Traders in Financial Futures - Futures Only Positions as of October 24, 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 172,673
Positions
1,174 103,153 1,515 42,361 14,602 647 79,106 16,858 2,296 5,191 10,575 950 39,433 22,077
Changes from: October 17, 2017 Total Change is: -1,674
-56 -6,102 38 -2,480 1,028 -34 2,516 2,512 44 -290 -1,041 243 -1,655 1,638
Percent of Open Interest Represented by Each Category of Trader
0.7 59.7 0.9 24.5 8.5 0.4 45.8 9.8 1.3 3.0 6.1 0.6 22.8 12.8
Number of Traders in Each Category Total Traders: 98
. 10 4 17 9 5 33 14 12 6 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 63,892
Positions
22,151 3,609 0 576 5,115 0 31,881 30,544 1,310 0 1,680 0 7,974 21,634
Changes from: October 17, 2017 Total Change is: 8,724
7,953 -32 0 0 858 0 91 5,912 428 0 0 0 252 1,558
Percent of Open Interest Represented by Each Category of Trader
34.7 5.6 0.0 0.9 8.0 0.0 49.9 47.8 2.1 0.0 2.6 0.0 12.5 33.9
Number of Traders in Each Category Total Traders: 45
6 . 0 . 6 0 10 18 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 188,064
Positions
45,996 15,316 903 19,722 77,869 3,311 60,235 39,696 10,061 12,943 10,482 3,592 31,301 26,834
Changes from: October 17, 2017 Total Change is: 1,591
3,430 339 375 19 -642 222 799 1,416 1,849 -5,539 -1,505 1,138 -702 -1,601
Percent of Open Interest Represented by Each Category of Trader
24.5 8.1 0.5 10.5 41.4 1.8 32.0 21.1 5.3 6.9 5.6 1.9 16.6 14.3
Number of Traders in Each Category Total Traders: 120
8 8 5 12 22 9 35 28 23 . 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 282,230
Positions
145,551 10,991 682 18,670 40,832 4,583 56,266 149,873 10,460 21,439 10,095 7,422 17,157 47,292
Changes from: October 17, 2017 Total Change is: 25,143
21,964 -821 -487 -349 -5,064 746 1,001 14,850 -619 1,883 7,000 131 873 9,407
Percent of Open Interest Represented by Each Category of Trader
51.6 3.9 0.2 6.6 14.5 1.6 19.9 53.1 3.7 7.6 3.6 2.6 6.1 16.8
Number of Traders in Each Category Total Traders: 127
12 6 6 11 21 8 24 45 17 4 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 445,018
Positions
38,628 134,813 3,173 208,170 98,930 15,655 69,117 58,958 18,435 15,739 61,047 2,201 73,900 51,806
Changes from: October 17, 2017 Total Change is: -1,320
-953 -2,419 262 1,467 1,625 -88 -1,314 3,861 1,358 -2,552 -4,963 -6 506 -950
Percent of Open Interest Represented by Each Category of Trader
8.7 30.3 0.7 46.8 22.2 3.5 15.5 13.2 4.1 3.5 13.7 0.5 16.6 11.6
Number of Traders in Each Category Total Traders: 238
15 15 11 65 33 40 39 42 23 17 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 35,824
Positions
2,202 23,982 0 17,397 1,985 1,666 1,217 3,972 590 0 0 0 12,752 3,629
Changes from: October 17, 2017 Total Change is: 241
-274 107 0 40 -23 -40 71 182 13 0 0 0 431 2
Percent of Open Interest Represented by Each Category of Trader
6.1 66.9 0.0 48.6 5.5 4.7 3.4 11.1 1.6 0.0 0.0 0.0 35.6 10.1
Number of Traders in Each Category Total Traders: 26
. . 0 14 . 8 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 134,558
Positions
2,625 69,311 438 12,000 23,586 1,622 80,514 12,582 1,666 525 1,673 1,733 33,435 21,947
Changes from: October 17, 2017 Total Change is: 413
-441 -5,170 -36 -65 3,144 -96 1,266 2,447 -804 -525 -1,199 1,581 -467 546
Percent of Open Interest Represented by Each Category of Trader
2.0 51.5 0.3 8.9 17.5 1.2 59.8 9.4 1.2 0.4 1.2 1.3 24.8 16.3
Number of Traders in Each Category Total Traders: 87
4 9 4 9 13 . 36 12 8 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 51,417
Positions
151 36,182 247 5,552 0 0 41,811 13,322 0 1,314 271 0 2,342 1,395
Changes from: October 17, 2017 Total Change is: 681
-41 311 0 12 0 0 765 429 0 5 -16 0 -60 -43
Percent of Open Interest Represented by Each Category of Trader
0.3 70.4 0.5 10.8 0.0 0.0 81.3 25.9 0.0 2.6 0.5 0.0 4.6 2.7
Number of Traders in Each Category Total Traders: 35
. 6 . . 0 0 14 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 180,527
Positions
12,913 92,332 891 66,608 4,421 678 88,873 67,323 1,009 3,023 9,778 0 6,532 4,095
Changes from: October 17, 2017 Total Change is: -8,380
508 -12,826 -122 2,935 308 -322 -11,794 3,996 358 -128 -51 0 185 279
Percent of Open Interest Represented by Each Category of Trader
7.2 51.1 0.5 36.9 2.4 0.4 49.2 37.3 0.6 1.7 5.4 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 140
6 6 . 16 7 . 45 39 6 8 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 30,035
Positions
0 19,226 0 5,209 283 0 20,561 3,280 860 1,474 5,660 0 1,931 726
Changes from: October 17, 2017 Total Change is: -3,959
0 -3,000 0 -332 0 0 -3,849 -1,307 193 565 -75 0 -536 230
Percent of Open Interest Represented by Each Category of Trader
0.0 64.0 0.0 17.3 0.9 0.0 68.5 10.9 2.9 4.9 18.8 0.0 6.4 2.4
Number of Traders in Each Category Total Traders: 36
0 . 0 . . 0 16 6 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 41,185
Positions
13,399 3,303 12 1,666 8,496 0 19,498 22,988 600 1,261 947 0 4,749 4,839
Changes from: October 17, 2017 Total Change is: 7,428
7,541 -868 -2 276 320 0 -500 6,940 -271 105 361 0 279 948
Percent of Open Interest Represented by Each Category of Trader
32.5 8.0 0.0 4.0 20.6 0.0 47.3 55.8 1.5 3.1 2.3 0.0 11.5 11.7
Number of Traders in Each Category Total Traders: 81
9 . . 7 6 0 22 28 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 21,233
Positions
5,486 15,200 2,500 460 1,470 0 11,282 1,173 117 206 0 0 1,182 773
Changes from: October 17, 2017 Total Change is: 1,999
294 0 1,500 -1,205 521 0 1,267 80 1 206 -100 0 -64 -3
Percent of Open Interest Represented by Each Category of Trader
25.8 71.6 11.8 2.2 6.9 0.0 53.1 5.5 0.6 1.0 0.0 0.0 5.6 3.6
Number of Traders in Each Category Total Traders: 30
4 . . . 4 0 12 4 . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 81,044
Positions
8,413 54,206 978 13,511 2,789 100 42,124 6,634 2,832 1,904 2,542 3 11,181 10,962
Changes from: October 17, 2017 Total Change is: 2,119
1,408 1,405 -134 347 501 14 4 -574 514 262 -87 3 -297 477
Percent of Open Interest Represented by Each Category of Trader
10.4 66.9 1.2 16.7 3.4 0.1 52.0 8.2 3.5 2.3 3.1 0.0 13.8 13.5
Number of Traders in Each Category Total Traders: 131
12 26 4 14 5 . 40 20 12 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 162,087
Positions
16,826 108,412 1,955 27,021 5,577 200 84,247 13,267 5,663 3,807 5,083 6 22,362 21,924
Changes from: October 17, 2017 Total Change is: 4,238
2,815 2,810 -268 693 1,002 27 8 -1,147 1,027 524 -173 6 -594 954
Percent of Open Interest Represented by Each Category of Trader
10.4 66.9 1.2 16.7 3.4 0.1 52.0 8.2 3.5 2.3 3.1 0.0 13.8 13.5
Number of Traders in Each Category Total Traders: 131
12 26 4 14 5 . 40 20 12 7 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 692,744
Positions
54,482 148,913 33,187 325,035 163,325 56,324 81,580 118,544 32,361 24,794 50,155 7,452 77,531 82,484
Changes from: October 17, 2017 Total Change is: 23,038
7,226 11,325 5,500 -2,474 -818 2,970 2,309 649 4,404 415 -1,120 2,126 561 -1,998
Percent of Open Interest Represented by Each Category of Trader
7.9 21.5 4.8 46.9 23.6 8.1 11.8 17.1 4.7 3.6 7.2 1.1 11.2 11.9
Number of Traders in Each Category Total Traders: 625
33 47 22 135 96 94 88 129 81 50 47 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 60,336
Positions
20,528 17,994 500 8,683 12,715 378 5,163 9,362 1,100 4,976 0 0 19,008 18,287
Changes from: October 17, 2017 Total Change is: 6,937
2,506 1,217 100 103 1,156 -5 1,713 4,377 -100 2,258 -3 0 362 195
Percent of Open Interest Represented by Each Category of Trader
34.0 29.8 0.8 14.4 21.1 0.6 8.6 15.5 1.8 8.2 0.0 0.0 31.5 30.3
Number of Traders in Each Category Total Traders: 48
6 7 . 5 4 . 10 12 . 4 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 19,079
Positions
16,593 7,695 0 0 8,154 66 0 2,033 205 417 0 0 1,798 926
Changes from: October 17, 2017 Total Change is: -2,694
-2,094 -304 0 0 -2,432 -172 -616 12 -12 0 0 0 200 214
Percent of Open Interest Represented by Each Category of Trader
87.0 40.3 0.0 0.0 42.7 0.3 0.0 10.7 1.1 2.2 0.0 0.0 9.4 4.9
Number of Traders in Each Category Total Traders: 20
8 4 0 0 4 . 0 . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 3,162,041
Positions
245,158 729,984 88,045 1,584,279 755,568 277,208 417,701 581,529 120,689 110,447 262,132 25,900 292,614 320,986
Changes from: October 17, 2017 Total Change is: 80,507
35,115 62,056 15,486 -12,763 -9,747 14,751 24,992 3,368 512 1,984 5,613 -566 996 -10,966
Percent of Open Interest Represented by Each Category of Trader
7.8 23.1 2.8 50.1 23.9 8.8 13.2 18.4 3.8 3.5 8.3 0.8 9.3 10.2
Number of Traders in Each Category Total Traders: 620
31 48 20 133 96 93 87 129 73 48 48 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 30,022
Positions
1,065 28,481 0 10,535 276 516 14,204 0 0 275 0 0 3,427 749
Changes from: October 17, 2017 Total Change is: 2,349
5 2,187 0 1,404 -45 0 477 0 0 275 0 0 188 207
Percent of Open Interest Represented by Each Category of Trader
3.5 94.9 0.0 35.1 0.9 1.7 47.3 0.0 0.0 0.9 0.0 0.0 11.4 2.5
Number of Traders in Each Category Total Traders: 26
. 9 0 5 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 22,296
Positions
16,589 6,974 1 1,669 12,545 494 1,881 815 0 0 280 0 1,662 1,187
Changes from: October 17, 2017 Total Change is: -227
-365 -876 1 -293 0 206 226 291 0 0 0 0 -2 151
Percent of Open Interest Represented by Each Category of Trader
74.4 31.3 0.0 7.5 56.3 2.2 8.4 3.7 0.0 0.0 1.3 0.0 7.5 5.3
Number of Traders in Each Category Total Traders: 25
10 4 . . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 92,043
Positions
3,678 42,413 455 42,566 36,652 3,735 27,670 3,415 1,265 0 532 0 12,674 3,576
Changes from: October 17, 2017 Total Change is: -376
31 -663 26 -5 -712 -96 -251 383 352 0 0 0 -433 334
Percent of Open Interest Represented by Each Category of Trader
4.0 46.1 0.5 46.2 39.8 4.1 30.1 3.7 1.4 0.0 0.6 0.0 13.8 3.9
Number of Traders in Each Category Total Traders: 87
. 10 . 27 18 12 22 5 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 55,890
Positions
11,447 14,878 2,472 12,609 10,442 1,215 18,391 14,556 936 1,471 3,644 76 7,273 7,671
Changes from: October 17, 2017 Total Change is: 192
-1,097 569 672 -1,099 -1,053 301 867 293 -90 29 -124 2 607 -378
Percent of Open Interest Represented by Each Category of Trader
20.5 26.6 4.4 22.6 18.7 2.2 32.9 26.0 1.7 2.6 6.5 0.1 13.0 13.7
Number of Traders in Each Category Total Traders: 280
20 23 7 44 24 13 55 66 25 11 37 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 279,448
Positions
57,235 74,389 12,358 63,043 52,212 6,077 91,957 72,781 4,678 7,355 18,221 378 36,367 38,354
Changes from: October 17, 2017 Total Change is: 961
-5,487 2,844 3,359 -5,493 -5,263 1,505 4,334 1,464 -448 144 -622 10 3,037 -1,888
Percent of Open Interest Represented by Each Category of Trader
20.5 26.6 4.4 22.6 18.7 2.2 32.9 26.0 1.7 2.6 6.5 0.1 13.0 13.7
Number of Traders in Each Category Total Traders: 280
20 23 7 44 24 13 55 66 25 11 37 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 543,515
Positions
20,126 181,428 2,972 253,387 147,703 36,545 170,491 144,249 10,981 29,223 7,357 0 19,790 12,280
Changes from: October 17, 2017 Total Change is: -14,825
77 -5,708 389 -8,827 -236 11 -4,384 -8,971 1,156 -2,435 36 0 -812 -1,502
Percent of Open Interest Represented by Each Category of Trader
3.7 33.4 0.5 46.6 27.2 6.7 31.4 26.5 2.0 5.4 1.4 0.0 3.6 2.3
Number of Traders in Each Category Total Traders: 288
14 29 4 71 40 33 63 45 16 16 10 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 64,599
Positions
27,744 29,175 1,219 6,455 458 172 10,953 22,059 679 8,696 1,751 193 8,488 8,893
Changes from: October 17, 2017 Total Change is: 150
2,138 3,566 138 120 -1,405 0 -361 -322 -201 -158 -606 0 -1,526 -1,020
Percent of Open Interest Represented by Each Category of Trader
42.9 45.2 1.9 10.0 0.7 0.3 17.0 34.1 1.1 13.5 2.7 0.3 13.1 13.8
Number of Traders in Each Category Total Traders: 88
20 14 . 7 . . 13 20 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 42,608
Positions
2,713 26,760 0 21,468 1,325 572 5,612 2,282 285 4,176 6,611 380 7,402 4,393
Changes from: October 17, 2017 Total Change is: 2,206
-3 2,051 0 1,878 374 11 1,142 40 -282 -62 1,036 0 -478 -1,024
Percent of Open Interest Represented by Each Category of Trader
6.4 62.8 0.0 50.4 3.1 1.3 13.2 5.4 0.7 9.8 15.5 0.9 17.4 10.3
Number of Traders in Each Category Total Traders: 53
. 9 0 18 . 5 8 5 4 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 60,050
Positions
5,229 17,802 2,819 23,582 2,358 759 13,952 15,346 1,172 2,302 2,895 0 10,235 16,899
Changes from: October 17, 2017 Total Change is: 4,152
-888 4,322 -1,064 6,298 459 17 -2,083 1,577 460 184 540 0 1,228 -2,159
Percent of Open Interest Represented by Each Category of Trader
8.7 29.6 4.7 39.3 3.9 1.3 23.2 25.6 2.0 3.8 4.8 0.0 17.0 28.1
Number of Traders in Each Category Total Traders: 85
11 10 . 16 4 5 17 18 7 4 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 291,384
Positions
10,527 183,882 3,613 193,125 70,715 16,462 51,797 6,753 3,718 2,421 1,254 0 9,721 4,987
Changes from: October 17, 2017 Total Change is: 5,571
3,149 5,774 2,169 -229 -3,234 470 -677 511 -5 -164 -102 0 858 -12
Percent of Open Interest Represented by Each Category of Trader
3.6 63.1 1.2 66.3 24.3 5.6 17.8 2.3 1.3 0.8 0.4 0.0 3.3 1.7
Number of Traders in Each Category Total Traders: 148
8 13 6 52 27 21 32 9 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,086,453
Positions
42,704 779,020 4,873 644,603 155,239 70,425 235,530 29,807 17,728 42,178 18,521 327 28,085 10,513
Changes from: October 17, 2017 Total Change is: 22,124
9,290 4,696 -765 7,632 15,608 -745 3,136 1,974 3,052 1,064 -13 0 -540 -1,683
Percent of Open Interest Represented by Each Category of Trader
3.9 71.7 0.4 59.3 14.3 6.5 21.7 2.7 1.6 3.9 1.7 0.0 2.6 1.0
Number of Traders in Each Category Total Traders: 367
24 23 7 132 46 46 74 21 18 36 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 109,926
Positions
21,931 41,571 67,200 10,654 0 5 8,874 0 1,118 120 30 0 24 2
Changes from: October 17, 2017 Total Change is: -1,220
-1,720 -1,120 -100 1,000 0 0 -400 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.0 37.8 61.1 9.7 0.0 0.0 8.1 0.0 1.0 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 24, 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 740,141
Positions
6,464 45,087 7,624 285,301 205,811 127,428 132,781 123,978 18,333 17,230 41,896 10 144,970 169,974
Changes from: October 17, 2017 Total Change is: 592
3,743 -10,647 1,035 -14,835 3,225 1,103 12,354 161 3,056 2,223 -3,471 -41 -8,046 6,171
Percent of Open Interest Represented by Each Category of Trader
0.9 6.1 1.0 38.5 27.8 17.2 17.9 16.8 2.5 2.3 5.7 0.0 19.6 23.0
Number of Traders in Each Category Total Traders: 165
9 15 4 37 30 34 32 30 20 8 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 849,162
Positions
5,732 140,526 1,300 453,713 46,341 135,748 69,395 383,315 34,659 34,111 6,645 1,172 113,332 99,456
Changes from: October 17, 2017 Total Change is: 2,155
4,174 1,093 1,151 -17,448 -1,054 2,192 5,718 -11,311 6,190 149 -1,873 0 29 5,767
Percent of Open Interest Represented by Each Category of Trader
0.7 16.5 0.2 53.4 5.5 16.0 8.2 45.1 4.1 4.0 0.8 0.1 13.3 11.7
Number of Traders in Each Category Total Traders: 114
. 13 . 48 13 35 15 15 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,703,742
Positions
71,442 206,314 4,511 425,880 327,448 192,003 669,828 427,922 56,360 157,829 319,656 6,464 119,425 163,064
Changes from: October 17, 2017 Total Change is: -34,079
-8,049 27,163 -2,603 -21,380 1,747 -1,616 1,293 -21,904 7,590 -10,604 -49,003 4,481 -3,191 66
Percent of Open Interest Represented by Each Category of Trader
4.2 12.1 0.3 25.0 19.2 11.3 39.3 25.1 3.3 9.3 18.8 0.4 7.0 9.6
Number of Traders in Each Category Total Traders: 282
14 29 6 60 39 51 53 49 33 14 24 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 3,171,273
Positions
145,577 185,338 33,324 1,095,515 898,146 480,590 631,967 707,144 109,606 330,378 173,914 35,378 308,938 547,833
Changes from: October 17, 2017 Total Change is: 134,749
-10,080 19,091 4,367 17,941 29,960 654 116,151 47,023 -18,235 28,020 27,900 5,437 -9,506 18,552
Percent of Open Interest Represented by Each Category of Trader
4.6 5.8 1.1 34.5 28.3 15.2 19.9 22.3 3.5 10.4 5.5 1.1 9.7 17.3
Number of Traders in Each Category Total Traders: 416
23 40 11 60 98 85 61 83 61 24 27 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 429,873
Positions
18,564 5,046 2,155 141,641 180,030 34,655 121,275 41,593 11,728 12,698 15,509 0 87,157 139,157
Changes from: October 17, 2017 Total Change is: 3,588
4,846 -1,735 -2,075 -3,557 7,452 1,037 1,730 438 -3,606 132 -1,970 0 5,081 4,047
Percent of Open Interest Represented by Each Category of Trader
4.3 1.2 0.5 32.9 41.9 8.1 28.2 9.7 2.7 3.0 3.6 0.0 20.3 32.4
Number of Traders in Each Category Total Traders: 71
4 . . 16 26 27 10 7 6 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 3,027,773
Positions
69,409 211,901 42,797 1,598,579 737,441 396,434 295,630 822,111 144,952 217,851 273,640 8,382 253,739 390,115
Changes from: October 17, 2017 Total Change is: 67,113
-32,611 18,149 -6,227 -13,628 23,017 11,752 67,216 4,762 23,932 1,127 -6,856 373 15,179 -1,789
Percent of Open Interest Represented by Each Category of Trader
2.3 7.0 1.4 52.8 24.4 13.1 9.8 27.2 4.8 7.2 9.0 0.3 8.4 12.9
Number of Traders in Each Category Total Traders: 324
15 30 10 53 61 65 45 78 51 20 21 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 1,563,402
Positions
495,743 395,787 431,869 11,718 7,332 20,844 116,834 185,977 320,628 57,833 55,075 69,420 38,513 76,470
Changes from: October 17, 2017 Total Change is: 44,686
9,147 29,876 7,500 -901 -350 -201 19,685 -2,159 6,521 321 -5,991 616 1,998 8,874
Percent of Open Interest Represented by Each Category of Trader
31.7 25.3 27.6 0.7 0.5 1.3 7.5 11.9 20.5 3.7 3.5 4.4 2.5 4.9
Number of Traders in Each Category Total Traders: 154
17 44 50 . 4 . 22 40 42 7 12 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 is12,847,283
Positions
5,403,926 409,000 2,175,660 5,745 2,530,230 715,095 475,634 2,701,118 1,920,144 816,573 407,856 834,672 499,834 1,153,508
Changes from: October 17, 2017 Total Change is: -130,224
65,571 7,023 14,213 0 -48,013 -7,623 -59,999 -33,034 -149,222 -22,102 -21,869 48,690 -19,752 59,611
Percent of Open Interest Represented by Each Category of Trader
42.1 3.2 16.9 0.0 19.7 5.6 3.7 21.0 14.9 6.4 3.2 6.5 3.9 9.0
Number of Traders in Each Category Total Traders: 313
42 35 68 . 42 31 31 104 106 10 27 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 29,156
Positions
5,430 7,615 0 56 8,047 159 11,942 8,354 0 11,540 4,864 5 24 112
Changes from: October 17, 2017 Total Change is: -235
0 754 0 0 -297 0 -517 -789 0 316 83 0 -34 14
Percent of Open Interest Represented by Each Category of Trader
18.6 26.1 0.0 0.2 27.6 0.5 41.0 28.7 0.0 39.6 16.7 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 45
. 5 0 . 12 . 9 8 0 4 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 20,427
Positions
1,597 1,191 0 70 6,801 364 17,790 7,655 0 249 3,984 342 15 90
Changes from: October 17, 2017 Total Change is: -539
-1,573 72 0 -201 151 181 567 -711 0 249 -516 272 -34 12
Percent of Open Interest Represented by Each Category of Trader
7.8 5.8 0.0 0.3 33.3 1.8 87.1 37.5 0.0 1.2 19.5 1.7 0.1 0.4
Number of Traders in Each Category Total Traders: 33
4 4 0 . 7 . 5 7 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 51,132
Positions
1,067 6,213 0 13,867 4,926 1,073 11,057 29,982 2,582 12,732 4,350 0 8,754 2,006
Changes from: October 17, 2017 Total Change is: 4,486
347 301 0 -159 111 170 3,935 3,728 111 339 120 0 -257 -55
Percent of Open Interest Represented by Each Category of Trader
2.1 12.2 0.0 27.1 9.6 2.1 21.6 58.6 5.0 24.9 8.5 0.0 17.1 3.9
Number of Traders in Each Category Total Traders: 155
4 . 0 15 6 . 32 36 17 47 9 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 617,178
Positions
137,842 52,570 24,010 82,796 62,320 111,522 99,691 220,500 81,616 27,106 9,705 17,462 35,133 37,473
Changes from: October 17, 2017 Total Change is: -84,749
-16,891 1,540 -20,600 12,656 1,566 -5,142 -30,668 -36,162 -21,416 -1,255 -3,688 -982 -451 135
Percent of Open Interest Represented by Each Category of Trader
22.3 8.5 3.9 13.4 10.1 18.1 16.2 35.7 13.2 4.4 1.6 2.8 5.7 6.1
Number of Traders in Each Category Total Traders: 267
21 8 14 17 37 23 50 86 56 21 19 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of October 24, 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 56,451
Positions
635 21,776 0 38,451 493 0 10,710 33,944 85 6,478 135 0 92 18
Changes from: October 17, 2017 Total Change is: 5,127
5 0 0 -4 2 0 5,106 5,117 0 13 3 0 7 5
Percent of Open Interest Represented by Each Category of Trader
1.1 38.6 0.0 68.1 0.9 0.0 19.0 60.1 0.2 11.5 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 9 8 . 7 . 0
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Updated October 27, 2017