Traders in Financial Futures - Futures Only Positions as of January 16, 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 160,810
Positions
6,995 86,307 199 48,567 10,949 1,669 52,213 36,381 3,395 5,506 2,158 415 41,851 19,337
Changes from: January 9, 2018 Total Change is: 12,971
1,917 9,575 -589 1,862 1,494 -20 9,237 497 -361 226 -100 10 689 2,465
Percent of Open Interest Represented by Each Category of Trader
4.3 53.7 0.1 30.2 6.8 1.0 32.5 22.6 2.1 3.4 1.3 0.3 26.0 12.0
Number of Traders in Each Category Total Traders: 90
4 9 4 21 6 4 23 19 14 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 70,214
Positions
38,287 6,681 68 628 6,244 602 21,393 34,699 79 480 1,776 0 8,677 20,065
Changes from: January 9, 2018 Total Change is: -6,856
-408 2,635 63 25 -78 0 -4,110 -5,095 -4,026 0 54 0 1,600 -409
Percent of Open Interest Represented by Each Category of Trader
54.5 9.5 0.1 0.9 8.9 0.9 30.5 49.4 0.1 0.7 2.5 0.0 12.4 28.6
Number of Traders in Each Category Total Traders: 51
7 6 . . 6 . 10 18 . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 218,209
Positions
41,125 71,484 3,176 35,981 66,631 5,510 86,758 36,229 2,817 2,719 7,532 36 40,087 24,794
Changes from: January 9, 2018 Total Change is: 14,725
-403 20,826 -188 7,192 540 11 10,613 -4,422 -2,283 812 0 -447 -582 688
Percent of Open Interest Represented by Each Category of Trader
18.8 32.8 1.5 16.5 30.5 2.5 39.8 16.6 1.3 1.2 3.5 0.0 18.4 11.4
Number of Traders in Each Category Total Traders: 128
7 10 5 22 19 6 41 23 12 5 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 236,305
Positions
116,994 29,941 483 26,074 19,527 9,455 50,840 141,336 3,682 1,793 1,219 32 26,952 30,630
Changes from: January 9, 2018 Total Change is: 3,161
-11,941 18,259 88 3,924 -4,047 -1,500 4,347 -4,686 -561 1,565 48 0 7,239 -4,440
Percent of Open Interest Represented by Each Category of Trader
49.5 12.7 0.2 11.0 8.3 4.0 21.5 59.8 1.6 0.8 0.5 0.0 11.4 13.0
Number of Traders in Each Category Total Traders: 121
9 10 5 18 19 8 28 30 18 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 594,038
Positions
46,686 306,418 5,504 272,419 116,699 21,834 116,996 71,311 11,065 23,488 7,518 816 95,230 52,873
Changes from: January 9, 2018 Total Change is: 30,638
1,932 15,201 -2,785 12,801 6,196 -2,477 15,781 12,138 -3,482 -10 356 219 8,659 5,272
Percent of Open Interest Represented by Each Category of Trader
7.9 51.6 0.9 45.9 19.6 3.7 19.7 12.0 1.9 4.0 1.3 0.1 16.0 8.9
Number of Traders in Each Category Total Traders: 264
19 13 12 77 30 40 57 31 22 27 10 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 39,084
Positions
626 23,871 10 21,086 2,259 1,763 681 5,897 694 0 419 10 14,214 4,161
Changes from: January 9, 2018 Total Change is: 275
0 -184 0 -540 -1,457 131 0 1,539 12 -538 0 0 1,210 234
Percent of Open Interest Represented by Each Category of Trader
1.6 61.1 0.0 54.0 5.8 4.5 1.7 15.1 1.8 0.0 1.1 0.0 36.4 10.6
Number of Traders in Each Category Total Traders: 30
. . . 17 . 8 . 5 . 0 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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/JAPANESE YEN XRATE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #399741 Open Interest is 28,551
Positions
2,463 9,064 0 11,504 6,728 1,788 2,877 6,699 12 0 0 0 9,907 4,260
Changes from: January 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
8.6 31.7 0.0 40.3 23.6 6.3 10.1 23.5 0.0 0.0 0.0 0.0 34.7 14.9
Number of Traders in Each Category Total Traders: 19
. . 0 6 4 6 . . . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 123,922
Positions
21,424 39,619 765 16,822 25,312 2,261 50,764 30,970 2,877 269 0 6 28,734 22,112
Changes from: January 9, 2018 Total Change is: 459
1,102 9,628 284 1,695 -2,361 -137 -887 -6,230 153 16 0 0 -1,767 -878
Percent of Open Interest Represented by Each Category of Trader
17.3 32.0 0.6 13.6 20.4 1.8 41.0 25.0 2.3 0.2 0.0 0.0 23.2 17.8
Number of Traders in Each Category Total Traders: 98
8 10 5 15 11 7 34 19 12 . 0 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 62,510
Positions
0 50,581 227 33,290 0 0 26,415 10,481 0 611 172 0 1,967 1,049
Changes from: January 9, 2018 Total Change is: 2,058
0 1,362 0 1,461 0 0 487 781 0 101 30 0 9 -115
Percent of Open Interest Represented by Each Category of Trader
0.0 80.9 0.4 53.3 0.0 0.0 42.3 16.8 0.0 1.0 0.3 0.0 3.1 1.7
Number of Traders in Each Category Total Traders: 35
0 6 . 5 0 0 14 6 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 172,511
Positions
26,681 76,095 264 65,701 7,645 230 67,586 69,162 4,210 2,170 10,778 0 5,669 4,127
Changes from: January 9, 2018 Total Change is: -11,739
-8,193 -299 244 -8,299 -508 188 3,916 -10,250 -457 -43 206 0 905 -863
Percent of Open Interest Represented by Each Category of Trader
15.5 44.1 0.2 38.1 4.4 0.1 39.2 40.1 2.4 1.3 6.2 0.0 3.3 2.4
Number of Traders in Each Category Total Traders: 133
7 5 . 15 7 . 38 39 5 9 13 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 31,875
Positions
121 13,621 50 15,073 223 0 12,014 14,857 1,534 1,354 919 0 1,729 671
Changes from: January 9, 2018 Total Change is: 6,169
121 6,669 0 -481 0 0 6,328 -596 169 -4 -1 0 36 -72
Percent of Open Interest Represented by Each Category of Trader
0.4 42.7 0.2 47.3 0.7 0.0 37.7 46.6 4.8 4.2 2.9 0.0 5.4 2.1
Number of Traders in Each Category Total Traders: 37
. 4 . 4 . 0 9 10 . 5 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 46,780
Positions
25,887 9,232 153 4,747 3,317 0 10,912 28,761 873 0 500 0 4,208 3,944
Changes from: January 9, 2018 Total Change is: 1,261
-2,635 3,919 152 1,406 1,372 0 1,450 -3,748 141 0 -145 0 747 -430
Percent of Open Interest Represented by Each Category of Trader
55.3 19.7 0.3 10.1 7.1 0.0 23.3 61.5 1.9 0.0 1.1 0.0 9.0 8.4
Number of Traders in Each Category Total Traders: 87
6 4 . 10 7 0 29 27 6 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 13,117
Positions
2,656 7,810 0 6,611 177 0 2,395 4,034 191 0 0 0 1,264 905
Changes from: January 9, 2018 Total Change is: 588
-160 9 0 200 -13 0 560 868 -97 0 0 0 85 -179
Percent of Open Interest Represented by Each Category of Trader
20.2 59.5 0.0 50.4 1.3 0.0 18.3 30.8 1.5 0.0 0.0 0.0 9.6 6.9
Number of Traders in Each Category Total Traders: 25
. 4 0 4 . 0 9 6 . 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 78,618
Positions
8,912 53,568 1,415 17,587 3,314 231 30,935 8,851 3,913 3,811 263 2 11,814 7,064
Changes from: January 9, 2018 Total Change is: 3,299
1,271 959 -68 1,125 53 -151 1,780 1,622 -329 564 74 0 -894 1,139
Percent of Open Interest Represented by Each Category of Trader
11.3 68.1 1.8 22.4 4.2 0.3 39.3 11.3 5.0 4.8 0.3 0.0 15.0 9.0
Number of Traders in Each Category Total Traders: 133
18 19 . 20 . 5 36 21 8 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 157,236
Positions
17,824 107,135 2,830 35,173 6,627 461 61,870 17,701 7,825 7,622 526 4 23,627 14,127
Changes from: January 9, 2018 Total Change is: 6,598
2,542 1,918 -135 2,250 105 -301 3,560 3,244 -658 1,128 148 0 -1,788 2,277
Percent of Open Interest Represented by Each Category of Trader
11.3 68.1 1.8 22.4 4.2 0.3 39.3 11.3 5.0 4.8 0.3 0.0 15.0 9.0
Number of Traders in Each Category Total Traders: 133
18 19 . 20 . 5 36 21 8 13 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE ($100 X DJ US REAL ESTATE INDEX)
CFTC Code #124606 Open Interest is 17,857
Positions
933 15,520 0 12,204 800 510 1,555 495 250 500 0 0 1,905 282
Changes from: January 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
5.2 86.9 0.0 68.3 4.5 2.9 8.7 2.8 1.4 2.8 0.0 0.0 10.7 1.6
Number of Traders in Each Category Total Traders: 20
. 8 0 5 . . . . . . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 719,920
Positions
44,430 191,133 35,809 355,864 166,194 60,556 85,071 124,619 25,504 26,022 39,875 7,019 79,645 69,211
Changes from: January 9, 2018 Total Change is: 14,981
-3,736 9,965 4,328 2,985 2,021 -467 14,693 -816 734 -1,474 2,048 1,702 -3,784 -4,533
Percent of Open Interest Represented by Each Category of Trader
6.2 26.5 5.0 49.4 23.1 8.4 11.8 17.3 3.5 3.6 5.5 1.0 11.1 9.6
Number of Traders in Each Category Total Traders: 626
29 47 28 153 90 102 92 116 80 50 49 18
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 55,435
Positions
20,296 14,343 0 8,937 18,476 439 4,099 6,749 0 3,210 45 0 18,454 15,383
Changes from: January 9, 2018 Total Change is: -1,236
626 4,530 -715 69 831 -386 435 -729 0 155 0 0 -1,420 -4,767
Percent of Open Interest Represented by Each Category of Trader
36.6 25.9 0.0 16.1 33.3 0.8 7.4 12.2 0.0 5.8 0.1 0.0 33.3 27.7
Number of Traders in Each Category Total Traders: 47
7 6 0 5 7 4 7 10 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 3,322,427
Positions
207,250 970,531 92,465 1,736,878 740,830 298,342 426,192 610,683 106,188 114,249 199,340 34,906 305,957 269,142
Changes from: January 9, 2018 Total Change is: 81,086
-8,352 40,629 11,757 14,636 6,003 -459 68,507 -3,219 6,453 -7,957 10,431 8,321 -11,820 1,170
Percent of Open Interest Represented by Each Category of Trader
6.2 29.2 2.8 52.3 22.3 9.0 12.8 18.4 3.2 3.4 6.0 1.1 9.2 8.1
Number of Traders in Each Category Total Traders: 622
28 47 25 153 90 100 93 114 73 49 48 17
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 33,799
Positions
3,733 32,602 0 12,112 0 748 13,220 0 0 589 0 0 3,397 449
Changes from: January 9, 2018 Total Change is: -2
-288 34 0 14 -293 210 68 0 0 0 0 0 -6 47
Percent of Open Interest Represented by Each Category of Trader
11.0 96.5 0.0 35.8 0.0 2.2 39.1 0.0 0.0 1.7 0.0 0.0 10.1 1.3
Number of Traders in Each Category Total Traders: 25
. 8 0 8 0 . 7 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 TECHNOLOGY INDEX - CHICAGO MERCANTILE EXCHANGE ($100 x S&P Select Sector Technology Index price)
CFTC Code #13874I Open Interest is 12,430
Positions
3,063 9,201 0 6,328 1,183 1,585 0 0 0 322 0 0 1,132 461
Changes from: January 9, 2018 Total Change is: .
. . . . . . . . . . . . . .
Percent of Open Interest Represented by Each Category of Trader
24.6 74.0 0.0 50.9 9.5 12.8 0.0 0.0 0.0 2.6 0.0 0.0 9.1 3.7
Number of Traders in Each Category Total Traders: 20
. 8 0 8 . . 0 0 0 . 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 25,496
Positions
21,328 14,028 0 608 9,008 309 1,890 533 0 0 671 0 1,361 947
Changes from: January 9, 2018 Total Change is: 486
1,770 2,435 0 -1,447 -1,826 0 90 0 0 0 0 0 73 -123
Percent of Open Interest Represented by Each Category of Trader
83.7 55.0 0.0 2.4 35.3 1.2 7.4 2.1 0.0 0.0 2.6 0.0 5.3 3.7
Number of Traders in Each Category Total Traders: 23
8 . 0 . 6 . . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 90,011
Positions
4,112 45,964 625 41,898 32,301 3,792 24,996 2,323 1,289 0 240 0 13,299 3,477
Changes from: January 9, 2018 Total Change is: -860
10 200 30 -224 -689 -104 -177 -350 -23 0 0 0 -372 76
Percent of Open Interest Represented by Each Category of Trader
4.6 51.1 0.7 46.5 35.9 4.2 27.8 2.6 1.4 0.0 0.3 0.0 14.8 3.9
Number of Traders in Each Category Total Traders: 85
4 10 . 32 15 11 19 4 8 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 54,817
Positions
10,569 12,929 1,033 15,829 11,296 1,354 15,795 16,731 995 2,138 3,470 16 7,089 6,994
Changes from: January 9, 2018 Total Change is: 2,957
1,697 2,921 176 -227 97 249 679 -643 -138 453 429 -22 89 -113
Percent of Open Interest Represented by Each Category of Trader
19.3 23.6 1.9 28.9 20.6 2.5 28.8 30.5 1.8 3.9 6.3 0.0 12.9 12.8
Number of Traders in Each Category Total Traders: 267
20 21 7 45 30 24 49 55 20 19 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 274,087
Positions
52,843 64,646 5,166 79,145 56,480 6,770 78,975 83,656 4,974 10,689 17,349 78 35,447 34,968
Changes from: January 9, 2018 Total Change is: 14,786
8,485 14,605 878 -1,134 486 1,246 3,397 -3,216 -688 2,266 2,147 -108 444 -564
Percent of Open Interest Represented by Each Category of Trader
19.3 23.6 1.9 28.9 20.6 2.5 28.8 30.5 1.8 3.9 6.3 0.0 12.9 12.8
Number of Traders in Each Category Total Traders: 267
20 21 7 45 30 24 49 55 20 19 28 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 561,627
Positions
40,722 157,797 2,877 255,015 216,210 36,035 178,943 125,663 7,885 18,951 2,728 0 21,199 12,432
Changes from: January 9, 2018 Total Change is: -17,441
990 -2,201 128 -4,972 -2,431 -861 -11,413 -7,759 -596 626 -794 0 -1,343 -2,927
Percent of Open Interest Represented by Each Category of Trader
7.3 28.1 0.5 45.4 38.5 6.4 31.9 22.4 1.4 3.4 0.5 0.0 3.8 2.2
Number of Traders in Each Category Total Traders: 298
17 27 4 76 44 39 60 55 24 13 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 23,175
Positions
12,612 13,403 604 1,229 1,144 0 1,516 1,885 13 1,395 700 180 5,626 5,246
Changes from: January 9, 2018 Total Change is: -135
-732 892 145 0 0 0 1,042 -897 -91 0 0 0 -499 -184
Percent of Open Interest Represented by Each Category of Trader
54.4 57.8 2.6 5.3 4.9 0.0 6.5 8.1 0.1 6.0 3.0 0.8 24.3 22.6
Number of Traders in Each Category Total Traders: 37
11 7 . 4 . 0 . 5 . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 47,198
Positions
1,084 24,548 0 25,209 921 184 9,542 1,761 83 1,412 16,127 358 9,326 3,216
Changes from: January 9, 2018 Total Change is: 878
200 2,275 0 -540 0 -115 1,396 -791 -3 0 -213 -151 91 -124
Percent of Open Interest Represented by Each Category of Trader
2.3 52.0 0.0 53.4 2.0 0.4 20.2 3.7 0.2 3.0 34.2 0.8 19.8 6.8
Number of Traders in Each Category Total Traders: 47
. 4 0 18 . . 12 . . . 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 58,165
Positions
8,301 9,303 2,095 20,102 2,067 1,888 6,820 15,289 606 9,747 1,146 0 8,606 25,771
Changes from: January 9, 2018 Total Change is: -3,707
2,284 -1,165 605 -3,398 463 337 -2,126 -442 -155 -582 0 0 -672 -3,350
Percent of Open Interest Represented by Each Category of Trader
14.3 16.0 3.6 34.6 3.6 3.2 11.7 26.3 1.0 16.8 2.0 0.0 14.8 44.3
Number of Traders in Each Category Total Traders: 80
13 8 4 17 5 6 12 20 6 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 290,519
Positions
20,397 184,068 4,089 193,645 60,025 19,522 39,507 14,584 2,050 2,468 1,174 0 8,841 5,007
Changes from: January 9, 2018 Total Change is: -6,241
-703 -2,831 8 -5,417 -917 549 -1,153 -1,858 105 202 -1,467 0 168 170
Percent of Open Interest Represented by Each Category of Trader
7.0 63.4 1.4 66.7 20.7 6.7 13.6 5.0 0.7 0.8 0.4 0.0 3.0 1.7
Number of Traders in Each Category Total Traders: 155
8 13 7 60 23 20 33 10 7 4 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,045,537
Positions
33,366 722,005 6,804 627,593 146,585 66,778 205,983 56,821 20,581 47,150 15,968 736 36,546 9,259
Changes from: January 9, 2018 Total Change is: 17,769
-3,687 18,376 1,034 8,365 3,267 496 3,688 -6,175 -569 -401 1,591 -141 8,984 -110
Percent of Open Interest Represented by Each Category of Trader
3.2 69.1 0.7 60.0 14.0 6.4 19.7 5.4 2.0 4.5 1.5 0.1 3.5 0.9
Number of Traders in Each Category Total Traders: 383
22 21 8 144 46 45 75 31 14 38 6 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 93,553
Positions
19,643 32,009 60,346 10,080 0 0 2,122 370 798 520 30 0 44 0
Changes from: January 9, 2018 Total Change is: -30
4,480 1,470 -1,850 200 0 0 -3,240 370 -20 400 0 0 0 0
Percent of Open Interest Represented by Each Category of Trader
21.0 34.2 64.5 10.8 0.0 0.0 2.3 0.4 0.9 0.6 0.0 0.0 0.0 0.0
Number of Traders in Each Category Total Traders: 31
4 12 8 6 0 0 4 . . . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 785,547
Positions
18,495 51,680 4,400 323,591 279,674 119,310 126,486 113,942 19,746 19,024 29,853 222 154,273 166,720
Changes from: January 9, 2018 Total Change is: 14,017
4,625 5,426 489 8,617 11,623 2,856 5,157 -6,141 -5,782 43 3,605 -1,454 -534 3,395
Percent of Open Interest Represented by Each Category of Trader
2.4 6.6 0.6 41.2 35.6 15.2 16.1 14.5 2.5 2.4 3.8 0.0 19.6 21.2
Number of Traders in Each Category Total Traders: 167
7 15 . 40 36 36 20 35 17 5 8 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 885,371
Positions
7,421 123,779 171 492,129 97,251 146,320 56,978 394,901 19,574 42,884 8,427 1,155 118,739 93,793
Changes from: January 9, 2018 Total Change is: -1,468
-123 -13,664 -155 6,859 8,383 -977 -388 2,015 -620 -8,243 708 0 2,179 2,842
Percent of Open Interest Represented by Each Category of Trader
0.8 14.0 0.0 55.6 11.0 16.5 6.4 44.6 2.2 4.8 1.0 0.1 13.4 10.6
Number of Traders in Each Category Total Traders: 116
. 11 . 45 16 34 15 20 13 4 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,876,381
Positions
125,153 167,258 9,248 624,465 359,761 232,341 507,510 579,577 58,004 195,120 290,588 2,037 122,503 177,567
Changes from: January 9, 2018 Total Change is: 24,475
3,078 -12,626 -301 15,318 1,628 11,541 3,235 18,987 5 -15,649 40 -210 7,458 5,411
Percent of Open Interest Represented by Each Category of Trader
6.7 8.9 0.5 33.3 19.2 12.4 27.0 30.9 3.1 10.4 15.5 0.1 6.5 9.5
Number of Traders in Each Category Total Traders: 318
18 28 9 70 45 56 56 56 35 23 22 5
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 3,373,769
Positions
132,361 173,378 37,973 1,374,256 1,022,816 496,082 467,799 728,461 163,898 346,136 161,240 27,000 328,264 562,921
Changes from: January 9, 2018 Total Change is: 12,484
-46,623 56,032 -14,210 -6,909 75,670 11,581 92,194 -93,208 -32,440 -3,791 2,625 487 12,195 5,947
Percent of Open Interest Represented by Each Category of Trader
3.9 5.1 1.1 40.7 30.3 14.7 13.9 21.6 4.9 10.3 4.8 0.8 9.7 16.7
Number of Traders in Each Category Total Traders: 423
22 36 14 65 105 84 58 94 58 20 23 10
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 526,858
Positions
25,516 30,791 4,139 135,244 218,710 48,144 188,156 54,186 13,638 18,965 12,406 0 93,056 144,844
Changes from: January 9, 2018 Total Change is: 6,779
-3,948 5,326 480 8,509 637 914 -2,204 -1,771 -366 -94 107 0 3,488 1,452
Percent of Open Interest Represented by Each Category of Trader
4.8 5.8 0.8 25.7 41.5 9.1 35.7 10.3 2.6 3.6 2.4 0.0 17.7 27.5
Number of Traders in Each Category Total Traders: 90
6 8 . 16 30 30 13 12 7 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 3,195,542
Positions
100,075 227,990 48,909 1,600,434 668,743 440,369 371,682 954,868 129,115 241,435 255,350 11,245 252,278 458,953
Changes from: January 9, 2018 Total Change is: 27,894
7,474 -4,893 -5,564 37,211 32,831 -15,612 -19,979 -13,183 7,421 14,138 7,645 2,091 714 17,158
Percent of Open Interest Represented by Each Category of Trader
3.1 7.1 1.5 50.1 20.9 13.8 11.6 29.9 4.0 7.6 8.0 0.4 7.9 14.4
Number of Traders in Each Category Total Traders: 332
13 30 9 63 65 71 46 68 42 22 25 7
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 1,521,057
Positions
403,131 281,803 523,386 87,183 1,853 57,543 36,306 238,547 282,751 58,238 36,976 39,423 33,096 58,775
Changes from: January 9, 2018 Total Change is: 57,093
-15,198 51,330 16,961 14,257 0 -4,434 5,840 -25,395 20,878 23,606 1,936 -5,581 764 1,398
Percent of Open Interest Represented by Each Category of Trader
26.5 18.5 34.4 5.7 0.1 3.8 2.4 15.7 18.6 3.8 2.4 2.6 2.2 3.9
Number of Traders in Each Category Total Traders: 151
29 31 52 4 . 7 15 42 41 14 8 14
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 is13,698,287
Positions
6,518,326 544,682 2,083,890 11,259 2,723,508 861,696 531,318 2,698,891 2,457,206 42,883 320,358 651,614 540,095 1,356,442
Changes from: January 9, 2018 Total Change is: 216,980
259,672 -4,401 -140,400 5,319 197,458 15,238 -91,887 -107,813 191,578 -90,495 -13,177 61,889 6,066 16,608
Percent of Open Interest Represented by Each Category of Trader
47.6 4.0 15.2 0.1 19.9 6.3 3.9 19.7 17.9 0.3 2.3 4.8 3.9 9.9
Number of Traders in Each Category Total Traders: 306
36 43 74 5 37 36 37 95 97 11 18 22
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 26,210
Positions
6,918 6,150 0 57 8,444 118 5,906 7,166 0 13,172 4,170 0 39 162
Changes from: January 9, 2018 Total Change is: 586
853 583 0 0 56 -5 -355 8 0 85 -60 0 8 4
Percent of Open Interest Represented by Each Category of Trader
26.4 23.5 0.0 0.2 32.2 0.5 22.5 27.3 0.0 50.3 15.9 0.0 0.1 0.6
Number of Traders in Each Category Total Traders: 47
. 6 0 . 13 . 6 9 0 5 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 21,566
Positions
1,975 5,700 0 69 4,355 496 18,376 8,002 0 604 2,926 18 28 69
Changes from: January 9, 2018 Total Change is: 1,613
95 862 0 0 135 1 1,562 601 0 0 17 -5 -40 2
Percent of Open Interest Represented by Each Category of Trader
9.2 26.4 0.0 0.3 20.2 2.3 85.2 37.1 0.0 2.8 13.6 0.1 0.1 0.3
Number of Traders in Each Category Total Traders: 37
4 4 0 . 8 . 5 9 0 . 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 4,736
Positions
40 0 15 0 0 0 379 608 34 1,134 3,171 130 3,004 778
Changes from: January 9, 2018 Total Change is: 112
1 0 0 0 0 0 -142 -46 -219 -70 154 89 453 134
Percent of Open Interest Represented by Each Category of Trader
0.8 0.0 0.3 0.0 0.0 0.0 8.0 12.8 0.7 23.9 67.0 2.7 63.4 16.4
Number of Traders in Each Category Total Traders: 47
. 0 . 0 0 0 6 7 . 22 9 4
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 51,436
Positions
429 7,353 0 8,044 13,337 2,344 25,809 21,289 1,905 6,030 1,707 0 6,875 3,501
Changes from: January 9, 2018 Total Change is: 59
184 -5,275 0 -1,479 311 1,792 1,504 2,241 135 -1,330 416 -8 -739 447
Percent of Open Interest Represented by Each Category of Trader
0.8 14.3 0.0 15.6 25.9 4.6 50.2 41.4 3.7 11.7 3.3 0.0 13.4 6.8
Number of Traders in Each Category Total Traders: 138
. . 0 12 10 . 26 37 10 40 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 653,697
Positions
109,776 56,916 34,842 108,985 127,325 96,368 140,175 178,850 92,001 16,791 9,735 20,105 34,654 37,555
Changes from: January 9, 2018 Total Change is: 51,499
2,357 1,727 4,110 3,692 23,433 7,881 15,645 -4,367 9,912 595 2,175 5,282 2,025 1,346
Percent of Open Interest Represented by Each Category of Trader
16.8 8.7 5.3 16.7 19.5 14.7 21.4 27.4 14.1 2.6 1.5 3.1 5.3 5.7
Number of Traders in Each Category Total Traders: 278
19 9 19 27 38 25 61 70 59 23 15 28
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures - Futures Only Positions as of January 16, 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 81,034
Positions
1,069 0 0 34,378 1,375 166 42,089 79,264 85 2,992 122 0 255 22
Changes from: January 9, 2018 Total Change is: 3,895
-56 0 0 118 0 0 3,573 3,901 0 192 -3 0 68 -3
Percent of Open Interest Represented by Each Category of Trader
1.3 0.0 0.0 42.4 1.7 0.2 51.9 97.8 0.1 3.7 0.2 0.0 0.3 0.0
Number of Traders in Each Category Total Traders: 41
4 0 0 7 . . 10 7 . 10 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Updated January 19, 2018