 1.0 0.8 14.1 7.9
Number of Traders in Each Category Total Traders: 282
19 12 17 81 30 45 55 41 40 32 12 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 38,175
Positions
626 23,497 10 21,205 2,252 1,507 681 5,095 712 0 419 10 13,424 4,673
Changes from: January 16, 2018 Total Change is: -909
0 -374 0 119 -7 -256 0 -802 18 0 0 0 -790 512
Percent of Open Interest Represented by Each Category of Trader
1.6 61.6 0.0 55.5 5.9 3.9 1.8 13.3 1.9 0.0 1.1 0.0 35.2 12.2
Number of Traders in Each Category Total Traders: 29
. . . 17 . 6 . 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 28,901
Positions
2,607 8,688 24 12,359 6,918 2,069 2,554 7,378 12 0 0 0 9,276 3,812
Changes from: January 16, 2018 Total Change is: 141
-42 -352 0 855 -20 281 -323 679 0 0 0 0 -630 -447
Percent of Open Interest Represented by Each Category of Trader
9.0 30.1 0.1 42.8 23.9 7.2 8.8 25.5 0.0 0.0 0.0 0.0 32.1 13.2
Number of Traders in Each Category Total Traders: 22
. . . 8 5 7 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 166,106
Positions
23,334 54,467 5,069 16,356 23,300 4,683 63,099 37,374 13,486 532 0 703 38,843 27,024
Changes from: January 16, 2018 Total Change is: 21,659
-1,770 15,058 -1,347 792 -3,171 831 11,952 6,155 2,263 401 0 -20 8,557 1,890
Percent of Open Interest Represented by Each Category of Trader
14.0 32.8 3.1 9.8 14.0 2.8 38.0 22.5 8.1 0.3 0.0 0.4 23.4 16.3
Number of Traders in Each Category Total Traders: 108
8 10 10 11 14 8 40 22 22 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 62,563
Positions
0 50,712 226 32,500 0 0 27,075 10,327 0 510 140 0 2,252 1,158
Changes from: January 16, 2018 Total Change is: 53
0 131 -1 -790 0 0 660 -154 0 -101 -32 0 285 109
Percent of Open Interest Represented by Each Category of Trader
0.0 81.1 0.4 51.9 0.0 0.0 43.3 16.5 0.0 0.8 0.2 0.0 3.6 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 23, 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 179,376
Positions
11,997 80,449 494 72,638 8,786 189 79,724 70,427 4,985 2,088 10,575 0 7,261 3,471
Changes from: January 16, 2018 Total Change is: 6,570
-14,687 4,377 117 6,937 1,141 -41 12,071 1,265 740 -82 -231 0 1,515 -798
Percent of Open Interest Represented by Each Category of Trader
6.7 44.8 0.3 40.5 4.9 0.1 44.4 39.3 2.8 1.2 5.9 0.0 4.0 1.9
Number of Traders in Each Category Total Traders: 141
4 8 . 14 9 . 54 29 12 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 30,605
Positions
0 12,466 1,150 12,490 223 0 12,645 14,111 1,183 1,356 910 0 1,781 562
Changes from: January 16, 2018 Total Change is: -1,270
-121 -1,155 1,100 -2,583 0 0 631 -746 -351 2 -9 0 52 -109
Percent of Open Interest Represented by Each Category of Trader
0.0 40.7 3.8 40.8 0.7 0.0 41.3 46.1 3.9 4.4 3.0 0.0 5.8 1.8
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 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 53,374
Positions
24,109 13,772 153 4,537 4,334 0 18,643 29,126 1,512 110 389 0 4,310 4,088
Changes from: January 16, 2018 Total Change is: 6,594
-1,778 4,540 0 -210 1,017 0 7,731 365 639 110 -111 0 102 144
Percent of Open Interest Represented by Each Category of Trader
45.2 25.8 0.3 8.5 8.1 0.0 34.9 54.6 2.8 0.2 0.7 0.0 8.1 7.7
Number of Traders in Each Category Total Traders: 87
6 5 . 9 6 0 31 26 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 13,292
Positions
2,265 7,805 235 6,548 166 0 2,644 4,002 204 0 0 0 1,396 880
Changes from: January 16, 2018 Total Change is: 175
-391 -5 235 -63 -11 0 249 -32 13 0 0 0 132 -25
Percent of Open Interest Represented by Each Category of Trader
17.0 58.7 1.8 49.3 1.2 0.0 19.9 30.1 1.5 0.0 0.0 0.0 10.5 6.6
Number of Traders in Each Category Total Traders: 26
. 4 . 5 . 0 8 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 79,706
Positions
10,203 54,093 1,567 16,580 3,987 316 29,161 8,909 3,765 3,879 278 618 13,618 6,174
Changes from: January 16, 2018 Total Change is: -428
1,231 525 -14 -1,007 674 85 -2,082 99 -527 463 -18 -190 1,612 -1,062
Percent of Open Interest Represented by Each Category of Trader
12.8 67.9 2.0 20.8 5.0 0.4 36.6 11.2 4.7 4.9 0.3 0.8 17.1 7.7
Number of Traders in Each Category Total Traders: 124
18 18 4 17 . 4 36 18 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 159,412
Positions
20,405 108,185 3,134 33,160 7,974 631 58,321 17,818 7,531 7,758 555 1,237 27,235 12,347
Changes from: January 16, 2018 Total Change is: -855
2,462 1,050 -27 -2,013 1,347 170 -4,163 197 -1,054 927 -35 -380 3,223 -2,123
Percent of Open Interest Represented by Each Category of Trader
12.8 67.9 2.0 20.8 5.0 0.4 36.6 11.2 4.7 4.9 0.3 0.8 17.1 7.7
Number of Traders in Each Category Total Traders: 124
18 18 4 17 . 4 36 18 13 12 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 1,041,243
Positions
51,167 208,369 64,941 363,486 158,901 82,725 85,455 127,576 214,373 29,222 41,701 46,473 103,399 96,183
Changes from: January 16, 2018 Total Change is: 7,929
4,773 19,732 -3,625 7,748 -4,101 4,206 6,662 -95 -8,752 1,521 1,527 877 -5,482 -1,841
Percent of Open Interest Represented by Each Category of Trader
4.9 20.0 6.2 34.9 15.3 7.9 8.2 12.3 20.6 2.8 4.0 4.5 9.9 9.2
Number of Traders in Each Category Total Traders: 717
35 41 45 157 93 115 101 119 128 97 74 108
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 160,447
Positions
23,256 23,410 9,267 9,941 20,632 13,209 7,545 16,180 46,196 3,176 216 8,405 39,452 22,932
Changes from: January 16, 2018 Total Change is: 142
967 9,945 -2,561 1,004 -759 3,931 2,966 1,872 -8,229 -1,820 171 -606 4,491 -3,620
Percent of Open Interest Represented by Each Category of Trader
14.5 14.6 5.8 6.2 12.9 8.2 4.7 10.1 28.8 2.0 0.1 5.2 24.6 14.3
Number of Traders in Each Category Total Traders: 68
8 7 7 6 7 5 7 18 23 8 7 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 23,298
Positions
20,851 5,189 0 239 14,779 66 0 2,088 79 0 0 0 2,063 1,097
Changes from: January 16, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
89.5 22.3 0.0 1.0 63.4 0.3 0.0 9.0 0.3 0.0 0.0 0.0 8.9 4.7
Number of Traders in Each Category Total Traders: 20
8 . 0 . 6 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 4,403,978
Positions
237,185 1,022,423 180,741 1,776,843 700,466 338,465 462,456 629,887 767,982 131,049 208,243 189,520 319,737 366,252
Changes from: January 16, 2018 Total Change is: 38,936
23,140 53,044 -9,425 40,595 -9,831 -5,503 40,631 12,319 -24,760 16,869 6,940 7,253 -49,864 8,898
Percent of Open Interest Represented by Each Category of Trader
5.4 23.2 4.1 40.3 15.9 7.7 10.5 14.3 17.4 3.0 4.7 4.3 7.3 8.3
Number of Traders in Each Category Total Traders: 702
32 43 42 158 91 112 102 113 123 93 70 103
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 30,109
Positions
5,133 29,040 0 6,792 0 700 13,212 0 0 589 0 0 3,683 369
Changes from: January 16, 2018 Total Change is: -3,690
1,400 -3,562 0 -5,320 0 -48 -8 0 0 0 0 0 286 -80
Percent of Open Interest Represented by Each Category of Trader
17.0 96.4 0.0 22.6 0.0 2.3 43.9 0.0 0.0 2.0 0.0 0.0 12.2 1.2
Number of Traders in Each Category Total Traders: 25
. 8 0 7 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 14,043
Positions
3,983 9,431 0 7,287 1,194 1,334 0 1,146 96 322 0 0 1,021 842
Changes from: January 16, 2018 Total Change is: 1,613
920 230 0 959 11 -251 0 1,146 96 0 0 0 -111 381
Percent of Open Interest Represented by Each Category of Trader
28.4 67.2 0.0 51.9 8.5 9.5 0.0 8.2 0.7 2.3 0.0 0.0 7.3 6.0
Number of Traders in Each Category Total Traders: 23
4 8 0 8 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 23,767
Positions
18,844 16,556 0 1,050 4,810 266 2,534 521 0 0 671 0 1,073 943
Changes from: January 16, 2018 Total Change is: -1,729
-2,484 2,528 0 442 -4,198 -43 644 -12 0 0 0 0 -288 -4
Percent of Open Interest Represented by Each Category of Trader
79.3 69.7 0.0 4.4 20.2 1.1 10.7 2.2 0.0 0.0 2.8 0.0 4.5 4.0
Number of Traders in Each Category Total Traders: 24
8 4 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 89,785
Positions
4,121 45,205 705 42,576 31,809 3,853 23,664 2,465 1,747 0 240 0 13,119 3,761
Changes from: January 16, 2018 Total Change is: -226
9 -759 80 678 -492 61 -1,332 142 458 0 0 0 -180 284
Percent of Open Interest Represented by Each Category of Trader
4.6 50.3 0.8 47.4 35.4 4.3 26.4 2.7 1.9 0.0 0.3 0.0 14.6 4.2
Number of Traders in Each Category Total Traders: 86
4 10 . 32 15 10 18 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 55,180
Positions
11,817 12,789 1,341 14,831 11,405 1,112 11,971 14,413 2,940 2,515 2,797 1,217 7,436 7,166
Changes from: January 16, 2018 Total Change is: -3,367
1,242 -140 117 -998 105 -244 -3,670 -2,546 71 100 -375 84 -70 -438
Percent of Open Interest Represented by Each Category of Trader
21.4 23.2 2.4 26.9 20.7 2.0 21.7 26.1 5.3 4.6 5.1 2.2 13.5 13.0
Number of Traders in Each Category Total Traders: 283
22 20 5 46 33 22 47 55 26 30 30 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 275,899
Positions
59,084 63,947 6,705 74,155 57,026 5,558 59,856 72,064 14,700 12,575 13,987 6,083 37,182 35,829
Changes from: January 16, 2018 Total Change is: -16,833
6,212 -699 587 -4,990 523 -1,220 -18,348 -12,728 354 502 -1,877 420 -351 -2,192
Percent of Open Interest Represented by Each Category of Trader
21.4 23.2 2.4 26.9 20.7 2.0 21.7 26.1 5.3 4.6 5.1 2.2 13.5 13.0
Number of Traders in Each Category Total Traders: 283
22 20 5 46 33 22 47 55 26 30 30 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 549,647
Positions
47,832 165,205 2,888 252,740 187,470 35,539 159,122 127,877 11,007 19,233 2,294 459 20,827 16,909
Changes from: January 16, 2018 Total Change is: -16,406
7,110 7,065 -79 -2,275 -28,740 -496 -20,889 1,082 1,003 278 -44 -510 -548 4,313
Percent of Open Interest Represented by Each Category of Trader
8.7 30.1 0.5 46.0 34.1 6.5 28.9 23.3 2.0 3.5 0.4 0.1 3.8 3.1
Number of Traders in Each Category Total Traders: 298
17 25 . 79 44 35 58 56 30 14 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 23,135
Positions
13,598 13,727 690 1,239 1,124 0 239 1,648 13 1,145 1,320 230 5,981 4,383
Changes from: January 16, 2018 Total Change is: -40
986 324 86 10 -20 0 -1,277 -237 0 -250 620 50 355 -863
Percent of Open Interest Represented by Each Category of Trader
58.8 59.3 3.0 5.4 4.9 0.0 1.0 7.1 0.1 4.9 5.7 1.0 25.9 18.9
Number of Traders in Each Category Total Traders: 38
11 9 . 4 . 0 . 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 49,964
Positions
991 25,166 0 26,065 921 233 11,289 2,133 82 1,511 16,609 300 9,493 4,520
Changes from: January 16, 2018 Total Change is: 2,766
-93 618 0 856 0 49 1,747 372 -1 99 482 -58 167 1,304
Percent of Open Interest Represented by Each Category of Trader
2.0 50.4 0.0 52.2 1.8 0.5 22.6 4.3 0.2 3.0 33.2 0.6 19.0 9.0
Number of Traders in Each Category Total Traders: 47
. 4 0 19 . 4 10 4 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 66,383
Positions
11,226 9,404 1,973 21,861 2,834 3,306 7,188 15,827 748 10,857 1,146 0 9,224 31,145
Changes from: January 16, 2018 Total Change is: 8,218
2,925 101 -122 1,759 767 1,418 368 538 142 1,110 0 0 618 5,374
Percent of Open Interest Represented by Each Category of Trader
16.9 14.2 3.0 32.9 4.3 5.0 10.8 23.8 1.1 16.4 1.7 0.0 13.9 46.9
Number of Traders in Each Category Total Traders: 81
13 9 4 17 5 7 13 18 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 286,138
Positions
20,461 183,521 4,030 186,674 61,028 20,161 40,797 8,170 2,293 2,468 1,179 0 9,254 5,756
Changes from: January 16, 2018 Total Change is: -4,381
64 -547 -59 -6,971 1,003 639 1,290 -6,414 243 0 5 0 413 749
Percent of Open Interest Represented by Each Category of Trader
7.2 64.1 1.4 65.2 21.3 7.0 14.3 2.9 0.8 0.9 0.4 0.0 3.2 2.0
Number of Traders in Each Category Total Traders: 151
6 13 5 61 24 21 30 9 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 1,065,475
Positions
34,626 766,131 5,505 643,249 138,349 68,490 207,748 46,492 20,225 55,908 12,086 937 28,787 7,260
Changes from: January 16, 2018 Total Change is: 19,404
1,260 44,084 -1,545 15,656 -8,236 1,712 1,765 -10,329 -356 8,716 -3,882 -45 -7,759 -1,999
Percent of Open Interest Represented by Each Category of Trader
3.2 71.9 0.5 60.4 13.0 6.4 19.5 4.4 1.9 5.2 1.1 0.1 2.7 0.7
Number of Traders in Each Category Total Traders: 382
24 19 9 145 44 47 76 28 16 42 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 94,898
Positions
18,229 29,779 62,660 10,525 0 0 2,122 1,631 798 520 30 0 44 0
Changes from: January 16, 2018 Total Change is: 1,345
-1,414 -2,230 2,314 445 0 0 0 1,261 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
19.2 31.4 66.0 11.1 0.0 0.0 2.2 1.7 0.8 0.5 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 33
4 12 8 8 0 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 1,037,935
Positions
27,883 49,036 43,554 286,763 266,927 195,161 136,142 102,871 146,260 21,514 26,119 17,624 163,035 190,383
Changes from: January 16, 2018 Total Change is: 62,107
5,628 4,529 8,642 3,121 -13,903 9,178 9,465 19,779 24,113 2,457 -2,089 5,730 -6,228 6,128
Percent of Open Interest Represented by Each Category of Trader
2.7 4.7 4.2 27.6 25.7 18.8 13.1 9.9 14.1 2.1 2.5 1.7 15.7 18.3
Number of Traders in Each Category Total Traders: 191
8 15 17 44 35 42 33 37 49 8 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 898,053
Positions
7,992 119,016 1,671 500,622 108,775 150,022 53,385 394,446 23,413 37,994 8,474 1,155 121,800 91,082
Changes from: January 16, 2018 Total Change is: 11,498
571 -4,763 1,500 8,497 11,524 3,697 -3,479 -219 2,955 -4,890 47 0 2,646 -3,243
Percent of Open Interest Represented by Each Category of Trader
0.9 13.3 0.2 55.7 12.1 16.7 5.9 43.9 2.6 4.2 0.9 0.1 13.6 10.1
Number of Traders in Each Category Total Traders: 118
. 12 4 48 17 37 15 18 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 2,078,007
Positions
126,972 162,500 18,383 705,856 398,830 226,728 466,639 567,454 207,790 189,758 303,149 10,099 125,783 183,075
Changes from: January 16, 2018 Total Change is: 72,609
3,900 -4,587 2,543 83,718 19,215 -8,401 -42,652 15,232 31,642 -1,538 12,529 843 2,556 3,593
Percent of Open Interest Represented by Each Category of Trader
6.1 7.8 0.9 34.0 19.2 10.9 22.5 27.3 10.0 9.1 14.6 0.5 6.1 8.8
Number of Traders in Each Category Total Traders: 317
16 29 11 72 45 57 51 61 53 19 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 4,436,025
Positions
165,448 152,729 281,543 1,479,538 1,092,142 595,163 495,931 718,456 661,423 320,869 205,528 89,994 346,115 639,047
Changes from: January 16, 2018 Total Change is: 325,842
15,523 7,250 57,637 84,207 17,218 27,236 44,699 17,899 114,977 -15,180 40,401 9,734 -12,991 33,490
Percent of Open Interest Represented by Each Category of Trader
3.7 3.4 6.3 33.4 24.6 13.4 11.2 16.2 14.9 7.2 4.6 2.0 7.8 14.4
Number of Traders in Each Category Total Traders: 462
32 35 50 73 108 103 58 98 95 23 35 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 536,155
Positions
21,458 12,185 5,280 126,546 234,996 52,471 199,156 52,828 12,108 18,313 16,997 0 100,823 149,290
Changes from: January 16, 2018 Total Change is: 9,297
-4,058 -18,606 1,141 -8,698 16,286 4,327 11,000 -1,358 -1,530 -652 4,591 0 7,767 4,446
Percent of Open Interest Represented by Each Category of Trader
4.0 2.3 1.0 23.6 43.8 9.8 37.1 9.9 2.3 3.4 3.2 0.0 18.8 27.8
Number of Traders in Each Category Total Traders: 90
5 . . 17 31 31 16 12 8 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 3,683,252
Positions
104,275 230,655 116,471 1,655,762 769,970 509,759 320,210 854,345 400,168 247,272 275,084 61,081 268,255 465,721
Changes from: January 16, 2018 Total Change is: 213,313
4,372 10,223 20,841 26,696 91,306 46,777 -8,082 -68,137 85,548 12,271 10,991 17,058 7,832 -1,294
Percent of Open Interest Represented by Each Category of Trader
2.8 6.3 3.2 45.0 20.9 13.8 8.7 23.2 10.9 6.7 7.5 1.7 7.3 12.6
Number of Traders in Each Category Total Traders: 347
16 31 25 63 66 73 44 74 67 25 28 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 1,611,772
Positions
437,134 285,846 539,271 93,831 4,252 61,116 39,815 271,295 299,740 62,505 47,820 40,574 37,786 61,859
Changes from: January 16, 2018 Total Change is: 90,708
34,003 4,043 15,885 6,648 2,399 3,573 3,509 32,741 16,989 4,267 10,844 1,151 4,683 3,084
Percent of Open Interest Represented by Each Category of Trader
27.1 17.7 33.5 5.8 0.3 3.8 2.5 16.8 18.6 3.9 3.0 2.5 2.3 3.8
Number of Traders in Each Category Total Traders: 153
26 36 50 4 . 7 19 37 43 14 9 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 is26,573,266
Positions
6,858,062 606,570 3,886,171 43,154 2,963,706 2,054,153 459,755 2,374,582 10,960,798 26,905 540,941 1,676,057 608,211 1,510,287
Changes from: January 16, 2018 Total Change is: 1,650,506
320,816 -40,768 219,931 -76,456 90,474 273,699 -246,937 1,630 932,967 -19,340 -133,561 211,313 34,513 94,822
Percent of Open Interest Represented by Each Category of Trader
25.8 2.3 14.6 0.2 11.2 7.7 1.7 8.9 41.2 0.1 2.0 6.3 2.3 5.7
Number of Traders in Each Category Total Traders: 320
35 44 74 10 36 40 40 103 110 15 26 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 28,181
Positions
9,679 7,173 0 57 8,727 147 5,612 7,847 0 12,649 4,131 0 37 156
Changes from: January 16, 2018 Total Change is: 1,971
2,761 1,023 0 0 283 29 -294 681 0 -523 -39 0 -2 -6
Percent of Open Interest Represented by Each Category of Trader
34.3 25.5 0.0 0.2 31.0 0.5 19.9 27.8 0.0 44.9 14.7 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 50
. 6 0 . 14 . 8 9 0 4 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 23,377
Positions
3,101 7,121 0 135 4,114 638 19,113 8,510 0 328 2,906 18 44 70
Changes from: January 16, 2018 Total Change is: 1,811
1,126 1,421 0 66 -241 142 737 508 0 -276 -20 0 16 1
Percent of Open Interest Represented by Each Category of Trader
13.3 30.5 0.0 0.6 17.6 2.7 81.8 36.4 0.0 1.4 12.4 0.1 0.2 0.3
Number of Traders in Each Category Total Traders: 36
. 4 0 . 8 . 4 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 5,193
Positions
55 0 0 0 0 0 1,142 518 60 1,243 3,668 28 2,665 919
Changes from: January 16, 2018 Total Change is: 457
15 0 -15 0 0 0 763 -90 26 109 497 -102 -339 141
Percent of Open Interest Represented by Each Category of Trader
1.1 0.0 0.0 0.0 0.0 0.0 22.0 10.0 1.2 23.9 70.6 0.5 51.3 17.7
Number of Traders in Each Category Total Traders: 46
. 0 0 0 0 0 9 7 4 18 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 49,262
Positions
262 6,622 0 9,256 13,416 511 22,792 21,074 2,082 6,760 1,690 23 7,575 3,843
Changes from: January 16, 2018 Total Change is: -2,255
-167 -731 0 1,212 79 -1,833 -2,983 -215 139 697 -17 0 679 323
Percent of Open Interest Represented by Each Category of Trader
0.5 13.4 0.0 18.8 27.2 1.0 46.3 42.8 4.2 13.7 3.4 0.0 15.4 7.8
Number of Traders in Each Category Total Traders: 142
. . 0 11 9 . 28 35 14 45 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 630,599
Positions
104,998 54,735 22,752 130,194 133,530 95,600 130,311 180,275 80,229 15,506 9,403 19,952 31,057 34,123
Changes from: January 16, 2018 Total Change is: -23,098
-4,778 -2,181 -12,090 21,209 6,205 -768 -9,864 1,425 -11,772 -1,285 -332 -153 -3,597 -3,432
Percent of Open Interest Represented by Each Category of Trader
16.7 8.7 3.6 20.6 21.2 15.2 20.7 28.6 12.7 2.5 1.5 3.2 4.9 5.4
Number of Traders in Each Category Total Traders: 278
18 9 14 26 37 22 59 75 61 19 17 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of January 23, 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 67,857
Positions
1,053 0 0 34,623 1,382 166 28,337 66,077 85 3,312 125 0 281 22
Changes from: January 16, 2018 Total Change is: -13,177
-16 0 0 245 7 0 -13,752 -13,187 0 320 3 0 26 0
Percent of Open Interest Represented by Each Category of Trader
1.6 0.0 0.0 51.0 2.0 0.2 41.8 97.4 0.1 4.9 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 42
4 0 0 7 . . 10 6 . 12 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 26, 2018