Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 193,578
Positions
8,364 114,708 7,636 46,592 10,332 4,445 59,431 14,198 20,496 4,619 1,092 388 41,607 20,282
Changes from: January 30, 2018 Total Change is: -7,344
-2,129 5,851 1,567 -77 -758 -785 -3,763 -14,115 2,288 -1,457 -684 -246 -2,742 -462
Percent of Open Interest Represented by Each Category of Trader
4.3 59.3 3.9 24.1 5.3 2.3 30.7 7.3 10.6 2.4 0.6 0.2 21.5 10.5
Number of Traders in Each Category Total Traders: 100
5 12 10 21 5 5 28 21 21 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 74,456
Positions
28,240 18,760 150 4,560 6,098 404 24,988 33,473 937 480 1,776 0 14,696 12,857
Changes from: January 30, 2018 Total Change is: 1,431
-800 3,808 16 937 135 -131 -414 -342 -392 0 0 0 2,215 -1,662
Percent of Open Interest Represented by Each Category of Trader
37.9 25.2 0.2 6.1 8.2 0.5 33.6 45.0 1.3 0.6 2.4 0.0 19.7 17.3
Number of Traders in Each Category Total Traders: 50
. 6 . . 6 . 15 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 290,010
Positions
42,692 78,052 29,571 31,366 64,803 9,976 78,579 20,438 51,266 1,784 8,846 2,678 42,099 24,379
Changes from: January 30, 2018 Total Change is: -20,637
-1,109 26 -1,472 -1,281 -349 -1,222 -10,319 -11,177 -1,478 341 100 -202 -3,897 -4,863
Percent of Open Interest Represented by Each Category of Trader
14.7 26.9 10.2 10.8 22.3 3.4 27.1 7.0 17.7 0.6 3.1 0.9 14.5 8.4
Number of Traders in Each Category Total Traders: 125
6 10 10 19 19 10 42 20 27 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 291,536
Positions
119,674 74,670 11,515 31,290 9,832 16,516 53,310 119,830 25,813 1,465 1,208 1,444 30,510 30,709
Changes from: January 30, 2018 Total Change is: -9,921
-1,252 781 1,235 378 -3,579 848 -7,226 -9,392 39 -232 -395 -46 -3,667 587
Percent of Open Interest Represented by Each Category of Trader
41.0 25.6 3.9 10.7 3.4 5.7 18.3 41.1 8.9 0.5 0.4 0.5 10.5 10.5
Number of Traders in Each Category Total Traders: 120
9 9 12 20 16 17 31 28 25 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 722,138
Positions
72,359 324,819 41,475 262,913 119,066 29,406 100,811 45,020 88,355 24,550 7,052 9,369 92,899 57,575
Changes from: January 30, 2018 Total Change is: -6,173
3,377 -8,223 2,088 473 939 -2,158 -5,895 526 133 -1,121 -586 806 -3,876 301
Percent of Open Interest Represented by Each Category of Trader
10.0 45.0 5.7 36.4 16.5 4.1 14.0 6.2 12.2 3.4 1.0 1.3 12.9 8.0
Number of Traders in Each Category Total Traders: 279
20 11 19 81 31 48 51 38 41 30 16 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 36,209
Positions
0 22,644 0 19,216 2,222 1,657 0 4,178 696 0 771 5 14,635 4,036
Changes from: January 30, 2018 Total Change is: -1,780
-626 -776 -10 -1,389 0 100 -691 -1,143 9 0 0 0 827 40
Percent of Open Interest Represented by Each Category of Trader
0.0 62.5 0.0 53.1 6.1 4.6 0.0 11.5 1.9 0.0 2.1 0.0 40.4 11.1
Number of Traders in Each Category Total Traders: 26
0 . 0 16 . 6 0 4 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 27,121
Positions
2,101 8,236 438 12,672 5,335 1,972 0 7,591 12 0 0 0 9,926 3,537
Changes from: January 30, 2018 Total Change is: -2,168
-107 208 0 101 -1,333 12 -3,116 -1,454 0 0 0 0 942 399
Percent of Open Interest Represented by Each Category of Trader
7.7 30.4 1.6 46.7 19.7 7.3 0.0 28.0 0.0 0.0 0.0 0.0 36.6 13.0
Number of Traders in Each Category Total Traders: 20
. . . 8 5 8 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 172,551
Positions
16,678 57,473 12,318 19,041 20,546 4,670 65,481 33,574 16,413 141 1,550 1,051 36,757 24,955
Changes from: January 30, 2018 Total Change is: 1,782
-6,092 3,794 2,153 2,581 -1,107 -618 4,458 -1,316 718 43 1,550 6 -1,467 -3,400
Percent of Open Interest Represented by Each Category of Trader
9.7 33.3 7.1 11.0 11.9 2.7 37.9 19.5 9.5 0.1 0.9 0.6 21.3 14.5
Number of Traders in Each Category Total Traders: 100
8 8 12 15 11 7 34 20 20 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 52,446
Positions
0 48,717 226 20,780 0 0 28,439 2,575 0 793 118 0 2,208 810
Changes from: January 30, 2018 Total Change is: -6,494
0 -1,657 0 -7,006 0 0 434 -4,634 0 288 1 0 -210 -204
Percent of Open Interest Represented by Each Category of Trader
0.0 92.9 0.4 39.6 0.0 0.0 54.2 4.9 0.0 1.5 0.2 0.0 4.2 1.5
Number of Traders in Each Category Total Traders: 30
0 6 . 4 0 0 13 . 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 201,886
Positions
9,559 101,069 256 71,033 13,480 9 107,695 68,254 4,595 2,160 10,124 0 6,578 4,099
Changes from: January 30, 2018 Total Change is: 12,554
-198 10,802 -177 -237 -752 -150 13,386 1,926 -41 297 326 0 -326 619
Percent of Open Interest Represented by Each Category of Trader
4.7 50.1 0.1 35.2 6.7 0.0 53.3 33.8 2.3 1.1 5.0 0.0 3.3 2.0
Number of Traders in Each Category Total Traders: 138
4 8 . 18 8 . 54 22 9 10 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 25,295
Positions
144 19,743 3 6,389 0 0 16,249 4,036 0 755 760 3 1,752 750
Changes from: January 30, 2018 Total Change is: -11,406
144 7,477 -8,569 -5,742 0 0 3,277 -9,826 -19 -465 -260 0 -32 -209
Percent of Open Interest Represented by Each Category of Trader
0.6 78.1 0.0 25.3 0.0 0.0 64.2 16.0 0.0 3.0 3.0 0.0 6.9 3.0
Number of Traders in Each Category Total Traders: 30
. . . 4 0 0 12 5 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 55,563
Positions
19,952 17,459 171 7,123 3,549 0 22,754 29,581 447 148 314 0 4,968 4,042
Changes from: January 30, 2018 Total Change is: -220
-676 -789 7 955 290 0 -1,104 -616 274 18 -301 0 306 915
Percent of Open Interest Represented by Each Category of Trader
35.9 31.4 0.3 12.8 6.4 0.0 41.0 53.2 0.8 0.3 0.6 0.0 8.9 7.3
Number of Traders in Each Category Total Traders: 82
4 6 . 11 4 0 29 24 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000)
CFTC Code #122741 Open Interest is 14,973
Positions
791 7,679 1,709 8,028 126 0 2,816 4,234 204 0 0 0 1,425 1,021
Changes from: January 30, 2018 Total Change is: 581
-436 -111 436 333 -16 0 187 135 0 0 0 0 61 137
Percent of Open Interest Represented by Each Category of Trader
5.3 51.3 11.4 53.6 0.8 0.0 18.8 28.3 1.4 0.0 0.0 0.0 9.5 6.8
Number of Traders in Each Category Total Traders: 25
. . . 5 . 0 9 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 67,854
Positions
13,914 45,673 1,673 12,877 299 314 23,291 7,476 1,965 2,604 3,685 806 10,410 5,964
Changes from: January 30, 2018 Total Change is: -11,370
3,975 -9,087 101 -3,161 -4,031 -516 -5,624 770 -1,353 -1,594 2,829 151 -3,348 -234
Percent of Open Interest Represented by Each Category of Trader
20.5 67.3 2.5 19.0 0.4 0.5 34.3 11.0 2.9 3.8 5.4 1.2 15.3 8.8
Number of Traders in Each Category Total Traders: 116
15 16 . 15 . . 43 10 14 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 135,708
Positions
27,828 91,346 3,346 25,754 597 628 46,582 14,951 3,930 5,208 7,370 1,612 20,820 11,929
Changes from: January 30, 2018 Total Change is: -22,739
7,950 -18,173 202 -6,322 -8,062 -1,031 -11,248 1,540 -2,706 -3,188 5,658 302 -6,697 -469
Percent of Open Interest Represented by Each Category of Trader
20.5 67.3 2.5 19.0 0.4 0.5 34.3 11.0 2.9 3.8 5.4 1.2 15.3 8.8
Number of Traders in Each Category Total Traders: 116
15 16 . 15 . . 43 10 14 10 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 1,159,488
Positions
54,655 219,548 84,908 329,275 154,605 71,173 85,641 110,217 302,021 40,298 44,989 61,670 129,847 110,357
Changes from: January 30, 2018 Total Change is: 112,236
8,634 -6,807 10,160 -16,638 209 -10,674 -8,553 -5,860 93,546 6,536 3,066 18,800 10,426 9,798
Percent of Open Interest Represented by Each Category of Trader
4.7 18.9 7.3 28.4 13.3 6.1 7.4 9.5 26.0 3.5 3.9 5.3 11.2 9.5
Number of Traders in Each Category Total Traders: 696
39 42 46 157 94 113 103 118 135 74 67 75
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 182,703
Positions
26,824 22,418 11,878 10,690 12,926 4,473 6,148 34,617 57,789 3,295 868 11,528 50,079 26,206
Changes from: January 30, 2018 Total Change is: 21,932
740 -10,440 2,339 663 -7,523 -7,663 -1,660 22,478 16,011 294 668 3,242 7,966 2,820
Percent of Open Interest Represented by Each Category of Trader
14.7 12.3 6.5 5.9 7.1 2.4 3.4 18.9 31.6 1.8 0.5 6.3 27.4 14.3
Number of Traders in Each Category Total Traders: 71
10 10 11 7 6 5 12 16 23 4 5 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 21,053
Positions
18,459 7,127 0 559 10,871 268 0 2,039 77 0 0 0 1,690 671
Changes from: January 30, 2018 Total Change is: -2,386
-2,365 1,467 0 335 -3,597 0 0 -51 0 0 0 0 -356 -205
Percent of Open Interest Represented by Each Category of Trader
87.7 33.9 0.0 2.7 51.6 1.3 0.0 9.7 0.4 0.0 0.0 0.0 8.0 3.2
Number of Traders in Each Category Total Traders: 22
7 6 0 . 5 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 13,945
Positions
635 12,639 0 5,974 0 357 3,996 283 0 0 0 0 2,983 666
Changes from: January 30, 2018 Total Change is: 1,287
0 1,087 0 872 0 61 -262 53 0 0 0 0 616 86
Percent of Open Interest Represented by Each Category of Trader
4.6 90.6 0.0 42.8 0.0 2.6 28.7 2.0 0.0 0.0 0.0 0.0 21.4 4.8
Number of Traders in Each Category Total Traders: 22
. 8 0 8 0 . 4 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 4,883,927
Positions
276,830 1,123,326 227,475 1,595,462 710,927 330,964 528,850 509,386 1,089,780 189,352 224,940 246,372 398,841 420,757
Changes from: January 30, 2018 Total Change is: 451,520
52,010 30,704 26,561 -91,328 33,839 -10,236 43,853 -63,374 309,357 34,625 15,401 74,378 12,300 34,891
Percent of Open Interest Represented by Each Category of Trader
5.7 23.0 4.7 32.7 14.6 6.8 10.8 10.4 22.3 3.9 4.6 5.0 8.2 8.6
Number of Traders in Each Category Total Traders: 685
37 43 43 156 92 111 103 114 132 74 65 74
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 29,677
Positions
5,343 28,499 0 6,227 25 969 12,986 0 0 439 0 0 3,713 184
Changes from: January 30, 2018 Total Change is: -324
210 -388 0 -345 25 269 56 0 0 0 0 0 -514 -230
Percent of Open Interest Represented by Each Category of Trader
18.0 96.0 0.0 21.0 0.1 3.3 43.8 0.0 0.0 1.5 0.0 0.0 12.5 0.6
Number of Traders in Each Category Total Traders: 26
. 9 0 5 . . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 15,243
Positions
6,796 8,709 0 4,320 2,638 1,375 0 1,148 94 322 0 0 2,336 1,279
Changes from: January 30, 2018 Total Change is: 1,765
2,813 -554 0 -2,075 1,444 -23 0 0 0 0 0 0 1,050 898
Percent of Open Interest Represented by Each Category of Trader
44.6 57.1 0.0 28.3 17.3 9.0 0.0 7.5 0.6 2.1 0.0 0.0 15.3 8.4
Number of Traders in Each Category Total Traders: 22
5 8 0 5 . . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 24,183
Positions
18,874 16,725 0 1,383 4,922 266 2,368 521 23 0 671 0 1,269 1,055
Changes from: January 30, 2018 Total Change is: 484
-177 463 0 251 112 0 187 0 23 0 0 0 200 -114
Percent of Open Interest Represented by Each Category of Trader
78.0 69.2 0.0 5.7 20.4 1.1 9.8 2.2 0.1 0.0 2.8 0.0 5.2 4.4
Number of Traders in Each Category Total Traders: 22
7 . 0 . 5 . . . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 85,114
Positions
5,453 33,990 988 36,897 35,085 5,571 21,661 3,024 1,610 0 1,111 0 12,934 3,735
Changes from: January 30, 2018 Total Change is: -4,518
1,372 -9,890 304 -4,391 2,616 1,272 -1,707 405 33 0 911 0 -1,401 -169
Percent of Open Interest Represented by Each Category of Trader
6.4 39.9 1.2 43.4 41.2 6.5 25.4 3.6 1.9 0.0 1.3 0.0 15.2 4.4
Number of Traders in Each Category Total Traders: 82
6 8 . 29 14 13 18 5 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 55,816
Positions
10,246 13,571 1,886 11,138 10,243 1,062 14,332 12,965 5,133 2,542 2,604 1,696 7,781 6,657
Changes from: January 30, 2018 Total Change is: -1,240
-1,014 99 81 -2,760 -1,309 -251 1,644 -186 1,218 -113 -674 312 -358 -530
Percent of Open Interest Represented by Each Category of Trader
18.4 24.3 3.4 20.0 18.4 1.9 25.7 23.2 9.2 4.6 4.7 3.0 13.9 11.9
Number of Traders in Each Category Total Traders: 274
18 21 6 49 28 24 51 56 27 24 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 279,081
Positions
51,228 67,854 9,431 55,692 51,215 5,310 71,658 64,823 25,667 12,709 13,018 8,479 38,906 33,283
Changes from: January 30, 2018 Total Change is: -6,199
-5,069 494 406 -13,799 -6,547 -1,256 8,219 -930 6,091 -564 -3,368 1,562 -1,789 -2,651
Percent of Open Interest Represented by Each Category of Trader
18.4 24.3 3.4 20.0 18.4 1.9 25.7 23.2 9.2 4.6 4.7 3.0 13.9 11.9
Number of Traders in Each Category Total Traders: 274
18 21 6 49 28 24 51 56 27 24 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 563,349
Positions
67,244 148,106 3,845 221,735 207,722 36,341 178,474 129,500 16,026 18,525 2,935 1,994 19,165 16,880
Changes from: January 30, 2018 Total Change is: 12,925
25,629 -19,687 -492 -24,476 18,868 -2,310 11,454 7,630 5,410 -485 476 1,212 -3,016 1,819
Percent of Open Interest Represented by Each Category of Trader
11.9 26.3 0.7 39.4 36.9 6.5 31.7 23.0 2.8 3.3 0.5 0.4 3.4 3.0
Number of Traders in Each Category Total Traders: 298
17 26 6 74 51 38 62 48 29 11 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 23,045
Positions
13,330 12,023 703 947 2,238 0 1,089 1,511 0 1,145 1,690 230 5,601 4,650
Changes from: January 30, 2018 Total Change is: -405
-305 -1,823 106 -527 1,114 0 442 68 -24 -280 240 0 183 -86
Percent of Open Interest Represented by Each Category of Trader
57.8 52.2 3.1 4.1 9.7 0.0 4.7 6.6 0.0 5.0 7.3 1.0 24.3 20.2
Number of Traders in Each Category Total Traders: 36
11 8 . . . 0 . 4 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 53,591
Positions
958 30,956 0 27,817 1,084 142 13,225 1,710 82 3,227 16,310 43 8,097 3,264
Changes from: January 30, 2018 Total Change is: 2,863
8 2,590 0 2,658 163 -6 1,065 -358 0 943 230 43 -1,848 201
Percent of Open Interest Represented by Each Category of Trader
1.8 57.8 0.0 51.9 2.0 0.3 24.7 3.2 0.2 6.0 30.4 0.1 15.1 6.1
Number of Traders in Each Category Total Traders: 52
. 4 0 21 . 5 8 6 . 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 72,611
Positions
18,286 12,725 1,335 20,484 10,436 3,301 6,875 12,103 739 11,991 1,146 43 9,557 30,783
Changes from: January 30, 2018 Total Change is: 4,403
3,399 1,159 347 566 3,496 171 -205 -491 -213 464 0 43 -169 -109
Percent of Open Interest Represented by Each Category of Trader
25.2 17.5 1.8 28.2 14.4 4.5 9.5 16.7 1.0 16.5 1.6 0.1 13.2 42.4
Number of Traders in Each Category Total Traders: 91
14 13 4 17 5 7 15 19 8 6 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 284,841
Positions
24,252 179,351 3,977 172,923 67,686 23,302 46,664 2,572 2,242 2,516 1,061 0 8,965 4,650
Changes from: January 30, 2018 Total Change is: -893
2,581 -663 -110 -13,149 5,254 1,276 7,994 -7,064 283 46 -102 0 186 233
Percent of Open Interest Represented by Each Category of Trader
8.5 63.0 1.4 60.7 23.8 8.2 16.4 0.9 0.8 0.9 0.4 0.0 3.1 1.6
Number of Traders in Each Category Total Traders: 157
6 16 5 59 26 23 38 5 10 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 1,084,826
Positions
48,011 754,395 6,564 636,686 166,594 80,444 207,663 34,248 18,279 55,179 12,246 2,006 29,993 10,049
Changes from: January 30, 2018 Total Change is: -2,663
14,656 -37,063 1,584 -24,220 21,134 14,841 -10,011 -5,495 -570 -1,136 -31 1,266 926 1,670
Percent of Open Interest Represented by Each Category of Trader
4.4 69.5 0.6 58.7 15.4 7.4 19.1 3.2 1.7 5.1 1.1 0.2 2.8 0.9
Number of Traders in Each Category Total Traders: 380
25 19 9 144 48 49 78 20 14 41 5 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 101,282
Positions
22,363 39,632 60,181 10,619 0 0 2,245 111 1,208 4,520 30 0 146 120
Changes from: January 30, 2018 Total Change is: 4,139
3,807 5,236 -107 73 0 0 -143 -1,520 410 0 0 0 99 120
Percent of Open Interest Represented by Each Category of Trader
22.1 39.1 59.4 10.5 0.0 0.0 2.2 0.1 1.2 4.5 0.0 0.0 0.1 0.1
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 February 6, 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 1,022,037
Positions
33,405 44,543 44,763 279,714 234,048 200,128 125,902 118,528 147,562 20,960 21,822 18,351 151,253 192,292
Changes from: January 30, 2018 Total Change is: 39,279
4,578 -4,720 7,578 -1,651 -36,315 22,626 -9,863 7,495 32,317 2,163 -5,179 4,953 -23,423 10,523
Percent of Open Interest Represented by Each Category of Trader
3.3 4.4 4.4 27.4 22.9 19.6 12.3 11.6 14.4 2.1 2.1 1.8 14.8 18.8
Number of Traders in Each Category Total Traders: 185
12 11 18 43 36 43 35 31 43 9 8 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 914,149
Positions
11,196 113,642 6,334 483,641 106,890 152,772 54,525 387,628 26,706 57,106 8,744 1,647 120,222 109,786
Changes from: January 30, 2018 Total Change is: 16,745
4,299 4,125 6,158 -11,547 4,386 -2,256 15 -4,705 5,621 17,794 228 492 -3,831 2,696
Percent of Open Interest Represented by Each Category of Trader
1.2 12.4 0.7 52.9 11.7 16.7 6.0 42.4 2.9 6.2 1.0 0.2 13.2 12.0
Number of Traders in Each Category Total Traders: 120
4 13 5 44 18 38 14 19 21 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 2,094,713
Positions
93,596 216,546 22,528 743,688 395,448 220,659 461,920 509,178 218,373 199,307 332,034 12,823 121,819 167,123
Changes from: January 30, 2018 Total Change is: 15,281
-5,510 30,429 -764 -10,305 -11,846 3,137 6,509 -13,873 30,750 -7,532 2,683 3,722 -4,725 -28,957
Percent of Open Interest Represented by Each Category of Trader
4.5 10.3 1.1 35.5 18.9 10.5 22.1 24.3 10.4 9.5 15.9 0.6 5.8 8.0
Number of Traders in Each Category Total Traders: 330
17 30 15 77 49 56 51 61 52 23 22 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 4,727,469
Positions
172,180 200,657 318,011 1,525,917 1,148,542 620,626 480,952 719,748 758,385 381,921 215,121 97,799 371,678 648,581
Changes from: January 30, 2018 Total Change is: 279,800
3,534 30,021 67,548 -10,886 -32,814 89,590 -60,543 -33,616 117,782 34,957 23,597 12,342 25,476 5,350
Percent of Open Interest Represented by Each Category of Trader
3.6 4.2 6.7 32.3 24.3 13.1 10.2 15.2 16.0 8.1 4.6 2.1 7.9 13.7
Number of Traders in Each Category Total Traders: 450
25 37 45 71 108 105 54 98 96 23 34 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 572,572
Positions
32,258 23,058 4,368 125,609 237,763 61,940 217,926 48,896 13,606 26,261 19,672 157 90,447 163,112
Changes from: January 30, 2018 Total Change is: 18,704
12,845 13,483 -989 -7,476 3,089 4,700 127 -7,216 -1,208 8,226 2,777 157 2,322 3,911
Percent of Open Interest Represented by Each Category of Trader
5.6 4.0 0.8 21.9 41.5 10.8 38.1 8.5 2.4 4.6 3.4 0.0 15.8 28.5
Number of Traders in Each Category Total Traders: 94
6 6 4 15 34 33 16 10 8 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 3,877,245
Positions
138,505 305,347 111,385 1,657,274 893,943 558,347 329,451 762,124 458,726 262,900 279,539 48,977 311,680 458,857
Changes from: January 30, 2018 Total Change is: 193,692
-7,309 65,009 21,438 -2,892 56,561 71,046 16,553 -60,016 66,372 7,936 -7,869 -16,584 37,133 -2,265
Percent of Open Interest Represented by Each Category of Trader
3.6 7.9 2.9 42.7 23.1 14.4 8.5 19.7 11.8 6.8 7.2 1.3 8.0 11.8
Number of Traders in Each Category Total Traders: 359
17 34 27 63 72 71 46 72 72 26 29 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 1,631,337
Positions
486,366 253,271 508,580 10,871 18,242 81,588 109,519 268,835 296,765 50,006 75,940 58,522 29,120 69,594
Changes from: January 30, 2018 Total Change is: -106,726
59,012 -53,987 -88,329 -81,959 -35,495 15,360 45,537 51,214 -42,354 -19,241 23,092 9,861 -4,613 13,912
Percent of Open Interest Represented by Each Category of Trader
29.8 15.5 31.2 0.7 1.1 5.0 6.7 16.5 18.2 3.1 4.7 3.6 1.8 4.3
Number of Traders in Each Category Total Traders: 156
26 37 49 . 5 5 12 46 42 8 15 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 is29,951,850
Positions
7,146,544 748,098 4,430,487 41,480 2,955,342 2,518,507 412,514 2,522,292 12,940,431 39,451 491,725 1,841,648 580,786 1,503,319
Changes from: January 30, 2018 Total Change is: 1,130,521
150,632 107,337 265,800 -5,161 -61,937 233,758 -50,038 82,156 439,351 10,349 -54,443 94,370 -8,540 24,129
Percent of Open Interest Represented by Each Category of Trader
23.9 2.5 14.8 0.1 9.9 8.4 1.4 8.4 43.2 0.1 1.6 6.1 1.9 5.0
Number of Traders in Each Category Total Traders: 314
33 44 73 9 36 38 39 98 110 17 28 30
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 29,412
Positions
13,468 7,927 0 57 8,296 184 8,353 8,554 0 7,326 4,300 0 24 151
Changes from: January 30, 2018 Total Change is: 1,819
2,487 1,883 0 0 -162 0 972 -82 0 -1,631 174 0 -9 6
Percent of Open Interest Represented by Each Category of Trader
45.8 27.0 0.0 0.2 28.2 0.6 28.4 29.1 0.0 24.9 14.6 0.0 0.1 0.5
Number of Traders in Each Category Total Traders: 47
. 6 0 . 14 . 5 10 0 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 23,994
Positions
2,592 8,804 0 78 3,220 763 20,459 8,358 0 40 2,721 13 49 115
Changes from: January 30, 2018 Total Change is: 165
-570 1,452 0 9 -837 -5 722 -277 0 0 -188 -5 14 25
Percent of Open Interest Represented by Each Category of Trader
10.8 36.7 0.0 0.3 13.4 3.2 85.3 34.8 0.0 0.2 11.3 0.1 0.2 0.5
Number of Traders in Each Category Total Traders: 33
. 4 0 . 9 . 4 9 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 6,932
Positions
55 0 0 0 0 0 814 3,572 115 2,766 2,103 38 3,144 1,104
Changes from: January 30, 2018 Total Change is: 1,194
0 0 0 0 0 0 -81 598 88 1,013 235 -20 194 293
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.0 0.0 0.0 0.0 11.7 51.5 1.7 39.9 30.3 0.5 45.4 15.9
Number of Traders in Each Category Total Traders: 51
. 0 0 0 0 0 6 9 5 21 13 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 43,980
Positions
63 4,783 94 8,265 11,474 527 17,246 18,955 2,986 7,547 1,535 122 7,129 3,503
Changes from: January 30, 2018 Total Change is: -3,278
3 -51 94 -1,163 -691 1 -2,845 238 539 283 -3,022 99 -289 -485
Percent of Open Interest Represented by Each Category of Trader
0.1 10.9 0.2 18.8 26.1 1.2 39.2 43.1 6.8 17.2 3.5 0.3 16.2 8.0
Number of Traders in Each Category Total Traders: 137
. 4 . 10 8 . 27 37 12 38 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 614,435
Positions
50,347 80,575 56,776 120,943 57,591 45,843 145,577 149,928 108,416 19,493 5,268 17,167 49,873 92,871
Changes from: January 30, 2018 Total Change is: -15,094
-27,574 25,009 23,843 -3,038 -72,850 -47,871 27,266 2,718 7,845 -1,446 -1,925 -4,092 9,973 52,229
Percent of Open Interest Represented by Each Category of Trader
8.2 13.1 9.2 19.7 9.4 7.5 23.7 24.4 17.6 3.2 0.9 2.8 8.1 15.1
Number of Traders in Each Category Total Traders: 266
12 18 23 28 30 30 63 66 72 18 16 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of February 6, 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 65,305
Positions
1,439 0 0 33,856 227 166 23,590 64,681 85 5,891 123 0 278 23
Changes from: January 30, 2018 Total Change is: -13,290
-1 0 0 -1,136 46 0 -12,122 -13,360 0 -32 4 0 1 20
Percent of Open Interest Represented by Each Category of Trader
2.2 0.0 0.0 51.8 0.3 0.3 36.1 99.0 0.1 9.0 0.2 0.0 0.4 0.0
Number of Traders in Each Category Total Traders: 47
5 0 0 9 . . 11 6 . 14 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated February 9, 2018