Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 212,970
Positions
1,293 113,056 7,723 43,392 9,922 6,158 83,662 20,729 19,086 4,710 12,149 1,704 45,242 22,443
Changes from: September 19, 2017 Total Change is: -116,873
-37,044 -22,709 -79,176 2,021 2,364 -410 758 -9,628 -615 199 -2,603 -510 -2,095 -3,586
Percent of Open Interest Represented by Each Category of Trader
0.6 53.1 3.6 20.4 4.7 2.9 39.3 9.7 9.0 2.2 5.7 0.8 21.2 10.5
Number of Traders in Each Category Total Traders: 113
. 12 7 20 6 7 46 14 20 5 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 41,012
Positions
2,814 3,261 463 1,276 3,585 0 24,553 13,294 1,867 0 2,583 0 10,038 15,959
Changes from: September 19, 2017 Total Change is: 4,554
2,814 -443 443 -423 18 0 2,449 2,092 332 0 578 0 -1,062 1,534
Percent of Open Interest Represented by Each Category of Trader
6.9 8.0 1.1 3.1 8.7 0.0 59.9 32.4 4.6 0.0 6.3 0.0 24.5 38.9
Number of Traders in Each Category Total Traders: 36
. . . . 4 0 11 11 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 256,688
Positions
36,378 15,112 18,579 19,083 73,157 8,583 64,816 52,357 46,868 20,972 9,748 4,154 37,255 28,130
Changes from: September 19, 2017 Total Change is: -11,872
-12,667 4,278 -2,590 543 2,833 881 5,723 -11,140 -3,716 -3,404 434 314 3,044 -3,166
Percent of Open Interest Represented by Each Category of Trader
14.2 5.9 7.2 7.4 28.5 3.3 25.3 20.4 18.3 8.2 3.8 1.6 14.5 11.0
Number of Traders in Each Category Total Traders: 134
7 8 9 15 19 11 37 36 30 6 5 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 259,784
Positions
94,319 10,184 16,998 21,854 45,895 11,952 37,432 90,266 33,314 14,619 3,583 9,238 20,059 38,354
Changes from: September 19, 2017 Total Change is: 27,210
23,517 -2,185 2,486 269 -672 2,600 -3,863 15,264 4,760 -4,733 -97 2,084 91 2,970
Percent of Open Interest Represented by Each Category of Trader
36.3 3.9 6.5 8.4 17.7 4.6 14.4 34.7 12.8 5.6 1.4 3.6 7.7 14.8
Number of Traders in Each Category Total Traders: 116
10 7 8 16 17 10 22 38 26 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 517,813
Positions
35,620 123,613 25,462 195,791 94,737 22,799 68,551 48,864 60,072 20,599 73,130 6,722 82,197 62,414
Changes from: September 19, 2017 Total Change is: 3,042
-3,639 18,423 4,403 1,403 -1,608 1,773 -6,562 -24,644 4,171 -56 -2,291 1,110 439 1,705
Percent of Open Interest Represented by Each Category of Trader
6.9 23.9 4.9 37.8 18.3 4.4 13.2 9.4 11.6 4.0 14.1 1.3 15.9 12.1
Number of Traders in Each Category Total Traders: 256
16 15 14 62 33 42 43 42 42 23 21 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 34,235
Positions
2,541 23,672 0 14,600 1,585 1,702 486 2,078 578 412 771 5 13,911 3,844
Changes from: September 19, 2017 Total Change is: 1,130
0 -4 0 -478 -27 63 -487 1,196 -1 0 0 0 2,033 -97
Percent of Open Interest Represented by Each Category of Trader
7.4 69.1 0.0 42.6 4.6 5.0 1.4 6.1 1.7 1.2 2.3 0.0 40.6 11.2
Number of Traders in Each Category Total Traders: 21
. . 0 11 . 5 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 176,111
Positions
1,855 97,573 5,512 19,623 17,794 3,760 93,430 10,471 14,474 881 2,563 1,399 35,177 22,565
Changes from: September 19, 2017 Total Change is: -2,243
5 -1,750 640 -839 1,369 54 -2,518 -5,826 1,805 -47 1,079 -711 -631 1,097
Percent of Open Interest Represented by Each Category of Trader
1.1 55.4 3.1 11.1 10.1 2.1 53.1 5.9 8.2 0.5 1.5 0.8 20.0 12.8
Number of Traders in Each Category Total Traders: 97
5 11 6 11 11 7 43 10 19 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 41,496
Positions
192 32,839 247 5,562 0 0 31,841 6,913 0 1,411 140 0 2,243 1,357
Changes from: September 19, 2017 Total Change is: 1,591
0 1,738 0 -196 0 0 1,653 -160 0 -1 140 0 135 -127
Percent of Open Interest Represented by Each Category of Trader
0.5 79.1 0.6 13.4 0.0 0.0 76.7 16.7 0.0 3.4 0.3 0.0 5.4 3.3
Number of Traders in Each Category Total Traders: 32
. 6 . . 0 0 12 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 220,123
Positions
8,088 128,958 269 59,217 5,002 284 138,966 73,027 1,582 3,286 7,926 0 8,431 3,074
Changes from: September 19, 2017 Total Change is: 1,535
-426 10,605 13 2,668 -220 2 -524 -7,375 308 71 -2,027 0 -577 229
Percent of Open Interest Represented by Each Category of Trader
3.7 58.6 0.1 26.9 2.3 0.1 63.1 33.2 0.7 1.5 3.6 0.0 3.8 1.4
Number of Traders in Each Category Total Traders: 153
4 9 . 21 6 . 59 34 12 9 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 43,304
Positions
270 17,006 10,152 5,291 238 0 23,521 13,441 850 1,003 935 0 2,217 682
Changes from: September 19, 2017 Total Change is: 11,386
0 655 10,102 -38 0 0 1,475 749 -314 83 15 0 78 179
Percent of Open Interest Represented by Each Category of Trader
0.6 39.3 23.4 12.2 0.5 0.0 54.3 31.0 2.0 2.3 2.2 0.0 5.1 1.6
Number of Traders in Each Category Total Traders: 33
. . . . . 0 12 8 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 35,914
Positions
5,639 5,360 68 2,115 8,527 0 20,299 15,276 1,868 165 790 0 5,760 4,025
Changes from: September 19, 2017 Total Change is: -1,159
-421 1,477 -1 166 35 0 -739 -2,837 -744 0 63 0 580 848
Percent of Open Interest Represented by Each Category of Trader
15.7 14.9 0.2 5.9 23.7 0.0 56.5 42.5 5.2 0.5 2.2 0.0 16.0 11.2
Number of Traders in Each Category Total Traders: 72
4 6 . 10 5 0 27 15 4 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 19,661
Positions
2,234 15,200 1,000 3,053 677 0 12,475 1,890 98 0 250 0 801 546
Changes from: September 19, 2017 Total Change is: -182
322 0 0 182 90 0 -545 -91 -57 0 0 0 -84 -124
Percent of Open Interest Represented by Each Category of Trader
11.4 77.3 5.1 15.5 3.4 0.0 63.5 9.6 0.5 0.0 1.3 0.0 4.1 2.8
Number of Traders in Each Category Total Traders: 30
. . . 6 . 0 11 5 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 79,422
Positions
4,853 56,426 1,188 14,466 2,766 241 45,935 4,969 1,474 1,344 2,008 166 9,755 10,184
Changes from: September 19, 2017 Total Change is: 2,020
-335 3,837 204 -449 359 85 3,094 -1,631 -503 44 -481 -8 -112 158
Percent of Open Interest Represented by Each Category of Trader
6.1 71.0 1.5 18.2 3.5 0.3 57.8 6.3 1.9 1.7 2.5 0.2 12.3 12.8
Number of Traders in Each Category Total Traders: 122
10 26 6 16 . . 45 11 10 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 158,844
Positions
9,707 112,853 2,376 28,931 5,531 481 91,871 9,939 2,948 2,689 4,017 331 19,510 20,368
Changes from: September 19, 2017 Total Change is: 4,040
-669 7,675 407 -898 718 170 6,188 -3,261 -1,006 88 -962 -16 -224 315
Percent of Open Interest Represented by Each Category of Trader
6.1 71.0 1.5 18.2 3.5 0.3 57.8 6.3 1.9 1.7 2.5 0.2 12.3 12.8
Number of Traders in Each Category Total Traders: 122
10 26 6 16 . . 45 11 10 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 810,608
Positions
39,746 124,763 30,210 350,686 168,363 69,867 67,810 129,701 112,204 22,461 48,605 29,436 88,187 97,459
Changes from: September 19, 2017 Total Change is: -11,589
1,894 -8,109 2,338 -12,197 -1,769 -228 284 2,327 -6,254 409 600 401 1,765 -894
Percent of Open Interest Represented by Each Category of Trader
4.9 15.4 3.7 43.3 20.8 8.6 8.4 16.0 13.8 2.8 6.0 3.6 10.9 12.0
Number of Traders in Each Category Total Traders: 701
33 44 43 138 92 103 82 158 128 78 76 91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 89,176
Positions
13,410 9,981 4,597 10,596 15,773 6,739 2,356 5,636 18,738 3,088 132 3,615 26,037 23,964
Changes from: September 19, 2017 Total Change is: -4,539
1,976 1,212 -164 -73 -1,491 -384 -216 1,174 -3,303 -182 57 -604 -1,588 -1,036
Percent of Open Interest Represented by Each Category of Trader
15.0 11.2 5.2 11.9 17.7 7.6 2.6 6.3 21.0 3.5 0.1 4.1 29.2 26.9
Number of Traders in Each Category Total Traders: 68
8 6 7 5 4 . 9 23 29 8 5 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 3,607,159
Positions
187,465 629,694 72,280 1,703,172 765,669 312,918 335,252 628,300 459,350 96,989 242,490 128,979 310,753 367,477
Changes from: September 19, 2017 Total Change is: -35,249
14,776 -31,420 -2,673 -60,673 -1,445 831 1,364 4,628 -13,619 141 -101 7,838 16,766 712
Percent of Open Interest Represented by Each Category of Trader
5.2 17.5 2.0 47.2 21.2 8.7 9.3 17.4 12.7 2.7 6.7 3.6 8.6 10.2
Number of Traders in Each Category Total Traders: 680
30 46 40 137 90 101 83 149 120 72 73 86
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874C Open Interest is 27,179
Positions
840 25,839 0 9,126 174 510 13,633 0 0 280 0 0 2,790 656
Changes from: September 19, 2017 Total Change is: 1,263
0 1,267 0 555 77 -77 965 0 0 0 0 0 -180 -4
Percent of Open Interest Represented by Each Category of Trader
3.1 95.1 0.0 33.6 0.6 1.9 50.2 0.0 0.0 1.0 0.0 0.0 10.3 2.4
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 23,595
Positions
17,641 8,257 0 2,001 12,810 284 1,934 733 0 0 280 0 1,735 1,231
Changes from: September 19, 2017 Total Change is: 222
1,205 -1,330 0 294 865 -383 -319 733 0 0 0 0 -575 337
Percent of Open Interest Represented by Each Category of Trader
74.8 35.0 0.0 8.5 54.3 1.2 8.2 3.1 0.0 0.0 1.2 0.0 7.4 5.2
Number of Traders in Each Category Total Traders: 25
9 4 0 4 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 88,200
Positions
3,605 37,941 184 40,688 38,373 3,842 25,742 2,926 907 0 555 0 13,232 3,472
Changes from: September 19, 2017 Total Change is: 2,785
560 2,563 30 -53 568 -313 1,606 173 188 0 275 0 767 -699
Percent of Open Interest Represented by Each Category of Trader
4.1 43.0 0.2 46.1 43.5 4.4 29.2 3.3 1.0 0.0 0.6 0.0 15.0 3.9
Number of Traders in Each Category Total Traders: 85
. 10 . 28 17 12 17 8 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 56,259
Positions
11,655 13,914 1,191 13,975 11,383 1,242 16,011 14,905 2,323 2,184 2,883 635 7,042 7,783
Changes from: September 19, 2017 Total Change is: 1,557
2,190 -1,406 -136 -1,029 464 -254 -1,182 2,151 867 504 -505 72 525 304
Percent of Open Interest Represented by Each Category of Trader
20.7 24.7 2.1 24.8 20.2 2.2 28.5 26.5 4.1 3.9 5.1 1.1 12.5 13.8
Number of Traders in Each Category Total Traders: 287
21 28 8 46 29 16 46 71 27 17 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 281,297
Positions
58,276 69,569 5,956 69,877 56,917 6,211 80,054 74,527 11,616 10,922 14,415 3,173 35,212 38,913
Changes from: September 19, 2017 Total Change is: 7,784
10,952 -7,031 -682 -5,145 2,320 -1,268 -5,908 10,756 4,335 2,518 -2,527 359 2,624 1,522
Percent of Open Interest Represented by Each Category of Trader
20.7 24.7 2.1 24.8 20.2 2.2 28.5 26.5 4.1 3.9 5.1 1.1 12.5 13.8
Number of Traders in Each Category Total Traders: 287
21 28 8 46 29 16 46 71 27 17 29 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 551,503
Positions
60,472 126,910 630 226,997 187,995 46,545 166,703 160,783 9,508 19,011 6,087 1,165 20,472 11,881
Changes from: September 19, 2017 Total Change is: 23,336
-10,201 13,023 115 13,473 -7,378 1,541 6,186 14,495 1,090 8,482 193 51 2,598 205
Percent of Open Interest Represented by Each Category of Trader
11.0 23.0 0.1 41.2 34.1 8.4 30.2 29.2 1.7 3.4 1.1 0.2 3.7 2.2
Number of Traders in Each Category Total Traders: 268
15 23 . 63 45 32 51 51 21 12 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 54,112
Positions
20,933 16,229 802 6,984 2,105 175 5,722 20,441 812 10,041 3,012 170 8,473 10,367
Changes from: September 19, 2017 Total Change is: -4,120
-8,212 -3,383 -85 -307 -789 -15 -2,394 -1,197 38 7,446 88 0 -591 1,224
Percent of Open Interest Represented by Each Category of Trader
38.7 30.0 1.5 12.9 3.9 0.3 10.6 37.8 1.5 18.6 5.6 0.3 15.7 19.2
Number of Traders in Each Category Total Traders: 83
21 9 . 10 5 . 10 17 5 5 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 36,802
Positions
1,494 24,233 0 18,985 444 434 4,540 4,207 256 4,340 3,528 0 6,753 3,700
Changes from: September 19, 2017 Total Change is: 50
769 -1,187 0 596 0 3 -355 1,705 -72 30 -298 0 -921 -101
Percent of Open Interest Represented by Each Category of Trader
4.1 65.8 0.0 51.6 1.2 1.2 12.3 11.4 0.7 11.8 9.6 0.0 18.3 10.1
Number of Traders in Each Category Total Traders: 42
4 4 0 18 . . 7 4 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 53,628
Positions
6,460 5,439 2,718 16,652 14,522 1,903 15,037 9,768 373 586 1,615 0 9,899 17,290
Changes from: September 19, 2017 Total Change is: 2,872
2,486 2,742 38 1,783 -27 -347 -2,456 1,435 220 386 340 0 762 -1,529
Percent of Open Interest Represented by Each Category of Trader
12.0 10.1 5.1 31.1 27.1 3.5 28.0 18.2 0.7 1.1 3.0 0.0 18.5 32.2
Number of Traders in Each Category Total Traders: 86
15 8 4 11 7 6 21 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 282,939
Positions
7,670 170,489 306 184,078 77,144 16,833 59,889 7,468 3,238 2,282 1,460 0 8,643 6,001
Changes from: September 19, 2017 Total Change is: 2,956
-1,457 2,975 38 -912 384 -53 5,172 -372 -1,186 509 0 0 845 1,170
Percent of Open Interest Represented by Each Category of Trader
2.7 60.3 0.1 65.1 27.3 5.9 21.2 2.6 1.1 0.8 0.5 0.0 3.1 2.1
Number of Traders in Each Category Total Traders: 145
6 11 . 53 30 22 33 5 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 1,065,541
Positions
23,545 748,999 4,239 632,346 160,308 76,875 243,063 30,219 14,025 45,308 17,662 440 25,701 12,775
Changes from: September 19, 2017 Total Change is: -14,877
-4,414 -28,174 -91 -12,435 6,455 2,409 3,446 4,634 -1,791 -773 622 -34 -1,193 1,094
Percent of Open Interest Represented by Each Category of Trader
2.2 70.3 0.4 59.3 15.0 7.2 22.8 2.8 1.3 4.3 1.7 0.0 2.4 1.2
Number of Traders in Each Category Total Traders: 364
21 23 9 130 49 50 72 20 17 39 10 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 110,327
Positions
22,381 40,122 69,770 6,527 0 5 11,074 0 398 158 30 0 14 2
Changes from: September 19, 2017 Total Change is: 1,217
350 550 667 0 0 0 200 0 0 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
20.3 36.4 63.2 5.9 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 26, 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 835,537
Positions
3,598 46,138 16,903 290,648 211,488 139,525 107,539 109,438 91,096 15,182 47,571 6,075 164,970 167,303
Changes from: September 19, 2017 Total Change is: -31,689
366 -6,194 -2,302 -5,466 3,011 2,731 12,610 6,812 -27,041 1,722 -361 -1,806 -12,503 -6,538
Percent of Open Interest Represented by Each Category of Trader
0.4 5.5 2.0 34.8 25.3 16.7 12.9 13.1 10.9 1.8 5.7 0.7 19.7 20.0
Number of Traders in Each Category Total Traders: 176
6 16 13 40 28 36 41 28 43 6 11 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 826,123
Positions
2,629 137,597 718 468,639 26,458 128,890 54,619 409,155 21,558 31,344 8,518 540 117,185 92,689
Changes from: September 19, 2017 Total Change is: 1,802
-543 -6,744 -402 -4,929 3,503 3,495 1,215 2,945 -2,706 720 1,000 17 4,935 694
Percent of Open Interest Represented by Each Category of Trader
0.3 16.7 0.1 56.7 3.2 15.6 6.6 49.5 2.6 3.8 1.0 0.1 14.2 11.2
Number of Traders in Each Category Total Traders: 110
. 13 . 50 11 35 14 16 14 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 1,718,163
Positions
76,421 182,414 33,232 422,506 326,358 189,478 525,759 325,781 149,081 185,413 343,033 10,355 125,919 158,432
Changes from: September 19, 2017 Total Change is: 79,349
10,609 20,885 7,164 14,446 14,350 -3,785 56,254 31,322 1,505 729 9,003 -1,781 -5,792 685
Percent of Open Interest Represented by Each Category of Trader
4.4 10.6 1.9 24.6 19.0 11.0 30.6 19.0 8.7 10.8 20.0 0.6 7.3 9.2
Number of Traders in Each Category Total Traders: 278
12 25 11 61 42 53 50 47 44 15 26 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 3,780,495
Positions
145,196 176,076 148,129 1,039,323 1,040,322 579,006 628,824 610,794 451,342 296,613 140,634 101,822 390,241 532,371
Changes from: September 19, 2017 Total Change is: -225,720
4,655 -28,222 -37,972 -14,191 -11,297 -10,776 -21,783 -22,103 -79,323 -41,271 -16,991 -6,697 -18,361 -12,340
Percent of Open Interest Represented by Each Category of Trader
3.8 4.7 3.9 27.5 27.5 15.3 16.6 16.2 11.9 7.8 3.7 2.7 10.3 14.1
Number of Traders in Each Category Total Traders: 413
26 25 33 61 99 95 62 79 96 24 37 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 422,597
Positions
5,781 18,511 2,682 128,299 174,345 31,664 147,110 41,718 12,896 10,403 11,074 0 83,762 129,707
Changes from: September 19, 2017 Total Change is: -1,655
-170 -7,005 409 50 2,164 -1,168 -3,941 2,760 76 -12 126 0 3,101 983
Percent of Open Interest Represented by Each Category of Trader
1.4 4.4 0.6 30.4 41.3 7.5 34.8 9.9 3.1 2.5 2.6 0.0 19.8 30.7
Number of Traders in Each Category Total Traders: 70
. 5 . 15 26 28 10 7 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 3,169,787
Positions
105,421 205,155 87,765 1,568,036 693,751 389,435 297,476 911,278 208,055 206,856 261,140 24,684 282,059 388,523
Changes from: September 19, 2017 Total Change is: -53,124
-8,980 4,548 519 -1,748 8,493 -1,269 -5,161 -49,257 -22,428 3,762 -818 -811 -17,008 7,900
Percent of Open Interest Represented by Each Category of Trader
3.3 6.5 2.8 49.5 21.9 12.3 9.4 28.7 6.6 6.5 8.2 0.8 8.9 12.3
Number of Traders in Each Category Total Traders: 301
13 24 17 52 58 63 39 73 61 21 21 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 1,603,624
Positions
535,008 315,738 454,661 12,619 14,154 27,625 87,945 212,887 355,521 36,984 92,210 57,400 35,861 73,429
Changes from: September 19, 2017 Total Change is: -49,037
31,621 22,832 -18,015 0 -5,792 4,849 -14,228 -26,763 -41,204 -9,662 9,043 -1,774 -625 7,787
Percent of Open Interest Represented by Each Category of Trader
33.4 19.7 28.4 0.8 0.9 1.7 5.5 13.3 22.2 2.3 5.8 3.6 2.2 4.6
Number of Traders in Each Category Total Traders: 163
15 48 50 . 6 . 25 44 47 6 9 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 is21,150,543
Positions
4,730,440 546,899 3,561,212 64,816 2,357,668 916,079 638,523 2,256,793 8,220,782 749,950 543,760 1,590,050 678,691 1,157,300
Changes from: September 19, 2017 Total Change is: 257,665
125,092 -52,413 -58,927 -39,902 -9,524 -17,908 -42,784 186,337 239,717 6,166 -98,969 53,638 -7,427 15,713
Percent of Open Interest Represented by Each Category of Trader
22.4 2.6 16.8 0.3 11.1 4.3 3.0 10.7 38.9 3.5 2.6 7.5 3.2 5.5
Number of Traders in Each Category Total Traders: 348
36 39 70 5 44 39 51 115 125 14 36 39
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 28,547
Positions
6,903 4,862 0 145 9,771 115 10,917 9,251 0 10,413 4,471 5 49 72
Changes from: September 19, 2017 Total Change is: 1,169
243 589 0 12 -50 -14 299 172 0 633 470 2 -6 0
Percent of Open Interest Represented by Each Category of Trader
24.2 17.0 0.0 0.5 34.2 0.4 38.2 32.4 0.0 36.5 15.7 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 49
. 6 0 . 13 . 7 10 0 5 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 21,160
Positions
4,790 1,271 0 495 7,905 127 15,484 7,827 0 103 3,915 63 98 52
Changes from: September 19, 2017 Total Change is: 1,042
1,859 550 0 0 7 0 -791 481 0 -51 -18 14 11 8
Percent of Open Interest Represented by Each Category of Trader
22.6 6.0 0.0 2.3 37.4 0.6 73.2 37.0 0.0 0.5 18.5 0.3 0.5 0.2
Number of Traders in Each Category Total Traders: 31
4 . 0 . 6 . 6 5 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 45,701
Positions
584 2,961 0 13,934 5,672 953 7,946 27,296 1,485 12,170 5,020 46 8,582 2,267
Changes from: September 19, 2017 Total Change is: 3,304
1 -211 0 1,425 -438 -6 660 4,601 299 284 -358 1 640 -584
Percent of Open Interest Represented by Each Category of Trader
1.3 6.5 0.0 30.5 12.4 2.1 17.4 59.7 3.3 26.6 11.0 0.1 18.8 5.0
Number of Traders in Each Category Total Traders: 167
4 4 0 17 7 . 32 43 16 50 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 640,509
Positions
137,665 36,499 36,643 66,471 70,901 115,460 115,824 228,023 78,573 30,749 14,393 25,765 33,359 34,252
Changes from: September 19, 2017 Total Change is: -64,322
-3,740 -24,342 -8,882 -12,858 -1 -4,079 -21,083 -5,485 -9,337 4,660 1,184 -2,274 -6,729 -11,106
Percent of Open Interest Represented by Each Category of Trader
21.5 5.7 5.7 10.4 11.1 18.0 18.1 35.6 12.3 4.8 2.2 4.0 5.2 5.3
Number of Traders in Each Category Total Traders: 275
22 5 18 19 33 22 54 78 58 27 19 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of September 26, 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 71,881
Positions
445 21,776 0 40,054 1,013 0 25,207 48,840 85 6,010 134 0 80 33
Changes from: September 19, 2017 Total Change is: -30,437
-48 21,095 -21,776 1,735 0 0 -7,251 -27,254 -2,500 -601 0 0 4 -2
Percent of Open Interest Represented by Each Category of Trader
0.6 30.3 0.0 55.7 1.4 0.0 35.1 67.9 0.1 8.4 0.2 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 33
. . 0 8 . 0 7 7 . 5 . 0
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Updated September 29, 2017