Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 329,843 Positions 38,337 135,765 86,899 41,372 7,558 6,568 82,904 30,356 19,701 4,511 14,752 2,214 47,337 26,029 Changes from: September 12, 2017 Total Change is: 70,266 562 8,059 67,794 2,333 418 178 7,931 -237 -6,909 6 693 -664 -965 934 Percent of Open Interest Represented by Each Category of Trader 11.6 41.2 26.3 12.5 2.3 2.0 25.1 9.2 6.0 1.4 4.5 0.7 14.4 7.9 Number of Traders in Each Category Total Traders: 109 4 11 11 18 4 7 45 13 20 5 9 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 36,458 Positions 0 3,704 20 1,699 3,567 0 22,104 11,202 1,535 0 2,005 0 11,100 14,425 Changes from: September 12, 2017 Total Change is: -8,554 -6,003 -4,455 -401 -1,445 610 0 1,819 -219 -1,994 0 -893 0 -530 -1,202 Percent of Open Interest Represented by Each Category of Trader 0.0 10.2 0.1 4.7 9.8 0.0 60.6 30.7 4.2 0.0 5.5 0.0 30.4 39.6 Number of Traders in Each Category Total Traders: 34 0 . . . 4 0 14 9 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 268,560 Positions 49,044 10,834 21,170 18,540 70,324 7,701 59,093 63,497 50,584 24,376 9,314 3,840 34,211 31,296 Changes from: September 12, 2017 Total Change is: -50,999 -35,697 -1,435 -18,418 -2,629 -1,757 2,428 4,510 -28,007 2,063 -1,830 -1,804 -1,875 448 -2,194 Percent of Open Interest Represented by Each Category of Trader 18.3 4.0 7.9 6.9 26.2 2.9 22.0 23.6 18.8 9.1 3.5 1.4 12.7 11.7 Number of Traders in Each Category Total Traders: 132 7 8 8 15 20 12 36 36 28 6 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 232,574 Positions 70,802 12,369 14,512 21,586 46,567 9,352 41,295 75,002 28,554 19,352 3,680 7,154 19,967 35,384 Changes from: September 12, 2017 Total Change is: -7,336 5,588 -5,924 -927 -932 1,437 1,951 5,569 -7,451 -1,570 -14,328 2,558 2,997 -5,684 -407 Percent of Open Interest Represented by Each Category of Trader 30.4 5.3 6.2 9.3 20.0 4.0 17.8 32.2 12.3 8.3 1.6 3.1 8.6 15.2 Number of Traders in Each Category Total Traders: 114 8 10 8 15 15 10 26 32 26 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 514,771 Positions 39,259 105,190 21,059 194,388 96,345 21,026 75,114 73,508 55,901 20,655 75,421 5,612 81,758 60,709 Changes from: September 12, 2017 Total Change is: -52,034 -15,054 -52,393 -3,513 4,357 72 1,229 -6,406 17,439 -15,683 139 11,960 -4,767 -12,335 -6,378 Percent of Open Interest Represented by Each Category of Trader 7.6 20.4 4.1 37.8 18.7 4.1 14.6 14.3 10.9 4.0 14.7 1.1 15.9 11.8 Number of Traders in Each Category Total Traders: 259 16 15 14 61 37 46 42 42 34 23 23 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 33,105 Positions 2,541 23,676 0 15,078 1,612 1,639 973 882 579 412 771 5 11,878 3,941 Changes from: September 12, 2017 Total Change is: -3,415 391 -2,141 -50 392 17 334 -1,877 -16 -935 0 -65 5 -1,675 -564 Percent of Open Interest Represented by Each Category of Trader 7.7 71.5 0.0 45.5 4.9 5.0 2.9 2.7 1.7 1.2 2.3 0.0 35.9 11.9 Number of Traders in Each Category Total Traders: 21 . . 0 12 . 5 . . . . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 178,354 Positions 1,850 99,323 4,873 20,462 16,425 3,706 95,948 16,296 12,669 928 1,484 2,110 35,809 21,468 Changes from: September 12, 2017 Total Change is: -27,838 -2,205 -758 -9,884 4,370 -833 90 -2,236 619 -12,187 317 -4,407 -895 -5,208 416 Percent of Open Interest Represented by Each Category of Trader 1.0 55.7 2.7 11.5 9.2 2.1 53.8 9.1 7.1 0.5 0.8 1.2 20.1 12.0 Number of Traders in Each Category Total Traders: 97 4 13 5 8 12 7 36 16 19 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 39,905 Positions 192 31,101 247 5,758 0 0 30,188 7,073 0 1,412 0 0 2,108 1,484 Changes from: September 12, 2017 Total Change is: -8,803 -1,642 2,875 -6,526 -2,369 0 0 1,822 -1,839 -153 277 -2,825 0 -212 -335 Percent of Open Interest Represented by Each Category of Trader 0.5 77.9 0.6 14.4 0.0 0.0 75.6 17.7 0.0 3.5 0.0 0.0 5.3 3.7 Number of Traders in Each Category Total Traders: 31 . 6 . 4 0 0 11 7 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 218,588 Positions 8,514 118,353 256 56,549 5,222 282 139,490 80,403 1,274 3,215 9,953 0 9,008 2,845 Changes from: September 12, 2017 Total Change is: -39,705 -910 -50,553 -1,117 3,613 -255 3 -9,722 45,389 -31,418 324 -1,207 -396 -83 -151 Percent of Open Interest Represented by Each Category of Trader 3.9 54.1 0.1 25.9 2.4 0.1 63.8 36.8 0.6 1.5 4.6 0.0 4.1 1.3 Number of Traders in Each Category Total Traders: 154 4 9 . 20 7 . 58 33 11 13 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 31,918 Positions 270 16,351 50 5,329 238 0 22,046 12,692 1,164 920 920 0 2,139 503 Changes from: September 12, 2017 Total Change is: 1,382 0 0 0 284 0 0 1,081 1,232 5 -100 20 0 112 125 Percent of Open Interest Represented by Each Category of Trader 0.8 51.2 0.2 16.7 0.7 0.0 69.1 39.8 3.6 2.9 2.9 0.0 6.7 1.6 Number of Traders in Each Category Total Traders: 34 . . . . . 0 11 10 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 37,073 Positions 6,060 3,883 69 1,949 8,492 0 21,038 18,113 2,612 165 727 0 5,180 3,177 Changes from: September 12, 2017 Total Change is: -12,183 188 -8,226 -6,468 40 278 0 -2,737 3,591 -939 -1,852 -195 0 -415 -224 Percent of Open Interest Represented by Each Category of Trader 16.3 10.5 0.2 5.3 22.9 0.0 56.7 48.9 7.0 0.4 2.0 0.0 14.0 8.6 Number of Traders in Each Category Total Traders: 75 6 . . 11 5 0 31 15 6 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 19,843 Positions 1,912 15,200 1,000 2,871 587 0 13,020 1,981 155 0 250 0 885 670 Changes from: September 12, 2017 Total Change is: -19,548 -3,015 2,427 -10,472 -155 35 0 -4,266 -9,959 -1,435 0 0 0 -205 -144 Percent of Open Interest Represented by Each Category of Trader 9.6 76.6 5.0 14.5 3.0 0.0 65.6 10.0 0.8 0.0 1.3 0.0 4.5 3.4 Number of Traders in Each Category Total Traders: 29 . . . 7 . 0 9 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 77,402 Positions 5,188 52,589 984 14,915 2,407 156 42,841 6,600 1,977 1,300 2,489 174 9,867 10,027 Changes from: September 12, 2017 Total Change is: -7,689 -1,670 1,007 -7,023 123 -463 -209 2,687 462 -875 -116 521 -382 -225 -727 Percent of Open Interest Represented by Each Category of Trader 6.7 67.9 1.3 19.3 3.1 0.2 55.3 8.5 2.6 1.7 3.2 0.2 12.7 13.0 Number of Traders in Each Category Total Traders: 118 11 28 4 16 . . 37 12 10 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 154,804 Positions 10,376 105,178 1,969 29,829 4,813 311 85,683 13,200 3,955 2,601 4,979 347 19,734 20,053 Changes from: September 12, 2017 Total Change is: -15,378 -3,341 2,014 -14,045 246 -925 -418 5,375 924 -1,750 -231 1,041 -764 -449 -1,455 Percent of Open Interest Represented by Each Category of Trader 6.7 67.9 1.3 19.3 3.1 0.2 55.3 8.5 2.6 1.7 3.2 0.2 12.7 13.0 Number of Traders in Each Category Total Traders: 118 11 28 4 16 . . 37 12 10 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 822,197 Positions 37,852 132,872 27,872 362,883 170,132 70,095 67,526 127,374 118,458 22,052 48,005 29,036 86,422 98,353 Changes from: September 12, 2017 Total Change is: -179,308 -12,612 -18,806 -65,164 22,237 1,662 -29,363 -26,957 2,989 -47,968 624 42 -8,171 -11,935 -14,529 Percent of Open Interest Represented by Each Category of Trader 4.6 16.2 3.4 44.1 20.7 8.5 8.2 15.5 14.4 2.7 5.8 3.5 10.5 12.0 Number of Traders in Each Category Total Traders: 692 34 46 41 137 100 105 78 155 131 70 72 82 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 93,715 Positions 11,434 8,769 4,762 10,669 17,264 7,123 2,572 4,462 22,041 3,270 74 4,219 27,625 25,000 Changes from: September 12, 2017 Total Change is: -35,863 -751 -17,217 -9,450 -7,428 4,240 1,098 -7,026 -5,046 -6,862 191 -103 -1,855 -3,779 -667 Percent of Open Interest Represented by Each Category of Trader 12.2 9.4 5.1 11.4 18.4 7.6 2.7 4.8 23.5 3.5 0.1 4.5 29.5 26.7 Number of Traders in Each Category Total Traders: 64 7 5 6 5 5 . 10 21 27 8 . 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 3,642,408 Positions 172,689 661,114 74,954 1,763,845 767,114 312,087 333,888 623,673 472,969 96,848 242,591 121,141 293,987 366,765 Changes from: September 12, 2017 Total Change is: -717,226 -76,949 -25,596 -260,924 147,513 -13,705 -151,489 -158,524 -18,694 -146,661 3,255 1,814 -32,667 -40,780 -69,305 Percent of Open Interest Represented by Each Category of Trader 4.7 18.2 2.1 48.4 21.1 8.6 9.2 17.1 13.0 2.7 6.7 3.3 8.1 10.1 Number of Traders in Each Category Total Traders: 673 31 48 39 136 98 103 78 146 123 65 71 79 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 25,916 Positions 840 24,572 0 8,571 97 587 12,668 0 0 280 0 0 2,970 660 Changes from: September 12, 2017 Total Change is: -7,296 -3,806 -1,866 -5,378 770 -94 94 1,205 0 0 280 0 0 -461 -52 Percent of Open Interest Represented by Each Category of Trader 3.2 94.8 0.0 33.1 0.4 2.3 48.9 0.0 0.0 1.1 0.0 0.0 11.5 2.5 Number of Traders in Each Category Total Traders: 21 . 8 0 4 . . 6 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874J Open Interest is 23,373 Positions 16,436 9,587 0 1,707 11,945 667 2,253 0 0 0 280 0 2,310 894 Changes from: September 12, 2017 Total Change is: -16,756 -912 -1,737 -12,173 -965 494 383 1,262 0 0 0 0 0 -4,351 -3,723 Percent of Open Interest Represented by Each Category of Trader 70.3 41.0 0.0 7.3 51.1 2.9 9.6 0.0 0.0 0.0 1.2 0.0 9.9 3.8 Number of Traders in Each Category Total Traders: 22 8 4 0 4 . . . 0 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 85,415 Positions 3,045 35,378 154 40,741 37,805 4,155 24,136 2,753 719 0 280 0 12,465 4,171 Changes from: September 12, 2017 Total Change is: -5,294 -660 1,519 -4,251 -103 -351 -339 1,501 457 -826 0 0 0 -616 -1,503 Percent of Open Interest Represented by Each Category of Trader 3.6 41.4 0.2 47.7 44.3 4.9 28.3 3.2 0.8 0.0 0.3 0.0 14.6 4.9 Number of Traders in Each Category Total Traders: 79 . 9 . 27 17 14 16 7 6 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 54,703 Positions 9,465 15,320 1,328 15,004 10,919 1,496 17,192 12,754 1,456 1,681 3,388 563 6,518 7,478 Changes from: September 12, 2017 Total Change is: -19,682 -7,946 972 -6,074 4,569 251 -5,304 -1,088 -4,999 -1,841 -1,034 -531 -300 -664 -1,857 Percent of Open Interest Represented by Each Category of Trader 17.3 28.0 2.4 27.4 20.0 2.7 31.4 23.3 2.7 3.1 6.2 1.0 11.9 13.7 Number of Traders in Each Category Total Traders: 283 17 28 8 43 33 18 58 56 30 14 34 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 273,513 Positions 47,324 76,601 6,638 75,022 54,597 7,479 85,962 63,771 7,280 8,405 16,942 2,815 32,588 37,390 Changes from: September 12, 2017 Total Change is: -98,410 -39,730 4,862 -30,369 22,846 1,257 -26,520 -5,442 -24,994 -9,207 -5,169 -2,654 -1,500 -3,319 -9,283 Percent of Open Interest Represented by Each Category of Trader 17.3 28.0 2.4 27.4 20.0 2.7 31.4 23.3 2.7 3.1 6.2 1.0 11.9 13.7 Number of Traders in Each Category Total Traders: 283 17 28 8 43 33 18 58 56 30 14 34 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 528,167 Positions 70,673 113,887 515 213,524 195,373 45,004 160,517 146,287 8,418 10,529 5,894 1,114 17,874 11,676 Changes from: September 12, 2017 Total Change is: -284,669 65,644 -23,497 -122,957 126,918 174,689 -272,272 74,416 120,793 -146,659 7,854 3,755 -10,894 -6,719 -7,627 Percent of Open Interest Represented by Each Category of Trader 13.4 21.6 0.1 40.4 37.0 8.5 30.4 27.7 1.6 2.0 1.1 0.2 3.4 2.2 Number of Traders in Each Category Total Traders: 260 15 21 . 64 44 32 48 52 21 9 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 58,232 Positions 29,145 19,612 887 7,291 2,894 190 8,116 21,638 774 2,595 2,924 170 9,064 9,143 Changes from: September 12, 2017 Total Change is: -431,826 -141,759 -32,371 -18,031 -136,336 -197,829 -22,462 -87,181 -137,647 -8,270 -6,683 -4,418 -259 -10,844 -10,539 Percent of Open Interest Represented by Each Category of Trader 50.0 33.7 1.5 12.5 5.0 0.3 13.9 37.2 1.3 4.5 5.0 0.3 15.6 15.7 Number of Traders in Each Category Total Traders: 82 18 8 . 10 6 . 14 15 4 4 7 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 36,752 Positions 725 25,420 0 18,389 444 431 4,895 2,502 328 4,310 3,826 0 7,674 3,801 Changes from: September 12, 2017 Total Change is: 1,820 0 0 0 -893 0 395 432 1,145 233 -127 -394 0 1,780 441 Percent of Open Interest Represented by Each Category of Trader 2.0 69.2 0.0 50.0 1.2 1.2 13.3 6.8 0.9 11.7 10.4 0.0 20.9 10.3 Number of Traders in Each Category Total Traders: 39 . 4 0 18 . . 7 . . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 50,756 Positions 3,974 2,697 2,680 14,869 14,549 2,250 17,493 8,333 153 200 1,275 0 9,137 18,819 Changes from: September 12, 2017 Total Change is: 3,443 114 341 626 -970 559 304 4,431 3,203 82 -373 0 0 -771 -1,672 Percent of Open Interest Represented by Each Category of Trader 7.8 5.3 5.3 29.3 28.7 4.4 34.5 16.4 0.3 0.4 2.5 0.0 18.0 37.1 Number of Traders in Each Category Total Traders: 77 12 6 4 10 6 4 23 17 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 279,983 Positions 9,127 167,514 268 184,990 76,760 16,886 54,717 7,840 4,424 1,773 1,460 0 7,798 4,831 Changes from: September 12, 2017 Total Change is: -76,787 -39,478 -36,692 -41,220 -81 1,261 860 8,748 2,519 -4,824 -501 -50 0 -291 1,359 Percent of Open Interest Represented by Each Category of Trader 3.3 59.8 0.1 66.1 27.4 6.0 19.5 2.8 1.6 0.6 0.5 0.0 2.8 1.7 Number of Traders in Each Category Total Traders: 146 6 11 . 55 30 22 32 6 6 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 1,080,418 Positions 27,959 777,173 4,330 644,781 153,853 74,466 239,617 25,585 15,816 46,081 17,040 474 26,894 11,681 Changes from: September 12, 2017 Total Change is: -160,383 -7,530 -12,133 -94,311 17,567 16,138 -12,059 2,811 -10,888 -22,345 -6,759 -133 -964 -36,792 -23,687 Percent of Open Interest Represented by Each Category of Trader 2.6 71.9 0.4 59.7 14.2 6.9 22.2 2.4 1.5 4.3 1.6 0.0 2.5 1.1 Number of Traders in Each Category Total Traders: 368 23 23 8 132 51 48 71 20 17 39 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 109,110 Positions 22,031 39,572 69,103 6,527 0 5 10,874 0 398 158 30 0 14 2 Changes from: September 12, 2017 Total Change is: 2,200 -272 120 2,080 250 0 0 400 0 0 -250 0 0 -8 0 Percent of Open Interest Represented by Each Category of Trader 20.2 36.3 63.3 6.0 0.0 0.0 10.0 0.0 0.4 0.1 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 23 . 12 8 4 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 867,226 Positions 3,232 52,332 19,205 296,114 208,477 136,794 94,929 102,626 118,138 13,460 47,932 7,881 177,474 173,840 Changes from: September 12, 2017 Total Change is: -20,850 -371 -9,116 91 -1,423 14,008 -2,734 3,230 2,449 -16,704 830 -7,472 -10,325 6,558 8,955 Percent of Open Interest Represented by Each Category of Trader 0.4 6.0 2.2 34.1 24.0 15.8 10.9 11.8 13.6 1.6 5.5 0.9 20.5 20.0 Number of Traders in Each Category Total Traders: 178 4 16 14 43 29 38 37 31 50 9 8 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 824,321 Positions 3,172 144,341 1,120 473,568 22,955 125,395 53,404 406,210 24,264 30,624 7,518 523 112,250 91,994 Changes from: September 12, 2017 Total Change is: -18,083 12 -898 -1,242 4,517 -911 -1,867 -6,860 -6,391 -6,727 993 0 0 -6,910 -47 Percent of Open Interest Represented by Each Category of Trader 0.4 17.5 0.1 57.4 2.8 15.2 6.5 49.3 2.9 3.7 0.9 0.1 13.6 11.2 Number of Traders in Each Category Total Traders: 113 . 14 . 52 10 34 14 17 18 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 1,638,814 Positions 65,812 161,530 26,068 408,059 312,008 193,263 469,505 294,459 147,576 184,684 334,030 12,136 131,711 157,746 Changes from: September 12, 2017 Total Change is: 38,733 11,509 -15,711 6,576 8,744 41,248 -4,797 -10,272 1,680 32,632 1,147 -20,770 1,813 -8,620 -3,939 Percent of Open Interest Represented by Each Category of Trader 4.0 9.9 1.6 24.9 19.0 11.8 28.6 18.0 9.0 11.3 20.4 0.7 8.0 9.6 Number of Traders in Each Category Total Traders: 278 15 24 13 57 45 54 48 46 42 18 25 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 4,006,215 Positions 140,542 204,298 186,101 1,053,514 1,051,619 589,782 650,607 632,896 530,665 337,884 157,626 108,519 408,603 544,710 Changes from: September 12, 2017 Total Change is: -29,631 39 -460 -5,659 -36,274 31,999 -19,848 10,407 1,925 -43,314 52,832 7,038 8,008 4,178 -9,319 Percent of Open Interest Represented by Each Category of Trader 3.5 5.1 4.6 26.3 26.2 14.7 16.2 15.8 13.2 8.4 3.9 2.7 10.2 13.6 Number of Traders in Each Category Total Traders: 434 21 36 41 63 102 97 70 79 95 26 37 28 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 424,252 Positions 5,951 25,516 2,273 128,249 172,181 32,832 151,051 38,958 12,820 10,415 10,948 0 80,661 128,724 Changes from: September 12, 2017 Total Change is: 2,539 2,328 -5,639 657 -5,245 4,545 5 5,110 8,723 1,644 0 -567 0 -1,960 -6,829 Percent of Open Interest Represented by Each Category of Trader 1.4 6.0 0.5 30.2 40.6 7.7 35.6 9.2 3.0 2.5 2.6 0.0 19.0 30.3 Number of Traders in Each Category Total Traders: 69 . 7 . 15 25 29 10 5 4 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 3,222,911 Positions 114,401 200,608 87,246 1,569,784 685,258 390,704 302,637 960,535 230,483 203,094 261,958 25,495 299,067 380,623 Changes from: September 12, 2017 Total Change is: -121,824 13,355 -37,472 9,007 -59,405 13,436 5,319 -91,663 -160,692 21,885 -7,598 13,248 2,054 -14,778 11,390 Percent of Open Interest Represented by Each Category of Trader 3.5 6.2 2.7 48.7 21.3 12.1 9.4 29.8 7.2 6.3 8.1 0.8 9.3 11.8 Number of Traders in Each Category Total Traders: 300 18 24 22 53 57 66 41 63 61 19 25 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 1,652,661 Positions 503,386 292,906 472,675 12,619 19,946 22,776 102,173 239,650 396,725 46,646 83,167 59,174 36,487 65,642 Changes from: September 12, 2017 Total Change is: -84,456 -14,055 4,336 306 0 -7,267 -471 26,275 -469 -74,159 -22,840 -5,623 3,358 -2,869 -4,467 Percent of Open Interest Represented by Each Category of Trader 30.5 17.7 28.6 0.8 1.2 1.4 6.2 14.5 24.0 2.8 5.0 3.6 2.2 4.0 Number of Traders in Each Category Total Traders: 171 14 53 50 . 7 . 25 49 48 4 11 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 is20,892,878 Positions 4,605,348 599,312 3,620,139 104,718 2,367,192 933,986 681,307 2,070,456 7,981,065 743,784 642,729 1,536,412 686,118 1,141,587 Changes from: September 12, 2017 Total Change is:-2,408,126 -59,639 -588,243 -581,762 -34,852 106,639 -48,088 -167,755 5,491 -1,145,340 -96,824 46,882 -243,021 -30,846 39,315 Percent of Open Interest Represented by Each Category of Trader 22.0 2.9 17.3 0.5 11.3 4.5 3.3 9.9 38.2 3.6 3.1 7.4 3.3 5.5 Number of Traders in Each Category Total Traders: 346 33 41 69 5 45 40 53 111 122 14 36 37 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 27,378 Positions 6,660 4,273 0 133 9,821 129 10,618 9,079 0 9,780 4,001 3 55 72 Changes from: September 12, 2017 Total Change is: -10,235 2,746 -3,748 -3,480 2 -1,838 -36 -9,102 310 -670 748 -366 -443 0 36 Percent of Open Interest Represented by Each Category of Trader 24.3 15.6 0.0 0.5 35.9 0.5 38.8 33.2 0.0 35.7 14.6 0.0 0.2 0.3 Number of Traders in Each Category Total Traders: 46 . 6 0 . 12 . 7 8 0 5 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 20,118 Positions 2,931 721 0 495 7,898 127 16,275 7,346 0 154 3,933 49 87 44 Changes from: September 12, 2017 Total Change is: -2,772 -6,496 -20 0 -33 -1,275 0 5,540 425 -1,966 97 38 45 41 -19 Percent of Open Interest Represented by Each Category of Trader 14.6 3.6 0.0 2.5 39.3 0.6 80.9 36.5 0.0 0.8 19.5 0.2 0.4 0.2 Number of Traders in Each Category Total Traders: 31 . . 0 . 6 . 8 5 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 42,397 Positions 583 3,172 0 12,509 6,110 959 7,286 22,695 1,187 11,886 5,379 45 7,942 2,851 Changes from: September 12, 2017 Total Change is: -13,596 -24 -11,579 -2,221 567 -314 -148 -13,008 2,529 -2,294 4,015 51 1 -484 379 Percent of Open Interest Represented by Each Category of Trader 1.4 7.5 0.0 29.5 14.4 2.3 17.2 53.5 2.8 28.0 12.7 0.1 18.7 6.7 Number of Traders in Each Category Total Traders: 157 4 5 0 13 7 . 28 39 12 50 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 704,831 Positions 141,405 60,841 45,525 79,329 70,902 119,539 136,907 233,508 87,910 26,089 13,209 28,039 40,088 45,358 Changes from: September 12, 2017 Total Change is: 64,491 12,332 4,671 13,205 8,844 11,765 -5,072 30,312 39,855 -10,878 5,741 545 4,277 5,730 6,123 Percent of Open Interest Represented by Each Category of Trader 20.1 8.6 6.5 11.3 10.1 17.0 19.4 33.1 12.5 3.7 1.9 4.0 5.7 6.4 Number of Traders in Each Category Total Traders: 272 21 9 24 22 28 22 57 80 62 21 20 23 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of September 19, 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 102,318 Positions 493 681 21,776 38,319 1,013 0 32,458 76,094 2,585 6,611 134 0 76 35 Changes from: September 12, 2017 Total Change is: 36,911 7 -111 21,776 -1,356 -502 0 13,279 13,833 1,914 1,315 0 0 -24 1 Percent of Open Interest Represented by Each Category of Trader 0.5 0.7 21.3 37.5 1.0 0.0 31.7 74.4 2.5 6.5 0.1 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 40 . . . 8 . 0 7 9 . 8 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated September 22, 2017