Traders in Financial Futures - Futures Only Positions as of October 10, 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 175,817
Positions
1,184 110,018 579 42,151 12,223 706 81,352 16,792 1,982 4,435 11,232 404 43,024 21,881
Changes from: October 3, 2017 Total Change is: -1,446
247 33 -186 -1,547 1,408 72 -88 -2,585 -549 -541 -1,570 -10 1,156 1,941
Percent of Open Interest Represented by Each Category of Trader
0.7 62.6 0.3 24.0 7.0 0.4 46.3 9.6 1.1 2.5 6.4 0.2 24.5 12.4
Number of Traders in Each Category Total Traders: 94
. 11 4 17 6 6 36 12 12 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 49,039
Positions
10,760 3,583 0 576 2,987 0 27,950 19,967 1,019 0 1,680 0 8,734 19,803
Changes from: October 3, 2017 Total Change is: 4,468
3,385 553 0 0 -581 0 900 2,408 -306 0 -936 0 489 3,330
Percent of Open Interest Represented by Each Category of Trader
21.9 7.3 0.0 1.2 6.1 0.0 57.0 40.7 2.1 0.0 3.4 0.0 17.8 40.4
Number of Traders in Each Category Total Traders: 35
4 . 0 . . 0 12 11 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 181,570
Positions
33,902 16,332 327 19,833 78,227 3,059 63,807 34,970 9,282 16,600 9,040 2,073 32,687 28,260
Changes from: October 3, 2017 Total Change is: 6,703
13,384 -612 8 -1,264 7,183 -1,298 -1,660 -682 -1,143 1,316 -1,098 1,779 -4,419 2,566
Percent of Open Interest Represented by Each Category of Trader
18.7 9.0 0.2 10.9 43.1 1.7 35.1 19.3 5.1 9.1 5.0 1.1 18.0 15.6
Number of Traders in Each Category Total Traders: 114
7 9 5 13 22 9 32 24 21 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 254,124
Positions
121,267 11,058 1,149 19,135 47,061 3,876 54,882 128,908 11,448 16,765 3,095 7,129 18,473 40,400
Changes from: October 3, 2017 Total Change is: 7,235
5,685 340 661 378 -7,961 650 -5,188 8,583 -16 -276 -500 3,769 1,572 1,709
Percent of Open Interest Represented by Each Category of Trader
47.7 4.4 0.5 7.5 18.5 1.5 21.6 50.7 4.5 6.6 1.2 2.8 7.3 15.9
Number of Traders in Each Category Total Traders: 116
11 8 6 12 20 8 27 32 17 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 450,748
Positions
35,775 133,627 1,980 205,077 98,624 15,931 80,601 57,794 19,010 19,321 69,094 319 72,734 54,369
Changes from: October 3, 2017 Total Change is: 12,085
-1,437 7,466 292 4,499 -2,754 -598 11,462 6,964 1,064 -2,203 535 36 -1,030 -920
Percent of Open Interest Represented by Each Category of Trader
7.9 29.6 0.4 45.5 21.9 3.5 17.9 12.8 4.2 4.3 15.3 0.1 16.1 12.1
Number of Traders in Each Category Total Traders: 245
14 17 11 64 34 40 43 38 25 19 14 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 35,161
Positions
2,476 24,646 0 17,385 1,577 1,594 635 2,654 583 0 0 0 12,488 4,107
Changes from: October 3, 2017 Total Change is: 1,260
-65 964 0 1,828 0 -307 146 728 5 0 -771 -5 -342 646
Percent of Open Interest Represented by Each Category of Trader
7.0 70.1 0.0 49.4 4.5 4.5 1.8 7.5 1.7 0.0 0.0 0.0 35.5 11.7
Number of Traders in Each Category Total Traders: 24
. . 0 15 . 7 . 4 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 140,854
Positions
1,634 82,079 117 10,180 20,193 1,718 91,472 9,103 2,541 524 2,650 426 32,242 22,027
Changes from: October 3, 2017 Total Change is: -6,244
-280 -7,174 117 -2,375 636 146 -4,934 -1,706 890 -357 142 426 123 279
Percent of Open Interest Represented by Each Category of Trader
1.2 58.3 0.1 7.2 14.3 1.2 64.9 6.5 1.8 0.4 1.9 0.3 22.9 15.6
Number of Traders in Each Category Total Traders: 87
. 11 . 8 10 . 39 10 12 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 47,460
Positions
192 35,434 247 5,524 0 0 37,976 10,240 0 1,409 230 0 2,112 1,309
Changes from: October 3, 2017 Total Change is: 1,381
0 808 0 18 0 0 1,564 643 0 -226 230 0 25 -300
Percent of Open Interest Represented by Each Category of Trader
0.4 74.7 0.5 11.6 0.0 0.0 80.0 21.6 0.0 3.0 0.5 0.0 4.5 2.8
Number of Traders in Each Category Total Traders: 34
. 6 . . 0 0 13 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 188,075
Positions
7,744 119,872 386 60,705 3,990 868 107,801 48,882 1,008 2,368 9,301 0 7,195 3,768
Changes from: October 3, 2017 Total Change is: -16,269
30 -9,937 48 2,401 -784 459 -15,523 -6,513 -1,536 -995 820 0 -1,153 1,174
Percent of Open Interest Represented by Each Category of Trader
4.1 63.7 0.2 32.3 2.1 0.5 57.3 26.0 0.5 1.3 4.9 0.0 3.8 2.0
Number of Traders in Each Category Total Traders: 143
. 9 . 18 5 . 56 33 7 8 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 33,676
Positions
0 22,226 0 5,386 383 0 24,673 4,181 742 909 5,615 0 1,966 529
Changes from: October 3, 2017 Total Change is: -3,380
-3,400 -271 0 -304 95 0 345 -3,086 -7 -82 -20 0 68 -91
Percent of Open Interest Represented by Each Category of Trader
0.0 66.0 0.0 16.0 1.1 0.0 73.3 12.4 2.2 2.7 16.7 0.0 5.8 1.6
Number of Traders in Each Category Total Traders: 36
0 . 0 . . 0 13 9 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 36,460
Positions
7,492 4,496 14 1,482 8,514 0 20,898 17,881 997 978 780 0 4,599 3,778
Changes from: October 3, 2017 Total Change is: 2,285
1,749 -853 -7 -433 150 0 1,834 3,319 -479 422 224 0 -801 -69
Percent of Open Interest Represented by Each Category of Trader
20.5 12.3 0.0 4.1 23.4 0.0 57.3 49.0 2.7 2.7 2.1 0.0 12.6 10.4
Number of Traders in Each Category Total Traders: 74
5 5 . 6 5 0 27 19 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 19,451
Positions
4,552 15,200 1,000 1,306 1,125 0 11,016 1,409 98 0 100 0 1,479 519
Changes from: October 3, 2017 Total Change is: -78
634 0 0 -48 -5 0 -1,095 -8 0 0 0 0 431 -65
Percent of Open Interest Represented by Each Category of Trader
23.4 78.1 5.1 6.7 5.8 0.0 56.6 7.2 0.5 0.0 0.5 0.0 7.6 2.7
Number of Traders in Each Category Total Traders: 29
4 . . . . 0 12 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 77,870
Positions
5,954 53,615 993 13,223 2,600 124 43,505 6,580 1,308 1,642 3,005 0 11,124 9,648
Changes from: October 3, 2017 Total Change is: 691
732 252 0 -707 82 -48 552 422 -2 -44 769 0 208 -784
Percent of Open Interest Represented by Each Category of Trader
7.6 68.9 1.3 17.0 3.3 0.2 55.9 8.4 1.7 2.1 3.9 0.0 14.3 12.4
Number of Traders in Each Category Total Traders: 123
12 27 . 14 . . 40 14 9 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 155,740
Positions
11,908 107,230 1,985 26,445 5,199 247 87,009 13,159 2,615 3,283 6,010 0 22,248 19,295
Changes from: October 3, 2017 Total Change is: 1,381
1,464 503 0 -1,414 164 -95 1,103 844 -4 -88 1,537 0 415 -1,568
Percent of Open Interest Represented by Each Category of Trader
7.6 68.9 1.3 17.0 3.3 0.2 55.9 8.4 1.7 2.1 3.9 0.0 14.3 12.4
Number of Traders in Each Category Total Traders: 123
12 27 . 14 . . 40 14 9 5 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 665,557
Positions
45,828 137,705 25,330 329,610 162,270 52,940 78,794 120,208 30,908 22,695 50,563 3,404 76,048 82,229
Changes from: October 3, 2017 Total Change is: 15,325
2,303 12,046 5,610 -511 -1,626 -3,921 5,524 294 6,995 1,878 -639 -42 -2,512 -3,391
Percent of Open Interest Represented by Each Category of Trader
6.9 20.7 3.8 49.5 24.4 8.0 11.8 18.1 4.6 3.4 7.6 0.5 11.4 12.4
Number of Traders in Each Category Total Traders: 633
31 47 22 138 94 94 89 136 74 47 51 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 51,627
Positions
16,517 13,279 400 8,538 11,559 373 3,142 6,875 1,200 2,873 3 0 18,584 17,938
Changes from: October 3, 2017 Total Change is: 4,053
2,641 2,677 0 -40 -187 -298 678 494 1,200 -57 3 0 -71 164
Percent of Open Interest Represented by Each Category of Trader
32.0 25.7 0.8 16.5 22.4 0.7 6.1 13.3 2.3 5.6 0.0 0.0 36.0 34.7
Number of Traders in Each Category Total Traders: 50
6 7 . 5 . . 10 13 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 3,069,650
Positions
205,773 681,347 65,432 1,607,874 756,069 260,321 403,234 591,641 123,563 100,109 253,798 16,022 287,322 321,457
Changes from: October 3, 2017 Total Change is: 56,359
17,208 65,742 9,151 -2,408 -7,251 -18,059 24,108 -1,124 29,097 9,369 -3,517 96 -12,203 -17,776
Percent of Open Interest Represented by Each Category of Trader
6.7 22.2 2.1 52.4 24.6 8.5 13.1 19.3 4.0 3.3 8.3 0.5 9.4 10.5
Number of Traders in Each Category Total Traders: 626
30 47 20 137 93 93 88 135 71 46 50 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 27,742
Positions
1,119 26,227 0 9,132 321 516 13,643 0 0 0 0 0 3,332 678
Changes from: October 3, 2017 Total Change is: -227
279 -437 0 6 -1 154 9 0 0 -615 0 0 -60 57
Percent of Open Interest Represented by Each Category of Trader
4.0 94.5 0.0 32.9 1.2 1.9 49.2 0.0 0.0 0.0 0.0 0.0 12.0 2.4
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . 8 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 22,605
Positions
17,533 8,513 0 1,733 11,882 288 1,654 586 0 0 280 0 1,397 1,056
Changes from: October 3, 2017 Total Change is: -911
-556 0 0 -198 -928 4 25 0 0 0 0 0 -186 13
Percent of Open Interest Represented by Each Category of Trader
77.6 37.7 0.0 7.7 52.6 1.3 7.3 2.6 0.0 0.0 1.2 0.0 6.2 4.7
Number of Traders in Each Category Total Traders: 25
10 5 0 . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 92,489
Positions
3,695 41,328 400 43,024 38,020 3,774 27,598 4,110 920 0 532 0 13,078 3,405
Changes from: October 3, 2017 Total Change is: 2,510
-169 2,385 165 1,624 359 -182 636 168 18 0 0 0 418 -403
Percent of Open Interest Represented by Each Category of Trader
4.0 44.7 0.4 46.5 41.1 4.1 29.8 4.4 1.0 0.0 0.6 0.0 14.1 3.7
Number of Traders in Each Category Total Traders: 88
4 10 . 27 18 12 20 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 56,427
Positions
13,091 15,103 1,566 13,678 11,109 1,099 17,708 15,354 1,000 1,568 3,429 62 6,655 7,706
Changes from: October 3, 2017 Total Change is: 2,461
212 1,158 519 85 486 -80 1,624 -130 -153 129 226 -28 154 463
Percent of Open Interest Represented by Each Category of Trader
23.2 26.8 2.8 24.2 19.7 1.9 31.4 27.2 1.8 2.8 6.1 0.1 11.8 13.7
Number of Traders in Each Category Total Traders: 281
16 25 6 43 28 14 48 69 27 14 37 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 282,136
Positions
65,454 75,513 7,830 68,391 55,545 5,497 88,538 76,768 5,002 7,839 17,145 308 33,277 38,528
Changes from: October 3, 2017 Total Change is: 12,306
1,059 5,792 2,594 427 2,429 -398 8,119 -649 -767 643 1,128 -139 768 2,316
Percent of Open Interest Represented by Each Category of Trader
23.2 26.8 2.8 24.2 19.7 1.9 31.4 27.2 1.8 2.8 6.1 0.1 11.8 13.7
Number of Traders in Each Category Total Traders: 281
16 25 6 43 28 14 48 69 27 14 37 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 546,831
Positions
21,991 170,361 2,587 251,946 148,837 37,251 176,305 157,245 9,589 28,738 7,497 0 18,424 13,464
Changes from: October 3, 2017 Total Change is: 8,435
-8,802 13,426 1,201 11,839 -3,001 -3,587 4,298 -417 -776 2,592 710 0 1,670 879
Percent of Open Interest Represented by Each Category of Trader
4.0 31.2 0.5 46.1 27.2 6.8 32.2 28.8 1.8 5.3 1.4 0.0 3.4 2.5
Number of Traders in Each Category Total Traders: 289
15 27 . 66 45 37 57 56 15 12 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 62,084
Positions
26,350 20,985 971 7,477 2,195 172 7,479 22,304 921 9,704 4,004 193 8,817 10,339
Changes from: October 3, 2017 Total Change is: 311
1,062 929 273 805 131 0 -1,006 -420 -30 -350 -103 13 -456 -482
Percent of Open Interest Represented by Each Category of Trader
42.4 33.8 1.6 12.0 3.5 0.3 12.0 35.9 1.5 15.6 6.4 0.3 14.2 16.7
Number of Traders in Each Category Total Traders: 93
23 9 . 10 5 . 14 15 5 5 12 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 38,772
Positions
2,110 23,416 0 19,745 658 477 5,064 1,999 172 4,508 6,951 0 6,696 5,099
Changes from: October 3, 2017 Total Change is: 792
104 11 0 -324 0 35 1,843 -3,443 -178 25 3,116 0 -713 1,251
Percent of Open Interest Represented by Each Category of Trader
5.4 60.4 0.0 50.9 1.7 1.2 13.1 5.2 0.4 11.6 17.9 0.0 17.3 13.2
Number of Traders in Each Category Total Traders: 47
. 4 0 19 . 5 6 5 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 49,493
Positions
4,058 12,459 2,529 14,517 5,111 1,982 14,278 10,071 427 1,739 2,365 0 9,963 14,549
Changes from: October 3, 2017 Total Change is: -1,642
-149 2,645 -82 143 -4,359 -13 -2,553 1,387 -75 466 -139 0 621 -1,006
Percent of Open Interest Represented by Each Category of Trader
8.2 25.2 5.1 29.3 10.3 4.0 28.8 20.3 0.9 3.5 4.8 0.0 20.1 29.4
Number of Traders in Each Category Total Traders: 79
10 12 . 13 5 6 19 13 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 286,934
Positions
7,372 176,654 1,213 172,595 74,017 16,637 73,848 8,531 3,953 2,600 1,348 0 8,716 4,581
Changes from: October 3, 2017 Total Change is: 1,220
-446 262 379 3,730 -1,377 184 -2,906 2,993 -19 179 -62 0 119 -1,140
Percent of Open Interest Represented by Each Category of Trader
2.6 61.6 0.4 60.2 25.8 5.8 25.7 3.0 1.4 0.9 0.5 0.0 3.0 1.6
Number of Traders in Each Category Total Traders: 154
9 11 . 53 30 24 36 7 9 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 1,063,011
Positions
27,412 763,688 5,103 646,794 138,518 73,381 227,712 39,489 15,075 37,951 18,305 324 29,259 9,128
Changes from: October 3, 2017 Total Change is: 1,796
-4,526 4,982 88 25,274 -8,252 -6,305 -13,422 13,521 485 -112 755 -12 326 -3,466
Percent of Open Interest Represented by Each Category of Trader
2.6 71.8 0.5 60.8 13.0 6.9 21.4 3.7 1.4 3.6 1.7 0.0 2.8 0.9
Number of Traders in Each Category Total Traders: 365
24 23 7 130 47 48 68 26 19 37 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 111,307
Positions
21,881 42,252 68,420 9,593 0 5 10,674 0 598 112 30 0 24 2
Changes from: October 3, 2017 Total Change is: 200
-120 1,500 -1,300 93 0 0 1,500 0 0 47 0 0 -20 0
Percent of Open Interest Represented by Each Category of Trader
19.7 38.0 61.5 8.6 0.0 0.0 9.6 0.0 0.5 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. 12 8 5 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 741,123
Positions
8,783 39,100 5,879 298,578 216,120 122,620 119,613 126,159 17,201 12,848 45,600 315 155,286 168,129
Changes from: October 3, 2017 Total Change is: 10,789
2,600 870 1,812 -8,578 3,759 -994 11,061 -1,269 217 -1,203 43 -2 5,876 6,353
Percent of Open Interest Represented by Each Category of Trader
1.2 5.3 0.8 40.3 29.2 16.5 16.1 17.0 2.3 1.7 6.2 0.0 21.0 22.7
Number of Traders in Each Category Total Traders: 162
8 14 4 37 29 35 33 29 14 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 827,794
Positions
2,706 121,488 45 459,784 42,650 133,209 62,707 393,673 26,951 31,117 8,518 1,177 110,098 100,083
Changes from: October 3, 2017 Total Change is: 8,820
-846 2,234 -41 1,523 -4,280 1,740 2,056 293 4,207 -2,338 0 0 2,519 4,667
Percent of Open Interest Represented by Each Category of Trader
0.3 14.7 0.0 55.5 5.2 16.1 7.6 47.6 3.3 3.8 1.0 0.1 13.3 12.1
Number of Traders in Each Category Total Traders: 108
. 11 . 49 13 34 15 14 16 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 1,664,680
Positions
78,437 199,317 5,170 450,952 323,607 195,314 604,186 363,174 45,048 164,280 368,880 2,556 118,737 161,614
Changes from: October 3, 2017 Total Change is: 83,924
599 28,846 -642 20,016 5,177 3,124 79,866 50,804 -2,024 -6,613 8,263 -3,890 -6,512 -5,734
Percent of Open Interest Represented by Each Category of Trader
4.7 12.0 0.3 27.1 19.4 11.7 36.3 21.8 2.7 9.9 22.2 0.2 7.1 9.7
Number of Traders in Each Category Total Traders: 278
12 31 5 60 40 52 51 45 29 13 26 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 3,136,900
Positions
130,129 182,597 32,729 1,066,233 948,852 509,798 605,453 615,953 105,416 307,231 154,333 32,518 347,393 554,704
Changes from: October 3, 2017 Total Change is: 31,254
9,050 17,524 -424 48,817 24,086 8,250 -6,077 -3,114 -6,727 -21,395 -31,722 956 -1,196 22,425
Percent of Open Interest Represented by Each Category of Trader
4.1 5.8 1.0 34.0 30.2 16.3 19.3 19.6 3.4 9.8 4.9 1.0 11.1 17.7
Number of Traders in Each Category Total Traders: 401
23 40 10 58 97 78 57 78 49 21 27 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 426,209
Positions
12,037 17,887 2,558 132,460 174,631 34,654 139,457 35,700 12,448 12,432 11,709 0 80,163 136,622
Changes from: October 3, 2017 Total Change is: -5,602
1,851 -353 42 811 -374 2,845 -8,902 -13,644 -756 -72 454 0 -1,421 6,184
Percent of Open Interest Represented by Each Category of Trader
2.8 4.2 0.6 31.1 41.0 8.1 32.7 8.4 2.9 2.9 2.7 0.0 18.8 32.1
Number of Traders in Each Category Total Traders: 70
. 4 . 16 25 29 12 6 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 2,968,723
Positions
109,292 196,375 29,782 1,599,377 751,704 359,292 275,651 843,294 114,219 220,127 285,731 9,161 251,822 379,165
Changes from: October 3, 2017 Total Change is: 7,731
-2,341 1,490 2,118 24,487 14,482 -11,665 -20,618 -17,619 20,112 11,892 -6,014 -2,944 -13,310 7,771
Percent of Open Interest Represented by Each Category of Trader
3.7 6.6 1.0 53.9 25.3 12.1 9.3 28.4 3.8 7.4 9.6 0.3 8.5 12.8
Number of Traders in Each Category Total Traders: 313
18 25 9 56 59 64 41 70 40 19 25 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 1,547,397
Positions
512,492 305,861 424,463 12,619 10,182 32,947 70,385 211,364 345,705 56,584 89,347 56,847 35,355 70,681
Changes from: October 3, 2017 Total Change is: 45,727
-5,169 6,242 14,277 0 -590 -397 25,942 12,787 1,270 3,612 5,728 2,186 4,006 4,224
Percent of Open Interest Represented by Each Category of Trader
33.1 19.8 27.4 0.8 0.7 2.1 4.5 13.7 22.3 3.7 5.8 3.7 2.3 4.6
Number of Traders in Each Category Total Traders: 160
19 44 50 . 5 . 17 48 44 6 12 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 is12,951,113
Positions
5,154,515 452,939 2,210,849 5,945 2,438,935 730,115 547,883 2,604,876 2,039,698 866,322 483,208 823,455 572,331 1,167,038
Changes from: October 3, 2017 Total Change is: 219,358
230,317 -16,996 27,547 1,200 7,010 -6,116 -1,899 253,538 -15,146 41,853 -16,739 -47,663 -10,735 33,923
Percent of Open Interest Represented by Each Category of Trader
39.8 3.5 17.1 0.0 18.8 5.6 4.2 20.1 15.7 6.7 3.7 6.4 4.4 9.0
Number of Traders in Each Category Total Traders: 311
38 36 66 . 42 29 36 103 98 10 30 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 29,493
Positions
6,935 5,919 0 126 8,855 100 11,312 9,785 0 10,959 4,762 5 56 67
Changes from: October 3, 2017 Total Change is: 1,153
162 -235 0 -19 -1 -15 587 1,328 0 462 70 0 -24 6
Percent of Open Interest Represented by Each Category of Trader
23.5 20.1 0.0 0.4 30.0 0.3 38.4 33.2 0.0 37.2 16.1 0.0 0.2 0.2
Number of Traders in Each Category Total Traders: 49
. 6 0 . 12 . 7 10 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 20,528
Positions
3,472 1,069 0 425 6,929 127 16,391 7,739 0 0 4,549 64 49 51
Changes from: October 3, 2017 Total Change is: 143
-538 -192 0 -70 -95 0 809 -207 0 -45 635 0 -13 2
Percent of Open Interest Represented by Each Category of Trader
16.9 5.2 0.0 2.1 33.8 0.6 79.8 37.7 0.0 0.0 22.2 0.3 0.2 0.2
Number of Traders in Each Category Total Traders: 31
. . 0 . 6 . 6 7 0 0 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 45,773
Positions
909 6,284 0 14,177 3,932 927 9,444 26,024 1,874 10,713 4,289 0 7,729 2,443
Changes from: October 3, 2017 Total Change is: -2,147
290 572 0 263 0 -3 964 -2,978 -141 -2,842 -24 0 -678 427
Percent of Open Interest Represented by Each Category of Trader
2.0 13.7 0.0 31.0 8.6 2.0 20.6 56.9 4.1 23.4 9.4 0.0 16.9 5.3
Number of Traders in Each Category Total Traders: 150
5 . 0 15 6 . 27 39 13 44 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 677,160
Positions
157,543 45,306 35,694 82,392 62,987 110,003 108,611 248,682 101,178 26,324 14,564 20,301 35,114 38,445
Changes from: October 3, 2017 Total Change is: 7,928
9,280 2,890 173 -600 -3,912 6,362 -1,770 897 2,452 -6,095 1,437 -3,351 1,477 980
Percent of Open Interest Represented by Each Category of Trader
23.3 6.7 5.3 12.2 9.3 16.2 16.0 36.7 14.9 3.9 2.2 3.0 5.2 5.7
Number of Traders in Each Category Total Traders: 280
25 8 21 19 38 25 56 80 61 23 17 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 10, 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 53,470
Positions
694 21,776 0 37,519 1,015 0 8,577 30,413 85 6,525 132 0 70 49
Changes from: October 3, 2017 Total Change is: 636
249 0 0 -570 -2 0 1,025 638 0 -87 0 0 19 0
Percent of Open Interest Represented by Each Category of Trader
1.3 40.7 0.0 70.2 1.9 0.0 16.0 56.9 0.2 12.2 0.2 0.0 0.1 0.1
Number of Traders in Each Category Total Traders: 35
. . 0 7 . 0 8 8 . 6 . 0
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Updated October 13, 2017