Traders in Financial Futures - Futures Only Positions as of December 26, 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 116,559
Positions
3,487 53,162 176 35,304 9,414 1,917 30,763 24,114 4,757 6,290 2,287 405 33,460 20,327
Changes from: December 19, 2017 Total Change is: -38,463
-12,676 -28,751 -8,150 3,143 -362 214 -19,694 3,175 -2,352 -180 -6 11 1,221 -2,242
Percent of Open Interest Represented by Each Category of Trader
3.0 45.6 0.2 30.3 8.1 1.6 26.4 20.7 4.1 5.4 2.0 0.3 28.7 17.4
Number of Traders in Each Category Total Traders: 84
. 7 5 14 6 4 27 17 15 6 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 81,655
Positions
33,904 3,777 0 621 8,240 655 39,301 44,046 150 480 2,176 0 6,544 22,611
Changes from: December 19, 2017 Total Change is: 2,783
594 236 -42 0 -1,307 -20 1,577 3,074 -107 480 496 0 301 453
Percent of Open Interest Represented by Each Category of Trader
41.5 4.6 0.0 0.8 10.1 0.8 48.1 53.9 0.2 0.6 2.7 0.0 8.0 27.7
Number of Traders in Each Category Total Traders: 51
6 4 0 . 8 . 12 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 190,393
Positions
46,479 35,639 1,321 31,309 70,005 5,294 64,870 39,998 6,512 1,725 7,932 18 32,865 23,674
Changes from: December 19, 2017 Total Change is: 6,610
175 1,491 998 1,294 -1,167 -80 3,928 7,670 -1,447 -150 0 0 1,892 -855
Percent of Open Interest Represented by Each Category of Trader
24.4 18.7 0.7 16.4 36.8 2.8 34.1 21.0 3.4 0.9 4.2 0.0 17.3 12.4
Number of Traders in Each Category Total Traders: 119
6 11 4 19 20 7 34 24 14 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 232,428
Positions
119,800 9,083 673 20,487 34,210 11,119 56,214 136,422 4,556 782 1,166 32 18,765 35,167
Changes from: December 19, 2017 Total Change is: 9,004
-1,539 -1,515 -253 -643 3,018 127 8,834 11,035 178 96 38 0 2,204 -3,624
Percent of Open Interest Represented by Each Category of Trader
51.5 3.9 0.3 8.8 14.7 4.8 24.2 58.7 2.0 0.3 0.5 0.0 8.1 15.1
Number of Traders in Each Category Total Traders: 110
10 5 4 13 22 10 24 33 15 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 497,744
Positions
42,077 219,797 6,325 229,430 105,292 23,873 77,098 76,535 12,798 21,316 7,561 221 84,606 45,342
Changes from: December 19, 2017 Total Change is: 12,122
-1,112 4,032 6 -3,963 607 247 9,646 6,738 8 2,010 931 -492 5,772 45
Percent of Open Interest Represented by Each Category of Trader
8.5 44.2 1.3 46.1 21.2 4.8 15.5 15.4 2.6 4.3 1.5 0.0 17.0 9.1
Number of Traders in Each Category Total Traders: 250
18 16 11 75 29 37 44 32 19 25 11 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 37,853
Positions
626 23,690 10 21,272 4,574 1,555 448 3,768 676 538 419 10 12,718 3,151
Changes from: December 19, 2017 Total Change is: 78
0 1 0 -222 503 38 0 241 12 0 -503 0 250 -214
Percent of Open Interest Represented by Each Category of Trader
1.7 62.6 0.0 56.2 12.1 4.1 1.2 10.0 1.8 1.4 1.1 0.0 33.6 8.3
Number of Traders in Each Category Total Traders: 31
. . . 17 4 9 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 110,525
Positions
35,178 6,996 263 6,110 33,999 2,616 40,535 39,890 2,290 429 0 12 23,092 24,459
Changes from: December 19, 2017 Total Change is: 5,255
444 1,057 131 195 -4,845 123 -39 10,549 1,009 -129 0 6 3,515 -2,775
Percent of Open Interest Represented by Each Category of Trader
31.8 6.3 0.2 5.5 30.8 2.4 36.7 36.1 2.1 0.4 0.0 0.0 20.9 22.1
Number of Traders in Each Category Total Traders: 84
9 7 . 8 14 5 22 22 10 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 57,016
Positions
151 46,605 227 29,573 0 0 24,822 9,013 0 457 123 0 1,786 1,048
Changes from: December 19, 2017 Total Change is: 2,776
0 1,555 0 1,749 0 0 882 1,317 -44 57 23 0 132 -75
Percent of Open Interest Represented by Each Category of Trader
0.3 81.7 0.4 51.9 0.0 0.0 43.5 15.8 0.0 0.8 0.2 0.0 3.1 1.8
Number of Traders in Each Category Total Traders: 33
. 6 . 4 0 0 13 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 184,543
Positions
20,702 76,105 1 78,089 7,517 145 74,686 82,086 4,183 1,545 10,143 0 5,192 4,363
Changes from: December 19, 2017 Total Change is: 2,618
732 -328 -560 7,619 -1,573 0 -6,424 2,267 896 57 1,334 0 298 582
Percent of Open Interest Represented by Each Category of Trader
11.2 41.2 0.0 42.3 4.1 0.1 40.5 44.5 2.3 0.8 5.5 0.0 2.8 2.4
Number of Traders in Each Category Total Traders: 125
5 4 . 12 9 . 33 43 10 6 12 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 21,306
Positions
211 1,938 3,723 5,506 761 42 6,382 10,535 1,991 1,262 924 0 2,189 1,392
Changes from: December 19, 2017 Total Change is: 1,164
-41 189 909 9 -3,131 42 -1,121 2,024 824 1 -147 -79 620 533
Percent of Open Interest Represented by Each Category of Trader
1.0 9.1 17.5 25.8 3.6 0.2 30.0 49.4 9.3 5.9 4.3 0.0 10.3 6.5
Number of Traders in Each Category Total Traders: 40
. . . . . . 11 11 4 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 47,219
Positions
31,402 156 0 1,826 6,709 8 10,827 34,727 316 100 528 0 2,740 4,775
Changes from: December 19, 2017 Total Change is: -1,166
-576 0 0 117 -36 0 -746 -1,011 -131 -10 -83 0 180 95
Percent of Open Interest Represented by Each Category of Trader
66.5 0.3 0.0 3.9 14.2 0.0 22.9 73.5 0.7 0.2 1.1 0.0 5.8 10.1
Number of Traders in Each Category Total Traders: 74
8 . 0 7 11 . 16 28 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 12,599
Positions
3,299 7,795 0 6,749 219 0 1,099 3,414 282 0 0 0 1,170 889
Changes from: December 19, 2017 Total Change is: -494
0 1,814 0 -337 6 0 -295 -2,406 -12 0 0 0 150 104
Percent of Open Interest Represented by Each Category of Trader
26.2 61.9 0.0 53.6 1.7 0.0 8.7 27.1 2.2 0.0 0.0 0.0 9.3 7.1
Number of Traders in Each Category Total Traders: 21
. 4 0 . . 0 5 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 72,295
Positions
6,584 51,109 1,502 16,454 3,730 242 29,598 5,182 3,542 2,728 285 0 11,646 6,704
Changes from: December 19, 2017 Total Change is: -75
-97 -722 82 1,200 310 86 -739 307 -215 99 -112 0 -490 190
Percent of Open Interest Represented by Each Category of Trader
9.1 70.7 2.1 22.8 5.2 0.3 40.9 7.2 4.9 3.8 0.4 0.0 16.1 9.3
Number of Traders in Each Category Total Traders: 113
14 19 4 20 4 4 34 16 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 144,589
Positions
13,167 102,217 3,004 32,908 7,460 483 59,195 10,364 7,084 5,456 569 0 23,292 13,408
Changes from: December 19, 2017 Total Change is: -150
-193 -1,443 163 2,399 619 171 -1,477 613 -430 197 -223 0 -980 380
Percent of Open Interest Represented by Each Category of Trader
9.1 70.7 2.1 22.8 5.2 0.3 40.9 7.2 4.9 3.8 0.4 0.0 16.1 9.3
Number of Traders in Each Category Total Traders: 113
14 19 4 20 4 4 34 16 8 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 663,937
Positions
48,437 165,038 27,583 315,977 163,264 60,639 85,425 116,550 16,109 25,782 36,038 5,931 78,053 72,783
Changes from: December 19, 2017 Total Change is: 22,546
9,913 12,867 4,442 -470 1,811 1,198 4,212 2,391 -467 1,672 -1,757 508 1,538 1,552
Percent of Open Interest Represented by Each Category of Trader
7.3 24.9 4.2 47.6 24.6 9.1 12.9 17.6 2.4 3.9 5.4 0.9 11.8 11.0
Number of Traders in Each Category Total Traders: 596
30 47 23 143 94 97 82 116 68 49 35 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 51,675
Positions
15,322 11,165 3,600 8,581 14,388 379 3,005 4,203 6 2,790 849 0 17,992 17,085
Changes from: December 19, 2017 Total Change is: 7,930
5,550 1,913 2,000 0 23 0 1,319 380 6 60 591 0 -1,005 3,017
Percent of Open Interest Represented by Each Category of Trader
29.7 21.6 7.0 16.6 27.8 0.7 5.8 8.1 0.0 5.4 1.6 0.0 34.8 33.1
Number of Traders in Each Category Total Traders: 43
5 5 . 5 6 . 12 4 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 3,061,310
Positions
221,187 824,975 64,305 1,539,279 746,682 299,002 420,751 570,387 71,863 119,206 180,192 25,412 300,305 278,492
Changes from: December 19, 2017 Total Change is: 73,078
33,563 66,519 460 -2,224 9,068 5,861 18,285 13,877 -6,184 11,017 -8,786 -414 12,714 -7,323
Percent of Open Interest Represented by Each Category of Trader
7.2 26.9 2.1 50.3 24.4 9.8 13.7 18.6 2.3 3.9 5.9 0.8 9.8 9.1
Number of Traders in Each Category Total Traders: 591
30 47 22 143 93 96 82 115 61 46 35 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 35,482
Positions
4,023 32,812 0 11,354 293 538 15,602 0 0 589 0 0 3,376 1,839
Changes from: December 19, 2017 Total Change is: 1,134
1,290 -329 0 -63 14 194 -167 0 0 0 0 0 -120 1,255
Percent of Open Interest Represented by Each Category of Trader
11.3 92.5 0.0 32.0 0.8 1.5 44.0 0.0 0.0 1.7 0.0 0.0 9.5 5.2
Number of Traders in Each Category Total Traders: 28
. 9 0 7 . . 8 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 91,693
Positions
4,103 45,835 453 42,581 34,394 3,969 26,722 3,404 523 0 260 0 13,342 2,855
Changes from: December 19, 2017 Total Change is: -972
-2 -586 12 448 346 -280 -1,258 -212 146 0 0 0 -38 -398
Percent of Open Interest Represented by Each Category of Trader
4.5 50.0 0.5 46.4 37.5 4.3 29.1 3.7 0.6 0.0 0.3 0.0 14.6 3.1
Number of Traders in Each Category Total Traders: 87
4 11 . 30 18 13 19 4 7 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 57,539
Positions
10,774 9,951 646 18,150 12,112 833 16,554 23,408 1,212 1,853 3,228 82 7,435 6,068
Changes from: December 19, 2017 Total Change is: 2,362
2,872 -478 127 -2,423 99 172 670 2,981 -75 401 -393 38 579 -109
Percent of Open Interest Represented by Each Category of Trader
18.7 17.3 1.1 31.5 21.1 1.4 28.8 40.7 2.1 3.2 5.6 0.1 12.9 10.5
Number of Traders in Each Category Total Traders: 272
16 19 5 48 31 21 50 58 15 18 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 287,695
Positions
53,870 49,757 3,231 90,751 60,561 4,163 82,771 117,039 6,058 9,266 16,139 408 37,177 30,339
Changes from: December 19, 2017 Total Change is: 11,812
14,362 -2,391 636 -12,114 496 861 3,348 14,905 -374 2,007 -1,966 189 2,897 -544
Percent of Open Interest Represented by Each Category of Trader
18.7 17.3 1.1 31.5 21.1 1.4 28.8 40.7 2.1 3.2 5.6 0.1 12.9 10.5
Number of Traders in Each Category Total Traders: 272
16 19 5 48 31 21 50 58 15 18 32 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 589,841
Positions
37,392 176,460 2,158 255,299 219,148 40,558 205,003 129,220 7,157 19,564 1,693 25 22,685 13,422
Changes from: December 19, 2017 Total Change is: 3,687
2,535 -694 928 211 1,863 -3,349 3,763 4,816 474 -121 -914 8 -762 555
Percent of Open Interest Represented by Each Category of Trader
6.3 29.9 0.4 43.3 37.2 6.9 34.8 21.9 1.2 3.3 0.3 0.0 3.8 2.3
Number of Traders in Each Category Total Traders: 303
18 24 4 82 43 38 71 45 22 15 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 23,850
Positions
12,753 12,640 444 1,504 973 0 798 3,026 60 1,195 1,003 180 6,916 5,524
Changes from: December 19, 2017 Total Change is: 461
600 1,111 -11 272 0 0 0 -654 -9 0 6 0 -391 18
Percent of Open Interest Represented by Each Category of Trader
53.5 53.0 1.9 6.3 4.1 0.0 3.3 12.7 0.3 5.0 4.2 0.8 29.0 23.2
Number of Traders in Each Category Total Traders: 37
9 7 . 5 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 39,115
Positions
958 22,273 6 20,669 1,324 405 7,563 2,878 82 1,376 8,152 268 7,788 3,727
Changes from: December 19, 2017 Total Change is: 447
-2 0 0 118 0 7 720 -732 0 -270 733 268 -394 171
Percent of Open Interest Represented by Each Category of Trader
2.4 56.9 0.0 52.8 3.4 1.0 19.3 7.4 0.2 3.5 20.8 0.7 19.9 9.5
Number of Traders in Each Category Total Traders: 42
. 4 . 15 . 5 9 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 51,967
Positions
1,659 13,237 643 25,386 2,186 1,296 9,132 10,366 52 2,560 1,146 0 11,239 23,041
Changes from: December 19, 2017 Total Change is: -784
-109 617 -620 51 100 -288 -856 -284 6 7 0 0 1,025 -315
Percent of Open Interest Represented by Each Category of Trader
3.2 25.5 1.2 48.9 4.2 2.5 17.6 19.9 0.1 4.9 2.2 0.0 21.6 44.3
Number of Traders in Each Category Total Traders: 66
6 11 4 16 . 5 12 13 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 293,942
Positions
21,274 186,634 4,963 182,664 64,100 17,698 38,039 11,836 2,005 17,830 1,281 0 9,469 5,425
Changes from: December 19, 2017 Total Change is: 6,907
-562 4,372 -1,051 11,666 -922 746 1,544 3,432 -10 -5,278 -3 0 -148 343
Percent of Open Interest Represented by Each Category of Trader
7.2 63.5 1.7 62.1 21.8 6.0 12.9 4.0 0.7 6.1 0.4 0.0 3.2 1.8
Number of Traders in Each Category Total Traders: 152
6 13 8 58 26 20 32 10 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 972,718
Positions
38,131 658,288 5,856 591,323 150,777 62,105 181,638 51,097 20,210 46,565 14,791 794 26,096 8,800
Changes from: December 19, 2017 Total Change is: -6,846
-7,411 -14,970 130 5,475 -118 -1,818 -2,510 11,386 -374 1,194 149 -22 -1,510 -1,209
Percent of Open Interest Represented by Each Category of Trader
3.9 67.7 0.6 60.8 15.5 6.4 18.7 5.3 2.1 4.8 1.5 0.1 2.7 0.9
Number of Traders in Each Category Total Traders: 382
23 21 9 141 47 48 73 30 17 39 8 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 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 19, 2017 Total Change is: 0
0 0 0 0 0 0 0 0 0 0 0 0 0 0
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 - Futures Only Positions as of December 26, 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 767,642
Positions
13,955 69,861 7,082 306,258 262,174 115,041 131,414 101,574 31,637 18,597 23,399 292 143,366 156,582
Changes from: December 19, 2017 Total Change is: -2,240
2,464 -2,266 348 10,560 5,864 1,541 -13,045 -3,227 -2,609 1,221 1,512 292 -3,012 -3,695
Percent of Open Interest Represented by Each Category of Trader
1.8 9.1 0.9 39.9 34.2 15.0 17.1 13.2 4.1 2.4 3.0 0.0 18.7 20.4
Number of Traders in Each Category Total Traders: 172
8 16 5 41 32 33 26 34 20 7 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 882,616
Positions
7,725 132,107 108 476,521 84,880 147,878 60,860 390,324 27,429 36,676 7,719 1,163 124,256 91,008
Changes from: December 19, 2017 Total Change is: -6,232
2,589 1,280 -251 -1,019 -5,349 350 -7,226 -1,338 3,165 -2,708 -1,200 7 -1,139 -2,896
Percent of Open Interest Represented by Each Category of Trader
0.9 15.0 0.0 54.0 9.6 16.8 6.9 44.2 3.1 4.2 0.9 0.1 14.1 10.3
Number of Traders in Each Category Total Traders: 115
. 13 . 44 15 34 18 16 19 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 1,785,921
Positions
75,950 185,881 10,508 571,976 366,652 213,996 510,414 492,882 85,665 197,131 265,226 2,279 118,002 162,832
Changes from: December 19, 2017 Total Change is: 20,780
4,517 8,255 997 26,664 -765 2,339 11,338 14,019 5,017 -32,951 -3,802 2 2,857 -5,282
Percent of Open Interest Represented by Each Category of Trader
4.3 10.4 0.6 32.0 20.5 12.0 28.6 27.6 4.8 11.0 14.9 0.1 6.6 9.1
Number of Traders in Each Category Total Traders: 309
18 29 12 69 41 55 55 55 30 23 19 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 3,289,719
Positions
159,301 117,303 46,908 1,282,897 921,735 475,414 463,148 876,723 168,922 339,904 138,229 25,947 327,278 518,538
Changes from: December 19, 2017 Total Change is: 11,747
-2,947 -50,199 17,605 24,795 41,431 -16,633 -45,267 -13,018 28,039 -1,787 3,135 2,887 5,055 -1,500
Percent of Open Interest Represented by Each Category of Trader
4.8 3.6 1.4 39.0 28.0 14.5 14.1 26.7 5.1 10.3 4.2 0.8 9.9 15.8
Number of Traders in Each Category Total Traders: 384
25 26 14 59 98 79 47 86 51 23 20 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 508,274
Positions
22,442 17,427 3,782 120,671 195,299 47,281 180,647 70,525 15,747 18,752 12,519 0 98,952 145,694
Changes from: December 19, 2017 Total Change is: -4,164
-7,043 3,988 -185 -1,585 5,365 -3,215 -4,838 -5,506 1,624 -164 -4,216 0 11,242 -2,019
Percent of Open Interest Represented by Each Category of Trader
4.4 3.4 0.7 23.7 38.4 9.3 35.5 13.9 3.1 3.7 2.5 0.0 19.5 28.7
Number of Traders in Each Category Total Traders: 84
4 5 4 15 33 30 10 12 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 3,094,652
Positions
121,238 244,097 45,268 1,537,456 609,040 428,037 334,018 926,704 159,563 209,576 242,529 8,570 250,926 430,844
Changes from: December 19, 2017 Total Change is: 47,667
-6,836 4,560 -5,273 25,719 2,020 17,592 -33,779 8,692 33,624 7,405 -5,662 -325 9,540 -7,561
Percent of Open Interest Represented by Each Category of Trader
3.9 7.9 1.5 49.7 19.7 13.8 10.8 29.9 5.2 6.8 7.8 0.3 8.1 13.9
Number of Traders in Each Category Total Traders: 308
15 29 8 61 61 71 42 59 34 20 21 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 1,484,545
Positions
421,450 208,711 522,671 63,174 2,667 61,809 37,590 290,834 230,989 48,262 44,807 67,930 30,670 54,127
Changes from: December 19, 2017 Total Change is: 26,123
13,706 23,242 -2,103 7,317 150 -1,277 3,783 -3,610 3,822 1,629 9,310 -3,362 2,608 -49
Percent of Open Interest Represented by Each Category of Trader
28.4 14.1 35.2 4.3 0.2 4.2 2.5 19.6 15.6 3.3 3.0 4.6 2.1 3.6
Number of Traders in Each Category Total Traders: 151
27 29 48 . . 7 18 42 47 9 12 12
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 is12,604,380
Positions
6,125,404 587,681 2,034,900 6,230 2,497,279 828,331 547,336 2,500,825 1,819,022 186,646 475,054 566,499 490,012 1,294,789
Changes from: December 19, 2017 Total Change is: 10,920
189,281 93,831 -74,019 -410 40,810 -1,738 -739 -14,561 -24,295 -25,560 5,854 -19,673 -31,927 4,711
Percent of Open Interest Represented by Each Category of Trader
48.6 4.7 16.1 0.0 19.8 6.6 4.3 19.8 14.4 1.5 3.8 4.5 3.9 10.3
Number of Traders in Each Category Total Traders: 291
36 36 68 . 36 33 31 98 93 10 22 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 24,912
Positions
5,454 4,499 0 57 8,297 123 6,561 7,535 0 12,693 4,350 0 24 108
Changes from: December 19, 2017 Total Change is: 455
781 523 0 0 116 0 -409 -190 0 71 0 0 12 6
Percent of Open Interest Represented by Each Category of Trader
21.9 18.1 0.0 0.2 33.3 0.5 26.3 30.2 0.0 51.0 17.5 0.0 0.1 0.4
Number of Traders in Each Category Total Traders: 49
. 7 0 . 13 . 5 11 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 21,162
Positions
2,842 4,926 0 69 5,026 458 17,254 7,568 0 487 3,044 23 29 117
Changes from: December 19, 2017 Total Change is: 914
1,047 437 0 0 -23 61 -333 399 0 104 -22 22 13 40
Percent of Open Interest Represented by Each Category of Trader
13.4 23.3 0.0 0.3 23.8 2.2 81.5 35.8 0.0 2.3 14.4 0.1 0.1 0.6
Number of Traders in Each Category Total Traders: 32
. 4 0 . 8 . . 9 0 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BITCOIN-USD - CBOE FUTURES EXCHANGE (1 Bitcoin)
CFTC Code #1330E1 Open Interest is 3,737
Positions
39 0 15 0 0 0 259 1,138 73 934 1,895 29 2,388 587
Changes from: December 19, 2017 Total Change is: 916
-67 0 -47 0 0 0 4 785 47 467 49 -19 531 101
Percent of Open Interest Represented by Each Category of Trader
1.0 0.0 0.4 0.0 0.0 0.0 6.9 30.5 2.0 25.0 50.7 0.8 63.9 15.7
Number of Traders in Each Category Total Traders: 34
. 0 . 0 0 0 4 . . 18 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 44,142
Positions
300 13,278 0 11,635 7,388 916 8,144 18,064 1,201 14,873 932 26 7,047 2,337
Changes from: December 19, 2017 Total Change is: 3,198
-242 -72 0 201 1,305 -397 3,695 2,359 -225 632 179 22 -488 27
Percent of Open Interest Represented by Each Category of Trader
0.7 30.1 0.0 26.4 16.7 2.1 18.4 40.9 2.7 33.7 2.1 0.1 16.0 5.3
Number of Traders in Each Category Total Traders: 138
. . 0 12 8 . 25 36 8 49 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 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 551,395
Positions
106,232 52,412 15,722 79,831 89,405 100,550 119,553 165,492 68,960 14,693 6,612 18,764 27,090 33,478
Changes from: December 19, 2017 Total Change is: -94,631
-24,469 -2,103 -18,722 8,920 986 -15,790 -17,189 -31,556 -20,318 -1,473 -6,389 1,577 -7,167 -2,316
Percent of Open Interest Represented by Each Category of Trader
19.3 9.5 2.9 14.5 16.2 18.2 21.7 30.0 12.5 2.7 1.2 3.4 4.9 6.1
Number of Traders in Each Category Total Traders: 250
16 8 15 29 33 22 50 67 53 20 13 25
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of December 26, 2017
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE ($100 X INDEX)
CFTC Code #221602 Open Interest is 51,532
Positions
1,073 100 0 39,564 168 166 9,765 50,826 108 753 130 0 103 34
Changes from: December 19, 2017 Total Change is: -21,194
238 -21,676 0 327 -3 0 -20 22,175 -21,705 -28 2 0 -6 13
Percent of Open Interest Represented by Each Category of Trader
2.1 0.2 0.0 76.8 0.3 0.3 18.9 98.6 0.2 1.5 0.3 0.0 0.2 0.1
Number of Traders in Each Category Total Traders: 37
. . 0 8 . . 10 5 . 8 . 0
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Updated December 29, 2017