Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 165,499
Positions
16,251 79,621 8,971 34,350 10,004 1,897 43,511 17,892 16,160 5,957 4,152 957 37,445 25,844
Changes from: December 5, 2017 Total Change is: -6,362
4,005 -2,606 -1,537 -2,816 1,025 186 -131 -2,307 -2,787 -1,655 1,466 -141 -1,487 337
Percent of Open Interest Represented by Each Category of Trader
9.8 48.1 5.4 20.8 6.0 1.1 26.3 10.8 9.8 3.6 2.5 0.6 22.6 15.6
Number of Traders in Each Category Total Traders: 90
5 7 6 16 7 6 27 15 21 6 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 95,428
Positions
50,282 6,014 8,273 1,042 8,854 675 24,830 41,293 4,329 0 1,680 0 5,997 24,310
Changes from: December 5, 2017 Total Change is: 11,872
5,888 742 7,663 0 1,347 675 -2,602 -749 596 0 0 0 -347 1,599
Percent of Open Interest Represented by Each Category of Trader
52.7 6.3 8.7 1.1 9.3 0.7 26.0 43.3 4.5 0.0 1.8 0.0 6.3 25.5
Number of Traders in Each Category Total Traders: 52
6 6 4 . 7 . 14 15 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 246,338
Positions
43,143 26,750 30,327 27,535 70,059 6,163 64,691 38,648 32,887 1,967 8,391 2,325 37,299 30,786
Changes from: December 5, 2017 Total Change is: -17,838
1,106 6,683 5,777 4,237 -3,964 -981 -8,331 -8,703 -18,055 -96 2 -1,121 -374 2,524
Percent of Open Interest Represented by Each Category of Trader
17.5 10.9 12.3 11.2 28.4 2.5 26.3 15.7 13.4 0.8 3.4 0.9 15.1 12.5
Number of Traders in Each Category Total Traders: 128
9 8 14 16 21 8 35 31 31 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 277,235
Positions
137,454 13,518 18,990 21,629 32,576 12,035 34,922 122,472 31,459 429 1,314 1,550 18,767 43,320
Changes from: December 5, 2017 Total Change is: -3,056
-2,241 -1,264 -3,997 -478 1,246 3,165 2,692 -6,369 46 408 41 -1,046 -1,604 5,122
Percent of Open Interest Represented by Each Category of Trader
49.6 4.9 6.8 7.8 11.8 4.3 12.6 44.2 11.3 0.2 0.5 0.6 6.8 15.6
Number of Traders in Each Category Total Traders: 125
11 8 10 14 21 11 21 42 24 . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 580,674
Positions
43,412 210,982 33,541 235,385 105,546 24,840 63,366 55,963 71,596 17,750 7,472 6,277 84,508 64,459
Changes from: December 5, 2017 Total Change is: -20,217
1 -1,746 -12,413 -1,783 5,386 1,407 2,873 -10,279 -10,120 1,499 -914 -603 -1,076 9,066
Percent of Open Interest Represented by Each Category of Trader
7.5 36.3 5.8 40.5 18.2 4.3 10.9 9.6 12.3 3.1 1.3 1.1 14.6 11.1
Number of Traders in Each Category Total Traders: 253
17 19 17 72 32 41 38 37 41 23 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 45,818
Positions
1,652 25,103 5,326 21,414 4,161 1,473 617 3,390 1,084 538 922 357 13,357 4,002
Changes from: December 5, 2017 Total Change is: 5,579
-276 0 5,326 -342 580 -102 617 -562 177 0 -352 352 -173 160
Percent of Open Interest Represented by Each Category of Trader
3.6 54.8 11.6 46.7 9.1 3.2 1.3 7.4 2.4 1.2 2.0 0.8 29.2 8.7
Number of Traders in Each Category Total Traders: 31
. . . 17 . 9 . . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 170,811
Positions
39,819 37,797 8,151 6,144 41,296 3,249 76,000 31,591 13,559 798 0 1,223 21,868 33,945
Changes from: December 5, 2017 Total Change is: 8,634
8,429 -210 404 396 3,011 -112 4,958 4,714 -2,713 604 0 420 -3,752 3,121
Percent of Open Interest Represented by Each Category of Trader
23.3 22.1 4.8 3.6 24.2 1.9 44.5 18.5 7.9 0.5 0.0 0.7 12.8 19.9
Number of Traders in Each Category Total Traders: 100
9 9 12 9 14 6 30 23 19 4 0 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 64,805
Positions
151 38,967 13,932 26,171 0 8 22,309 10,509 0 384 150 0 1,850 1,239
Changes from: December 5, 2017 Total Change is: 13,425
0 46 12,933 308 0 8 -194 452 -123 14 24 0 479 85
Percent of Open Interest Represented by Each Category of Trader
0.2 60.1 21.5 40.4 0.0 0.0 34.4 16.2 0.0 0.6 0.2 0.0 2.9 1.9
Number of Traders in Each Category Total Traders: 28
. 6 6 . 0 . 10 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 212,241
Positions
20,789 93,102 479 66,780 11,513 476 86,917 65,142 28,493 990 9,224 284 7,034 3,528
Changes from: December 5, 2017 Total Change is: 32,104
3,693 1,334 102 14,112 1,868 246 -10,436 3,705 25,030 -266 -308 213 -591 -87
Percent of Open Interest Represented by Each Category of Trader
9.8 43.9 0.2 31.5 5.4 0.2 41.0 30.7 13.4 0.5 4.3 0.1 3.3 1.7
Number of Traders in Each Category Total Traders: 135
7 6 . 13 10 . 43 36 20 5 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 18,765
Positions
0 2,063 2,198 5,532 1,846 0 6,786 9,359 1,295 1,246 1,152 79 1,629 773
Changes from: December 5, 2017 Total Change is: 1,485
0 -483 0 -173 770 0 1,153 1,080 135 146 -79 0 224 62
Percent of Open Interest Represented by Each Category of Trader
0.0 11.0 11.7 29.5 9.8 0.0 36.2 49.9 6.9 6.6 6.1 0.4 8.7 4.1
Number of Traders in Each Category Total Traders: 36
0 . . . . 0 11 9 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 74,192
Positions
34,700 8,850 8,538 1,957 7,884 9 19,784 36,112 3,782 0 591 79 5,343 8,347
Changes from: December 5, 2017 Total Change is: 12,806
1,167 -313 8,342 141 2,551 -83 -387 -2,484 1,985 -461 -206 79 2,023 2,935
Percent of Open Interest Represented by Each Category of Trader
46.8 11.9 11.5 2.6 10.6 0.0 26.7 48.7 5.1 0.0 0.8 0.1 7.2 11.3
Number of Traders in Each Category Total Traders: 88
9 . 6 7 13 . 20 27 16 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 24,372
Positions
7,346 15,113 5,280 6,247 241 0 2,996 1,295 1,382 0 155 0 1,121 906
Changes from: December 5, 2017 Total Change is: 1,748
4 -87 1,078 216 -101 0 -82 378 520 -100 0 0 112 -40
Percent of Open Interest Represented by Each Category of Trader
30.1 62.0 21.7 25.6 1.0 0.0 12.3 5.3 5.7 0.0 0.6 0.0 4.6 3.7
Number of Traders in Each Category Total Traders: 24
4 . . . . 0 7 6 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 88,826
Positions
10,188 54,771 9,089 15,184 2,296 112 32,823 5,349 5,613 1,958 1,093 1,762 12,098 8,741
Changes from: December 5, 2017 Total Change is: 8,112
422 405 7,312 981 72 -139 -1,743 -639 166 -107 626 840 380 -531
Percent of Open Interest Represented by Each Category of Trader
11.5 61.7 10.2 17.1 2.6 0.1 37.0 6.0 6.3 2.2 1.2 2.0 13.6 9.8
Number of Traders in Each Category Total Traders: 125
14 22 19 17 . . 40 17 16 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 177,651
Positions
20,376 109,542 18,177 30,368 4,592 224 65,646 10,699 11,225 3,916 2,186 3,524 24,196 17,482
Changes from: December 5, 2017 Total Change is: 16,223
845 810 14,625 1,961 143 -277 -3,487 -1,278 332 -214 1,252 1,679 760 -1,062
Percent of Open Interest Represented by Each Category of Trader
11.5 61.7 10.2 17.1 2.6 0.1 37.0 6.0 6.3 2.2 1.2 2.0 13.6 9.8
Number of Traders in Each Category Total Traders: 125
14 22 19 17 . . 40 17 16 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 1,146,709
Positions
83,836 164,419 133,705 297,869 159,281 115,349 84,362 126,481 219,842 27,427 43,138 62,438 121,881 122,055
Changes from: December 5, 2017 Total Change is: 115,347
3,620 13,799 50,216 3,420 981 29,064 -16,599 -6,291 20,227 243 -22,902 16,021 9,135 14,232
Percent of Open Interest Represented by Each Category of Trader
7.3 14.3 11.7 26.0 13.9 10.1 7.4 11.0 19.2 2.4 3.8 5.4 10.6 10.6
Number of Traders in Each Category Total Traders: 705
37 47 57 136 96 119 95 127 141 98 69 104
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 204,815
Positions
48,938 30,214 12,987 11,672 20,196 12,940 9,135 20,333 52,682 10,217 341 10,510 35,733 44,612
Changes from: December 5, 2017 Total Change is: 39,095
11,864 11,045 4,817 1,190 244 2,718 3,358 -70 9,260 1,844 179 3,238 806 7,664
Percent of Open Interest Represented by Each Category of Trader
23.9 14.8 6.3 5.7 9.9 6.3 4.5 9.9 25.7 5.0 0.2 5.1 17.4 21.8
Number of Traders in Each Category Total Traders: 74
5 13 7 7 7 6 11 16 24 10 5 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 32,081
Positions
20,570 8,239 9,502 0 11,180 66 0 2,256 78 0 0 0 1,865 760
Changes from: December 5, 2017 Total Change is: 9,646
71 -9 9,496 0 50 0 0 0 0 0 0 0 79 109
Percent of Open Interest Represented by Each Category of Trader
64.1 25.7 29.6 0.0 34.8 0.2 0.0 7.0 0.2 0.0 0.0 0.0 5.8 2.4
Number of Traders in Each Category Total Traders: 22
10 5 4 0 4 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 ENERGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Energy Index price)
CFTC Code #138749 Open Interest is 15,183
Positions
3,891 11,841 2,489 2,966 0 206 4,084 0 0 0 0 0 1,547 647
Changes from: December 5, 2017 Total Change is: 2,468
481 -184 2,486 -599 0 -32 40 0 0 0 0 0 92 198
Percent of Open Interest Represented by Each Category of Trader
25.6 78.0 16.4 19.5 0.0 1.4 26.9 0.0 0.0 0.0 0.0 0.0 10.2 4.3
Number of Traders in Each Category Total Traders: 23
7 8 5 4 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 4,709,472
Positions
285,395 781,931 492,682 1,452,269 716,715 490,759 495,933 650,537 716,008 111,405 239,343 234,284 430,737 387,214
Changes from: December 5, 2017 Total Change is: 381,259
-10,514 44,474 196,292 17,101 9,635 125,776 -77,471 -8,787 32,522 -935 -108,336 56,845 41,642 32,837
Percent of Open Interest Represented by Each Category of Trader
6.1 16.6 10.5 30.8 15.2 10.4 10.5 13.8 15.2 2.4 5.1 5.0 9.1 8.2
Number of Traders in Each Category Total Traders: 690
35 49 56 135 94 116 94 124 138 90 69 99
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 FINANCIAL INDEX - CHICAGO MERCANTILE EXCHANGE ($250 x S&P Select Sector Financial Index price)
CFTC Code #13874C Open Interest is 45,198
Positions
1,528 31,620 12,128 11,630 549 536 15,588 0 0 589 0 0 3,199 365
Changes from: December 5, 2017 Total Change is: 12,820
184 727 12,128 675 32 0 0 0 0 267 0 0 -434 -67
Percent of Open Interest Represented by Each Category of Trader
3.4 70.0 26.8 25.7 1.2 1.2 34.5 0.0 0.0 1.3 0.0 0.0 7.1 0.8
Number of Traders in Each Category Total Traders: 30
. 10 4 7 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 14,514
Positions
2,891 6,856 4,024 4,780 1,236 1,675 0 0 0 0 311 0 1,144 412
Changes from: December 5, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
19.9 47.2 27.7 32.9 8.5 11.5 0.0 0.0 0.0 0.0 2.1 0.0 7.9 2.8
Number of Traders in Each Category Total Traders: 20
5 8 5 5 . . 0 0 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 38,286
Positions
15,228 6,994 16,710 2,542 12,397 309 1,654 460 0 0 280 0 1,843 1,136
Changes from: December 5, 2017 Total Change is: 16,809
305 0 16,709 -175 -100 0 0 0 0 0 0 0 -30 200
Percent of Open Interest Represented by Each Category of Trader
39.8 18.3 43.6 6.6 32.4 0.8 4.3 1.2 0.0 0.0 0.7 0.0 4.8 3.0
Number of Traders in Each Category Total Traders: 23
8 . 4 4 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 105,402
Positions
4,093 45,070 11,590 44,376 36,042 3,354 27,333 3,867 452 0 260 0 14,204 4,767
Changes from: December 5, 2017 Total Change is: 12,361
48 488 11,151 2,339 -1,024 494 -1,720 -480 -123 0 0 0 172 1,855
Percent of Open Interest Represented by Each Category of Trader
3.9 42.8 11.0 42.1 34.2 3.2 25.9 3.7 0.4 0.0 0.2 0.0 13.5 4.5
Number of Traders in Each Category Total Traders: 90
4 12 10 28 19 13 19 7 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 75,875
Positions
13,769 13,287 4,628 13,469 12,687 7,669 16,302 15,814 8,098 1,820 3,603 1,556 8,564 8,533
Changes from: December 5, 2017 Total Change is: 10,467
1,624 -530 1,630 -1,358 148 6,769 -2,174 -2,548 4,726 -716 -488 204 -239 555
Percent of Open Interest Represented by Each Category of Trader
18.1 17.5 6.1 17.8 16.7 10.1 21.5 20.8 10.7 2.4 4.7 2.1 11.3 11.2
Number of Traders in Each Category Total Traders: 291
19 22 15 44 33 24 50 63 36 27 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 379,376
Positions
68,844 66,436 23,142 67,344 63,435 38,344 81,510 79,070 40,491 9,101 18,014 7,779 42,821 42,665
Changes from: December 5, 2017 Total Change is: 52,333
8,122 -2,650 8,152 -6,788 741 33,845 -10,869 -12,740 23,631 -3,582 -2,441 1,018 -1,197 2,777
Percent of Open Interest Represented by Each Category of Trader
18.1 17.5 6.1 17.8 16.7 10.1 21.5 20.8 10.7 2.4 4.7 2.1 11.3 11.2
Number of Traders in Each Category Total Traders: 291
19 22 15 44 33 24 50 63 36 27 31 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 684,853
Positions
40,253 196,082 50,959 256,452 221,517 45,511 207,681 111,959 25,865 19,606 1,838 2,080 36,446 29,041
Changes from: December 5, 2017 Total Change is: 87,034
3,418 -23,057 45,466 -3,382 30,255 8,620 5,954 -572 11,674 1,303 -1,565 918 13,062 15,295
Percent of Open Interest Represented by Each Category of Trader
5.9 28.6 7.4 37.4 32.3 6.6 30.3 16.3 3.8 2.9 0.3 0.3 5.3 4.2
Number of Traders in Each Category Total Traders: 309
19 27 15 76 46 47 72 47 38 16 5 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 73,920
Positions
37,577 33,346 9,263 5,917 11,106 236 8,644 10,549 670 1,654 1,340 246 9,712 7,164
Changes from: December 5, 2017 Total Change is: 5,122
1,497 -1,162 5,922 -3,516 240 79 -464 152 569 -492 -275 -9 1,536 -394
Percent of Open Interest Represented by Each Category of Trader
50.8 45.1 12.5 8.0 15.0 0.3 11.7 14.3 0.9 2.2 1.8 0.3 13.1 9.7
Number of Traders in Each Category Total Traders: 74
18 15 12 10 . . 9 12 6 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 38,181
Positions
840 21,723 8 19,823 1,324 390 7,571 3,244 82 1,791 7,428 0 7,676 3,982
Changes from: December 5, 2017 Total Change is: -18,452
-968 -6,130 -3,254 -14 -180 80 55 -692 -4,074 -511 3,076 -3,117 -6,649 -4,161
Percent of Open Interest Represented by Each Category of Trader
2.2 56.9 0.0 51.9 3.5 1.0 19.8 8.5 0.2 4.7 19.5 0.0 20.1 10.4
Number of Traders in Each Category Total Traders: 40
. . . 14 . 4 10 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 49,573
Positions
1,838 14,795 688 25,092 2,334 1,300 8,617 9,387 137 2,574 1,061 0 9,327 19,871
Changes from: December 5, 2017 Total Change is: -32,586
-6,542 -7,987 -3,147 412 -905 476 -2,993 -10,471 -3,166 798 108 -15 -18,409 -7,479
Percent of Open Interest Represented by Each Category of Trader
3.7 29.8 1.4 50.6 4.7 2.6 17.4 18.9 0.3 5.2 2.1 0.0 18.8 40.1
Number of Traders in Each Category Total Traders: 68
6 12 4 15 4 5 11 15 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 381,384
Positions
18,617 185,414 85,381 170,959 66,719 19,498 37,256 4,480 7,052 23,098 1,294 0 19,523 11,546
Changes from: December 5, 2017 Total Change is: 88,049
635 2,436 74,517 15,193 -2,336 4,413 -19,170 645 1,940 -431 14 0 10,952 6,420
Percent of Open Interest Represented by Each Category of Trader
4.9 48.6 22.4 44.8 17.5 5.1 9.8 1.2 1.8 6.1 0.3 0.0 5.1 3.0
Number of Traders in Each Category Total Traders: 150
12 9 17 56 26 22 32 6 12 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 1,198,194
Positions
82,170 680,251 185,127 560,830 147,645 65,468 189,019 36,384 16,943 45,657 14,481 755 52,226 51,141
Changes from: December 5, 2017 Total Change is: 171,805
9,170 -15,614 153,512 17,545 -3,910 3,947 -26,444 2,970 -8,689 1,072 -354 -78 21,770 40,021
Percent of Open Interest Represented by Each Category of Trader
6.9 56.8 15.5 46.8 12.3 5.5 15.8 3.0 1.4 3.8 1.2 0.1 4.4 4.3
Number of Traders in Each Category Total Traders: 380
27 20 21 134 50 54 80 26 25 36 6 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 103,009
Positions
14,949 32,752 69,602 11,637 0 5 5,984 0 618 170 30 0 44 2
Changes from: December 5, 2017 Total Change is: 3,225
-3,252 -2,764 5,969 1,068 0 0 420 0 20 0 0 0 -1,000 0
Percent of Open Interest Represented by Each Category of Trader
14.5 31.8 67.6 11.3 0.0 0.0 5.8 0.0 0.6 0.2 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
. 12 9 5 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 887,589
Positions
11,322 69,610 16,297 285,971 252,109 144,379 142,355 90,265 100,310 16,440 38,561 6,913 163,602 169,144
Changes from: December 5, 2017 Total Change is: 2,122
2,451 17,087 -10,438 1,176 9,625 -2,386 12,699 -4,792 4,081 1,725 -5,943 -46 -7,141 -5,066
Percent of Open Interest Represented by Each Category of Trader
1.3 7.8 1.8 32.2 28.4 16.3 16.0 10.2 11.3 1.9 4.3 0.8 18.4 19.1
Number of Traders in Each Category Total Traders: 181
8 19 18 41 32 37 39 23 45 8 10 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 900,204
Positions
5,120 135,356 4,544 476,865 90,193 142,865 63,220 394,924 30,544 37,185 8,167 1,156 138,705 92,456
Changes from: December 5, 2017 Total Change is: 866
146 7,046 1,919 714 -1,430 3,129 -3,230 3,117 -13,926 245 0 4 11,865 1,007
Percent of Open Interest Represented by Each Category of Trader
0.6 15.0 0.5 53.0 10.0 15.9 7.0 43.9 3.4 4.1 0.9 0.1 15.4 10.3
Number of Traders in Each Category Total Traders: 120
. 13 5 45 18 35 19 16 21 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 1,821,307
Positions
76,887 181,745 8,176 534,081 388,405 197,998 504,513 477,172 135,219 241,123 251,209 6,970 116,340 174,413
Changes from: December 5, 2017 Total Change is: -2,440
-2,777 -404 -4,375 36,741 -17,770 -8,890 -11,120 4,108 9,811 -18,786 4,979 220 -3,264 9,880
Percent of Open Interest Represented by Each Category of Trader
4.2 10.0 0.4 29.3 21.3 10.9 27.7 26.2 7.4 13.2 13.8 0.4 6.4 9.6
Number of Traders in Each Category Total Traders: 299
16 23 12 70 42 56 54 55 48 19 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 3,876,939
Positions
138,833 160,370 174,741 1,233,563 927,677 583,456 520,510 846,781 409,490 401,903 148,752 68,078 346,365 557,595
Changes from: December 5, 2017 Total Change is: 57,452
-2,482 -9,450 10,806 -49,269 -1,742 -2,507 84,012 59,464 -19,199 29,157 18,216 4,426 2,509 -2,561
Percent of Open Interest Represented by Each Category of Trader
3.6 4.1 4.5 31.8 23.9 15.0 13.4 21.8 10.6 10.4 3.8 1.8 8.9 14.4
Number of Traders in Each Category Total Traders: 405
23 33 40 63 100 87 53 80 83 26 27 23
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 507,248
Positions
27,903 19,334 5,697 120,018 171,040 45,933 182,841 78,891 17,071 18,848 17,006 0 88,937 152,276
Changes from: December 5, 2017 Total Change is: -22,827
-1,302 -13,566 571 29 688 1,282 -18,273 -6,040 -5,823 255 -80 0 434 141
Percent of Open Interest Represented by Each Category of Trader
5.5 3.8 1.1 23.7 33.7 9.1 36.0 15.6 3.4 3.7 3.4 0.0 17.5 30.0
Number of Traders in Each Category Total Traders: 84
4 6 . 16 29 28 12 11 11 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 3,209,234
Positions
111,930 261,705 97,431 1,504,871 646,779 437,103 339,255 802,123 249,067 195,160 257,389 20,916 253,502 436,722
Changes from: December 5, 2017 Total Change is: -23,480
-12,221 61,002 7,539 -19,003 -40,604 -4,603 14,668 -41,714 -1,524 83 1,354 1,070 -9,490 -6,001
Percent of Open Interest Represented by Each Category of Trader
3.5 8.2 3.0 46.9 20.2 13.6 10.6 25.0 7.8 6.1 8.0 0.7 7.9 13.6
Number of Traders in Each Category Total Traders: 314
14 29 23 60 60 70 34 70 62 21 26 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 1,480,673
Positions
446,913 214,807 481,196 38,154 2,815 70,123 44,217 303,913 249,598 44,266 27,773 72,629 33,577 57,819
Changes from: December 5, 2017 Total Change is: 58,494
-513 1,088 25,689 27,807 -3,252 1,921 -808 25,127 3,334 -12,985 -5,130 11,730 2,319 -2,013
Percent of Open Interest Represented by Each Category of Trader
30.2 14.5 32.5 2.6 0.2 4.7 3.0 20.5 16.9 3.0 1.9 4.9 2.3 3.9
Number of Traders in Each Category Total Traders: 150
25 33 47 . . 7 22 36 46 5 13 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 is27,255,494
Positions
6,634,861 713,533 4,529,090 127,363 2,945,788 1,900,291 555,348 2,449,584 10,920,754 92,254 484,691 1,953,393 542,139 1,358,369
Changes from: December 5, 2017 Total Change is: 382,958
87,487 105,598 48,766 13,901 59,129 -16,325 28,874 -61,051 335,305 -26,854 -6,999 -80,660 -7,536 -806
Percent of Open Interest Represented by Each Category of Trader
24.3 2.6 16.6 0.5 10.8 7.0 2.0 9.0 40.1 0.3 1.8 7.2 2.0 5.0
Number of Traders in Each Category Total Traders: 344
37 41 75 8 42 44 50 110 129 17 28 33
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 26,541
Positions
5,654 6,286 372 103 8,074 123 7,550 7,167 12 12,682 4,362 30 15 115
Changes from: December 5, 2017 Total Change is: -1,448
224 -1,630 292 -39 -285 -26 -1,956 261 -3 35 -40 25 0 -42
Percent of Open Interest Represented by Each Category of Trader
21.3 23.7 1.4 0.4 30.4 0.5 28.4 27.0 0.0 47.8 16.4 0.1 0.1 0.4
Number of Traders in Each Category Total Traders: 48
. 5 . . 12 . 6 11 . 5 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 22,799
Positions
708 6,066 913 69 4,771 377 20,281 7,413 0 253 3,017 136 62 106
Changes from: December 5, 2017 Total Change is: 83
-642 276 877 0 -44 -6 409 -576 -176 -186 -48 -195 2 -25
Percent of Open Interest Represented by Each Category of Trader
3.1 26.6 4.0 0.3 20.9 1.7 89.0 32.5 0.0 1.1 13.2 0.6 0.3 0.5
Number of Traders in Each Category Total Traders: 35
. 5 . . 7 . 4 11 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 43,929
Positions
568 3,035 3,611 11,981 5,867 1,159 4,219 26,346 1,384 12,884 519 0 8,123 2,008
Changes from: December 5, 2017 Total Change is: -1,481
16 1,270 2,994 -305 -1,821 343 297 1,213 -4,421 10 -744 -68 -348 -247
Percent of Open Interest Represented by Each Category of Trader
1.3 6.9 8.2 27.3 13.4 2.6 9.6 60.0 3.2 29.3 1.2 0.0 18.5 4.6
Number of Traders in Each Category Total Traders: 131
. 4 . 13 7 . 22 31 15 47 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 651,180
Positions
128,722 53,800 25,527 91,488 87,114 121,637 100,090 177,140 109,965 15,091 12,238 25,378 33,282 38,381
Changes from: December 5, 2017 Total Change is: 28,408
13,538 -1,435 5,051 -20,320 7,464 3,945 14,568 1,457 9,578 3,891 3,692 -2,530 687 1,186
Percent of Open Interest Represented by Each Category of Trader
19.8 8.3 3.9 14.0 13.4 18.7 15.4 27.2 16.9 2.3 1.9 3.9 5.1 5.9
Number of Traders in Each Category Total Traders: 272
20 8 18 23 35 26 52 79 65 22 20 32
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 12, 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 56,004
Positions
946 21,776 0 38,932 177 166 10,372 31,322 2,394 3,102 128 0 92 41
Changes from: December 5, 2017 Total Change is: -11,216
5 0 0 1,000 4 0 -12,654 -13,550 2,309 -1,849 0 0 -27 21
Percent of Open Interest Represented by Each Category of Trader
1.7 38.9 0.0 69.5 0.3 0.3 18.5 55.9 4.3 5.5 0.2 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 42
. . 0 8 . . 10 8 . 11 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated December 15, 2017