Traders in Financial Futures - Options and Futures Combined 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 134,238
Positions
4,812 55,036 4,705 35,579 9,798 2,638 30,229 22,213 14,296 6,414 2,342 442 35,123 22,768
Changes from: December 19, 2017 Total Change is: -38,438
-11,007 -26,906 -9,889 3,076 22 472 -20,195 1,688 -1,814 -107 -377 -81 1,107 -1,552
Percent of Open Interest Represented by Each Category of Trader
3.6 41.0 3.5 26.5 7.3 2.0 22.5 16.5 10.6 4.8 1.7 0.3 26.2 17.0
Number of Traders in Each Category Total Traders: 89
. 8 8 13 7 5 27 20 20 8 4 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 82,012
Positions
33,904 3,777 0 621 8,240 655 39,301 43,965 231 480 2,176 0 6,820 22,968
Changes from: December 19, 2017 Total Change is: 2,797
594 236 -42 0 -1,307 -20 1,577 3,063 -96 480 496 0 304 467
Percent of Open Interest Represented by Each Category of Trader
41.3 4.6 0.0 0.8 10.0 0.8 47.9 53.6 0.3 0.6 2.7 0.0 8.3 28.0
Number of Traders in Each Category Total Traders: 51
6 4 0 . 8 . 12 17 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 226,037
Positions
47,944 34,348 14,226 30,882 70,576 6,278 63,482 40,113 25,916 1,802 8,032 1,412 34,096 25,137
Changes from: December 19, 2017 Total Change is: 3,473
-790 765 527 1,192 -1,176 -86 3,387 6,932 -2,046 -65 -7 -190 1,545 -1,245
Percent of Open Interest Represented by Each Category of Trader
21.2 15.2 6.3 13.7 31.2 2.8 28.1 17.7 11.5 0.8 3.6 0.6 15.1 11.1
Number of Traders in Each Category Total Traders: 123
9 8 11 19 20 8 33 27 24 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 254,495
Positions
121,074 10,934 7,282 21,545 33,832 12,078 54,662 135,197 15,683 17 1,185 1,486 20,669 36,818
Changes from: December 19, 2017 Total Change is: 6,002
-164 -1,821 -2,071 -850 3,033 -13 8,457 12,024 -1,845 -1 25 -32 2,520 -3,298
Percent of Open Interest Represented by Each Category of Trader
47.6 4.3 2.9 8.5 13.3 4.7 21.5 53.1 6.2 0.0 0.5 0.6 8.1 14.5
Number of Traders in Each Category Total Traders: 115
8 8 11 13 22 12 24 35 22 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 570,775
Positions
48,127 215,027 27,752 230,176 105,977 26,526 68,942 74,305 55,227 20,674 8,898 4,606 88,745 52,457
Changes from: December 19, 2017 Total Change is: 8,842
-518 4,088 -1,689 -4,760 504 1,010 8,992 6,455 -1,420 2,219 775 -847 5,855 -35
Percent of Open Interest Represented by Each Category of Trader
8.4 37.7 4.9 40.3 18.6 4.6 12.1 13.0 9.7 3.6 1.6 0.8 15.5 9.2
Number of Traders in Each Category Total Traders: 260
20 14 16 76 30 40 44 34 32 25 17 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 126,615
Positions
35,584 6,004 5,675 5,541 34,755 3,274 40,520 37,941 10,532 229 360 875 24,384 27,200
Changes from: December 19, 2017 Total Change is: 5,832
-1,087 450 1,256 -55 -4,521 256 831 9,561 1,206 -15 -4 -17 3,457 -2,355
Percent of Open Interest Represented by Each Category of Trader
28.1 4.7 4.5 4.4 27.4 2.6 32.0 30.0 8.3 0.2 0.3 0.7 19.3 21.5
Number of Traders in Each Category Total Traders: 87
10 6 7 6 16 5 24 21 14 . . 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 185,381
Positions
20,528 76,105 433 78,089 7,517 145 74,875 82,056 4,449 1,545 10,219 0 5,317 4,457
Changes from: December 19, 2017 Total Change is: 2,736
551 -328 -430 7,619 -1,583 0 -6,284 2,250 894 32 1,361 0 353 571
Percent of Open Interest Represented by Each Category of Trader
11.1 41.1 0.2 42.1 4.1 0.1 40.4 44.3 2.4 0.8 5.5 0.0 2.9 2.4
Number of Traders in Each Category Total Traders: 129
6 4 . 12 10 . 33 43 11 7 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 73,556
Positions
6,614 51,105 1,615 16,454 3,730 242 30,073 5,182 3,776 2,375 326 662 11,745 6,918
Changes from: December 19, 2017 Total Change is: -76
-98 -722 75 1,200 310 86 -741 307 -209 105 -124 11 -505 191
Percent of Open Interest Represented by Each Category of Trader
9.0 69.5 2.2 22.4 5.1 0.3 40.9 7.0 5.1 3.2 0.4 0.9 16.0 9.4
Number of Traders in Each Category Total Traders: 117
15 18 5 20 4 4 34 16 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 147,111
Positions
13,229 102,209 3,230 32,908 7,460 483 60,146 10,364 7,551 4,750 653 1,324 23,489 13,836
Changes from: December 19, 2017 Total Change is: -152
-195 -1,443 150 2,399 619 171 -1,481 613 -418 211 -247 21 -1,010 382
Percent of Open Interest Represented by Each Category of Trader
9.0 69.5 2.2 22.4 5.1 0.3 40.9 7.0 5.1 3.2 0.4 0.9 16.0 9.4
Number of Traders in Each Category Total Traders: 117
15 18 5 20 4 4 34 16 9 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 870,499
Positions
53,123 163,559 39,092 316,609 162,599 70,141 78,695 117,176 142,305 27,589 36,814 43,895 99,050 94,918
Changes from: December 19, 2017 Total Change is: 11,922
10,115 13,090 4,435 -764 2,138 -2,141 3,510 1,439 -5,328 1,877 -1,861 -1,054 1,270 1,202
Percent of Open Interest Represented by Each Category of Trader
6.1 18.8 4.5 36.4 18.7 8.1 9.0 13.5 16.3 3.2 4.2 5.0 11.4 10.9
Number of Traders in Each Category Total Traders: 691
31 46 39 145 95 107 89 123 112 107 54 96
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 119,764
Positions
19,601 11,162 8,813 9,376 16,151 5,609 1,694 7,821 33,483 3,542 523 8,919 28,727 27,283
Changes from: December 19, 2017 Total Change is: 2,810
6,101 1,951 2,097 -262 66 -3,302 157 -667 -239 -1,255 -8 441 -928 2,472
Percent of Open Interest Represented by Each Category of Trader
16.4 9.3 7.4 7.8 13.5 4.7 1.4 6.5 28.0 3.0 0.4 7.4 24.0 22.8
Number of Traders in Each Category Total Traders: 63
7 6 4 6 6 5 5 16 19 11 6 11
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,753,674
Positions
228,359 822,729 90,652 1,538,461 734,543 320,358 404,331 566,097 524,784 122,660 183,883 172,455 351,613 338,174
Changes from: December 19, 2017 Total Change is: 45,559
32,077 67,703 -313 -2,383 10,490 5,676 14,041 7,807 -22,722 14,730 -10,197 -6,539 10,991 -6,348
Percent of Open Interest Represented by Each Category of Trader
6.1 21.9 2.4 41.0 19.6 8.5 10.8 15.1 14.0 3.3 4.9 4.6 9.4 9.0
Number of Traders in Each Category Total Traders: 675
31 46 37 144 94 105 90 118 109 101 50 90
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 59,196
Positions
10,776 9,951 726 18,150 12,117 834 16,479 23,551 1,798 2,135 3,237 595 7,704 6,386
Changes from: December 19, 2017 Total Change is: 2,297
2,869 -478 119 -2,423 99 172 670 3,040 -127 509 -292 -84 591 -153
Percent of Open Interest Represented by Each Category of Trader
18.2 16.8 1.2 30.7 20.5 1.4 27.8 39.8 3.0 3.6 5.5 1.0 13.0 10.8
Number of Traders in Each Category Total Traders: 282
16 19 6 48 32 23 51 58 22 26 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 295,982
Positions
53,882 49,757 3,630 90,750 60,586 4,168 82,393 117,757 8,991 10,676 16,187 2,974 38,518 31,932
Changes from: December 19, 2017 Total Change is: 11,484
14,347 -2,391 596 -12,114 497 861 3,349 15,199 -633 2,544 -1,459 -422 2,956 -764
Percent of Open Interest Represented by Each Category of Trader
18.2 16.8 1.2 30.7 20.5 1.4 27.8 39.8 3.0 3.6 5.5 1.0 13.0 10.8
Number of Traders in Each Category Total Traders: 282
16 19 6 48 32 23 51 58 22 26 32 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 593,149
Positions
37,095 176,460 2,534 255,299 219,148 40,558 205,657 129,524 8,815 19,524 1,693 824 22,842 13,593
Changes from: December 19, 2017 Total Change is: 3,032
2,559 -694 887 211 1,863 -3,349 4,091 4,848 -103 -162 -686 -143 -959 410
Percent of Open Interest Represented by Each Category of Trader
6.3 29.7 0.4 43.0 36.9 6.8 34.7 21.8 1.5 3.3 0.3 0.1 3.9 2.3
Number of Traders in Each Category Total Traders: 306
18 24 5 82 43 38 71 46 26 17 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 973,138
Positions
38,131 658,376 6,022 591,323 150,777 62,105 181,638 51,097 20,210 46,653 14,791 960 26,096 8,800
Changes from: December 19, 2017 Total Change is: -6,807
-7,411 -14,981 155 5,475 -118 -1,818 -2,510 11,386 -374 1,183 149 3 -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 10 141 47 48 73 30 17 39 8 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 913,777
Positions
16,050 64,309 34,266 279,776 263,305 161,674 132,417 79,931 109,610 18,280 24,486 8,149 153,555 168,048
Changes from: December 19, 2017 Total Change is: -15,296
3,505 -5,823 2,155 4,715 2,344 3,581 -13,579 -9,515 -4,081 -439 2,472 -364 -10,788 -6,064
Percent of Open Interest Represented by Each Category of Trader
1.8 7.0 3.7 30.6 28.8 17.7 14.5 8.7 12.0 2.0 2.7 0.9 16.8 18.4
Number of Traders in Each Category Total Traders: 180
7 17 16 39 35 38 34 29 45 6 13 6
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 883,897
Positions
7,725 132,107 108 476,519 84,880 147,881 60,779 390,016 28,383 36,676 7,719 1,163 124,664 91,640
Changes from: December 19, 2017 Total Change is: -5,953
2,589 1,280 -251 -1,033 -5,349 353 -7,140 -1,691 3,745 -2,708 -1,200 7 -1,515 -2,847
Percent of Open Interest Represented by Each Category of Trader
0.9 14.9 0.0 53.9 9.6 16.7 6.9 44.1 3.2 4.1 0.9 0.1 14.1 10.4
Number of Traders in Each Category Total Traders: 115
. 13 . 44 15 35 17 17 22 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,872,835
Positions
75,589 185,441 13,887 569,704 379,091 216,548 514,067 482,880 158,949 194,945 265,308 6,604 122,543 164,128
Changes from: December 19, 2017 Total Change is: 30,124
3,877 9,145 172 26,636 1,140 1,307 11,886 10,228 17,641 -33,968 -3,800 -505 3,079 -5,202
Percent of Open Interest Represented by Each Category of Trader
4.0 9.9 0.7 30.4 20.2 11.6 27.4 25.8 8.5 10.4 14.2 0.4 6.5 8.8
Number of Traders in Each Category Total Traders: 309
18 29 15 67 43 56 60 50 41 22 20 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 3,750,891
Positions
173,070 119,290 151,059 1,291,991 955,795 521,397 466,385 853,610 399,163 333,961 139,154 66,034 347,830 545,388
Changes from: December 19, 2017 Total Change is: -191,045
-20,469 -36,644 -33,632 25,672 8,464 -60,608 -53,663 -17,187 -34,181 1,293 2,068 -10,158 -5,299 -9,167
Percent of Open Interest Represented by Each Category of Trader
4.6 3.2 4.0 34.4 25.5 13.9 12.4 22.8 10.6 8.9 3.7 1.8 9.3 14.5
Number of Traders in Each Category Total Traders: 393
25 26 33 57 102 87 60 76 87 22 25 19
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 3,252,039
Positions
116,511 240,668 79,039 1,546,334 610,012 449,822 310,677 902,467 268,297 205,985 245,452 19,611 255,764 436,671
Changes from: December 19, 2017 Total Change is: 2,266
-4,255 4,087 -12,134 9,740 2,565 12,217 -22,336 4,694 11,508 6,034 -7,579 -2,475 3,966 -10,618
Percent of Open Interest Represented by Each Category of Trader
3.6 7.4 2.4 47.5 18.8 13.8 9.6 27.8 8.3 6.3 7.5 0.6 7.9 13.4
Number of Traders in Each Category Total Traders: 310
18 26 19 61 61 73 38 63 57 21 22 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 1,484,553
Positions
421,450 208,711 522,671 63,174 2,667 61,809 37,590 290,842 230,989 48,262 44,807 67,930 30,678 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 - Options and Futures Combined 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 is22,975,869
Positions
6,231,647 661,248 3,511,462 122,919 2,691,064 1,702,559 428,381 2,096,898 8,866,068 114,980 627,963 1,475,345 522,507 1,343,262
Changes from: December 19, 2017 Total Change is: 733,283
169,171 107,651 594 31,367 53,345 28,401 9,629 -32,138 475,150 -37,622 10,881 80,069 -23,475 9,331
Percent of Open Interest Represented by Each Category of Trader
27.1 2.9 15.3 0.5 11.7 7.4 1.9 9.1 38.6 0.5 2.7 6.4 2.3 5.8
Number of Traders in Each Category Total Traders: 314
35 38 69 6 38 37 43 102 110 17 24 27
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 - Options and Futures Combined 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 44,315
Positions
300 13,278 0 11,635 7,388 916 8,123 18,096 1,311 14,916 934 46 7,068 2,346
Changes from: December 19, 2017 Total Change is: 3,287
-242 -72 0 201 1,305 -397 3,704 2,370 -145 638 178 21 -494 27
Percent of Open Interest Represented by Each Category of Trader
0.7 30.0 0.0 26.3 16.7 2.1 18.3 40.8 3.0 33.7 2.1 0.1 15.9 5.3
Number of Traders in Each Category Total Traders: 140
. . 0 12 8 . 25 37 10 49 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Options and Futures Combined 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 - Options and Futures Combined 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