Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 189,020 Positions 2,053 90,151 7,219 40,761 9,599 6,533 65,094 19,697 19,109 6,288 9,780 2,406 39,558 24,526 Changes from: October 24, 2017 Total Change is: -11,518 568 -16,402 631 -2,250 -1,968 1,144 -12,485 4,461 1,491 1,074 -2,535 578 -2,269 1,082 Percent of Open Interest Represented by Each Category of Trader 1.1 47.7 3.8 21.6 5.1 3.5 34.4 10.4 10.1 3.3 5.2 1.3 20.9 13.0 Number of Traders in Each Category Total Traders: 103 . 10 6 17 7 6 35 16 22 8 7 7 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 80,475 Positions 36,832 3,307 158 576 6,712 0 30,761 39,160 4,612 0 1,680 0 7,535 24,846 Changes from: October 24, 2017 Total Change is: 12,573 14,039 -302 -89 0 1,597 0 -2,199 6,950 1,348 0 0 0 -526 3,069 Percent of Open Interest Represented by Each Category of Trader 45.8 4.1 0.2 0.7 8.3 0.0 38.2 48.7 5.7 0.0 2.1 0.0 9.4 30.9 Number of Traders in Each Category Total Traders: 48 6 . . . 6 0 11 20 5 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 240,499 Positions 44,676 12,561 19,315 18,371 77,821 6,345 52,239 36,258 42,394 16,923 9,316 7,325 32,911 29,165 Changes from: October 24, 2017 Total Change is: 890 1,466 -3,316 194 -1,782 2,429 -1,618 -1,564 1,092 1,324 2,967 -278 407 -506 656 Percent of Open Interest Represented by Each Category of Trader 18.6 5.2 8.0 7.6 32.4 2.6 21.7 15.1 17.6 7.0 3.9 3.0 13.7 12.1 Number of Traders in Each Category Total Traders: 122 8 7 11 12 23 11 33 30 33 . 4 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 320,229 Positions 151,713 13,668 10,737 18,889 35,341 10,219 41,066 141,867 32,879 20,158 11,588 15,995 18,572 47,935 Changes from: October 24, 2017 Total Change is: -3,931 1,103 1,901 -392 -102 -883 559 -6,766 -6,261 -826 1,247 1,291 2,194 -948 -1,514 Percent of Open Interest Represented by Each Category of Trader 47.4 4.3 3.4 5.9 11.0 3.2 12.8 44.3 10.3 6.3 3.6 5.0 5.8 15.0 Number of Traders in Each Category Total Traders: 126 10 9 10 12 21 12 22 41 27 . 7 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 531,966 Positions 39,835 119,985 33,223 215,955 99,055 21,403 54,837 62,532 63,221 18,548 57,361 8,054 76,890 67,133 Changes from: October 24, 2017 Total Change is: 7,718 -653 -10,879 5,097 8,869 834 1,082 -9,788 3,518 3,201 1,436 -4,825 635 -2,161 9,056 Percent of Open Interest Represented by Each Category of Trader 7.5 22.6 6.2 40.6 18.6 4.0 10.3 11.8 11.9 3.5 10.8 1.5 14.5 12.6 Number of Traders in Each Category Total Traders: 257 17 14 16 64 33 40 37 50 37 25 15 16 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000) CFTC Code #299741 Open Interest is 34,969 Positions 2,683 23,026 0 16,448 1,985 1,708 1,429 3,765 609 0 771 5 12,087 3,100 Changes from: October 24, 2017 Total Change is: -855 481 -956 0 -949 0 42 212 -207 19 0 771 5 -665 -529 Percent of Open Interest Represented by Each Category of Trader 7.7 65.8 0.0 47.0 5.7 4.9 4.1 10.8 1.7 0.0 2.2 0.0 34.6 8.9 Number of Traders in Each Category Total Traders: 27 . . 0 14 . 8 . 5 . 0 . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 160,109 Positions 5,771 53,814 7,179 10,876 23,171 5,542 76,802 22,541 16,113 3,246 0 5,133 29,448 26,617 Changes from: October 24, 2017 Total Change is: 3,376 3,473 -14,370 621 -2,752 1,064 1,448 -60 8,554 2,960 2,728 -1,554 1,728 -6,770 2,924 Percent of Open Interest Represented by Each Category of Trader 3.6 33.6 4.5 6.8 14.5 3.5 48.0 14.1 10.1 2.0 0.0 3.2 18.4 16.6 Number of Traders in Each Category Total Traders: 93 5 8 9 10 13 5 33 18 18 6 0 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 53,190 Positions 110 37,026 246 5,837 0 0 43,504 14,253 44 1,287 214 0 2,162 1,407 Changes from: October 24, 2017 Total Change is: 1,773 -41 844 -1 285 0 0 1,693 931 44 -27 -57 0 -180 12 Percent of Open Interest Represented by Each Category of Trader 0.2 69.6 0.5 11.0 0.0 0.0 81.8 26.8 0.1 2.4 0.4 0.0 4.1 2.6 Number of Traders in Each Category Total Traders: 35 . 6 . 4 0 0 13 7 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 179,814 Positions 14,312 88,596 1,005 63,114 5,141 661 87,073 65,548 3,796 3,087 10,367 0 6,766 4,699 Changes from: October 24, 2017 Total Change is: -3,405 1,421 -3,736 -86 -3,494 678 -17 -2,325 -2,281 941 64 589 0 91 507 Percent of Open Interest Represented by Each Category of Trader 8.0 49.3 0.6 35.1 2.9 0.4 48.4 36.5 2.1 1.7 5.8 0.0 3.8 2.6 Number of Traders in Each Category Total Traders: 132 6 5 4 14 10 . 41 34 9 8 14 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 34,776 Positions 0 18,726 4,482 5,151 283 43 19,946 3,361 1,589 1,502 5,860 0 2,063 432 Changes from: October 24, 2017 Total Change is: 4,741 0 -500 4,482 -58 0 43 -615 81 729 28 200 0 132 -294 Percent of Open Interest Represented by Each Category of Trader 0.0 53.8 12.9 14.8 0.8 0.1 57.4 9.7 4.6 4.3 16.9 0.0 5.9 1.2 Number of Traders in Each Category Total Traders: 35 0 . . . . . 13 7 . . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 49,610 Positions 21,424 5,501 28 1,846 5,744 7 19,847 30,798 779 1,842 1,163 0 3,837 5,590 Changes from: October 24, 2017 Total Change is: 8,425 8,025 2,198 16 180 -2,752 7 349 7,810 179 581 216 0 -912 751 Percent of Open Interest Represented by Each Category of Trader 43.2 11.1 0.1 3.7 11.6 0.0 40.0 62.1 1.6 3.7 2.3 0.0 7.7 11.3 Number of Traders in Each Category Total Traders: 88 9 . . 8 8 . 21 31 5 . 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- SOUTH AFRICAN RAND - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF ZAR 500,000) CFTC Code #122741 Open Interest is 21,229 Positions 6,480 15,200 2,500 1,403 1,090 0 9,324 1,163 203 368 0 0 951 1,073 Changes from: October 24, 2017 Total Change is: -4 994 0 0 943 -380 0 -1,958 -10 86 162 0 0 -231 300 Percent of Open Interest Represented by Each Category of Trader 30.5 71.6 11.8 6.6 5.1 0.0 43.9 5.5 1.0 1.7 0.0 0.0 4.5 5.1 Number of Traders in Each Category Total Traders: 28 4 . . . . 0 9 5 . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX) CFTC Code #12460+ Open Interest is 81,062 Positions 7,593 55,658 1,222 14,225 3,037 164 40,356 6,022 3,232 1,931 1,734 499 11,839 9,493 Changes from: October 24, 2017 Total Change is: -1,008 -727 1,482 116 714 248 64 -1,419 -281 -354 37 -637 16 545 -1,661 Percent of Open Interest Represented by Each Category of Trader 9.4 68.7 1.5 17.5 3.7 0.2 49.8 7.4 4.0 2.4 2.1 0.6 14.6 11.7 Number of Traders in Each Category Total Traders: 130 11 26 6 15 4 . 39 20 10 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 2017 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Dealer : Asset Manager/ : Leveraged : Other : Nonreportable : Intermediary : Institutional : Funds : Reportables : Positions : Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : ----------------------------------------------------------------------------------------------------------------------------------------------------------- DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX) CFTC Code #124603 Open Interest is 162,124 Positions 15,186 111,316 2,445 28,449 6,073 328 80,712 12,044 6,465 3,863 3,468 999 23,678 18,987 Changes from: October 24, 2017 Total Change is: -2,016 -1,454 2,964 233 1,428 496 128 -2,839 -562 -709 74 -1,274 32 1,091 -3,322 Percent of Open Interest Represented by Each Category of Trader 9.4 68.7 1.5 17.5 3.7 0.2 49.8 7.4 4.0 2.4 2.1 0.6 14.6 11.7 Number of Traders in Each Category Total Traders: 130 11 26 6 15 4 . 39 20 10 9 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 920,992 Positions 57,838 148,238 63,182 319,476 166,827 74,342 81,893 116,334 161,989 27,911 51,719 42,034 92,325 96,326 Changes from: October 24, 2017 Total Change is: -11,533 -660 687 11,210 -5,399 2,576 -5,868 2,020 -5,351 -6,773 103 1,347 -1,704 -4,461 -7,657 Percent of Open Interest Represented by Each Category of Trader 6.3 16.1 6.9 34.7 18.1 8.1 8.9 12.6 17.6 3.0 5.6 4.6 10.0 10.5 Number of Traders in Each Category Total Traders: 704 38 41 45 140 98 110 97 127 134 96 66 99 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 147,524 Positions 29,158 18,392 10,852 8,797 18,888 15,940 3,865 11,710 40,299 6,769 237 6,469 25,376 24,737 Changes from: October 24, 2017 Total Change is: -10,182 5,459 642 -238 114 4,315 -5,419 -1,667 -292 -4,219 226 -68 -861 -3,576 -4,042 Percent of Open Interest Represented by Each Category of Trader 19.8 12.5 7.4 6.0 12.8 10.8 2.6 7.9 27.3 4.6 0.2 4.4 17.2 16.8 Number of Traders in Each Category Total Traders: 66 6 7 7 5 5 4 9 21 27 7 5 10 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 18,989 Positions 17,074 7,613 0 0 8,154 66 0 2,198 76 207 0 0 1,566 882 Changes from: October 24, 2017 Total Change is: -90 481 -82 0 0 0 0 0 165 -129 -210 0 0 -232 -44 Percent of Open Interest Represented by Each Category of Trader 89.9 40.1 0.0 0.0 42.9 0.3 0.0 11.6 0.4 1.1 0.0 0.0 8.2 4.6 Number of Traders in Each Category Total Traders: 20 8 4 0 0 4 . 0 . . . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 3,867,339 Positions 260,974 766,800 144,080 1,555,930 742,227 289,477 442,236 575,215 556,358 110,565 262,263 172,975 334,744 357,945 Changes from: October 24, 2017 Total Change is: -6,754 7,199 38,016 19,449 -27,561 -8,692 -2,248 14,519 -29,212 -8,854 -1,929 5,763 -2,903 -4,427 -18,074 Percent of Open Interest Represented by Each Category of Trader 6.7 19.8 3.7 40.2 19.2 7.5 11.4 14.9 14.4 2.9 6.8 4.5 8.7 9.3 Number of Traders in Each Category Total Traders: 686 35 43 44 139 96 107 97 121 125 91 64 93 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 30,073 Positions 1,101 28,691 0 10,561 219 541 14,207 0 0 275 0 0 3,388 622 Changes from: October 24, 2017 Total Change is: 51 36 210 0 26 -57 25 3 0 0 0 0 0 -39 -127 Percent of Open Interest Represented by Each Category of Trader 3.7 95.4 0.0 35.1 0.7 1.8 47.2 0.0 0.0 0.9 0.0 0.0 11.3 2.1 Number of Traders in Each Category Total Traders: 26 . 9 0 5 . . 8 0 0 . 0 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 22,489 Positions 16,533 7,069 1 1,765 12,655 494 2,176 1,040 0 0 280 0 1,520 950 Changes from: October 24, 2017 Total Change is: 193 -56 95 0 96 110 0 295 225 0 0 0 0 -142 -237 Percent of Open Interest Represented by Each Category of Trader 73.5 31.4 0.0 7.8 56.3 2.2 9.7 4.6 0.0 0.0 1.2 0.0 6.8 4.2 Number of Traders in Each Category Total Traders: 26 10 4 . . 4 . . . 0 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 91,962 Positions 3,632 42,098 467 43,228 36,967 3,543 27,332 4,448 1,103 0 532 0 12,657 2,804 Changes from: October 24, 2017 Total Change is: -81 -46 -315 12 662 315 -192 -338 1,033 -162 0 0 0 -17 -772 Percent of Open Interest Represented by Each Category of Trader 3.9 45.8 0.5 47.0 40.2 3.9 29.7 4.8 1.2 0.0 0.6 0.0 13.8 3.0 Number of Traders in Each Category Total Traders: 93 4 10 . 28 19 12 21 9 7 0 . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 58,402 Positions 9,509 15,045 3,227 12,943 10,180 1,246 17,892 12,530 3,028 1,531 3,335 1,345 7,682 8,466 Changes from: October 24, 2017 Total Change is: -439 -1,929 131 622 340 -343 12 -544 -2,228 982 -171 -52 235 13 203 Percent of Open Interest Represented by Each Category of Trader 16.3 25.8 5.5 22.2 17.4 2.1 30.6 21.5 5.2 2.6 5.7 2.3 13.2 14.5 Number of Traders in Each Category Total Traders: 288 16 28 11 46 24 16 60 61 26 14 39 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 292,011 Positions 47,544 75,226 16,137 64,714 50,902 6,230 89,458 62,649 15,140 7,654 16,674 6,723 38,412 42,330 Changes from: October 24, 2017 Total Change is: -2,195 -9,644 654 3,112 1,700 -1,715 58 -2,718 -11,139 4,909 -853 -260 1,173 67 1,013 Percent of Open Interest Represented by Each Category of Trader 16.3 25.8 5.5 22.2 17.4 2.1 30.6 21.5 5.2 2.6 5.7 2.3 13.2 14.5 Number of Traders in Each Category Total Traders: 288 16 28 11 46 24 16 60 61 26 14 39 13 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 548,777 Positions 25,298 179,501 3,536 250,197 149,444 35,946 172,381 144,362 12,375 27,875 6,990 1,413 19,757 15,211 Changes from: October 24, 2017 Total Change is: 472 5,128 -1,828 -15 -3,190 1,741 -599 1,809 -523 -784 -1,775 -372 97 -199 2,754 Percent of Open Interest Represented by Each Category of Trader 4.6 32.7 0.6 45.6 27.2 6.6 31.4 26.3 2.3 5.1 1.3 0.3 3.6 2.8 Number of Traders in Each Category Total Traders: 296 16 28 6 70 40 34 63 51 22 17 11 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 65,672 Positions 29,436 30,375 1,670 6,600 628 161 9,534 22,439 334 8,696 1,232 267 8,974 8,566 Changes from: October 24, 2017 Total Change is: 713 1,692 1,200 451 145 170 -11 -1,495 394 -429 0 -561 -25 384 -477 Percent of Open Interest Represented by Each Category of Trader 44.8 46.3 2.5 10.0 1.0 0.2 14.5 34.2 0.5 13.2 1.9 0.4 13.7 13.0 Number of Traders in Each Category Total Traders: 79 19 13 . 7 . . 11 17 5 4 5 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 43,522 Positions 2,699 26,912 0 21,366 1,615 676 7,025 2,381 179 3,153 7,238 380 8,044 4,141 Changes from: October 24, 2017 Total Change is: 914 -14 152 0 -102 290 104 1,413 99 -106 -1,023 627 0 642 -252 Percent of Open Interest Represented by Each Category of Trader 6.2 61.8 0.0 49.1 3.7 1.6 16.1 5.5 0.4 7.2 16.6 0.9 18.5 9.5 Number of Traders in Each Category Total Traders: 54 . 9 0 19 . 6 10 4 . . 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 76,209 Positions 6,064 16,310 4,888 27,740 6,243 670 24,235 20,007 1,731 2,044 2,951 0 8,837 23,409 Changes from: October 24, 2017 Total Change is: 16,159 835 -1,492 2,069 4,158 3,885 -89 10,283 4,661 559 -258 56 0 -1,398 6,510 Percent of Open Interest Represented by Each Category of Trader 8.0 21.4 6.4 36.4 8.2 0.9 31.8 26.3 2.3 2.7 3.9 0.0 11.6 30.7 Number of Traders in Each Category Total Traders: 97 12 12 5 16 6 5 20 21 6 5 5 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 287,536 Positions 10,936 181,532 4,215 188,174 70,862 15,834 52,556 4,479 3,933 2,458 1,254 0 9,430 5,427 Changes from: October 24, 2017 Total Change is: -3,848 409 -2,350 602 -4,951 147 -628 759 -2,274 215 37 0 0 -291 440 Percent of Open Interest Represented by Each Category of Trader 3.8 63.1 1.5 65.4 24.6 5.5 18.3 1.6 1.4 0.9 0.4 0.0 3.3 1.9 Number of Traders in Each Category Total Traders: 145 8 13 7 52 27 21 33 5 8 . 4 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 1,069,206 Positions 36,372 769,930 5,011 643,649 153,607 63,379 222,776 31,538 13,579 51,843 17,781 421 32,176 13,960 Changes from: October 24, 2017 Total Change is: -17,593 -6,332 -9,176 8 -954 -1,632 -7,046 -12,754 1,731 -4,149 9,579 -740 -36 4,091 3,447 Percent of Open Interest Represented by Each Category of Trader 3.4 72.0 0.5 60.2 14.4 5.9 20.8 2.9 1.3 4.8 1.7 0.0 3.0 1.3 Number of Traders in Each Category Total Traders: 366 23 23 8 136 44 45 71 23 16 38 8 4 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 108,166 Positions 21,111 41,401 66,010 10,654 0 5 9,474 0 718 170 30 0 24 2 Changes from: October 24, 2017 Total Change is: -1,760 -820 -170 -1,190 0 0 0 600 0 -400 50 0 0 0 0 Percent of Open Interest Represented by Each Category of Trader 19.5 38.3 61.0 9.8 0.0 0.0 8.8 0.0 0.7 0.2 0.0 0.0 0.0 0.0 Number of Traders in Each Category Total Traders: 27 . 12 8 5 0 . . 0 . . . 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 834,138 Positions 8,331 36,001 21,179 291,060 205,312 138,281 105,972 114,596 87,840 16,960 45,071 7,519 156,996 178,340 Changes from: October 24, 2017 Total Change is: -68,012 919 -11,165 -3,249 -1,206 6,618 -7,858 -13,417 -11,636 -36,652 -1,934 2,539 -1,789 -2,826 -4,820 Percent of Open Interest Represented by Each Category of Trader 1.0 4.3 2.5 34.9 24.6 16.6 12.7 13.7 10.5 2.0 5.4 0.9 18.8 21.4 Number of Traders in Each Category Total Traders: 172 7 16 17 37 34 40 34 26 47 8 10 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 884,761 Positions 6,248 134,474 7,206 466,976 47,488 130,835 73,735 396,243 53,845 32,960 6,645 1,172 111,784 106,853 Changes from: October 24, 2017 Total Change is: 34,993 516 -6,052 5,906 13,250 1,147 -4,927 4,340 12,928 19,186 -1,151 0 0 -2,127 6,805 Percent of Open Interest Represented by Each Category of Trader 0.7 15.2 0.8 52.8 5.4 14.8 8.3 44.8 6.1 3.7 0.8 0.1 12.6 12.1 Number of Traders in Each Category Total Traders: 116 . 15 6 48 11 33 16 17 20 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 1,836,655 Positions 74,015 160,747 41,430 433,955 317,194 219,571 567,034 439,170 209,681 161,635 273,724 13,620 115,713 161,518 Changes from: October 24, 2017 Total Change is: -46,317 2,517 -42,858 5,493 3,572 -11,180 24,306 -94,799 12,401 15,265 3,395 -45,708 -1,270 -4,796 -2,766 Percent of Open Interest Represented by Each Category of Trader 4.0 8.8 2.3 23.6 17.3 12.0 30.9 23.9 11.4 8.8 14.9 0.7 6.3 8.8 Number of Traders in Each Category Total Traders: 291 16 27 14 63 40 53 52 52 48 17 24 9 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 3,907,522 Positions 173,960 164,881 160,124 1,184,271 991,536 566,164 583,528 654,161 524,200 310,702 166,522 82,986 321,587 596,948 Changes from: October 24, 2017 Total Change is: -262,487 1,471 -10,222 -61,846 45,719 52,791 -10,379 -18,276 -37,521 -113,320 -20,876 -18,773 -64,070 -20,910 853 Percent of Open Interest Represented by Each Category of Trader 4.5 4.2 4.1 30.3 25.4 14.5 14.9 16.7 13.4 8.0 4.3 2.1 8.2 15.3 Number of Traders in Each Category Total Traders: 416 25 34 39 60 101 98 57 82 98 18 39 24 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 435,279 Positions 17,761 11,616 2,067 140,373 168,262 36,165 133,513 42,104 11,762 13,669 17,718 0 79,969 145,585 Changes from: October 24, 2017 Total Change is: 5,123 -803 6,570 -88 -1,268 -11,768 1,510 12,016 511 34 971 2,209 0 -7,249 6,145 Percent of Open Interest Represented by Each Category of Trader 4.1 2.7 0.5 32.2 38.7 8.3 30.7 9.7 2.7 3.1 4.1 0.0 18.4 33.4 Number of Traders in Each Category Total Traders: 72 4 . . 16 25 26 12 5 6 . 6 0 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 3,335,543 Positions 72,122 170,173 121,187 1,722,323 696,003 399,310 217,411 887,577 306,731 213,024 291,473 30,469 252,966 432,619 Changes from: October 24, 2017 Total Change is: -41,328 -1,943 -34,339 -12,245 90,464 -46,620 -19,572 -55,611 56,676 -34,440 7,337 19,644 -5,476 -9,841 35,044 Percent of Open Interest Represented by Each Category of Trader 2.2 5.1 3.6 51.6 20.9 12.0 6.5 26.6 9.2 6.4 8.7 0.9 7.6 13.0 Number of Traders in Each Category Total Traders: 308 12 24 20 58 56 65 44 69 71 21 24 14 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 1,585,294 Positions 499,637 410,931 444,789 15,451 10,314 23,519 127,750 184,695 317,005 45,943 44,514 73,181 38,019 76,346 Changes from: October 24, 2017 Total Change is: 21,429 3,894 15,024 12,818 3,733 2,982 2,675 10,744 -1,282 -3,769 -11,890 -10,561 3,761 -536 -218 Percent of Open Interest Represented by Each Category of Trader 31.5 25.9 28.1 1.0 0.7 1.5 8.1 11.7 20.0 2.9 2.8 4.6 2.4 4.8 Number of Traders in Each Category Total Traders: 154 16 44 48 . 6 7 21 40 40 8 11 8 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 is23,217,000 Positions 5,469,832 496,018 3,692,810 23,081 2,539,169 993,936 487,890 2,588,514 9,410,464 822,482 481,108 1,802,593 513,912 1,212,388 Changes from: October 24, 2017 Total Change is: -300,205 -103,816 -15,325 -66,602 -21,345 -50,618 13,683 -27,733 5,427 -217,640 94,398 -20,823 57,042 -28,191 -5,348 Percent of Open Interest Represented by Each Category of Trader 23.6 2.1 15.9 0.1 10.9 4.3 2.1 11.1 40.5 3.5 2.1 7.8 2.2 5.2 Number of Traders in Each Category Total Traders: 336 41 35 70 4 44 42 39 118 125 15 33 35 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 28,950 Positions 5,430 6,918 0 58 7,811 159 11,504 8,825 0 11,763 5,083 5 31 149 Changes from: October 24, 2017 Total Change is: -206 0 -697 0 2 -236 0 -438 471 0 223 219 0 7 37 Percent of Open Interest Represented by Each Category of Trader 18.8 23.9 0.0 0.2 27.0 0.5 39.7 30.5 0.0 40.6 17.6 0.0 0.1 0.5 Number of Traders in Each Category Total Traders: 44 . 6 0 . 12 . 8 6 0 4 6 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 22,894 Positions 1,665 4,063 0 272 6,523 364 19,857 7,776 0 345 3,676 360 31 132 Changes from: October 24, 2017 Total Change is: 2,467 68 2,872 0 202 -278 0 2,067 121 0 96 -308 18 16 42 Percent of Open Interest Represented by Each Category of Trader 7.3 17.7 0.0 1.2 28.5 1.6 86.7 34.0 0.0 1.5 16.1 1.6 0.1 0.6 Number of Traders in Each Category Total Traders: 32 . 5 0 . 6 . 4 8 0 . . . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 49,329 Positions 946 8,715 0 13,223 3,430 1,760 8,923 27,555 2,395 12,695 3,475 56 9,331 1,944 Changes from: October 24, 2017 Total Change is: -1,906 -121 2,502 0 -644 -1,496 687 -2,134 -2,433 -204 14 -882 1 495 -80 Percent of Open Interest Represented by Each Category of Trader 1.9 17.7 0.0 26.8 7.0 3.6 18.1 55.9 4.9 25.7 7.0 0.1 18.9 3.9 Number of Traders in Each Category Total Traders: 152 4 . 0 16 5 . 34 33 17 50 4 . ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 628,156 Positions 139,388 57,469 22,358 87,941 64,556 114,880 90,572 211,855 88,507 25,924 10,796 21,928 36,658 35,807 Changes from: October 24, 2017 Total Change is: 10,978 1,546 4,899 -1,652 5,145 2,236 3,358 -9,119 -8,645 6,891 -1,182 1,091 4,466 1,525 -1,666 Percent of Open Interest Represented by Each Category of Trader 22.2 9.1 3.6 14.0 10.3 18.3 14.4 33.7 14.1 4.1 1.7 3.5 5.8 5.7 Number of Traders in Each Category Total Traders: 256 20 8 17 21 36 24 49 75 52 19 17 22 ----------------------------------------------------------------------------------------------------------------------------------------------------------- Traders in Financial Futures - Options and Futures Combined Positions as of October 31, 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 74,392 Positions 751 21,776 0 38,342 546 0 28,638 51,837 85 6,478 130 0 98 18 Changes from: October 24, 2017 Total Change is: 17,941 116 0 0 -109 53 0 17,928 17,893 0 0 -5 0 6 0 Percent of Open Interest Represented by Each Category of Trader 1.0 29.3 0.0 51.5 0.7 0.0 38.5 69.7 0.1 8.7 0.2 0.0 0.1 0.0 Number of Traders in Each Category Total Traders: 38 . . 0 8 . 0 9 8 . 7 . 0 -----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated November 3, 2017