Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 199,369
Positions
1,164 111,797 7,019 45,282 12,232 3,750 75,837 12,732 16,047 5,595 12,248 1,785 42,889 21,759
Changes from: October 10, 2017 Total Change is: 786
38 36 432 2,780 1,393 624 -4,769 -2,976 1,652 1,160 427 551 -1,683 -1,353
Percent of Open Interest Represented by Each Category of Trader
0.6 56.1 3.5 22.7 6.1 1.9 38.0 6.4 8.0 2.8 6.1 0.9 21.5 10.9
Number of Traders in Each Category Total Traders: 102
. 12 6 19 7 7 36 11 19 8 7 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 57,586
Positions
14,367 3,641 315 576 4,257 0 32,704 25,715 1,778 0 1,680 0 7,846 20,200
Changes from: October 10, 2017 Total Change is: 7,440
3,889 58 -104 0 1,270 0 4,718 5,981 -14 0 0 0 -1,050 248
Percent of Open Interest Represented by Each Category of Trader
24.9 6.3 0.5 1.0 7.4 0.0 56.8 44.7 3.1 0.0 2.9 0.0 13.6 35.1
Number of Traders in Each Category Total Traders: 42
4 . . . 5 0 14 14 4 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 239,897
Positions
40,969 14,294 20,119 19,949 77,336 6,987 52,909 34,090 39,675 18,621 10,407 6,561 34,107 30,429
Changes from: October 10, 2017 Total Change is: 6,780
7,972 -957 1,240 -167 206 604 -4,876 2,631 -296 1,319 1,515 1,657 -673 180
Percent of Open Interest Represented by Each Category of Trader
17.1 6.0 8.4 8.3 32.2 2.9 22.1 14.2 16.5 7.8 4.3 2.7 14.2 12.7
Number of Traders in Each Category Total Traders: 122
8 8 10 13 23 11 33 27 27 . 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 294,815
Positions
128,653 11,489 11,448 19,196 44,395 6,621 48,481 134,911 30,318 19,637 3,177 12,431 18,030 40,024
Changes from: October 10, 2017 Total Change is: 1,451
2,015 653 -917 -107 -1,021 -97 328 6,202 -404 3,287 8 -333 -2,321 -2,640
Percent of Open Interest Represented by Each Category of Trader
43.6 3.9 3.9 6.5 15.1 2.2 16.4 45.8 10.3 6.7 1.1 4.2 6.1 13.6
Number of Traders in Each Category Total Traders: 123
11 8 11 12 20 9 25 40 24 . 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 522,748
Positions
40,519 133,280 28,936 206,018 96,600 20,016 64,743 55,026 56,342 19,730 66,877 7,472 78,973 58,199
Changes from: October 10, 2017 Total Change is: -2,033
1,252 3,414 3,146 3,277 -1,496 -1,012 -9,251 -382 -2,340 -1,025 -3,273 2,288 1,632 -2,377
Percent of Open Interest Represented by Each Category of Trader
7.8 25.5 5.5 39.4 18.5 3.8 12.4 10.5 10.8 3.8 12.8 1.4 15.1 11.1
Number of Traders in Each Category Total Traders: 254
17 15 16 65 33 42 38 42 35 23 20 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #299741 Open Interest is 35,583
Positions
2,476 23,875 0 17,357 2,008 1,706 1,146 3,790 577 0 0 0 12,321 3,627
Changes from: October 10, 2017 Total Change is: 422
0 -771 0 -28 431 112 511 1,136 -6 0 0 0 -167 -480
Percent of Open Interest Represented by Each Category of Trader
7.0 67.1 0.0 48.8 5.6 4.8 3.2 10.7 1.6 0.0 0.0 0.0 34.6 10.2
Number of Traders in Each Category Total Traders: 27
. . 0 15 . 8 . 5 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 154,651
Positions
2,746 73,834 6,241 12,847 18,771 4,648 76,395 10,550 13,371 1,048 2,779 1,560 35,796 22,898
Changes from: October 10, 2017 Total Change is: -6,376
1,284 -7,460 300 2,263 785 -259 -12,522 -486 1,204 573 422 -464 1,244 -418
Percent of Open Interest Represented by Each Category of Trader
1.8 47.7 4.0 8.3 12.1 3.0 49.4 6.8 8.6 0.7 1.8 1.0 23.1 14.8
Number of Traders in Each Category Total Traders: 91
4 10 9 11 10 5 38 11 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 50,736
Positions
192 35,871 247 5,540 0 0 41,046 12,893 0 1,309 287 0 2,402 1,438
Changes from: October 10, 2017 Total Change is: 3,276
0 437 0 16 0 0 3,070 2,653 0 -100 57 0 290 129
Percent of Open Interest Represented by Each Category of Trader
0.4 70.7 0.5 10.9 0.0 0.0 80.9 25.4 0.0 2.6 0.6 0.0 4.7 2.8
Number of Traders in Each Category Total Traders: 35
. 6 . . 0 0 14 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 190,225
Positions
12,405 105,154 1,050 63,673 4,149 1,000 101,564 64,250 943 3,151 9,829 0 6,440 3,850
Changes from: October 10, 2017 Total Change is: 1,280
4,661 -14,755 664 2,968 159 132 -6,649 14,947 -458 783 528 0 -821 63
Percent of Open Interest Represented by Each Category of Trader
6.5 55.3 0.6 33.5 2.2 0.5 53.4 33.8 0.5 1.7 5.2 0.0 3.4 2.0
Number of Traders in Each Category Total Traders: 154
6 7 4 18 7 . 48 42 9 12 14 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF BRL 100,000)
CFTC Code #102741 Open Interest is 33,994
Positions
0 22,226 0 5,541 283 0 24,410 4,587 667 909 5,735 0 2,467 496
Changes from: October 10, 2017 Total Change is: 318
0 0 0 155 -100 0 -263 406 -75 0 120 0 501 -33
Percent of Open Interest Represented by Each Category of Trader
0.0 65.4 0.0 16.3 0.8 0.0 71.8 13.5 2.0 2.7 16.9 0.0 7.3 1.5
Number of Traders in Each Category Total Traders: 38
0 . 0 4 . 0 14 9 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 33,757
Positions
5,858 4,171 14 1,390 8,176 0 19,998 16,048 871 1,156 586 0 4,470 3,891
Changes from: October 10, 2017 Total Change is: -2,703
-1,634 -325 0 -92 -338 0 -900 -1,833 -126 178 -194 0 -129 113
Percent of Open Interest Represented by Each Category of Trader
17.4 12.4 0.0 4.1 24.2 0.0 59.2 47.5 2.6 3.4 1.7 0.0 13.2 11.5
Number of Traders in Each Category Total Traders: 68
5 . . 6 4 0 28 16 7 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 19,234
Positions
5,192 15,200 1,000 1,665 949 0 10,015 1,093 116 0 100 0 1,246 776
Changes from: October 10, 2017 Total Change is: -217
640 0 0 359 -176 0 -1,001 -316 18 0 0 0 -233 257
Percent of Open Interest Represented by Each Category of Trader
27.0 79.0 5.2 8.7 4.9 0.0 52.1 5.7 0.6 0.0 0.5 0.0 6.5 4.0
Number of Traders in Each Category Total Traders: 29
4 . . 4 . 0 11 4 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 79,714
Positions
6,941 52,789 1,194 13,164 2,288 87 41,900 6,968 2,865 1,643 2,509 358 11,562 10,657
Changes from: October 10, 2017 Total Change is: 1,221
1,025 -815 148 -59 -312 -37 -1,478 527 1,204 -1 -393 59 358 839
Percent of Open Interest Represented by Each Category of Trader
8.7 66.2 1.5 16.5 2.9 0.1 52.6 8.7 3.6 2.1 3.1 0.4 14.5 13.4
Number of Traders in Each Category Total Traders: 124
11 27 7 14 . . 38 18 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 159,427
Positions
13,882 105,578 2,388 26,328 4,575 173 83,801 13,935 5,731 3,286 5,019 715 23,124 21,314
Changes from: October 10, 2017 Total Change is: 2,441
2,050 -1,629 295 -117 -624 -74 -2,955 1,054 2,408 -1 -786 119 716 1,678
Percent of Open Interest Represented by Each Category of Trader
8.7 66.2 1.5 16.5 2.9 0.1 52.6 8.7 3.6 2.1 3.1 0.4 14.5 13.4
Number of Traders in Each Category Total Traders: 124
11 27 7 14 . . 38 18 9 6 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 912,473
Positions
51,077 134,114 47,459 326,449 164,993 73,727 75,216 118,994 171,739 27,130 50,836 42,488 97,187 108,122
Changes from: October 10, 2017 Total Change is: 27,065
2,736 -157 3,883 -2,110 1,749 7,363 -1,295 -1,901 7,738 2,339 826 4,905 1,507 2,660
Percent of Open Interest Represented by Each Category of Trader
5.6 14.7 5.2 35.8 18.1 8.1 8.2 13.0 18.8 3.0 5.6 4.7 10.7 11.8
Number of Traders in Each Category Total Traders: 713
35 45 43 135 101 111 87 139 128 102 68 109
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 150,149
Positions
21,125 16,078 10,810 8,580 13,203 16,942 3,510 9,996 46,240 5,456 444 8,242 29,243 28,194
Changes from: October 10, 2017 Total Change is: 18,803
1,703 3,438 1,950 42 -144 6,906 308 -504 5,394 243 -48 1,451 806 361
Percent of Open Interest Represented by Each Category of Trader
14.1 10.7 7.2 5.7 8.8 11.3 2.3 6.7 30.8 3.6 0.3 5.5 19.5 18.8
Number of Traders in Each Category Total Traders: 72
7 6 7 5 4 . 11 23 30 10 5 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 21,773
Positions
18,687 7,999 0 0 10,586 238 616 2,021 217 417 0 0 1,598 712
Changes from: October 10, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
85.8 36.7 0.0 0.0 48.6 1.1 2.8 9.3 1.0 1.9 0.0 0.0 7.3 3.3
Number of Traders in Each Category Total Traders: 23
9 5 0 0 4 . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 3,811,622
Positions
222,045 662,470 110,958 1,591,745 761,346 281,528 391,021 577,486 595,003 110,364 253,959 169,236 339,723 399,636
Changes from: October 10, 2017 Total Change is: 41,309
9,647 -13,490 5,180 -10,876 9,352 2,403 -11,536 -10,506 15,240 9,983 3,870 17,766 3,501 11,495
Percent of Open Interest Represented by Each Category of Trader
5.8 17.4 2.9 41.8 20.0 7.4 10.3 15.2 15.6 2.9 6.7 4.4 8.9 10.5
Number of Traders in Each Category Total Traders: 694
33 46 42 134 99 109 89 130 120 98 65 104
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 27,673
Positions
1,060 26,294 0 9,131 321 516 13,727 0 0 0 0 0 3,239 542
Changes from: October 10, 2017 Total Change is: -69
-59 67 0 -1 0 0 84 0 0 0 0 0 -93 -136
Percent of Open Interest Represented by Each Category of Trader
3.8 95.0 0.0 33.0 1.2 1.9 49.6 0.0 0.0 0.0 0.0 0.0 11.7 2.0
Number of Traders in Each Category Total Traders: 24
. 8 0 5 . . 8 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CFTC Code #13874J Open Interest is 22,523
Positions
16,954 7,850 0 1,962 12,545 288 1,655 524 0 0 280 0 1,664 1,036
Changes from: October 10, 2017 Total Change is: -82
-579 -663 0 229 663 0 1 -62 0 0 0 0 267 -20
Percent of Open Interest Represented by Each Category of Trader
75.3 34.9 0.0 8.7 55.7 1.3 7.3 2.3 0.0 0.0 1.2 0.0 7.4 4.6
Number of Traders in Each Category Total Traders: 25
10 5 0 . 4 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 92,419
Positions
3,647 43,076 429 42,571 37,364 3,831 27,921 3,032 913 0 532 0 13,107 3,242
Changes from: October 10, 2017 Total Change is: -70
-48 1,748 29 -453 -656 57 323 -1,078 -7 0 0 0 29 -163
Percent of Open Interest Represented by Each Category of Trader
3.9 46.6 0.5 46.1 40.4 4.1 30.2 3.3 1.0 0.0 0.6 0.0 14.2 3.5
Number of Traders in Each Category Total Traders: 89
. 12 . 28 18 12 22 4 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 58,897
Positions
12,535 14,325 2,007 13,702 11,579 932 17,568 14,168 2,262 1,547 3,471 1,277 7,067 8,877
Changes from: October 10, 2017 Total Change is: -529
-546 -793 228 30 393 -190 -181 -1,241 171 -219 231 194 -18 478
Percent of Open Interest Represented by Each Category of Trader
21.3 24.3 3.4 23.3 19.7 1.6 29.8 24.1 3.8 2.6 5.9 2.2 12.0 15.1
Number of Traders in Each Category Total Traders: 293
17 27 10 45 28 15 50 66 30 18 41 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 294,483
Positions
62,675 71,627 10,035 68,508 57,894 4,661 87,840 70,838 11,309 7,735 17,353 6,384 35,337 44,384
Changes from: October 10, 2017 Total Change is: -2,646
-2,732 -3,965 1,139 152 1,963 -948 -903 -6,203 856 -1,093 1,153 972 -90 2,388
Percent of Open Interest Represented by Each Category of Trader
21.3 24.3 3.4 23.3 19.7 1.6 29.8 24.1 3.8 2.6 5.9 2.2 12.0 15.1
Number of Traders in Each Category Total Traders: 293
17 27 10 45 28 15 50 66 30 18 41 16
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 564,081
Positions
20,049 186,842 3,212 262,214 147,939 36,534 175,037 153,799 12,609 31,771 7,339 1,791 20,865 14,016
Changes from: October 10, 2017 Total Change is: 12,033
-1,942 16,892 19 10,268 -898 -717 -1,688 -4,195 480 3,033 -199 331 2,249 318
Percent of Open Interest Represented by Each Category of Trader
3.6 33.1 0.6 46.5 26.2 6.5 31.0 27.3 2.2 5.6 1.3 0.3 3.7 2.5
Number of Traders in Each Category Total Traders: 293
14 29 5 69 42 36 64 49 20 15 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 64,763
Positions
25,606 25,609 1,081 6,335 1,863 172 11,363 22,381 880 8,854 2,374 293 10,180 10,111
Changes from: October 10, 2017 Total Change is: 2,334
-744 4,624 110 -1,142 -332 0 3,884 138 -143 -850 -1,651 -10 1,228 -402
Percent of Open Interest Represented by Each Category of Trader
39.5 39.5 1.7 9.8 2.9 0.3 17.5 34.6 1.4 13.7 3.7 0.5 15.7 15.6
Number of Traders in Each Category Total Traders: 84
20 11 . 7 4 . 15 15 4 4 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 40,402
Positions
2,716 24,709 0 19,590 951 561 4,470 2,242 567 4,238 5,575 380 7,880 5,417
Changes from: October 10, 2017 Total Change is: 1,630
606 1,293 0 -155 293 84 -594 243 395 -270 -1,376 380 1,184 318
Percent of Open Interest Represented by Each Category of Trader
6.7 61.2 0.0 48.5 2.4 1.4 11.1 5.5 1.4 10.5 13.8 0.9 19.5 13.4
Number of Traders in Each Category Total Traders: 51
. 7 0 17 . 5 9 5 . . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 55,898
Positions
6,117 13,480 3,883 17,284 1,899 742 16,035 13,769 712 2,118 2,355 0 9,007 19,058
Changes from: October 10, 2017 Total Change is: 6,405
2,059 1,021 1,354 2,767 -3,212 -1,240 1,757 3,698 285 379 -10 0 -956 4,509
Percent of Open Interest Represented by Each Category of Trader
10.9 24.1 6.9 30.9 3.4 1.3 28.7 24.6 1.3 3.8 4.2 0.0 16.1 34.1
Number of Traders in Each Category Total Traders: 82
13 12 4 15 . 6 19 13 6 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 285,813
Positions
7,378 178,108 1,444 193,354 73,949 15,992 52,474 6,242 3,723 2,585 1,356 0 8,863 4,999
Changes from: October 10, 2017 Total Change is: -1,121
6 1,454 231 20,759 -68 -645 -21,374 -2,289 -230 -15 8 0 147 418
Percent of Open Interest Represented by Each Category of Trader
2.6 62.3 0.5 67.7 25.9 5.6 18.4 2.2 1.3 0.9 0.5 0.0 3.1 1.7
Number of Traders in Each Category Total Traders: 152
9 11 . 55 29 23 33 7 8 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 1,064,696
Positions
33,414 774,403 5,782 636,971 139,631 71,170 232,394 27,833 14,676 41,193 18,534 471 28,625 12,196
Changes from: October 10, 2017 Total Change is: 1,332
6,002 10,634 543 -9,823 1,113 -2,211 4,682 -11,656 -399 3,161 229 11 -634 3,068
Percent of Open Interest Represented by Each Category of Trader
3.1 72.7 0.5 59.8 13.1 6.7 21.8 2.6 1.4 3.9 1.7 0.0 2.7 1.1
Number of Traders in Each Category Total Traders: 361
25 23 9 131 46 44 71 20 17 35 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 111,146
Positions
23,651 42,691 67,300 9,654 0 5 9,274 0 1,118 120 30 0 24 2
Changes from: October 10, 2017 Total Change is: -161
1,770 439 -1,120 61 0 0 -1,400 0 520 8 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.3 38.4 60.6 8.7 0.0 0.0 8.3 0.0 1.0 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 25
. 12 8 5 0 . . 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 880,798
Positions
5,458 56,045 22,486 305,403 202,530 144,007 104,504 110,767 113,759 15,432 46,374 7,184 162,565 177,645
Changes from: October 10, 2017 Total Change is: -9,124
-4,095 17,038 1,449 3,031 -8,236 2,387 712 -7,308 -6,269 2,625 26 -4,150 -4,814 -4,061
Percent of Open Interest Represented by Each Category of Trader
0.6 6.4 2.6 34.7 23.0 16.3 11.9 12.6 12.9 1.8 5.3 0.8 18.5 20.2
Number of Traders in Each Category Total Traders: 176
6 17 16 40 27 39 36 30 47 9 11 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 847,311
Positions
1,558 139,433 149 471,160 47,395 133,565 63,677 394,626 28,469 33,962 8,518 1,172 113,599 93,984
Changes from: October 10, 2017 Total Change is: 19,135
-1,148 17,945 104 11,369 4,745 346 909 953 1,518 2,845 0 -5 3,196 -6,471
Percent of Open Interest Represented by Each Category of Trader
0.2 16.5 0.0 55.6 5.6 15.8 7.5 46.6 3.4 4.0 1.0 0.1 13.4 11.1
Number of Traders in Each Category Total Traders: 113
. 14 . 49 13 36 14 15 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 1,918,591
Positions
80,208 176,155 39,307 447,737 326,670 196,766 661,711 447,028 190,234 168,531 368,151 10,184 123,913 164,095
Changes from: October 10, 2017 Total Change is: 97,442
1,690 -19,713 5,786 -3,707 2,953 -1,282 64,054 86,687 23,955 4,114 -555 79 2,754 -469
Percent of Open Interest Represented by Each Category of Trader
4.2 9.2 2.0 23.3 17.0 10.3 34.5 23.3 9.9 8.8 19.2 0.5 6.5 8.6
Number of Traders in Each Category Total Traders: 282
17 23 14 61 39 54 50 53 44 14 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 3,751,320
Positions
165,954 163,127 181,818 1,101,763 880,098 553,582 481,989 640,079 503,894 288,838 137,474 127,013 346,469 564,236
Changes from: October 10, 2017 Total Change is: -144,598
23,201 -17,946 311 1,138 -98,171 -40,986 -100,888 44,421 11,872 -12,065 -15,485 1,778 -28,959 -30,392
Percent of Open Interest Represented by Each Category of Trader
4.4 4.3 4.8 29.4 23.5 14.8 12.8 17.1 13.4 7.7 3.7 3.4 9.2 15.0
Number of Traders in Each Category Total Traders: 423
25 38 47 64 98 93 56 87 100 17 38 29
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043607 Open Interest is 426,431
Positions
13,718 6,781 4,230 145,198 172,578 33,618 119,660 41,155 15,334 12,566 17,479 0 82,107 135,256
Changes from: October 10, 2017 Total Change is: 0
1,681 -11,106 1,672 12,738 -2,053 -1,036 -19,972 5,455 2,886 134 5,770 0 1,897 -1,588
Percent of Open Interest Represented by Each Category of Trader
3.2 1.6 1.0 34.0 40.5 7.9 28.1 9.7 3.6 2.9 4.1 0.0 19.3 31.7
Number of Traders in Each Category Total Traders: 74
. . . 17 26 28 11 7 8 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 3,235,042
Positions
106,595 192,092 124,807 1,633,323 717,749 403,279 221,641 825,272 261,444 206,462 278,998 29,826 247,666 401,575
Changes from: October 10, 2017 Total Change is: -7,008
-4,202 -5,085 19,643 16,050 -36,124 20,666 -43,422 -15,108 865 -5,568 -5,561 1,302 -12,342 12,395
Percent of Open Interest Represented by Each Category of Trader
3.3 5.9 3.9 50.5 22.2 12.5 6.9 25.5 8.1 6.4 8.6 0.9 7.7 12.4
Number of Traders in Each Category Total Traders: 324
20 27 23 54 62 67 44 73 71 20 24 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 1,519,168
Positions
486,596 366,027 424,470 12,619 7,682 21,045 97,313 188,135 314,252 57,512 61,066 68,804 36,557 67,688
Changes from: October 10, 2017 Total Change is: -28,683
-25,780 60,166 -211 0 -2,500 -11,902 26,764 -23,228 -31,599 928 -28,281 11,957 1,159 -3,086
Percent of Open Interest Represented by Each Category of Trader
32.0 24.1 27.9 0.8 0.5 1.4 6.4 12.4 20.7 3.8 4.0 4.5 2.4 4.5
Number of Traders in Each Category Total Traders: 154
17 47 50 . 4 . 19 41 41 6 11 8
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 is23,350,623
Positions
5,487,227 487,685 3,666,673 43,402 2,645,906 981,137 565,483 2,618,368 9,628,518 765,321 510,442 1,655,556 557,305 1,156,337
Changes from: October 10, 2017 Total Change is: 427,404
125,590 -59,893 -15,794 9,622 120,211 21,369 -6,498 114,367 381,752 13,406 -18,219 -49,280 -52,762 -67,109
Percent of Open Interest Represented by Each Category of Trader
23.5 2.1 15.7 0.2 11.3 4.2 2.4 11.2 41.2 3.3 2.2 7.1 2.4 5.0
Number of Traders in Each Category Total Traders: 344
44 34 72 5 44 40 45 115 122 13 36 37
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 29,391
Positions
5,430 6,861 0 56 8,344 159 12,459 9,143 0 11,224 4,781 5 58 98
Changes from: October 10, 2017 Total Change is: -102
-1,505 942 0 -70 -511 59 1,147 -642 0 265 19 0 2 31
Percent of Open Interest Represented by Each Category of Trader
18.5 23.3 0.0 0.2 28.4 0.5 42.4 31.1 0.0 38.2 16.3 0.0 0.2 0.3
Number of Traders in Each Category Total Traders: 45
. 7 0 . 12 . 6 8 0 4 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 20,966
Positions
3,170 1,119 0 271 6,650 183 17,223 8,366 0 0 4,500 70 49 78
Changes from: October 10, 2017 Total Change is: 438
-302 50 0 -154 -279 56 832 627 0 0 -49 6 0 27
Percent of Open Interest Represented by Each Category of Trader
15.1 5.3 0.0 1.3 31.7 0.9 82.1 39.9 0.0 0.0 21.5 0.3 0.2 0.4
Number of Traders in Each Category Total Traders: 32
4 . 0 . 6 . 5 8 0 0 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 46,747
Positions
720 5,912 0 14,026 4,815 903 7,122 26,258 2,488 12,344 4,239 54 9,090 2,078
Changes from: October 10, 2017 Total Change is: 870
-189 -372 0 -151 883 -24 -2,322 234 593 1,678 -60 1 1,284 -384
Percent of Open Interest Represented by Each Category of Trader
1.5 12.6 0.0 30.0 10.3 1.9 15.2 56.2 5.3 26.4 9.1 0.1 19.4 4.4
Number of Traders in Each Category Total Traders: 164
4 . 0 15 6 . 27 43 16 54 10 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 701,927
Positions
154,733 51,030 44,610 70,140 60,754 116,664 130,359 256,662 103,032 28,361 13,393 18,444 35,584 37,338
Changes from: October 10, 2017 Total Change is: 24,767
-2,810 5,724 8,916 -12,252 -2,233 6,661 21,748 7,980 1,854 2,037 -1,171 -1,857 470 -1,107
Percent of Open Interest Represented by Each Category of Trader
22.0 7.3 6.4 10.0 8.7 16.6 18.6 36.6 14.7 4.0 1.9 2.6 5.1 5.3
Number of Traders in Each Category Total Traders: 282
22 9 20 18 36 25 59 86 63 25 15 26
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of October 17, 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 51,324
Positions
630 21,776 0 38,455 491 0 5,604 28,827 85 6,465 132 0 85 13
Changes from: October 10, 2017 Total Change is: -2,146
-64 0 0 936 -524 0 -2,973 -1,586 0 -60 0 0 15 -36
Percent of Open Interest Represented by Each Category of Trader
1.2 42.4 0.0 74.9 1.0 0.0 10.9 56.2 0.2 12.6 0.3 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 38
. . 0 8 . 0 9 8 . 7 . 0
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Updated October 20, 2017