Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 177,263 Positions 937 109,985 765 43,698 10,815 634 81,440 19,377 2,531 4,976 12,802 414 41,868 19,940 Changes from: September 26, 2017 Total Change is: -4,650 -731 151 420 -3,240 893 -114 -263 -6,643 453 266 1,334 -7 -1,434 -1,137 Percent of Open Interest Represented by Each Category of Trader 0.5 62.0 0.4 24.7 6.1 0.4 45.9 10.9 1.4 2.8 7.2 0.2 23.6 11.2 Number of Traders in Each Category Total Traders: 101 . 11 4 17 5 6 39 16 11 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 44,571 Positions 7,375 3,030 0 576 3,568 0 27,050 17,559 1,325 0 2,616 0 8,245 16,473 Changes from: September 26, 2017 Total Change is: 4,806 4,242 -231 -19 -700 -17 0 2,779 4,110 53 0 33 0 -1,549 877 Percent of Open Interest Represented by Each Category of Trader 16.5 6.8 0.0 1.3 8.0 0.0 60.7 39.4 3.0 0.0 5.9 0.0 18.5 37.0 Number of Traders in Each Category Total Traders: 38 4 . 0 . 4 0 12 12 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 174,867 Positions 20,518 16,944 319 21,097 71,044 4,357 65,467 35,652 10,425 15,284 10,138 294 37,106 25,694 Changes from: September 26, 2017 Total Change is: -20,642 -12,881 207 -78 868 153 -1,557 -2,465 -14,960 -4,364 -1,776 3 -184 1,795 138 Percent of Open Interest Represented by Each Category of Trader 11.7 9.7 0.2 12.1 40.6 2.5 37.4 20.4 6.0 8.7 5.8 0.2 21.2 14.7 Number of Traders in Each Category Total Traders: 121 5 9 4 14 20 8 40 27 20 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 246,889 Positions 115,582 10,718 488 18,757 55,022 3,226 60,070 120,325 11,464 17,041 3,595 3,360 16,901 38,691 Changes from: September 26, 2017 Total Change is: 39,792 21,280 607 16 -2,886 3,398 -451 15,941 27,851 4,352 239 16 1,458 -157 2,545 Percent of Open Interest Represented by Each Category of Trader 46.8 4.3 0.2 7.6 22.3 1.3 24.3 48.7 4.6 6.9 1.5 1.4 6.8 15.7 Number of Traders in Each Category Total Traders: 121 11 6 5 11 21 7 26 40 16 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 438,663 Positions 37,212 126,161 1,688 200,578 101,378 16,529 69,139 50,830 17,946 21,524 68,559 283 73,764 55,289 Changes from: September 26, 2017 Total Change is: 9,552 2,959 3,907 -150 4,040 5,222 -186 -873 551 4,685 1,213 -4,315 -282 -1,854 120 Percent of Open Interest Represented by Each Category of Trader 8.5 28.8 0.4 45.7 23.1 3.8 15.8 11.6 4.1 4.9 15.6 0.1 16.8 12.6 Number of Traders in Each Category Total Traders: 243 16 15 10 60 35 39 41 39 19 23 13 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 33,901 Positions 2,541 23,682 0 15,557 1,577 1,901 489 1,926 578 0 771 5 12,830 3,461 Changes from: September 26, 2017 Total Change is: -334 0 10 0 957 -8 199 3 -152 0 -412 0 0 -1,081 -383 Percent of Open Interest Represented by Each Category of Trader 7.5 69.9 0.0 45.9 4.7 5.6 1.4 5.7 1.7 0.0 2.3 0.0 37.8 10.2 Number of Traders in Each Category Total Traders: 23 . . 0 14 . 6 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 147,098 Positions 1,914 89,253 0 12,555 19,557 1,572 96,406 10,809 1,651 881 2,508 0 32,119 21,748 Changes from: September 26, 2017 Total Change is: -7,014 -45 -8,020 -45 -6,541 1,938 -169 2,100 -165 -1,013 9 70 0 -1,310 390 Percent of Open Interest Represented by Each Category of Trader 1.3 60.7 0.0 8.5 13.3 1.1 65.5 7.3 1.1 0.6 1.7 0.0 21.8 14.8 Number of Traders in Each Category Total Traders: 92 4 10 0 9 11 4 42 11 10 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 46,079 Positions 192 34,626 247 5,506 0 0 36,412 9,597 0 1,635 0 0 2,087 1,609 Changes from: September 26, 2017 Total Change is: 4,583 0 1,787 0 -56 0 0 4,571 2,684 0 224 -140 0 -156 252 Percent of Open Interest Represented by Each Category of Trader 0.4 75.1 0.5 11.9 0.0 0.0 79.0 20.8 0.0 3.5 0.0 0.0 4.5 3.5 Number of Traders in Each Category Total Traders: 32 . 6 . . 0 0 12 7 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 204,344 Positions 7,714 129,809 338 58,304 4,774 409 123,324 55,395 2,544 3,363 8,481 0 8,348 2,594 Changes from: September 26, 2017 Total Change is: -15,582 -374 995 69 -913 -228 125 -15,594 -17,750 1,104 77 555 0 -76 -452 Percent of Open Interest Represented by Each Category of Trader 3.8 63.5 0.2 28.5 2.3 0.2 60.4 27.1 1.2 1.6 4.2 0.0 4.1 1.3 Number of Traders in Each Category Total Traders: 146 . 8 . 19 6 . 55 31 9 14 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 37,056 Positions 3,400 22,497 0 5,690 288 0 24,328 7,267 749 991 5,635 0 1,898 620 Changes from: September 26, 2017 Total Change is: -6,248 3,130 5,491 -10,152 399 50 0 807 -6,174 -101 -12 4,700 0 -319 -62 Percent of Open Interest Represented by Each Category of Trader 9.2 60.7 0.0 15.4 0.8 0.0 65.7 19.6 2.0 2.7 15.2 0.0 5.1 1.7 Number of Traders in Each Category Total Traders: 36 . . 0 4 . 0 12 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 34,175 Positions 5,743 5,349 21 1,915 8,364 0 19,064 14,562 1,476 556 556 0 5,400 3,847 Changes from: September 26, 2017 Total Change is: -1,739 104 -11 -47 -200 -163 0 -1,235 -714 -392 391 -234 0 -360 -178 Percent of Open Interest Represented by Each Category of Trader 16.8 15.7 0.1 5.6 24.5 0.0 55.8 42.6 4.3 1.6 1.6 0.0 15.8 11.3 Number of Traders in Each Category Total Traders: 70 4 6 . 9 4 0 25 17 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 19,529 Positions 3,918 15,200 1,000 1,354 1,130 0 12,111 1,417 98 0 100 0 1,048 584 Changes from: September 26, 2017 Total Change is: -132 1,684 0 0 -1,699 453 0 -364 -473 0 0 -150 0 247 38 Percent of Open Interest Represented by Each Category of Trader 20.1 77.8 5.1 6.9 5.8 0.0 62.0 7.3 0.5 0.0 0.5 0.0 5.4 3.0 Number of Traders in Each Category Total Traders: 28 4 . . . . 0 11 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 77,180 Positions 5,222 53,364 993 13,930 2,518 171 42,953 6,158 1,310 1,686 2,237 0 10,917 10,432 Changes from: September 26, 2017 Total Change is: -1,755 355 -3,065 -175 -536 -248 -70 -3,054 1,014 146 344 267 0 1,235 377 Percent of Open Interest Represented by Each Category of Trader 6.8 69.1 1.3 18.0 3.3 0.2 55.7 8.0 1.7 2.2 2.9 0.0 14.1 13.5 Number of Traders in Each Category Total Traders: 124 10 26 4 16 . . 40 15 10 6 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 154,359 Positions 10,444 106,727 1,985 27,859 5,035 342 85,906 12,315 2,619 3,371 4,473 0 21,833 20,863 Changes from: September 26, 2017 Total Change is: -3,509 709 -6,130 -350 -1,072 -496 -139 -6,107 2,028 292 688 533 0 2,470 753 Percent of Open Interest Represented by Each Category of Trader 6.8 69.1 1.3 18.0 3.3 0.2 55.7 8.0 1.7 2.2 2.9 0.0 14.1 13.5 Number of Traders in Each Category Total Traders: 124 10 26 4 16 . . 40 15 10 6 8 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 650,232 Positions 43,525 125,659 19,720 330,121 163,897 56,860 73,270 119,914 23,913 20,817 51,202 3,446 78,560 85,621 Changes from: September 26, 2017 Total Change is: -7,520 4,709 -2,651 1,548 -20,801 -991 -5,231 2,092 -11,077 5,544 -909 -487 539 4,990 5,287 Percent of Open Interest Represented by Each Category of Trader 6.7 19.3 3.0 50.8 25.2 8.7 11.3 18.4 3.7 3.2 7.9 0.5 12.1 13.2 Number of Traders in Each Category Total Traders: 608 31 45 20 137 90 93 87 129 77 42 47 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 47,574 Positions 13,876 10,602 400 8,578 11,746 671 2,464 6,381 0 2,930 0 0 18,655 17,774 Changes from: September 26, 2017 Total Change is: 1,869 2,863 630 -900 -2,018 -1,430 463 1,028 1,957 0 262 -426 0 171 1,575 Percent of Open Interest Represented by Each Category of Trader 29.2 22.3 0.8 18.0 24.7 1.4 5.2 13.4 0.0 6.2 0.0 0.0 39.2 37.4 Number of Traders in Each Category Total Traders: 46 6 5 . 5 . . 13 10 0 4 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #138748 Open Interest is 20,357 Positions 18,036 7,416 0 0 9,750 231 0 2,061 217 0 0 0 1,873 682 Changes from: September 26, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 88.6 36.4 0.0 0.0 47.9 1.1 0.0 10.1 1.1 0.0 0.0 0.0 9.2 3.4 Number of Traders in Each Category Total Traders: 20 9 4 0 0 4 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,013,291 Positions 188,565 615,605 56,281 1,610,282 763,320 278,380 379,126 592,765 94,466 90,740 257,315 15,926 299,525 339,233 Changes from: September 26, 2017 Total Change is: -46,943 5,362 -20,272 16,105 -94,071 2,041 -28,316 29,309 -41,182 3,732 -4,551 1,001 1,390 24,097 18,558 Percent of Open Interest Represented by Each Category of Trader 6.3 20.4 1.9 53.4 25.3 9.2 12.6 19.7 3.1 3.0 8.5 0.5 9.9 11.3 Number of Traders in Each Category Total Traders: 602 28 47 17 136 89 91 85 129 71 41 47 11 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 27,969 Positions 840 26,664 0 9,126 322 362 13,634 0 0 615 0 0 3,392 621 Changes from: September 26, 2017 Total Change is: 790 0 825 0 0 148 -148 1 0 0 335 0 0 602 -35 Percent of Open Interest Represented by Each Category of Trader 3.0 95.3 0.0 32.6 1.2 1.3 48.7 0.0 0.0 2.2 0.0 0.0 12.1 2.2 Number of Traders in Each Category Total Traders: 24 . 8 0 5 . . 8 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874J Open Interest is 23,516 Positions 18,089 8,513 0 1,931 12,810 284 1,629 586 0 0 280 0 1,583 1,043 Changes from: September 26, 2017 Total Change is: -79 448 256 0 -70 0 0 -305 -147 0 0 0 0 -152 -188 Percent of Open Interest Represented by Each Category of Trader 76.9 36.2 0.0 8.2 54.5 1.2 6.9 2.5 0.0 0.0 1.2 0.0 6.7 4.4 Number of Traders in Each Category Total Traders: 25 9 5 0 4 4 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 89,979 Positions 3,864 38,943 235 41,400 37,661 3,956 26,962 3,942 902 0 532 0 12,660 3,808 Changes from: September 26, 2017 Total Change is: 1,779 259 1,002 51 712 -712 114 1,220 1,016 -5 0 -23 0 -572 336 Percent of Open Interest Represented by Each Category of Trader 4.3 43.3 0.3 46.0 41.9 4.4 30.0 4.4 1.0 0.0 0.6 0.0 14.1 4.2 Number of Traders in Each Category Total Traders: 86 4 9 . 25 18 12 19 9 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 53,966 Positions 12,879 13,944 1,047 13,593 10,623 1,179 16,084 15,483 1,154 1,439 3,203 89 6,502 7,242 Changes from: September 26, 2017 Total Change is: 434 1,214 209 -39 -383 -748 -63 -74 760 -31 -148 342 72 -115 -68 Percent of Open Interest Represented by Each Category of Trader 23.9 25.8 1.9 25.2 19.7 2.2 29.8 28.7 2.1 2.7 5.9 0.2 12.0 13.4 Number of Traders in Each Category Total Traders: 280 22 26 7 42 28 12 46 69 26 12 34 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 269,830 Positions 64,395 69,721 5,236 67,964 53,116 5,895 80,419 77,417 5,769 7,196 16,017 447 32,509 36,212 Changes from: September 26, 2017 Total Change is: 2,170 6,072 1,044 -193 -1,913 -3,738 -316 -371 3,799 -154 -739 1,710 358 -574 -340 Percent of Open Interest Represented by Each Category of Trader 23.9 25.8 1.9 25.2 19.7 2.2 29.8 28.7 2.1 2.7 5.9 0.2 12.0 13.4 Number of Traders in Each Category Total Traders: 280 22 26 7 42 28 12 46 69 26 12 34 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 538,396 Positions 30,793 156,935 1,386 240,107 151,838 40,838 172,007 157,662 10,365 26,146 6,787 0 16,754 12,585 Changes from: September 26, 2017 Total Change is: -10,008 -29,679 29,565 1,349 13,110 -36,157 -5,707 5,304 -3,098 2,626 6,644 700 -12 -3,643 726 Percent of Open Interest Represented by Each Category of Trader 5.7 29.1 0.3 44.6 28.2 7.6 31.9 29.3 1.9 4.9 1.3 0.0 3.1 2.3 Number of Traders in Each Category Total Traders: 282 15 25 . 65 47 36 51 57 18 12 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 61,773 Positions 25,288 20,056 698 6,672 2,064 172 8,485 22,724 951 10,054 4,107 180 9,273 10,821 Changes from: September 26, 2017 Total Change is: 7,810 4,355 3,827 -104 -312 -41 -3 2,763 2,249 195 13 1,095 10 893 582 Percent of Open Interest Represented by Each Category of Trader 40.9 32.5 1.1 10.8 3.3 0.3 13.7 36.8 1.5 16.3 6.6 0.3 15.0 17.5 Number of Traders in Each Category Total Traders: 91 21 10 . 8 4 . 16 15 7 6 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 37,980 Positions 2,006 23,405 0 20,069 658 442 3,221 5,442 350 4,483 3,835 0 7,409 3,848 Changes from: September 26, 2017 Total Change is: 1,178 512 -828 0 1,084 214 8 -1,319 1,235 94 143 307 0 656 148 Percent of Open Interest Represented by Each Category of Trader 5.3 61.6 0.0 52.8 1.7 1.2 8.5 14.3 0.9 11.8 10.1 0.0 19.5 10.1 Number of Traders in Each Category Total Traders: 44 . 4 0 19 . 4 4 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 51,135 Positions 4,207 9,814 2,611 14,374 9,470 1,995 16,831 8,684 502 1,273 2,504 0 9,342 15,555 Changes from: September 26, 2017 Total Change is: -2,493 -2,253 4,375 -107 -2,278 -5,052 92 1,794 -1,084 129 687 889 0 -557 -1,735 Percent of Open Interest Represented by Each Category of Trader 8.2 19.2 5.1 28.1 18.5 3.9 32.9 17.0 1.0 2.5 4.9 0.0 18.3 30.4 Number of Traders in Each Category Total Traders: 85 11 11 . 12 7 6 22 15 6 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 285,714 Positions 7,818 176,392 834 168,865 75,394 16,453 76,754 5,538 3,972 2,421 1,410 0 8,597 5,721 Changes from: September 26, 2017 Total Change is: 2,775 148 5,903 528 -15,213 -1,750 -380 16,865 -1,930 734 139 -50 0 -46 -280 Percent of Open Interest Represented by Each Category of Trader 2.7 61.7 0.3 59.1 26.4 5.8 26.9 1.9 1.4 0.8 0.5 0.0 3.0 2.0 Number of Traders in Each Category Total Traders: 151 8 11 . 53 31 22 35 6 9 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,061,215 Positions 31,938 758,706 5,015 621,520 146,770 79,686 241,134 25,968 14,590 38,063 17,550 336 28,933 12,594 Changes from: September 26, 2017 Total Change is: -4,040 8,393 9,796 875 -10,826 -13,538 2,811 -1,929 -4,251 565 -7,156 -112 -5 3,232 -181 Percent of Open Interest Represented by Each Category of Trader 3.0 71.5 0.5 58.6 13.8 7.5 22.7 2.4 1.4 3.6 1.7 0.0 2.7 1.2 Number of Traders in Each Category Total Traders: 363 24 22 7 129 48 51 76 19 16 36 9 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 111,107 Positions 22,001 40,752 69,720 9,500 0 5 9,174 0 598 65 30 0 44 2 Changes from: September 26, 2017 Total Change is: 780 -380 630 -50 2,973 0 0 -1,900 0 200 -93 0 0 30 0 Percent of Open Interest Represented by Each Category of Trader 19.8 36.7 62.8 8.6 0.0 0.0 8.3 0.0 0.5 0.1 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 24 . 12 8 5 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 730,334 Positions 6,183 38,230 4,067 307,156 212,361 123,614 108,552 127,428 16,984 14,051 45,557 317 149,410 161,776 Changes from: September 26, 2017 Total Change is: 11,006 4,547 -7,275 -434 16,317 362 266 -3,919 11,678 2,025 -1,238 -1,662 249 -6,807 5,797 Percent of Open Interest Represented by Each Category of Trader 0.8 5.2 0.6 42.1 29.1 16.9 14.9 17.4 2.3 1.9 6.2 0.0 20.5 22.2 Number of Traders in Each Category Total Traders: 166 4 16 . 39 29 35 35 31 15 8 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 818,974 Positions 3,552 119,254 86 458,261 46,930 131,469 60,651 393,380 22,744 33,455 8,518 1,177 107,579 95,416 Changes from: September 26, 2017 Total Change is: -7,000 923 -18,343 -632 -10,376 20,472 2,583 6,032 -15,775 1,186 2,111 0 637 -9,464 2,872 Percent of Open Interest Represented by Each Category of Trader 0.4 14.6 0.0 56.0 5.7 16.1 7.4 48.0 2.8 4.1 1.0 0.1 13.1 11.7 Number of Traders in Each Category Total Traders: 111 . 11 . 50 13 36 14 15 13 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,580,756 Positions 77,838 170,471 5,812 430,936 318,430 192,190 524,320 312,370 47,072 170,893 360,617 6,446 125,249 167,348 Changes from: September 26, 2017 Total Change is: -8,474 1,445 -15,256 -5,584 9,803 -5,572 4,944 -11,842 -20,914 2,640 -14,520 16,033 3,835 805 11,400 Percent of Open Interest Represented by Each Category of Trader 4.9 10.8 0.4 27.3 20.1 12.2 33.2 19.8 3.0 10.8 22.8 0.4 7.9 10.6 Number of Traders in Each Category Total Traders: 266 12 24 6 60 39 51 50 41 29 13 27 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,105,646 Positions 121,079 165,073 33,153 1,017,416 924,766 501,548 611,530 619,067 112,143 328,626 186,055 31,562 348,589 532,279 Changes from: September 26, 2017 Total Change is: -106,463 -16,595 -9,070 -10,053 -10,242 -117,777 15,189 -43,926 -11,480 -47,172 32,948 52,415 -8,952 -17,660 30,437 Percent of Open Interest Represented by Each Category of Trader 3.9 5.3 1.1 32.8 29.8 16.1 19.7 19.9 3.6 10.6 6.0 1.0 11.2 17.1 Number of Traders in Each Category Total Traders: 397 20 35 12 59 97 85 61 75 46 19 31 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 431,811 Positions 10,186 18,240 2,516 131,649 175,005 31,809 148,359 49,344 13,204 12,504 11,255 0 81,584 130,438 Changes from: September 26, 2017 Total Change is: 9,214 4,405 -271 -166 3,350 660 145 1,249 7,626 308 2,101 181 0 -2,178 731 Percent of Open Interest Represented by Each Category of Trader 2.4 4.2 0.6 30.5 40.5 7.4 34.4 11.4 3.1 2.9 2.6 0.0 18.9 30.2 Number of Traders in Each Category Total Traders: 72 . 5 . 16 25 28 12 7 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 2,960,992 Positions 111,633 194,885 27,664 1,574,890 737,222 370,957 296,269 860,913 94,107 208,235 291,745 12,105 265,132 371,394 Changes from: September 26, 2017 Total Change is: -14,765 2,819 -12,547 -5,897 11,222 47,187 711 -204 -56,578 -12,143 -3,255 30,518 628 -8,646 -6,644 Percent of Open Interest Represented by Each Category of Trader 3.8 6.6 0.9 53.2 24.9 12.5 10.0 29.1 3.2 7.0 9.9 0.4 9.0 12.5 Number of Traders in Each Category Total Traders: 307 15 27 9 53 59 64 43 65 39 19 26 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 1,501,670 Positions 517,661 299,619 410,186 12,619 10,772 33,344 44,443 198,577 344,435 52,972 83,619 54,661 31,349 66,457 Changes from: September 26, 2017 Total Change is: -101,498 -17,463 -16,119 -44,256 0 -3,382 5,719 -43,336 -14,310 -10,941 15,954 -8,591 -2,677 -4,498 -6,941 Percent of Open Interest Represented by Each Category of Trader 34.5 20.0 27.3 0.8 0.7 2.2 3.0 13.2 22.9 3.5 5.6 3.6 2.1 4.4 Number of Traders in Each Category Total Traders: 156 16 47 49 . 6 . 17 50 43 5 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 is12,731,755 Positions 4,924,198 469,935 2,183,302 4,745 2,431,925 736,231 549,782 2,351,338 2,054,844 824,469 499,947 871,118 583,066 1,133,115 Changes from: September 26, 2017 Total Change is: 60,178 361,322 -9,806 -80,998 -35,621 160,331 21,498 -54,041 83,712 -12,365 33,130 -21,127 -108,162 -64,585 27,095 Percent of Open Interest Represented by Each Category of Trader 38.7 3.7 17.1 0.0 19.1 5.8 4.3 18.5 16.1 6.5 3.9 6.8 4.6 8.9 Number of Traders in Each Category Total Traders: 306 35 38 66 . 42 30 35 106 100 8 29 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 28,340 Positions 6,773 6,154 0 145 8,856 115 10,725 8,457 0 10,497 4,692 5 80 61 Changes from: September 26, 2017 Total Change is: -207 -130 1,292 0 0 -915 0 -192 -794 0 84 221 0 31 -11 Percent of Open Interest Represented by Each Category of Trader 23.9 21.7 0.0 0.5 31.2 0.4 37.8 29.8 0.0 37.0 16.6 0.0 0.3 0.2 Number of Traders in Each Category Total Traders: 48 . 6 0 . 12 . 7 9 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 20,385 Positions 4,010 1,261 0 495 7,024 127 15,582 7,946 0 45 3,914 64 62 49 Changes from: September 26, 2017 Total Change is: -775 -780 -10 0 0 -881 0 98 119 0 -58 -1 1 -36 -3 Percent of Open Interest Represented by Each Category of Trader 19.7 6.2 0.0 2.4 34.5 0.6 76.4 39.0 0.0 0.2 19.2 0.3 0.3 0.2 Number of Traders in Each Category Total Traders: 31 . . 0 . 6 . 8 5 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 47,920 Positions 619 5,712 0 13,914 3,932 930 8,480 29,002 2,015 13,555 4,313 0 8,407 2,016 Changes from: September 26, 2017 Total Change is: 2,330 35 2,751 0 -20 -1,740 -23 534 1,698 561 1,347 -690 0 -104 -227 Percent of Open Interest Represented by Each Category of Trader 1.3 11.9 0.0 29.0 8.2 1.9 17.7 60.5 4.2 28.3 9.0 0.0 17.5 4.2 Number of Traders in Each Category Total Traders: 151 4 4 0 15 6 . 29 37 17 47 7 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 669,232 Positions 148,263 42,416 35,521 82,992 66,899 103,641 110,381 247,785 98,726 32,419 13,127 23,652 33,637 37,465 Changes from: September 26, 2017 Total Change is: 28,723 10,598 5,917 -1,122 16,521 -4,002 -11,819 -5,443 19,762 20,153 1,670 -1,266 -2,113 278 3,213 Percent of Open Interest Represented by Each Category of Trader 22.2 6.3 5.3 12.4 10.0 15.5 16.5 37.0 14.8 4.8 2.0 3.5 5.0 5.6 Number of Traders in Each Category Total Traders: 275 21 7 17 19 35 23 57 78 60 25 18 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Futures Only Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- 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 52,834 Positions 445 21,776 0 38,089 1,017 0 7,552 29,775 85 6,612 132 0 51 49 Changes from: September 26, 2017 Total Change is: -19,047 0 0 0 -1,965 4 0 -17,655 -19,065 0 602 -2 0 -29 16 Percent of Open Interest Represented by Each Category of Trader 0.8 41.2 0.0 72.1 1.9 0.0 14.3 56.4 0.2 12.5 0.2 0.0 0.1 0.1 Number of Traders in Each Category Total Traders: 36 . . 0 7 . 0 8 8 . 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 6, 2017