Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 147,839
Positions
5,078 76,732 788 46,705 9,455 1,689 42,976 35,884 3,756 5,280 2,258 405 41,162 16,872
Changes from: January 2, 2018 Total Change is: 21,010
1,486 19,971 553 4,090 49 -267 10,581 3,351 -388 -433 500 0 5,388 -2,759
Percent of Open Interest Represented by Each Category of Trader
3.4 51.9 0.5 31.6 6.4 1.1 29.1 24.3 2.5 3.6 1.5 0.3 27.8 11.4
Number of Traders in Each Category Total Traders: 95
4 10 5 19 7 4 26 21 15 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,070
Positions
38,695 4,046 5 603 6,322 602 25,503 39,794 4,105 480 1,722 0 7,077 20,474
Changes from: January 2, 2018 Total Change is: 1,408
5,154 110 5 -61 -824 -7 -6,379 -74 3,554 0 0 0 -858 -1,356
Percent of Open Interest Represented by Each Category of Trader
50.2 5.2 0.0 0.8 8.2 0.8 33.1 51.6 5.3 0.6 2.2 0.0 9.2 26.6
Number of Traders in Each Category Total Traders: 54
8 4 . . 6 . 13 19 4 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 203,484
Positions
41,528 50,658 3,364 28,789 66,091 5,499 76,145 40,651 5,100 1,907 7,532 483 40,669 24,106
Changes from: January 2, 2018 Total Change is: -8,143
2,020 6,498 2,023 -2,624 211 51 -10,962 -16,757 -376 -513 0 465 1,773 -258
Percent of Open Interest Represented by Each Category of Trader
20.4 24.9 1.7 14.1 32.5 2.7 37.4 20.0 2.5 0.9 3.7 0.2 20.0 11.8
Number of Traders in Each Category Total Traders: 123
7 8 . 18 20 6 37 27 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 233,144
Positions
128,935 11,682 395 22,150 23,574 10,955 46,493 146,022 4,243 228 1,171 32 19,713 35,070
Changes from: January 2, 2018 Total Change is: 2,580
9,458 2,051 -338 806 -7,711 290 -5,438 7,767 -641 -463 5 -483 -611 1,640
Percent of Open Interest Represented by Each Category of Trader
55.3 5.0 0.2 9.5 10.1 4.7 19.9 62.6 1.8 0.1 0.5 0.0 8.5 15.0
Number of Traders in Each Category Total Traders: 120
11 6 6 17 19 9 29 34 18 . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 563,400
Positions
44,754 291,217 8,289 259,618 110,503 24,311 101,215 59,173 14,547 23,498 7,162 597 86,571 47,601
Changes from: January 2, 2018 Total Change is: 20,778
4,770 28,137 1,628 18,174 3,730 -806 -2,531 -10,043 1,149 108 -397 -23 -1,691 -2,597
Percent of Open Interest Represented by Each Category of Trader
7.9 51.7 1.5 46.1 19.6 4.3 18.0 10.5 2.6 4.2 1.3 0.1 15.4 8.4
Number of Traders in Each Category Total Traders: 269
20 13 13 78 28 42 52 41 27 28 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 38,809
Positions
626 24,055 10 21,626 3,716 1,632 681 4,358 682 538 419 10 13,004 3,927
Changes from: January 2, 2018 Total Change is: -107
0 363 0 378 26 72 -448 -1,115 6 0 0 0 -115 541
Percent of Open Interest Represented by Each Category of Trader
1.6 62.0 0.0 55.7 9.6 4.2 1.8 11.2 1.8 1.4 1.1 0.0 33.5 10.1
Number of Traders in Each Category Total Traders: 30
. . . 17 . 8 . 4 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 123,463
Positions
20,322 29,991 481 15,127 27,673 2,398 51,651 37,200 2,724 253 0 6 30,501 22,990
Changes from: January 2, 2018 Total Change is: 287
-14,177 18,858 427 4,295 -1,797 105 7,356 -16,801 -196 -232 0 0 2,709 -309
Percent of Open Interest Represented by Each Category of Trader
16.5 24.3 0.4 12.3 22.4 1.9 41.8 30.1 2.2 0.2 0.0 0.0 24.7 18.6
Number of Traders in Each Category Total Traders: 95
8 10 4 14 12 7 33 17 13 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 60,452
Positions
0 49,219 227 31,829 0 0 25,928 9,700 0 510 142 0 1,958 1,164
Changes from: January 2, 2018 Total Change is: 978
0 442 0 -82 0 0 889 424 0 20 -9 0 151 121
Percent of Open Interest Represented by Each Category of Trader
0.0 81.4 0.4 52.7 0.0 0.0 42.9 16.0 0.0 0.8 0.2 0.0 3.2 1.9
Number of Traders in Each Category Total Traders: 32
0 6 . 4 0 0 14 5 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 184,250
Positions
34,874 76,394 20 74,000 8,153 42 63,670 79,412 4,667 2,213 10,572 0 4,764 4,990
Changes from: January 2, 2018 Total Change is: -9,552
9,217 289 20 -4,473 -65 -103 -14,805 -9,550 116 430 36 0 46 -295
Percent of Open Interest Represented by Each Category of Trader
18.9 41.5 0.0 40.2 4.4 0.0 34.6 43.1 2.5 1.2 5.7 0.0 2.6 2.7
Number of Traders in Each Category Total Traders: 130
6 6 . 13 8 . 32 43 9 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,706
Positions
0 6,952 50 15,554 223 0 5,686 15,453 1,365 1,358 920 0 1,693 743
Changes from: January 2, 2018 Total Change is: 6,196
0 3,407 -2,575 8,068 -316 0 96 5,624 218 63 20 0 326 -182
Percent of Open Interest Represented by Each Category of Trader
0.0 27.0 0.2 60.5 0.9 0.0 22.1 60.1 5.3 5.3 3.6 0.0 6.6 2.9
Number of Traders in Each Category Total Traders: 36
0 4 . 4 . 0 9 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 45,519
Positions
28,522 5,313 1 3,341 1,945 0 9,462 32,509 732 0 645 0 3,461 4,374
Changes from: January 2, 2018 Total Change is: 378
-2,458 4,752 1 1,527 -165 -8 866 -4,025 30 0 122 0 420 -329
Percent of Open Interest Represented by Each Category of Trader
62.7 11.7 0.0 7.3 4.3 0.0 20.8 71.4 1.6 0.0 1.4 0.0 7.6 9.6
Number of Traders in Each Category Total Traders: 80
7 4 . 9 6 0 22 28 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 12,529
Positions
2,816 7,801 0 6,411 190 0 1,835 3,166 288 0 0 0 1,179 1,084
Changes from: January 2, 2018 Total Change is: -799
-437 4 0 77 14 0 -277 -885 6 0 0 0 -168 62
Percent of Open Interest Represented by Each Category of Trader
22.5 62.3 0.0 51.2 1.5 0.0 14.6 25.3 2.3 0.0 0.0 0.0 9.4 8.7
Number of Traders in Each Category Total Traders: 27
. 4 0 4 . 0 10 7 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 75,319
Positions
7,641 52,609 1,483 16,462 3,261 381 29,155 7,229 4,242 3,247 189 2 12,708 5,925
Changes from: January 2, 2018 Total Change is: 951
1,050 -646 -90 185 -512 -150 -1,688 1,990 968 339 -370 0 337 -240
Percent of Open Interest Represented by Each Category of Trader
10.1 69.8 2.0 21.9 4.3 0.5 38.7 9.6 5.6 4.3 0.3 0.0 16.9 7.9
Number of Traders in Each Category Total Traders: 119
15 19 4 19 4 5 34 17 8 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 150,638
Positions
15,282 105,217 2,965 32,923 6,522 762 58,310 14,457 8,483 6,494 378 4 25,415 11,850
Changes from: January 2, 2018 Total Change is: 1,901
2,099 -1,292 -180 370 -1,024 -299 -3,375 3,980 1,936 677 -740 0 673 -480
Percent of Open Interest Represented by Each Category of Trader
10.1 69.8 2.0 21.9 4.3 0.5 38.7 9.6 5.6 4.3 0.3 0.0 16.9 7.9
Number of Traders in Each Category Total Traders: 119
15 19 4 19 4 5 34 17 8 8 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 704,939
Positions
48,166 181,169 31,481 352,879 164,173 61,023 70,378 125,435 24,770 27,496 37,827 5,317 83,429 73,744
Changes from: January 2, 2018 Total Change is: 42,808
823 7,309 3,463 27,123 789 1,301 984 22,039 4,455 1,028 1,539 10 3,620 1,904
Percent of Open Interest Represented by Each Category of Trader
6.8 25.7 4.5 50.1 23.3 8.7 10.0 17.8 3.5 3.9 5.4 0.8 11.8 10.5
Number of Traders in Each Category Total Traders: 631
29 51 27 149 92 103 84 123 75 51 52 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 56,671
Positions
19,670 9,813 715 8,868 17,645 825 3,664 7,478 0 3,055 45 0 19,874 20,150
Changes from: January 2, 2018 Total Change is: 4,759
1,800 -76 -800 285 725 446 1,373 1,790 0 257 -206 0 1,398 2,880
Percent of Open Interest Represented by Each Category of Trader
34.7 17.3 1.3 15.6 31.1 1.5 6.5 13.2 0.0 5.4 0.1 0.0 35.1 35.6
Number of Traders in Each Category Total Traders: 46
6 5 . 5 7 4 8 10 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P CONSU STAPLES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Consumer Staples Index price)
CFTC Code #138748 Open Interest is 22,021
Positions
19,598 5,189 0 480 13,416 66 0 2,283 78 0 0 0 1,799 989
Changes from: January 2, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
89.0 23.6 0.0 2.2 60.9 0.3 0.0 10.4 0.4 0.0 0.0 0.0 8.2 4.5
Number of Traders in Each Category Total Traders: 20
8 . 0 . 5 . 0 . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,241,341
Positions
215,602 929,902 80,708 1,722,242 734,827 298,801 357,685 613,902 99,735 122,206 188,909 26,585 317,777 267,972
Changes from: January 2, 2018 Total Change is: 190,246
6,675 48,486 9,752 134,414 544 4,050 8,722 111,908 11,612 2,827 7,694 1,082 11,112 -4,882
Percent of Open Interest Represented by Each Category of Trader
6.7 28.7 2.5 53.1 22.7 9.2 11.0 18.9 3.1 3.8 5.8 0.8 9.8 8.3
Number of Traders in Each Category Total Traders: 626
28 52 24 149 91 101 84 122 70 49 51 15
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 33,801
Positions
4,021 32,568 0 12,098 293 538 13,152 0 0 589 0 0 3,403 402
Changes from: January 2, 2018 Total Change is: -325
-2 -292 0 742 0 0 -842 0 0 0 0 0 -223 -33
Percent of Open Interest Represented by Each Category of Trader
11.9 96.4 0.0 35.8 0.9 1.6 38.9 0.0 0.0 1.7 0.0 0.0 10.1 1.2
Number of Traders in Each Category Total Traders: 27
. 8 0 8 . . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P UTILITIES INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Utilities Index price)
CFTC Code #13874J Open Interest is 25,010
Positions
19,558 11,593 0 2,055 10,834 309 1,800 533 0 0 671 0 1,288 1,070
Changes from: January 2, 2018 Total Change is: -57
1,488 602 0 -218 -1,153 0 -200 16 0 0 0 0 -1,127 478
Percent of Open Interest Represented by Each Category of Trader
78.2 46.4 0.0 8.2 43.3 1.2 7.2 2.1 0.0 0.0 2.7 0.0 5.1 4.3
Number of Traders in Each Category Total Traders: 22
7 . 0 . 5 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 90,871
Positions
4,102 45,764 595 42,122 32,990 3,896 25,173 2,673 1,312 0 240 0 13,671 3,401
Changes from: January 2, 2018 Total Change is: -1,605
1 367 58 351 -1,637 32 -1,409 -547 688 0 -20 0 -1,326 -546
Percent of Open Interest Represented by Each Category of Trader
4.5 50.4 0.7 46.4 36.3 4.3 27.7 2.9 1.4 0.0 0.3 0.0 15.0 3.7
Number of Traders in Each Category Total Traders: 85
4 9 . 31 15 12 19 6 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,860
Positions
8,872 10,008 858 16,056 11,199 1,105 15,116 17,374 1,132 1,685 3,040 37 7,001 7,106
Changes from: January 2, 2018 Total Change is: -3,529
-997 -157 94 409 119 -316 -2,564 -3,874 84 -347 41 3 105 477
Percent of Open Interest Represented by Each Category of Trader
17.1 19.3 1.7 31.0 21.6 2.1 29.1 33.5 2.2 3.2 5.9 0.1 13.5 13.7
Number of Traders in Each Category Total Traders: 261
18 21 5 45 31 23 46 55 19 15 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 259,301
Positions
44,358 50,041 4,288 80,279 55,994 5,524 75,578 86,872 5,662 8,423 15,202 186 35,003 35,532
Changes from: January 2, 2018 Total Change is: -17,643
-4,983 -786 470 2,043 594 -1,578 -12,822 -19,369 422 -1,735 203 15 525 2,386
Percent of Open Interest Represented by Each Category of Trader
17.1 19.3 1.7 31.0 21.6 2.1 29.1 33.5 2.2 3.2 5.9 0.1 13.5 13.7
Number of Traders in Each Category Total Traders: 261
18 21 5 45 31 23 46 55 19 15 29 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 579,068
Positions
39,732 159,998 2,749 259,987 218,641 36,896 190,356 133,422 8,481 18,325 3,522 0 22,542 15,359
Changes from: January 2, 2018 Total Change is: -11,380
890 -8,532 421 2,990 -958 -4,139 -11,442 -2,472 1,582 -263 1,206 0 -1,419 1,512
Percent of Open Interest Represented by Each Category of Trader
6.9 27.6 0.5 44.9 37.8 6.4 32.9 23.0 1.5 3.2 0.6 0.0 3.9 2.7
Number of Traders in Each Category Total Traders: 292
16 25 4 76 44 38 62 50 23 13 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 23,310
Positions
13,344 12,511 459 1,229 1,144 0 474 2,782 104 1,395 700 180 6,125 5,430
Changes from: January 2, 2018 Total Change is: 112
427 193 -25 -6 98 0 0 108 38 200 -231 0 -522 -69
Percent of Open Interest Represented by Each Category of Trader
57.2 53.7 2.0 5.3 4.9 0.0 2.0 11.9 0.4 6.0 3.0 0.8 26.3 23.3
Number of Traders in Each Category Total Traders: 38
11 8 . 4 . 0 . 7 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 46,320
Positions
884 22,273 0 25,749 921 299 8,146 2,552 86 1,412 16,340 509 9,235 3,340
Changes from: January 2, 2018 Total Change is: 5,845
50 0 0 3,795 -391 -50 1,004 -1,004 4 1 7,289 241 800 -244
Percent of Open Interest Represented by Each Category of Trader
1.9 48.1 0.0 55.6 2.0 0.6 17.6 5.5 0.2 3.0 35.3 1.1 19.9 7.2
Number of Traders in Each Category Total Traders: 49
. 4 0 18 . 4 10 5 . . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 61,872
Positions
6,017 10,468 1,490 23,500 1,604 1,551 8,946 15,731 761 10,329 1,146 0 9,278 29,121
Changes from: January 2, 2018 Total Change is: 9,084
3,731 -1,130 206 -776 -197 177 -2,223 5,381 633 7,337 0 0 -1 4,014
Percent of Open Interest Represented by Each Category of Trader
9.7 16.9 2.4 38.0 2.6 2.5 14.5 25.4 1.2 16.7 1.9 0.0 15.0 47.1
Number of Traders in Each Category Total Traders: 84
11 10 5 18 . 6 17 18 8 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 296,760
Positions
21,100 186,899 4,081 199,062 60,942 18,973 40,660 16,442 1,945 2,266 2,641 0 8,673 4,837
Changes from: January 2, 2018 Total Change is: 6,915
-716 4,628 -1,194 22,700 -1,978 301 2,232 4,159 49 -16,287 1,360 0 -170 -410
Percent of Open Interest Represented by Each Category of Trader
7.1 63.0 1.4 67.1 20.5 6.4 13.7 5.5 0.7 0.8 0.9 0.0 2.9 1.6
Number of Traders in Each Category Total Traders: 156
9 13 7 60 23 20 33 10 7 . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MSCI EMERGING MKTS MINI INDEX - ICE FUTURES U.S. (MSCI Emerging Markets Index x $50)
CFTC Code #244042 Open Interest is 1,027,768
Positions
37,053 703,629 5,770 619,228 143,318 66,282 202,295 62,996 21,150 47,551 14,377 877 27,562 9,369
Changes from: January 2, 2018 Total Change is: 32,200
5,176 20,167 -37 10,883 -6,242 2,391 13,404 14,368 762 -1,564 0 202 983 589
Percent of Open Interest Represented by Each Category of Trader
3.6 68.5 0.6 60.2 13.9 6.4 19.7 6.1 2.1 4.6 1.4 0.1 2.7 0.9
Number of Traders in Each Category Total Traders: 385
23 22 8 146 45 48 78 29 16 36 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 93,583
Positions
15,163 30,539 62,196 9,880 0 0 5,362 0 818 120 30 0 44 0
Changes from: January 2, 2018 Total Change is: 627
1,210 113 319 243 0 -5 -1,340 0 200 0 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
16.2 32.6 66.5 10.6 0.0 0.0 5.7 0.0 0.9 0.1 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 30
4 12 8 6 0 0 5 0 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 771,530
Positions
13,870 46,254 3,911 314,974 268,051 116,454 121,329 120,083 25,528 18,981 26,248 1,676 154,807 163,325
Changes from: January 2, 2018 Total Change is: 11,762
3,061 -5,496 321 13,771 -2,862 -2,820 -12,211 11,960 2,181 3,147 -4,786 1,676 2,636 11,588
Percent of Open Interest Represented by Each Category of Trader
1.8 6.0 0.5 40.8 34.7 15.1 15.7 15.6 3.3 2.5 3.4 0.2 20.1 21.2
Number of Traders in Each Category Total Traders: 171
5 17 5 41 33 34 20 42 20 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 886,839
Positions
7,544 137,443 326 485,270 88,868 147,297 57,366 392,886 20,194 51,127 7,719 1,155 116,560 90,951
Changes from: January 2, 2018 Total Change is: 8,534
-51 9,314 198 -4,068 3,277 1,835 -3,285 -9,680 3,312 9,515 0 0 1,078 278
Percent of Open Interest Represented by Each Category of Trader
0.9 15.5 0.0 54.7 10.0 16.6 6.5 44.3 2.3 5.8 0.9 0.1 13.1 10.3
Number of Traders in Each Category Total Traders: 120
. 13 . 44 18 36 16 20 15 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,851,906
Positions
122,075 179,884 9,549 609,147 358,133 220,800 504,275 560,590 57,999 210,769 290,548 2,247 115,045 172,156
Changes from: January 2, 2018 Total Change is: 51,445
25,782 14,212 -2,110 37,174 -2,910 -292 -4,277 35,394 -6,068 10,616 5,049 -387 -8,993 8,557
Percent of Open Interest Represented by Each Category of Trader
6.6 9.7 0.5 32.9 19.3 11.9 27.2 30.3 3.1 11.4 15.7 0.1 6.2 9.3
Number of Traders in Each Category Total Traders: 321
20 28 10 72 41 55 51 63 32 26 20 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,361,285
Positions
178,984 117,346 52,183 1,381,165 947,146 484,501 375,605 821,669 196,338 349,927 158,615 26,513 316,069 556,974
Changes from: January 2, 2018 Total Change is: 105,855
43,812 -6,904 12,534 61,707 -3,299 21,158 -114,933 -19,147 60,907 26,252 21,653 3,377 -8,959 15,576
Percent of Open Interest Represented by Each Category of Trader
5.3 3.5 1.6 41.1 28.2 14.4 11.2 24.4 5.8 10.4 4.7 0.8 9.4 16.6
Number of Traders in Each Category Total Traders: 404
27 30 13 59 99 81 45 101 56 23 20 9
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 520,079
Positions
29,464 25,465 3,659 126,735 218,073 47,230 190,360 55,957 14,004 19,059 12,299 0 89,568 143,392
Changes from: January 2, 2018 Total Change is: 604
5,440 1,263 -431 5,020 8,630 -3,624 -1,568 -15,241 1,291 -23 2,440 0 -5,501 6,276
Percent of Open Interest Represented by Each Category of Trader
5.7 4.9 0.7 24.4 41.9 9.1 36.6 10.8 2.7 3.7 2.4 0.0 17.2 27.6
Number of Traders in Each Category Total Traders: 89
6 5 4 17 31 29 13 12 8 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 3,167,648
Positions
92,601 232,883 54,473 1,563,223 635,912 455,981 391,661 968,051 121,694 227,297 247,705 9,154 251,564 441,795
Changes from: January 2, 2018 Total Change is: 61,692
4,406 -8,723 10,306 4,951 16,355 25,369 27,537 15,308 -12,465 2,107 1,420 409 -928 13,713
Percent of Open Interest Represented by Each Category of Trader
2.9 7.4 1.7 49.3 20.1 14.4 12.4 30.6 3.8 7.2 7.8 0.3 7.9 13.9
Number of Traders in Each Category Total Traders: 330
14 29 10 65 63 72 45 67 36 24 23 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 1,463,964
Positions
418,329 230,473 506,425 72,926 1,853 61,977 30,466 263,942 261,873 34,632 35,040 45,004 32,332 57,377
Changes from: January 2, 2018 Total Change is: 68,247
-2,067 40,075 22,774 7,732 -856 2,703 4,720 -13,262 32,936 -3,453 -19,206 41 2,861 3,042
Percent of Open Interest Represented by Each Category of Trader
28.6 15.7 34.6 5.0 0.1 4.2 2.1 18.0 17.9 2.4 2.4 3.1 2.2 3.9
Number of Traders in Each Category Total Traders: 151
28 31 51 . . 7 16 43 45 11 9 13
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 is13,481,307
Positions
6,258,654 549,083 2,224,290 5,940 2,526,050 846,458 623,205 2,806,704 2,265,628 133,378 333,535 589,725 534,029 1,339,834
Changes from: January 2, 2018 Total Change is: 736,225
56,536 68,020 117,587 -9,196 13,299 14,138 46,393 188,088 418,005 30,005 -166,984 12,895 49,862 71,177
Percent of Open Interest Represented by Each Category of Trader
46.4 4.1 16.5 0.0 18.7 6.3 4.6 20.8 16.8 1.0 2.5 4.4 4.0 9.9
Number of Traders in Each Category Total Traders: 304
35 41 72 . 39 35 38 94 97 12 21 24
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 25,624
Positions
6,065 5,567 0 57 8,388 123 6,261 7,158 0 13,087 4,230 0 31 158
Changes from: January 2, 2018 Total Change is: 110
542 654 0 0 8 0 -854 -550 0 408 0 0 14 -2
Percent of Open Interest Represented by Each Category of Trader
23.7 21.7 0.0 0.2 32.7 0.5 24.4 27.9 0.0 51.1 16.5 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 48
. 6 0 . 13 . 7 9 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 19,953
Positions
1,880 4,838 0 69 4,220 495 16,814 7,401 0 604 2,909 23 68 67
Changes from: January 2, 2018 Total Change is: -1,487
-1,515 -163 0 0 -796 37 -212 -549 0 140 30 0 63 -46
Percent of Open Interest Represented by Each Category of Trader
9.4 24.2 0.0 0.3 21.1 2.5 84.3 37.1 0.0 3.0 14.6 0.1 0.3 0.3
Number of Traders in Each Category Total Traders: 34
. 4 0 . 8 . . 10 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 4,624
Positions
39 0 15 0 0 0 521 654 253 1,204 3,017 41 2,551 644
Changes from: January 2, 2018 Total Change is: 559
0 0 0 0 0 0 247 274 -6 161 353 -56 213 -6
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.3 0.0 0.0 0.0 11.3 14.1 5.5 26.0 65.2 0.9 55.2 13.9
Number of Traders in Each Category Total Traders: 42
. 0 . 0 0 0 7 10 6 15 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 51,377
Positions
245 12,628 0 9,523 13,026 552 24,305 19,048 1,770 7,360 1,291 8 7,614 3,054
Changes from: January 2, 2018 Total Change is: -1,261
87 -1,050 0 -66 1,986 -21 3,618 -1,525 -184 -4,598 45 -98 1 -414
Percent of Open Interest Represented by Each Category of Trader
0.5 24.6 0.0 18.5 25.4 1.1 47.3 37.1 3.4 14.3 2.5 0.0 14.8 5.9
Number of Traders in Each Category Total Traders: 147
. . 0 12 10 . 29 36 10 49 6 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 602,198
Positions
107,419 55,189 30,732 105,293 103,892 88,487 124,530 183,217 82,089 16,196 7,560 14,823 32,629 36,209
Changes from: January 2, 2018 Total Change is: 39,896
4,057 4,660 10,810 25,126 9,060 -15,119 8,164 19,417 6,589 -1,249 1,083 -1,860 3,378 5,256
Percent of Open Interest Represented by Each Category of Trader
17.8 9.2 5.1 17.5 17.3 14.7 20.7 30.4 13.6 2.7 1.3 2.5 5.4 6.0
Number of Traders in Each Category Total Traders: 262
17 7 19 27 37 25 59 70 60 17 13 21
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 9, 2018
-----------------------------------------------------------------------------------------------------------------------------------------------------------
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 77,139
Positions
1,125 0 0 34,260 1,375 166 38,516 75,363 85 2,800 125 0 187 25
Changes from: January 2, 2018 Total Change is: 5,321
0 0 0 -5,715 5 0 8,986 5,321 0 2,002 -2 0 48 -3
Percent of Open Interest Represented by Each Category of Trader
1.5 0.0 0.0 44.4 1.8 0.2 49.9 97.7 0.1 3.6 0.2 0.0 0.2 0.0
Number of Traders in Each Category Total Traders: 40
4 0 0 7 . . 10 7 . 9 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 12, 2018