Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000) CFTC Code #090741 Open Interest is 207,555 Positions 857 113,824 7,496 42,810 10,815 4,076 83,015 15,718 19,286 4,976 13,892 1,274 43,766 21,175 Changes from: September 26, 2017 Total Change is: -5,415 -436 768 -228 -582 893 -2,082 -647 -5,010 200 266 1,743 -430 -1,476 -1,269 Percent of Open Interest Represented by Each Category of Trader 0.4 54.8 3.6 20.6 5.2 2.0 40.0 7.6 9.3 2.4 6.7 0.6 21.1 10.2 Number of Traders in Each Category Total Traders: 107 . 13 7 17 5 7 45 12 20 6 7 6 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000) CFTC Code #092741 Open Interest is 45,932 Positions 7,071 3,030 446 576 3,568 0 27,089 17,222 2,233 0 2,616 0 8,517 16,817 Changes from: September 26, 2017 Total Change is: 4,920 4,257 -231 -17 -700 -17 0 2,536 3,928 366 0 33 0 -1,522 858 Percent of Open Interest Represented by Each Category of Trader 15.4 6.6 1.0 1.3 7.8 0.0 59.0 37.5 4.9 0.0 5.7 0.0 18.5 36.6 Number of Traders in Each Category Total Traders: 38 4 . . . 4 0 13 11 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500) CFTC Code #096742 Open Interest is 233,081 Positions 20,570 15,271 19,408 20,352 70,659 7,824 61,998 34,954 43,156 15,306 9,298 4,816 39,650 27,695 Changes from: September 26, 2017 Total Change is: -23,607 -15,808 159 829 1,269 -2,497 -758 -2,818 -17,404 -3,712 -5,666 -450 662 2,395 -435 Percent of Open Interest Represented by Each Category of Trader 8.8 6.6 8.3 8.7 30.3 3.4 26.6 15.0 18.5 6.6 4.0 2.1 17.0 11.9 Number of Traders in Each Category Total Traders: 128 7 8 10 14 20 11 37 33 28 6 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000) CFTC Code #097741 Open Interest is 304,745 Positions 118,028 11,249 17,862 19,250 46,894 14,018 48,545 117,393 41,625 14,275 3,667 11,254 19,887 40,782 Changes from: September 26, 2017 Total Change is: 44,961 23,709 1,065 865 -2,604 999 2,066 11,114 27,127 8,311 -344 84 2,016 -171 2,428 Percent of Open Interest Represented by Each Category of Trader 38.7 3.7 5.9 6.3 15.4 4.6 15.9 38.5 13.7 4.7 1.2 3.7 6.5 13.4 Number of Traders in Each Category Total Traders: 122 10 7 9 12 20 9 24 43 27 . 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #099741 Open Interest is 531,584 Positions 39,276 127,245 26,445 200,127 99,173 23,567 67,026 51,746 65,691 22,573 69,000 6,428 80,451 62,290 Changes from: September 26, 2017 Total Change is: 13,771 3,656 3,632 983 4,336 4,435 768 -1,525 2,882 5,619 1,975 -4,129 -294 -1,746 -124 Percent of Open Interest Represented by Each Category of Trader 7.4 23.9 5.0 37.6 18.7 4.4 12.6 9.7 12.4 4.2 13.0 1.2 15.1 11.7 Number of Traders in Each Category Total Traders: 257 16 15 14 61 35 42 43 42 38 24 20 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 33,901 Positions 2,541 23,682 0 15,557 1,577 1,901 489 1,926 578 0 771 5 12,830 3,461 Changes from: September 26, 2017 Total Change is: -334 0 10 0 957 -8 199 3 -152 0 -412 0 0 -1,081 -383 Percent of Open Interest Represented by Each Category of Trader 7.5 69.9 0.0 45.9 4.7 5.6 1.4 5.7 1.7 0.0 2.3 0.0 37.8 10.2 Number of Traders in Each Category Total Traders: 23 . . 0 14 . 6 . . . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000) CFTC Code #232741 Open Interest is 169,775 Positions 1,741 89,264 5,773 12,175 18,132 5,079 95,368 11,295 13,146 884 2,293 1,573 34,037 23,220 Changes from: September 26, 2017 Total Change is: -6,336 -114 -8,309 261 -7,449 338 1,318 1,939 824 -1,328 3 -270 173 -1,141 656 Percent of Open Interest Represented by Each Category of Trader 1.0 52.6 3.4 7.2 10.7 3.0 56.2 6.7 7.7 0.5 1.4 0.9 20.0 13.7 Number of Traders in Each Category Total Traders: 94 . 11 5 9 12 7 43 11 17 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000) CFTC Code #089741 Open Interest is 46,079 Positions 192 34,626 247 5,506 0 0 36,412 9,597 0 1,635 0 0 2,087 1,609 Changes from: September 26, 2017 Total Change is: 4,583 0 1,787 0 -56 0 0 4,571 2,684 0 224 -140 0 -156 252 Percent of Open Interest Represented by Each Category of Trader 0.4 75.1 0.5 11.9 0.0 0.0 79.0 20.8 0.0 3.5 0.0 0.0 4.5 3.5 Number of Traders in Each Category Total Traders: 32 . 6 . . 0 0 12 7 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000) CFTC Code #095741 Open Interest is 204,526 Positions 7,714 129,919 338 58,304 4,774 409 123,351 55,320 2,663 3,363 8,481 0 8,383 2,622 Changes from: September 26, 2017 Total Change is: -15,597 -374 960 69 -913 -228 125 -15,615 -17,707 1,081 77 555 0 -48 -453 Percent of Open Interest Represented by Each Category of Trader 3.8 63.5 0.2 28.5 2.3 0.2 60.3 27.0 1.3 1.6 4.1 0.0 4.1 1.3 Number of Traders in Each Category Total Traders: 147 . 9 . 19 6 . 56 30 12 14 10 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000) CFTC Code #102741 Open Interest is 37,056 Positions 3,400 22,497 0 5,690 288 0 24,328 7,267 749 991 5,635 0 1,898 620 Changes from: September 26, 2017 Total Change is: -6,248 3,130 5,491 -10,152 399 50 0 807 -6,174 -101 -12 4,700 0 -319 -62 Percent of Open Interest Represented by Each Category of Trader 9.2 60.7 0.0 15.4 0.8 0.0 65.7 19.6 2.0 2.7 15.2 0.0 5.1 1.7 Number of Traders in Each Category Total Traders: 36 . . 0 4 . 0 12 9 . . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000) CFTC Code #112741 Open Interest is 34,175 Positions 5,743 5,349 21 1,915 8,364 0 19,064 14,562 1,476 556 556 0 5,400 3,847 Changes from: September 26, 2017 Total Change is: -1,739 104 -11 -47 -200 -163 0 -1,235 -714 -392 391 -234 0 -360 -178 Percent of Open Interest Represented by Each Category of Trader 16.8 15.7 0.1 5.6 24.5 0.0 55.8 42.6 4.3 1.6 1.6 0.0 15.8 11.3 Number of Traders in Each Category Total Traders: 70 4 6 . 9 4 0 25 17 5 . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 19,529 Positions 3,918 15,200 1,000 1,354 1,130 0 12,111 1,417 98 0 100 0 1,048 584 Changes from: September 26, 2017 Total Change is: -132 1,684 0 0 -1,699 453 0 -364 -473 0 0 -150 0 247 38 Percent of Open Interest Represented by Each Category of Trader 20.1 77.8 5.1 6.9 5.8 0.0 62.0 7.3 0.5 0.0 0.5 0.0 5.4 3.0 Number of Traders in Each Category Total Traders: 28 4 . . . . 0 11 5 . 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 77,718 Positions 5,197 53,356 1,031 13,930 2,518 171 42,855 6,019 1,621 1,688 2,188 231 10,994 10,583 Changes from: September 26, 2017 Total Change is: -1,705 343 -3,071 -157 -536 -248 -70 -3,080 1,050 147 343 180 66 1,239 399 Percent of Open Interest Represented by Each Category of Trader 6.7 68.7 1.3 17.9 3.2 0.2 55.1 7.7 2.1 2.2 2.8 0.3 14.1 13.6 Number of Traders in Each Category Total Traders: 125 10 26 6 16 . . 40 15 13 7 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 155,435 Positions 10,393 106,711 2,061 27,859 5,035 342 85,711 12,039 3,243 3,375 4,376 462 21,988 21,166 Changes from: September 26, 2017 Total Change is: -3,409 686 -6,142 -315 -1,072 -496 -139 -6,160 2,100 294 687 359 131 2,478 798 Percent of Open Interest Represented by Each Category of Trader 6.7 68.7 1.3 17.9 3.2 0.2 55.1 7.7 2.1 2.2 2.8 0.3 14.1 13.6 Number of Traders in Each Category Total Traders: 125 10 26 6 16 . . 40 15 13 7 8 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #13874+ Open Interest is 836,602 Positions 45,454 122,986 33,818 329,339 168,786 68,185 74,119 119,766 134,050 22,338 48,749 32,228 97,071 108,035 Changes from: September 26, 2017 Total Change is: 25,995 5,708 -1,778 3,608 -21,347 423 -1,682 6,308 -9,935 21,846 -122 144 2,792 8,883 10,576 Percent of Open Interest Represented by Each Category of Trader 5.4 14.7 4.0 39.4 20.2 8.2 8.9 14.3 16.0 2.7 5.8 3.9 11.6 12.9 Number of Traders in Each Category Total Traders: 686 34 42 39 136 95 105 91 141 128 74 72 90 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00) CFTC Code #138741 Open Interest is 112,826 Positions 16,435 10,325 6,044 8,578 15,852 10,195 3,481 7,587 29,857 4,833 262 5,514 27,888 27,190 Changes from: September 26, 2017 Total Change is: 23,650 3,026 344 1,447 -2,018 78 3,456 1,125 1,950 11,120 1,744 130 1,899 1,851 3,226 Percent of Open Interest Represented by Each Category of Trader 14.6 9.2 5.4 7.6 14.0 9.0 3.1 6.7 26.5 4.3 0.2 4.9 24.7 24.1 Number of Traders in Each Category Total Traders: 67 7 4 7 5 4 4 16 17 28 8 5 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #138748 Open Interest is 20,357 Positions 18,036 7,416 0 0 9,750 231 0 2,061 217 0 0 0 1,873 682 Changes from: September 26, 2017 Total Change is: . . . . . . . . . . . . . . . Percent of Open Interest Represented by Each Category of Trader 88.6 36.4 0.0 0.0 47.9 1.1 0.0 10.1 1.1 0.0 0.0 0.0 9.2 3.4 Number of Traders in Each Category Total Traders: 20 9 4 0 0 4 . 0 . . 0 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX) CFTC Code #13874A Open Interest is 3,618,882 Positions 195,527 613,738 88,435 1,606,373 767,237 287,382 383,166 590,874 490,987 91,803 246,709 129,293 345,915 404,227 Changes from: September 26, 2017 Total Change is: 11,723 8,062 -15,956 16,155 -96,799 1,568 -25,536 47,914 -37,427 31,637 -5,186 4,219 314 35,162 36,749 Percent of Open Interest Represented by Each Category of Trader 5.4 17.0 2.4 44.4 21.2 7.9 10.6 16.3 13.6 2.5 6.8 3.6 9.6 11.2 Number of Traders in Each Category Total Traders: 667 31 44 38 135 93 102 91 134 121 70 69 85 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874C Open Interest is 27,969 Positions 840 26,664 0 9,126 322 362 13,634 0 0 615 0 0 3,392 621 Changes from: September 26, 2017 Total Change is: 790 0 825 0 0 148 -148 1 0 0 335 0 0 602 -35 Percent of Open Interest Represented by Each Category of Trader 3.0 95.3 0.0 32.6 1.2 1.3 48.7 0.0 0.0 2.2 0.0 0.0 12.1 2.2 Number of Traders in Each Category Total Traders: 24 . 8 0 5 . . 8 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- CFTC Code #13874J Open Interest is 23,516 Positions 18,089 8,513 0 1,931 12,810 284 1,629 586 0 0 280 0 1,583 1,043 Changes from: September 26, 2017 Total Change is: -79 448 256 0 -70 0 0 -305 -147 0 0 0 0 -152 -188 Percent of Open Interest Represented by Each Category of Trader 76.9 36.2 0.0 8.2 54.5 1.2 6.9 2.5 0.0 0.0 1.2 0.0 6.7 4.4 Number of Traders in Each Category Total Traders: 25 9 5 0 4 4 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100) CFTC Code #33874A Open Interest is 89,979 Positions 3,864 38,943 235 41,400 37,661 3,956 26,962 3,942 902 0 532 0 12,660 3,808 Changes from: September 26, 2017 Total Change is: 1,779 259 1,002 51 712 -712 114 1,220 1,016 -5 0 -23 0 -572 336 Percent of Open Interest Represented by Each Category of Trader 4.3 43.3 0.3 46.0 41.9 4.4 30.0 4.4 1.0 0.0 0.6 0.0 14.1 4.2 Number of Traders in Each Category Total Traders: 86 4 9 . 25 18 12 19 9 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100) CFTC Code #20974+ Open Interest is 56,281 Positions 12,870 14,043 1,147 13,593 10,711 1,198 16,119 15,353 2,070 1,599 3,056 838 6,848 7,864 Changes from: September 26, 2017 Total Change is: 22 1,214 129 -44 -383 -672 -44 108 448 -253 -586 173 203 -195 82 Percent of Open Interest Represented by Each Category of Trader 22.9 25.0 2.0 24.2 19.0 2.1 28.6 27.3 3.7 2.8 5.4 1.5 12.2 14.0 Number of Traders in Each Category Total Traders: 289 21 28 10 42 29 13 48 68 33 17 35 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20) CFTC Code #209742 Open Interest is 281,406 Positions 64,348 70,215 5,737 67,964 53,556 5,992 80,594 76,767 10,351 7,993 15,279 4,189 34,239 39,321 Changes from: September 26, 2017 Total Change is: 109 6,072 645 -219 -1,913 -3,362 -220 540 2,241 -1,264 -2,929 864 1,016 -973 409 Percent of Open Interest Represented by Each Category of Trader 22.9 25.0 2.0 24.2 19.0 2.1 28.6 27.3 3.7 2.8 5.4 1.5 12.2 14.0 Number of Traders in Each Category Total Traders: 289 21 28 10 42 29 13 48 68 33 17 35 12 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- E-MINI RUSSELL 2000 INDEX - CHICAGO MERCANTILE EXCHANGE (RUSSEL 2000 INDEX X $50) CFTC Code #239742 Open Interest is 543,124 Positions 30,793 156,532 1,990 240,107 151,838 40,838 172,135 157,981 13,127 26,146 6,942 1,117 16,870 12,757 Changes from: September 26, 2017 Total Change is: -8,379 -29,679 29,622 1,361 13,110 -36,157 -5,707 5,432 -2,801 3,619 7,135 855 -47 -3,602 876 Percent of Open Interest Represented by Each Category of Trader 5.7 28.8 0.4 44.2 28.0 7.5 31.7 29.1 2.4 4.8 1.3 0.2 3.1 2.3 Number of Traders in Each Category Total Traders: 282 15 25 . 65 47 36 52 56 22 12 10 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50) CFTC Code #23977A Open Interest is 62,070 Positions 25,288 20,056 698 6,672 2,064 172 8,485 22,657 1,058 10,054 4,107 180 9,463 11,078 Changes from: September 26, 2017 Total Change is: 7,958 4,355 3,827 -104 -312 -41 -3 2,763 2,216 247 13 1,095 10 989 711 Percent of Open Interest Represented by Each Category of Trader 40.7 32.3 1.1 10.7 3.3 0.3 13.7 36.5 1.7 16.2 6.6 0.3 15.2 17.8 Number of Traders in Each Category Total Traders: 91 21 10 . 8 4 . 16 15 8 6 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00) CFTC Code #240741 Open Interest is 37,980 Positions 2,006 23,405 0 20,069 658 442 3,221 5,442 350 4,483 3,835 0 7,409 3,848 Changes from: September 26, 2017 Total Change is: 1,178 512 -828 0 1,084 214 8 -1,319 1,235 94 143 307 0 656 148 Percent of Open Interest Represented by Each Category of Trader 5.3 61.6 0.0 52.8 1.7 1.2 8.5 14.3 0.9 11.8 10.1 0.0 19.5 10.1 Number of Traders in Each Category Total Traders: 44 . 4 0 19 . 4 4 6 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500) CFTC Code #240743 Open Interest is 51,135 Positions 4,207 9,814 2,611 14,374 9,470 1,995 16,831 8,684 502 1,273 2,504 0 9,342 15,555 Changes from: September 26, 2017 Total Change is: -2,493 -2,253 4,375 -107 -2,278 -5,052 92 1,794 -1,084 129 687 889 0 -557 -1,735 Percent of Open Interest Represented by Each Category of Trader 8.2 19.2 5.1 28.1 18.5 3.9 32.9 17.0 1.0 2.5 4.9 0.0 18.3 30.4 Number of Traders in Each Category Total Traders: 85 11 11 . 12 7 6 22 15 6 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50) CFTC Code #244041 Open Interest is 285,714 Positions 7,818 176,392 834 168,865 75,394 16,453 76,754 5,538 3,972 2,421 1,410 0 8,597 5,721 Changes from: September 26, 2017 Total Change is: 2,775 148 5,903 528 -15,213 -1,750 -380 16,865 -1,930 734 139 -50 0 -46 -280 Percent of Open Interest Represented by Each Category of Trader 2.7 61.7 0.3 59.1 26.4 5.8 26.9 1.9 1.4 0.8 0.5 0.0 3.0 2.0 Number of Traders in Each Category Total Traders: 151 8 11 . 53 31 22 35 6 9 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50) CFTC Code #244042 Open Interest is 1,061,543 Positions 31,938 758,791 5,137 621,520 146,770 79,686 241,134 25,968 14,590 38,148 17,550 458 28,933 12,594 Changes from: September 26, 2017 Total Change is: -3,998 8,393 9,792 898 -10,826 -13,538 2,811 -1,929 -4,251 565 -7,160 -112 18 3,232 -181 Percent of Open Interest Represented by Each Category of Trader 3.0 71.5 0.5 58.5 13.8 7.5 22.7 2.4 1.4 3.6 1.7 0.0 2.7 1.2 Number of Traders in Each Category Total Traders: 363 24 22 8 129 48 51 76 19 16 36 9 5 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250) CFTC Code #43874A Open Interest is 111,107 Positions 22,001 40,752 69,720 9,500 0 5 9,174 0 598 65 30 0 44 2 Changes from: September 26, 2017 Total Change is: 780 -380 630 -50 2,973 0 0 -1,900 0 200 -93 0 0 30 0 Percent of Open Interest Represented by Each Category of Trader 19.8 36.7 62.8 8.6 0.0 0.0 8.3 0.0 0.5 0.1 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 24 . 12 8 5 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020601 Open Interest is 875,232 Positions 7,749 38,258 17,395 309,235 207,542 143,678 94,695 120,220 115,411 13,635 46,692 10,433 163,002 175,604 Changes from: September 26, 2017 Total Change is: 39,695 4,150 -7,880 492 18,587 -3,946 4,152 -12,844 10,782 24,314 -1,547 -879 4,358 -1,968 8,301 Percent of Open Interest Represented by Each Category of Trader 0.9 4.4 2.0 35.3 23.7 16.4 10.8 13.7 13.2 1.6 5.3 1.2 18.6 20.1 Number of Traders in Each Category Total Traders: 177 5 15 13 41 30 40 38 30 44 10 8 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #020604 Open Interest is 819,388 Positions 3,552 119,254 86 458,268 46,930 131,479 60,651 393,380 22,744 33,455 8,518 1,177 107,977 95,820 Changes from: September 26, 2017 Total Change is: -6,735 923 -18,343 -632 -10,372 20,472 2,588 6,032 -15,775 1,186 2,111 0 637 -9,209 3,132 Percent of Open Interest Represented by Each Category of Trader 0.4 14.6 0.0 55.9 5.7 16.0 7.4 48.0 2.8 4.1 1.0 0.1 13.2 11.7 Number of Traders in Each Category Total Traders: 111 . 11 . 50 13 37 14 15 13 4 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE) CFTC Code #042601 Open Interest is 1,728,552 Positions 77,892 166,813 31,306 431,794 320,761 194,734 514,126 304,971 165,760 171,047 359,518 14,887 127,007 169,801 Changes from: September 26, 2017 Total Change is: 10,389 1,471 -15,601 -1,926 9,289 -5,597 5,256 -11,633 -20,810 16,679 -14,366 16,486 4,532 1,088 11,370 Percent of Open Interest Represented by Each Category of Trader 4.5 9.7 1.8 25.0 18.6 11.3 29.7 17.6 9.6 9.9 20.8 0.9 7.3 9.8 Number of Traders in Each Category Total Traders: 270 13 23 11 61 41 53 49 43 41 13 27 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043602 Open Interest is 3,818,833 Positions 125,099 162,039 168,817 1,049,474 931,377 596,104 580,225 606,450 476,888 320,099 180,408 123,854 378,273 572,896 Changes from: September 26, 2017 Total Change is: 38,338 -20,097 -14,037 20,688 10,152 -108,945 17,098 -48,599 -4,343 25,547 23,487 39,774 22,032 -11,968 40,525 Percent of Open Interest Represented by Each Category of Trader 3.3 4.2 4.4 27.5 24.4 15.6 15.2 15.9 12.5 8.4 4.7 3.2 9.9 15.0 Number of Traders in Each Category Total Traders: 411 21 34 40 61 98 97 57 81 92 20 39 27 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #043607 Open Interest is 432,033 Positions 10,186 18,240 2,516 131,649 175,037 31,809 148,533 49,344 13,204 12,504 11,255 0 81,632 130,628 Changes from: September 26, 2017 Total Change is: 9,436 4,405 -271 -166 3,350 692 145 1,423 7,626 308 2,101 181 0 -2,130 921 Percent of Open Interest Represented by Each Category of Trader 2.4 4.2 0.6 30.5 40.5 7.4 34.4 11.4 3.1 2.9 2.6 0.0 18.9 30.2 Number of Traders in Each Category Total Traders: 72 . 5 . 16 25 28 12 7 7 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE) CFTC Code #044601 Open Interest is 3,215,974 Positions 113,583 193,539 95,701 1,587,717 741,779 395,515 293,628 862,695 224,773 202,136 291,089 29,741 273,179 381,141 Changes from: September 26, 2017 Total Change is: 46,187 8,162 -11,617 7,936 19,681 48,028 6,080 -3,848 -48,582 16,718 -4,720 29,949 5,057 -8,880 -7,381 Percent of Open Interest Represented by Each Category of Trader 3.5 6.0 3.0 49.4 23.1 12.3 9.1 26.8 7.0 6.3 9.1 0.9 8.5 11.9 Number of Traders in Each Category Total Traders: 311 18 24 20 52 60 66 49 62 65 19 27 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000) CFTC Code #045601 Open Interest is 1,502,125 Positions 517,545 299,619 410,404 12,619 10,772 33,344 44,608 198,576 344,581 52,972 83,619 54,661 31,392 66,550 Changes from: September 26, 2017 Total Change is: -101,499 -17,463 -16,119 -44,256 0 -3,382 5,719 -43,338 -14,311 -10,940 15,988 -8,591 -2,739 -4,470 -6,879 Percent of Open Interest Represented by Each Category of Trader 34.5 19.9 27.3 0.8 0.7 2.2 3.0 13.2 22.9 3.5 5.6 3.6 2.1 4.4 Number of Traders in Each Category Total Traders: 156 16 47 49 . 6 . 17 50 43 5 10 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000) CFTC Code #132741 Open Interest is22,012,891 Positions 5,157,513 560,908 3,544,565 37,708 2,528,580 940,193 576,721 2,329,098 8,724,680 737,918 521,485 1,673,937 619,655 1,189,445 Changes from: September 26, 2017 Total Change is: 862,348 427,073 14,008 -16,648 -27,107 170,912 24,114 -61,802 72,305 503,898 -12,033 -22,276 83,888 -59,036 32,146 Percent of Open Interest Represented by Each Category of Trader 23.4 2.5 16.1 0.2 11.5 4.3 2.6 10.6 39.6 3.4 2.4 7.6 2.8 5.4 Number of Traders in Each Category Total Traders: 338 37 37 67 4 46 40 51 111 128 13 33 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246605 Open Interest is 28,340 Positions 6,773 6,154 0 145 8,856 115 10,725 8,457 0 10,497 4,692 5 80 61 Changes from: September 26, 2017 Total Change is: -207 -130 1,292 0 0 -915 0 -192 -794 0 84 221 0 31 -11 Percent of Open Interest Represented by Each Category of Trader 23.9 21.7 0.0 0.5 31.2 0.4 37.8 29.8 0.0 37.0 16.6 0.0 0.3 0.2 Number of Traders in Each Category Total Traders: 48 . 6 0 . 12 . 7 9 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- 5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000) CFTC Code #246606 Open Interest is 20,385 Positions 4,010 1,261 0 495 7,024 127 15,582 7,946 0 45 3,914 64 62 49 Changes from: September 26, 2017 Total Change is: -775 -780 -10 0 0 -881 0 98 119 0 -58 -1 1 -36 -3 Percent of Open Interest Represented by Each Category of Trader 19.7 6.2 0.0 2.4 34.5 0.6 76.4 39.0 0.0 0.2 19.2 0.3 0.3 0.2 Number of Traders in Each Category Total Traders: 31 . . 0 . 6 . 8 5 0 . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000) CFTC Code #098662 Open Interest is 48,031 Positions 619 5,712 0 13,914 3,932 930 8,480 29,008 2,038 13,509 4,323 52 8,489 2,036 Changes from: September 26, 2017 Total Change is: 2,330 35 2,751 0 -20 -1,740 -23 534 1,713 553 1,339 -697 5 -92 -231 Percent of Open Interest Represented by Each Category of Trader 1.3 11.9 0.0 29.0 8.2 1.9 17.7 60.4 4.2 28.1 9.0 0.1 17.7 4.2 Number of Traders in Each Category Total Traders: 152 4 4 0 15 6 . 29 37 19 46 9 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX) CFTC Code #1170E1 Open Interest is 669,232 Positions 148,263 42,416 35,521 82,992 66,899 103,641 110,381 247,785 98,726 32,419 13,127 23,652 33,637 37,465 Changes from: September 26, 2017 Total Change is: 28,723 10,598 5,917 -1,122 16,521 -4,002 -11,819 -5,443 19,762 20,153 1,670 -1,266 -2,113 278 3,213 Percent of Open Interest Represented by Each Category of Trader 22.2 6.3 5.3 12.4 10.0 15.5 16.5 37.0 14.8 4.8 2.0 3.5 5.0 5.6 Number of Traders in Each Category Total Traders: 275 21 7 17 19 35 23 57 78 60 25 18 26 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 3, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX) CFTC Code #221602 Open Interest is 52,834 Positions 445 21,776 0 38,089 1,017 0 7,552 29,775 85 6,612 132 0 51 49 Changes from: September 26, 2017 Total Change is: -19,047 0 0 0 -1,965 4 0 -17,655 -19,065 0 602 -2 0 -29 16 Percent of Open Interest Represented by Each Category of Trader 0.8 41.2 0.0 72.1 1.9 0.0 14.3 56.4 0.2 12.5 0.2 0.0 0.1 0.1 Number of Traders in Each Category Total Traders: 36 . . 0 7 . 0 8 8 . 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated October 6, 2017