Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 172,676
Positions
15,819 81,942 14,595 32,502 9,776 2,166 50,423 20,525 16,110 6,522 2,719 523 34,016 24,320
Changes from: December 12, 2017 Total Change is: 7,177
-432 2,321 5,623 -1,848 -228 270 6,913 2,633 -50 565 -1,433 -435 -3,429 -1,524
Percent of Open Interest Represented by Each Category of Trader
9.2 47.5 8.5 18.8 5.7 1.3 29.2 11.9 9.3 3.8 1.6 0.3 19.7 14.1
Number of Traders in Each Category Total Traders: 92
. 10 8 14 7 6 30 17 21 8 4 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 79,215
Positions
33,310 3,541 42 621 9,547 675 37,724 40,902 327 0 1,680 0 6,516 22,501
Changes from: December 12, 2017 Total Change is: -16,213
-16,972 -2,473 -8,231 -421 693 0 12,894 -391 -4,002 0 0 0 519 -1,809
Percent of Open Interest Represented by Each Category of Trader
42.1 4.5 0.1 0.8 12.1 0.9 47.6 51.6 0.4 0.0 2.1 0.0 8.2 28.4
Number of Traders in Each Category Total Traders: 48
5 4 . . 8 . 13 16 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 222,564
Positions
48,734 33,583 13,699 29,690 71,752 6,364 60,095 33,181 27,962 1,866 8,039 1,602 32,551 26,382
Changes from: December 12, 2017 Total Change is: -23,774
5,591 6,833 -16,628 2,155 1,693 200 -4,595 -5,467 -4,925 -101 -353 -724 -4,748 -4,404
Percent of Open Interest Represented by Each Category of Trader
21.9 15.1 6.2 13.3 32.2 2.9 27.0 14.9 12.6 0.8 3.6 0.7 14.6 11.9
Number of Traders in Each Category Total Traders: 124
9 7 10 19 20 8 32 30 26 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 248,493
Positions
121,237 12,755 9,352 22,394 30,798 12,091 46,205 123,173 17,528 18 1,161 1,518 18,149 40,116
Changes from: December 12, 2017 Total Change is: -28,742
-16,217 -763 -9,638 765 -1,778 57 11,283 701 -13,932 -411 -153 -32 -618 -3,205
Percent of Open Interest Represented by Each Category of Trader
48.8 5.1 3.8 9.0 12.4 4.9 18.6 49.6 7.1 0.0 0.5 0.6 7.3 16.1
Number of Traders in Each Category Total Traders: 117
8 8 11 15 21 11 24 36 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 561,933
Positions
48,645 210,940 29,440 234,936 105,474 25,516 59,950 67,850 56,647 18,455 8,123 5,453 82,891 52,491
Changes from: December 12, 2017 Total Change is: -18,741
5,234 -42 -4,100 -449 -72 675 -3,415 11,888 -14,949 704 651 -824 -1,617 -11,967
Percent of Open Interest Represented by Each Category of Trader
8.7 37.5 5.2 41.8 18.8 4.5 10.7 12.1 10.1 3.3 1.4 1.0 14.8 9.3
Number of Traders in Each Category Total Traders: 262
20 16 16 74 30 40 46 36 36 23 17 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 37,775
Positions
626 23,689 10 21,494 4,071 1,517 448 3,527 664 538 922 10 12,468 3,365
Changes from: December 12, 2017 Total Change is: -8,043
-1,026 -1,414 -5,316 80 -90 44 -169 137 -420 0 0 -347 -889 -637
Percent of Open Interest Represented by Each Category of Trader
1.7 62.7 0.0 56.9 10.8 4.0 1.2 9.3 1.8 1.4 2.4 0.0 33.0 8.9
Number of Traders in Each Category Total Traders: 31
. . . 17 . 9 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 120,783
Positions
36,671 5,554 4,419 5,596 39,276 3,018 39,690 28,380 9,326 245 363 893 20,927 29,555
Changes from: December 12, 2017 Total Change is: -50,028
-3,148 -32,243 -3,733 -548 -2,020 -231 -36,310 -3,211 -4,234 -553 363 -330 -941 -4,390
Percent of Open Interest Represented by Each Category of Trader
30.4 4.6 3.7 4.6 32.5 2.5 32.9 23.5 7.7 0.2 0.3 0.7 17.3 24.5
Number of Traders in Each Category Total Traders: 90
10 6 8 6 17 5 25 22 12 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 54,240
Positions
151 45,050 227 27,824 0 0 23,940 7,696 44 400 100 0 1,654 1,123
Changes from: December 12, 2017 Total Change is: -10,565
0 6,083 -13,705 1,653 0 -8 1,631 -2,813 44 16 -50 0 -196 -116
Percent of Open Interest Represented by Each Category of Trader
0.3 83.1 0.4 51.3 0.0 0.0 44.1 14.2 0.1 0.7 0.2 0.0 3.0 2.1
Number of Traders in Each Category Total Traders: 31
. 6 . 4 0 0 12 5 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 182,645
Positions
19,977 76,433 863 70,470 9,100 145 81,159 79,806 3,555 1,513 8,858 0 4,964 3,886
Changes from: December 12, 2017 Total Change is: -29,596
-812 -16,669 384 3,690 -2,413 -331 -5,758 14,664 -24,939 523 -366 -284 -2,070 358
Percent of Open Interest Represented by Each Category of Trader
10.9 41.8 0.5 38.6 5.0 0.1 44.4 43.7 1.9 0.8 4.8 0.0 2.7 2.1
Number of Traders in Each Category Total Traders: 129
5 6 4 12 10 . 33 45 10 7 11 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 20,142
Positions
252 1,749 2,814 5,497 3,892 0 7,503 8,511 1,167 1,261 1,071 79 1,569 859
Changes from: December 12, 2017 Total Change is: 1,377
252 -314 616 -35 2,046 0 717 -848 -128 15 -81 0 -60 86
Percent of Open Interest Represented by Each Category of Trader
1.3 8.7 14.0 27.3 19.3 0.0 37.3 42.3 5.8 6.3 5.3 0.4 7.8 4.3
Number of Traders in Each Category Total Traders: 39
. . . . . 0 13 8 . 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 48,385
Positions
31,978 156 0 1,709 6,745 8 11,573 35,738 447 110 611 0 2,560 4,680
Changes from: December 12, 2017 Total Change is: -25,807
-2,722 -8,694 -8,538 -248 -1,139 -1 -8,211 -374 -3,335 110 20 -79 -2,783 -3,667
Percent of Open Interest Represented by Each Category of Trader
66.1 0.3 0.0 3.5 13.9 0.0 23.9 73.9 0.9 0.2 1.3 0.0 5.3 9.7
Number of Traders in Each Category Total Traders: 79
8 . 0 7 11 . 20 28 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 13,093
Positions
3,299 5,981 0 7,086 213 0 1,394 5,820 294 0 0 0 1,020 785
Changes from: December 12, 2017 Total Change is: -11,279
-4,047 -9,132 -5,280 839 -28 0 -1,602 4,525 -1,088 0 -155 0 -101 -121
Percent of Open Interest Represented by Each Category of Trader
25.2 45.7 0.0 54.1 1.6 0.0 10.6 44.5 2.2 0.0 0.0 0.0 7.8 6.0
Number of Traders in Each Category Total Traders: 22
. . 0 . . 0 5 9 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 73,632
Positions
6,712 51,826 1,540 15,255 3,421 156 30,814 4,876 3,985 2,270 450 651 12,250 6,727
Changes from: December 12, 2017 Total Change is: -15,194
-3,476 -2,945 -7,549 71 1,125 44 -2,009 -474 -1,628 312 -643 -1,110 152 -2,014
Percent of Open Interest Represented by Each Category of Trader
9.1 70.4 2.1 20.7 4.6 0.2 41.8 6.6 5.4 3.1 0.6 0.9 16.6 9.1
Number of Traders in Each Category Total Traders: 115
13 21 6 19 4 4 34 14 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 147,263
Positions
13,424 103,652 3,080 30,509 6,841 312 61,628 9,751 7,969 4,539 900 1,303 24,499 13,455
Changes from: December 12, 2017 Total Change is: -30,388
-6,952 -5,890 -15,097 141 2,249 88 -4,018 -948 -3,256 624 -1,286 -2,221 303 -4,027
Percent of Open Interest Represented by Each Category of Trader
9.1 70.4 2.1 20.7 4.6 0.2 41.8 6.6 5.4 3.1 0.6 0.9 16.6 9.1
Number of Traders in Each Category Total Traders: 115
13 21 6 19 4 4 34 14 11 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 858,577
Positions
43,008 150,468 34,657 317,372 160,461 72,282 75,185 115,736 147,633 25,712 38,675 44,949 97,779 93,716
Changes from: December 12, 2017 Total Change is: -288,132
-40,828 -13,950 -99,048 19,504 1,180 -43,067 -9,177 -10,745 -72,209 -1,716 -4,463 -17,489 -24,101 -28,339
Percent of Open Interest Represented by Each Category of Trader
5.0 17.5 4.0 37.0 18.7 8.4 8.8 13.5 17.2 3.0 4.5 5.2 11.4 10.9
Number of Traders in Each Category Total Traders: 691
30 46 39 146 101 110 90 123 119 95 60 97
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 116,954
Positions
13,499 9,211 6,716 9,638 16,085 8,911 1,536 8,488 33,722 4,797 531 8,479 29,655 24,811
Changes from: December 12, 2017 Total Change is: -87,861
-35,439 -21,003 -6,271 -2,034 -4,111 -4,029 -7,598 -11,845 -18,959 -5,420 190 -2,032 -6,078 -19,801
Percent of Open Interest Represented by Each Category of Trader
11.5 7.9 5.7 8.2 13.8 7.6 1.3 7.3 28.8 4.1 0.5 7.2 25.4 21.2
Number of Traders in Each Category Total Traders: 59
5 4 4 6 7 5 6 16 19 8 7 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 10,429
Positions
635 9,650 2 4,167 0 238 4,104 0 0 0 0 0 1,283 539
Changes from: December 12, 2017 Total Change is: -4,754
-3,256 -2,191 -2,487 1,201 0 32 20 0 0 0 0 0 -264 -108
Percent of Open Interest Represented by Each Category of Trader
6.1 92.5 0.0 40.0 0.0 2.3 39.4 0.0 0.0 0.0 0.0 0.0 12.3 5.2
Number of Traders in Each Category Total Traders: 20
. 9 . 6 0 . 4 0 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,708,115
Positions
196,282 755,026 90,964 1,540,844 724,052 314,681 390,291 558,290 547,506 107,931 194,079 178,994 340,622 344,522
Changes from: December 12, 2017 Total Change is:-1,001,357
-89,113 -26,905 -401,718 88,575 7,337 -176,077 -105,642 -92,247 -168,502 -3,474 -45,264 -55,290 -90,115 -42,692
Percent of Open Interest Represented by Each Category of Trader
5.3 20.4 2.5 41.6 19.5 8.5 10.5 15.1 14.8 2.9 5.2 4.8 9.2 9.3
Number of Traders in Each Category Total Traders: 675
30 46 38 145 99 108 93 115 116 89 58 91
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 34,348
Positions
2,733 33,141 0 11,417 279 344 15,769 0 0 589 0 0 3,496 584
Changes from: December 12, 2017 Total Change is: -10,850
1,205 1,521 -12,128 -213 -270 -192 181 0 0 0 0 0 297 219
Percent of Open Interest Represented by Each Category of Trader
8.0 96.5 0.0 33.2 0.8 1.0 45.9 0.0 0.0 1.7 0.0 0.0 10.2 1.7
Number of Traders in Each Category Total Traders: 27
. 9 0 7 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 23,734
Positions
17,469 9,597 0 2,546 12,257 309 1,886 460 0 0 280 0 1,524 831
Changes from: December 12, 2017 Total Change is: -14,552
2,241 2,603 -16,710 4 -140 0 232 0 0 0 0 0 -319 -305
Percent of Open Interest Represented by Each Category of Trader
73.6 40.4 0.0 10.7 51.6 1.3 7.9 1.9 0.0 0.0 1.2 0.0 6.4 3.5
Number of Traders in Each Category Total Traders: 21
6 . 0 4 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 92,665
Positions
4,105 46,421 441 42,133 34,048 4,249 27,980 3,616 377 0 260 0 13,380 3,253
Changes from: December 12, 2017 Total Change is: -12,737
12 1,351 -11,149 -2,243 -1,994 895 647 -251 -75 0 0 0 -824 -1,514
Percent of Open Interest Represented by Each Category of Trader
4.4 50.1 0.5 45.5 36.7 4.6 30.2 3.9 0.4 0.0 0.3 0.0 14.4 3.5
Number of Traders in Each Category Total Traders: 91
4 10 . 31 18 14 20 7 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 56,900
Positions
7,907 10,430 607 20,573 12,018 661 15,809 20,512 1,925 1,626 3,529 679 7,112 6,539
Changes from: December 12, 2017 Total Change is: -18,976
-5,862 -2,858 -4,022 7,104 -669 -7,007 -493 4,698 -6,173 -194 -74 -877 -1,452 -1,994
Percent of Open Interest Represented by Each Category of Trader
13.9 18.3 1.1 36.2 21.1 1.2 27.8 36.0 3.4 2.9 6.2 1.2 12.5 11.5
Number of Traders in Each Category Total Traders: 284
15 19 5 44 33 22 53 59 26 20 40 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 284,498
Positions
39,535 52,148 3,034 102,864 60,089 3,307 79,043 102,558 9,624 8,131 17,646 3,396 35,562 32,695
Changes from: December 12, 2017 Total Change is: -94,878
-29,309 -14,288 -20,108 35,520 -3,346 -35,037 -2,467 23,488 -30,867 -969 -368 -4,383 -7,259 -9,970
Percent of Open Interest Represented by Each Category of Trader
13.9 18.3 1.1 36.2 21.1 1.2 27.8 36.0 3.4 2.9 6.2 1.2 12.5 11.5
Number of Traders in Each Category Total Traders: 284
15 19 5 44 33 22 53 59 26 20 40 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 590,117
Positions
34,536 177,154 1,647 255,088 217,285 43,907 201,566 124,676 8,919 19,686 2,379 968 23,801 13,183
Changes from: December 12, 2017 Total Change is: -94,736
-5,717 -18,928 -49,312 -1,364 -4,232 -1,604 -6,115 12,717 -16,947 80 541 -1,112 -12,644 -15,859
Percent of Open Interest Represented by Each Category of Trader
5.9 30.0 0.3 43.2 36.8 7.4 34.2 21.1 1.5 3.3 0.4 0.2 4.0 2.2
Number of Traders in Each Category Total Traders: 314
18 25 5 83 43 39 75 48 25 15 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $50)
CFTC Code #23977A Open Interest is 23,389
Positions
12,153 11,529 455 1,232 973 0 798 3,680 69 1,195 997 180 7,307 5,506
Changes from: December 12, 2017 Total Change is: -50,531
-25,424 -21,817 -8,808 -4,685 -10,133 -236 -7,846 -6,869 -601 -459 -343 -66 -2,405 -1,658
Percent of Open Interest Represented by Each Category of Trader
52.0 49.3 1.9 5.3 4.2 0.0 3.4 15.7 0.3 5.1 4.3 0.8 31.2 23.5
Number of Traders in Each Category Total Traders: 37
9 7 . 4 . 0 . 8 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 38,668
Positions
960 22,273 6 20,551 1,324 398 6,843 3,610 82 1,646 7,419 0 8,182 3,556
Changes from: December 12, 2017 Total Change is: 487
120 550 -2 728 0 8 -728 366 0 -145 -9 0 506 -426
Percent of Open Interest Represented by Each Category of Trader
2.5 57.6 0.0 53.1 3.4 1.0 17.7 9.3 0.2 4.3 19.2 0.0 21.2 9.2
Number of Traders in Each Category Total Traders: 42
. 4 . 15 . 5 8 5 . . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 52,751
Positions
1,768 12,620 1,263 25,335 2,086 1,584 9,988 10,650 46 2,553 1,146 0 10,214 23,356
Changes from: December 12, 2017 Total Change is: 3,178
-70 -2,175 575 243 -248 284 1,371 1,263 -91 -21 85 0 887 3,485
Percent of Open Interest Represented by Each Category of Trader
3.4 23.9 2.4 48.0 4.0 3.0 18.9 20.2 0.1 4.8 2.2 0.0 19.4 44.3
Number of Traders in Each Category Total Traders: 69
6 11 5 15 5 6 15 12 4 . . 0
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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MSCI EAFE MINI INDEX - ICE FUTURES U.S. (MSCI EAFE INDEX X $50)
CFTC Code #244041 Open Interest is 287,035
Positions
21,836 182,262 6,014 170,998 65,022 16,952 36,495 8,404 2,015 23,108 1,284 0 9,617 5,082
Changes from: December 12, 2017 Total Change is: -94,349
3,219 -3,152 -79,367 39 -1,697 -2,546 -761 3,924 -5,037 10 -10 0 -9,906 -6,464
Percent of Open Interest Represented by Each Category of Trader
7.6 63.5 2.1 59.6 22.7 5.9 12.7 2.9 0.7 8.1 0.4 0.0 3.4 1.8
Number of Traders in Each Category Total Traders: 151
5 14 7 58 26 20 31 9 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 979,945
Positions
45,542 673,357 5,867 585,848 150,895 63,923 184,148 39,711 20,584 45,470 14,642 957 27,606 10,009
Changes from: December 12, 2017 Total Change is: -218,249
-36,628 -6,894 -179,260 25,018 3,250 -1,545 -4,871 3,327 3,641 -187 161 202 -24,620 -41,132
Percent of Open Interest Represented by Each Category of Trader
4.6 68.7 0.6 59.8 15.4 6.5 18.8 4.1 2.1 4.6 1.5 0.1 2.8 1.0
Number of Traders in Each Category Total Traders: 376
25 20 9 141 48 46 72 26 18 37 7 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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S&P 500 ANNUAL DIVIDEND INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 ANNUAL DIVIDEND INDEX X $250)
CFTC Code #43874A Open Interest is 95,928
Positions
14,473 30,066 65,209 9,637 0 5 5,822 0 618 120 30 0 44 0
Changes from: December 12, 2017 Total Change is: -7,081
-476 -2,686 -4,393 -2,000 0 0 -162 0 0 -50 0 0 0 -2
Percent of Open Interest Represented by Each Category of Trader
15.1 31.3 68.0 10.0 0.0 0.0 6.1 0.0 0.6 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 28
4 12 8 5 0 . 4 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 929,073
Positions
12,545 70,133 32,111 275,061 260,961 158,092 145,996 89,446 113,691 18,720 22,014 8,513 164,343 174,112
Changes from: December 12, 2017 Total Change is: 41,484
1,223 523 15,814 -10,910 8,852 13,713 3,641 -819 13,381 2,280 -16,548 1,600 741 4,968
Percent of Open Interest Represented by Each Category of Trader
1.4 7.5 3.5 29.6 28.1 17.0 15.7 9.6 12.2 2.0 2.4 0.9 17.7 18.7
Number of Traders in Each Category Total Traders: 187
8 19 19 42 33 39 34 32 48 9 10 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 889,850
Positions
5,136 130,827 359 477,552 90,229 147,528 67,919 391,707 24,638 39,384 8,919 1,156 126,179 94,487
Changes from: December 12, 2017 Total Change is: -10,354
16 -4,529 -4,185 686 36 4,663 4,699 -3,217 -5,906 2,199 752 0 -12,526 2,031
Percent of Open Interest Represented by Each Category of Trader
0.6 14.7 0.0 53.7 10.1 16.6 7.6 44.0 2.8 4.4 1.0 0.1 14.2 10.6
Number of Traders in Each Category Total Traders: 117
. 12 . 46 17 37 19 15 20 4 . .
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 1,842,711
Positions
71,712 176,296 13,714 543,068 377,951 215,241 502,181 472,652 141,308 228,914 269,109 7,109 119,464 169,330
Changes from: December 12, 2017 Total Change is: 21,404
-5,175 -5,449 5,538 8,987 -10,454 17,243 -2,333 -4,520 6,089 -12,209 17,899 140 3,124 -5,083
Percent of Open Interest Represented by Each Category of Trader
3.9 9.6 0.7 29.5 20.5 11.7 27.3 25.6 7.7 12.4 14.6 0.4 6.5 9.2
Number of Traders in Each Category Total Traders: 301
12 29 14 66 43 56 56 52 44 21 22 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,941,936
Positions
193,539 155,935 184,691 1,266,319 947,330 582,005 520,048 870,798 433,344 332,669 137,086 76,192 353,130 554,555
Changes from: December 12, 2017 Total Change is: 64,997
54,706 -4,436 9,950 32,755 19,654 -1,451 -462 24,017 23,854 -69,234 -11,666 8,114 6,765 -3,039
Percent of Open Interest Represented by Each Category of Trader
4.9 4.0 4.7 32.1 24.0 14.8 13.2 22.1 11.0 8.4 3.5 1.9 9.0 14.1
Number of Traders in Each Category Total Traders: 407
26 31 40 67 103 95 59 72 83 25 24 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 512,438
Positions
29,485 13,439 3,967 122,256 189,934 50,496 185,485 76,031 14,123 18,916 16,735 0 87,710 147,713
Changes from: December 12, 2017 Total Change is: 5,190
1,582 -5,895 -1,730 2,238 18,894 4,563 2,644 -2,860 -2,948 68 -271 0 -1,227 -4,563
Percent of Open Interest Represented by Each Category of Trader
5.8 2.6 0.8 23.9 37.1 9.9 36.2 14.8 2.8 3.7 3.3 0.0 17.1 28.8
Number of Traders in Each Category Total Traders: 86
6 4 . 16 32 30 11 11 10 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 3,249,773
Positions
120,765 236,581 91,173 1,536,594 607,447 437,605 333,012 897,773 256,789 199,950 253,031 22,086 251,799 447,289
Changes from: December 12, 2017 Total Change is: 40,539
8,836 -25,124 -6,258 31,723 -39,332 503 -6,243 95,650 7,722 4,791 -4,358 1,169 -1,704 10,567
Percent of Open Interest Represented by Each Category of Trader
3.7 7.3 2.8 47.3 18.7 13.5 10.2 27.6 7.9 6.2 7.8 0.7 7.7 13.8
Number of Traders in Each Category Total Traders: 315
16 27 23 63 60 73 34 70 61 19 26 11
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Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 1,458,430
Positions
407,744 185,469 524,774 55,857 2,517 63,086 33,807 294,452 227,167 46,633 35,497 71,292 28,070 54,176
Changes from: December 12, 2017 Total Change is: -22,243
-39,169 -29,338 43,578 17,703 -298 -7,037 -10,410 -9,461 -22,431 2,367 7,724 -1,337 -5,507 -3,643
Percent of Open Interest Represented by Each Category of Trader
28.0 12.7 36.0 3.8 0.2 4.3 2.3 20.2 15.6 3.2 2.4 4.9 1.9 3.7
Number of Traders in Each Category Total Traders: 151
27 28 48 . . 7 17 40 49 9 12 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is22,242,586
Positions
6,062,476 553,597 3,510,869 91,552 2,637,719 1,674,158 418,753 2,129,036 8,390,918 152,602 617,082 1,395,276 545,982 1,333,931
Changes from: December 12, 2017 Total Change is:-5,012,908
-572,385 -159,936 -1,018,221 -35,811 -308,069 -226,134 -136,595 -320,547 -2,529,837 60,348 132,390 -558,117 3,843 -24,438
Percent of Open Interest Represented by Each Category of Trader
27.3 2.5 15.8 0.4 11.9 7.5 1.9 9.6 37.7 0.7 2.8 6.3 2.5 6.0
Number of Traders in Each Category Total Traders: 307
35 35 67 5 39 37 50 92 108 17 23 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246605 Open Interest is 24,457
Positions
4,673 3,976 0 57 8,181 123 6,970 7,725 0 12,622 4,350 0 12 102
Changes from: December 12, 2017 Total Change is: -2,084
-981 -2,310 -372 -46 107 0 -580 558 -12 -60 -12 -30 -3 -13
Percent of Open Interest Represented by Each Category of Trader
19.1 16.3 0.0 0.2 33.5 0.5 28.5 31.6 0.0 51.6 17.8 0.0 0.0 0.4
Number of Traders in Each Category Total Traders: 50
. 6 0 . 13 . 7 10 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE (NOTIONAL VALUE OF $100,000)
CFTC Code #246606 Open Interest is 20,248
Positions
1,795 4,489 0 69 5,049 397 17,587 7,169 0 383 3,066 1 16 77
Changes from: December 12, 2017 Total Change is: -2,551
1,087 -1,577 -913 0 278 20 -2,694 -244 0 130 49 -135 -46 -29
Percent of Open Interest Represented by Each Category of Trader
8.9 22.2 0.0 0.3 24.9 2.0 86.9 35.4 0.0 1.9 15.1 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 36
. 4 0 . 8 . 4 11 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 2,821
Positions
106 0 62 0 0 0 255 353 26 467 1,846 48 1,857 486
Changes from: December 12, 2017 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
3.8 0.0 2.2 0.0 0.0 0.0 9.0 12.5 0.9 16.6 65.4 1.7 65.8 17.2
Number of Traders in Each Category Total Traders: 27
. 0 . 0 0 0 4 . . 12 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 41,028
Positions
542 13,350 0 11,434 6,083 1,313 4,419 15,726 1,456 14,278 756 25 7,561 2,319
Changes from: December 12, 2017 Total Change is: -2,901
-26 10,315 -3,611 -547 216 154 200 -10,620 72 1,394 237 25 -562 311
Percent of Open Interest Represented by Each Category of Trader
1.3 32.5 0.0 27.9 14.8 3.2 10.8 38.3 3.5 34.8 1.8 0.1 18.4 5.7
Number of Traders in Each Category Total Traders: 132
. . 0 12 8 . 22 31 9 48 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 646,026
Positions
130,701 54,515 34,444 70,911 88,419 116,340 136,742 197,048 89,278 16,166 13,001 17,187 34,257 35,794
Changes from: December 12, 2017 Total Change is: -5,154
1,979 715 8,917 -20,577 1,305 -5,297 36,652 19,908 -20,687 1,075 763 -8,191 975 -2,587
Percent of Open Interest Represented by Each Category of Trader
20.2 8.4 5.3 11.0 13.7 18.0 21.2 30.5 13.8 2.5 2.0 2.7 5.3 5.5
Number of Traders in Each Category Total Traders: 271
23 8 22 22 34 23 53 81 60 21 16 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined Positions as of December 19, 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 :
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BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 72,726
Positions
835 21,776 0 39,237 171 166 9,785 28,651 21,813 781 128 0 109 21
Changes from: December 12, 2017 Total Change is: 16,722
-111 0 0 305 -6 0 -587 -2,671 19,419 -2,321 0 0 17 -20
Percent of Open Interest Represented by Each Category of Trader
1.1 29.9 0.0 54.0 0.2 0.2 13.5 39.4 30.0 1.1 0.2 0.0 0.1 0.0
Number of Traders in Each Category Total Traders: 38
. . 0 8 . . 9 7 4 9 . 0
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Updated December 22, 2017